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DateTitle Authors
2013 Testing for monotonicity in expected asset returnsRomano, Joseph P. / Wolf, Michael
2005 Unit roots and cointegration in panelsBreitung, Jörg / Pesaran, Mohammad Hashem
2009 Testing for structural breaks in dynamic factor modelsBreitung, Jörg / Eickmeier, Sandra
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
2007 A note on the coefficient of determination in regression models with infinite-variance variablesLoretan, Michael Stanislaus / Kurz-Kim, Jeong-Ryeol
2009 The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data ModelsBun, Maurice J.G. / Windmeijer, Frank
2005 Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returnsKapetanios, George / Pesaran, Mohammad Hashem
2013 Testing for Equilibrium Multiplicity in Dynamic Markov GamesOtsu, Taisuke / Pesendorfer, Martin / Takahashi, Yuya

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