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- 2021
-
Mark
Detection of units with pervasive effects in large panel data models
(
- Contribution to journal › Article
- 2015
-
Mark
Nonparametric rank tests for non-stationary panels
(
- Contribution to journal › Article
-
Mark
Bootstrap-based bias correction and inference for dynamic panels with fixed effects
(
- Contribution to journal › Article
- 2012
-
Mark
Testing Homogeneity and Unit Root Restrictions in Panels
2012) In Lund Economic Studies(
- Thesis › Doctoral thesis (monograph)
- 2008
-
Mark
Error-correction-based cointegration tests for panel data
(
- Contribution to journal › Article
- 2007
-
Mark
A Note on the Pooling of Individual PANIC Unit Root Tests
2007) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
A panel bootstrap cointegration test
(
- Contribution to journal › Article
- 2006
-
Mark
Simple Tests for Cointegration in Dependent Panels with Structural Breaks
2006) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
- 2005
-
Mark
Essays on Fiscal Policy, Private Consumption and Non-Stationary Panel Data
2005) In Lund Economic Studies(
- Thesis › Doctoral thesis (compilation)
-
Mark
New Simple Tests for Panel Cointegration
2005) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Pooled Unit Root Tests in Panels with a Common Factor
2005) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Essays on Panel Cointegration
(
- Thesis › Doctoral thesis (compilation)
- 2004
-
Mark
Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated
2004) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper