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Panel data tests of return models with applications to global stock returns
Hjalmarsson, Erik, (2005)
Some cautions on the use of the LLC panel unit root test
Westerlund, Joakim, (2006)
Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test
Lau, Chi Keung, (2012)
A panel CUSUM test of the null of cointegration
Westerlund, Joakim, (2003)
A panel data test of the Bank Lending Channel in Sweden
Feasible estimation in cointegrated panels