//-->
A bootstrap cointegrated rank test for panels of VAR models
Callot, Laurent A. F., (2010)
Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle
Di Iorio, Francesca, (2011)
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends
Kao, Chihwa, (2011)
Models of labour demand with fixed costs of adjustment: a generalised tobit approach
Di Iorio, Francesca, (2004)
A Note on the Estimation of Long-Run Relationships in Panel Equations with Cross-Section Linkages
Di Iorio, Francesca, (2012)