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DateTitle Authors
2013 Nonstationary-volatility robust panel unit root tests and the great moderationHanck, Christoph / Czudaj, Robert
2008 Panel unit root tests in the presence of a multifactor error structurePesaran, Mohammad Hashem / Smith, L. Vanessa / Yamagata, Takashi
2009 Panel cointegration testing in the presence of a time trendDroge, Bernd / Örsal, Deniz Dilan Karaman
2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in TailsDiks, Cees / Panchenko, Valentyn / van Dijk, Dick
2009 The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data ModelsBun, Maurice J.G. / Windmeijer, Frank
2007 Diagnostic tests of cross section independence for nonlinear panel data modelsHsiao, Cheng / Pesaran, Mohammad Hashem / Pick, Andreas
2006 Testing dependence among serially correlated multi-category variablesPesaran, Mohammad Hashem / Timmermann, Allan
2008 Rational bubbles and fractional integrationKruse, Robinson
2006 Testing dependence among serially correlated multi-category variablesPesaran, Mohammad Hashem / Timmermann, Allan
2006 Panels with nonstationary multifactor error structuresKapetanios, George / Pesaran, Mohammad Hashem / Yamagata, Takashi

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