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DateTitle Authors
2005 Unit roots and cointegration in panelsBreitung, Jörg / Pesaran, Mohammad Hashem
2007 The Spatial Distribution of Economic Activities in Italyde Dominicis, Laura / Arbia, Giuseppe / de Groot, Henri L.F.
2009 Testing for structural breaks in dynamic factor modelsBreitung, Jörg / Eickmeier, Sandra
2013 Nonstationary-Volatility Robust Panel Unit Root Tests and the Great ModerationCzudaj, Robert / Hanck, Christoph
2007 A note on the coefficient of determination in regression models with infinite-variance variablesLoretan, Michael Stanislaus / Kurz-Kim, Jeong-Ryeol
2007 Does Benford's law hold in economic research and forecasting?Günnel, Stefan / Tödter, Karl-Heinz
2009 Robust inference with multi-way clusteringMiller, Douglas L. / Cameron, A. Colin / Gelbach, Jonah
2008 How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecastsKnüppel, Malte / Schultefrankenfeld, Guido
2011 Evaluating the calibration of multi-step-ahead density forecasts using raw momentsKnüppel, Malte
2011 Does monetary policy affect stock market uncertainty? Empirical evidence from the United StatesJovanović, Mario

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