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- 2023
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Mark
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed
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- Contribution to journal › Article
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Mark
Teacher-to-Classroom Assignment and Student Achievement
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- Contribution to journal › Article
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Mark
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
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- Contribution to journal › Article
- 2022
-
Mark
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*
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- Contribution to journal › Article
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Mark
The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation
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- Contribution to journal › Article
- 2018
-
Mark
On the Use of GLS Demeaning in Panel Unit Root Testing
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- Contribution to journal › Article
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Mark
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels
(
- Contribution to journal › Article
- 2015
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Mark
Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem: Using Covariates to Resolve the Incidental Trend Problem
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- Contribution to journal › Article
- 2014
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Mark
Heteroskedasticity Robust Panel Unit Root Tests
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- Contribution to journal › Article
- 2005
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Mark
Exchange rates and Markov switching dynamics
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- Contribution to journal › Article