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DateTitle Authors
2010 Unit Root Testing in Heteroskedastic Panels using the Cauchy EstimatorDemetrescu, Matei / Hanck, Christoph
2009 A factor analysis approach to measuring European loan and bond market integrationWagenvoort, Rien / Ebner, André / Morgese Borys, Magdalena
2010 Multiple Testing in Growth EconometricsDeckers, Thomas / Hanck, Christoph
2005 A stochastic theory of geographic concentration and the empirical evidence in GermanyBrenner, Thomas
2013 Testing for monotonicity in expected asset returnsRomano, Joseph P. / Wolf, Michael
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

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