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DateTitle Authors
2004 Estimation and inference in large heterogeneous panels with a multifactor error structurePesaran, Mohammad Hashem
2005 Interest Rate Smoothing versus Serially Correlated Errors in Taylor Rules: Testing the TestsWelz, Peter / Österholm, Pär
2011 On the Exact Finite Sample Distribution of the L1 -FCvM Test StatisticHinloopen, Jeroen
2010 Identifying All Distinct Sample P-P Plots, with an Application to the Exact Finite Sample Distribution of the L1-FCvM Test StatisticHinloopen, Jeroen / Wagenvoort, Rien
2009 A factor analysis approch to measuring European loan and bond market integrationWagenvoort, Rien / Ebner, André / Morgese Borys, Magdalena
2005 Steht der deutsche Aktienmarkt unter politischem Einfluss?Gottschalk, Katrin / Bohl, Martin T.
2002 Power Properties of the Sargan Test in the Presence of Measurement Errors in Dynamic PanelsDahlberg, Matz / Johansson, Eva / Tovmo, Per
2002 The Representative Agent Hypothesis: An Empirical TestChakrabarty, Manisha / Schmalenbach, Anke
2011 Factor rotation with non-negativity constraintsPudney, Stephen
2001 The Law of Aggregate Demand : Empirical Evidence From India Using Nonparametric Direct Average Derivative Estimation procedureChakrabarty, Manisha

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