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DateTitle Authors
2005 Dickey-Fuller type of tests against nonlinear dynamic modelsHe, Changli / Sandberg, Rickard
2000 Why not use standard panel unit root test for testing PPPLyhagen, Johan
2005 Testing parameter constancy in unit root autoregressive models against continuous changeHe, Changli / Sandberg, Rickard
2001 Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlationSkoglund, Jimmy / Karlsson, Sune
2005 Inference for unit roots in a panel smooth transition autoregressive model where the time dimension is fixedHe, Changli / Sandberg, Rickard
2013 A semiparametric early warning model of financial stress eventsChristensen, Ian / Li, Fuchun
2012 Robust standard errors in transformed likelihood estimation of dynamic panel data modelsHayakawa, Kazuhiko / Pesaran, M. Hashem
2010 Spurious rejections by Dickey-Fuller tests in the presence of an endogenously determined break under the nullBadillo Amador, Rosa / Belaire Franch, Jorge / Reverte Maya, Carmelo
2011 Evaluating macroeconomic risk forecastsKnüppel, Malte / Schultefrankenfeld, Guido
2011 How informative are central bank assessments of macroeconomic risks?Knüppel, Malte / Schultefrankenfeld, Guido

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