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DateTitle Authors
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
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
2005 Unit roots and cointegration in panelsBreitung, Jörg / Pesaran, Mohammad Hashem
2013 Testing for Equilibrium Multiplicity in Dynamic Markov GamesOtsu, Taisuke / Pesendorfer, Martin / Takahashi, Yuya
2008 The distribution of consumption-expenditure budget shares: Evidence from Italian householdsBarigozzi, Matteo / Alessi, Lucia / Capasso, Marco / Fagiolo, Giorgio

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