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- 2021
-
Mark
On the Robustness of the Pooled CCE Estimator
(
- Contribution to journal › Article
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Mark
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
(
- Contribution to journal › Article
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Mark
The factor analytical approach in near unit root interactive effects panels
(
- Contribution to journal › Article
-
Mark
Detection of units with pervasive effects in large panel data models
(
- Contribution to journal › Article
- 2020
-
Mark
The Factor Analytical Approach in Near Unit Root Panels
2020) In Journal of Econometrics(
- Contribution to journal › Article
- 2017
-
Mark
On the Role of the Rank Condition in CCE Estimation of Factor-Augmented Panel Regressions
(
- Contribution to journal › Article
- 2015
-
Mark
Nonparametric Rank Tests for Non-Stationary Panels
(
- Contribution to journal › Article
-
Mark
New Tools for Understanding the Local Asymptotic Power of Panel Unit Root Tests
(
- Contribution to journal › Article
-
Mark
The Effect of Recursive Detrending on Panel Unit Root Tests
(
- Contribution to journal › Article
-
Mark
The Power of PANIC
(
- Contribution to journal › Article
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Mark
Nonparametric rank tests for non-stationary panels
(
- Contribution to journal › Article
-
Mark
Cross-Sectional Averages versus Principal Components
(
- Contribution to journal › Article