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Jump factor models in large cross‐sections
Li, Jia, (2019)
A panel data test for mean reversion using ranndomization [randomization]
Schaller, Huntley, (1993)
Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf, (1998)
Minimax risk in estimating kink threshold and testing
Hidalgo, Javier, (2021)
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)