1

Micro versus macro cointegration in heterogeneous panels

Year:
2010
Language:
english
File:
PDF, 2.75 MB
english, 2010
3

On the asymptotic -test for large nonstationary panel models

Year:
2012
Language:
english
File:
PDF, 355 KB
english, 2012
4

Optimal forecasting with heterogeneous panels: A Monte Carlo study

Year:
2009
Language:
english
File:
PDF, 1.98 MB
english, 2009
6

On bootstrapping panel factor series

Year:
2013
Language:
english
File:
PDF, 373 KB
english, 2013
9

First-differenced inference for panel factor series

Year:
2013
Language:
english
File:
PDF, 191 KB
english, 2013
11

Comments on: Extensions of some classical methods in change point analysis

Year:
2014
Language:
english
File:
PDF, 107 KB
english, 2014
13

Inference on factor structures in heterogeneous panels

Year:
2015
Language:
english
File:
PDF, 451 KB
english, 2015
14

Asymptotics for Panel Models with Common Shocks

Year:
2012
Language:
english
File:
PDF, 574 KB
english, 2012
20

Testing for (in)finite moments

Year:
2016
Language:
english
File:
PDF, 456 KB
english, 2016
21

Statistical inference in a random coefficient panel model

Year:
2016
Language:
english
File:
PDF, 477 KB
english, 2016
22

COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS

Year:
2007
Language:
english
File:
PDF, 137 KB
english, 2007
23

Testing for Exogeneity in Cointegrated Panels

Year:
2015
Language:
english
File:
PDF, 504 KB
english, 2015
26

A randomised sequential procedure to determine the number of factors

Year:
2017
Language:
english
File:
PDF, 3.09 MB
english, 2017
27

Testing for instability in covariance structures

Year:
2018
Language:
english
File:
PDF, 306 KB
english, 2018
30

Testing for randomness in a random coefficient autoregression model

Year:
2019
Language:
english
File:
PDF, 405 KB
english, 2019