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Results 171-180 of 304.
Item hits:
| Date | Title |
Authors |
| 2009 | Testing for financial contagion with applications to the Canadian banking system | Li, Fuchun |
| 2012 | Testing weak cross-sectional dependence in large panels | Pesaran, M. Hashem |
| 2008 | Modelling conditional and unconditional heteroskedasticity with smoothly time-varying structure | Amado, Cristina / Teräsvirta, Timo |
| 2001 | Specification and estimation of random effects models with serial correlation of general form | Skoglund, Jimmy / Karlsson, Sune |
| 2005 | Testing for unit roots in nonlinear dynamic heterogeneous panels | He, Changli / Sandberg, Rickard |
| 2005 | Dickey-Fuller type of tests against nonlinear dynamic models | He, Changli / Sandberg, Rickard |
| 2009 | False discoveries in mutual fund performance: Measuring luck in estimated alphas | Barras, Laurent / Scaillet, Olivier / Wermers, Russ |
| 2000 | Why not use standard panel unit root test for testing PPP | Lyhagen, Johan |
| 2005 | Testing parameter constancy in unit root autoregressive models against continuous change | He, Changli / Sandberg, Rickard |
| 2001 | Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation | Skoglund, Jimmy / Karlsson, Sune |
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