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A simple test for nonstationarity in mixed panels with incidental trends
Westerlund, Joakim, (2014)
Point-optimal panel unit root tests with serially correlated errors
Moon, Hyungsik Roger, (2014)
A lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model under misspecification
Zhou, Xingwu, (2013)
Missing values in panel data unit root tests
Karavias, Yiannis, (2022)
A comparison of investors' sentiments and risk premium effects on valuing shares
Karavias, Yiannis, (2016)
Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors
Symeonides, Spyridon D., (2017)