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Jump factor models in large cross‐sections
Li, Jia, (2019)
Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf, (1998)
Median-unbiased estimation in fixed-effects dynamic panels
Cermeño, Rodolfo, (1999)
Robust inference for threshold regression models
Hidalgo, Javier, (2019)
A cusum test of common trends in large heterogeneous panels
Hidalgo, Javier, (2014)
Robust inference and testing of continuity in threshold regresssion models
Hidalgo, Javier, (2017)