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- 2023
-
Mark
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
(
- Contribution to journal › Article
-
Mark
xtnumfac : A battery of estimators for the number of common factors in time series and panel-data models
(
- Contribution to journal › Article
- 2022
-
Mark
The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation
(
- Contribution to journal › Article
- 2017
-
Mark
Estimation and Testing in Panel Data with Cross-Section Dependence
2017)(
- Thesis › Doctoral thesis (compilation)
- 2015
-
Mark
Panicca: Panic on Cross-Section Averages
(
- Contribution to journal › Article
-
Mark
Testing for stock return predictability in a large Chinese panel
(
- Contribution to journal › Article
-
Mark
PANICCA - PANIC on Cross-Section Averages
2015) In Journal of Applied Econometrics(
- Working paper/Preprint › Working paper
- 2013
-
Mark
A modified LLC panel unit root test of the PPP hypothesis
(
- Contribution to journal › Article
- 2009
-
Mark
Panel cointegration and the monetary exchange rate model
(
- Contribution to journal › Article
- 2007
-
Mark
Estimating cointegrated panels with common factors and the forward rate unbiasedness hypothesis
(
- Contribution to journal › Article