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- 2025
-
Mark
Factor Models With Sparse Vector Autoregressive Idiosyncratic Components
(
- Contribution to journal › Article
-
Mark
Estimating Aggregate Relationships in Panel Data via the LASSO
2025) In Oxford Bulletin of Economics and Statistics(
- Contribution to journal › Article
- 2016
-
Mark
Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions
(
- Contribution to journal › Article
- 2014
-
Mark
Indirect Estimation of Semiparametric Binary Choice Models
(
- Contribution to journal › Article
- 2013
-
Mark
PANIC in the Presence of Uncertainty about the Deterministic Trend
(
- Contribution to journal › Article
- 2008
-
Mark
A simple test for cointegration in dependent panels with structural breaks
(
- Contribution to journal › Article
-
Mark
Simple Tests for Cointegration in Dependent Panels with Structural Breaks
(
- Contribution to journal › Article
- 2007
-
Mark
Testing for error correction in panel data
(
- Contribution to journal › Article
- 2006
-
Mark
Testing for panel cointegration with multiple structural breaks
(
- Contribution to journal › Article
- 2005
-
Mark
A panel CUSUM test of the null of cointegration
(
- Contribution to journal › Article