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Uncovered interest parity - what can we learn from panel data?
Breitung, Jörg, (2000)
New Evidence of the Real Interest Rate Parity for OECD Countries Using Panel Unit Root Tests with Breaks
Camarero, Mariam, (2011)
Multiple comparisons and combinations of significance in nonstationary panel data
Werkmann, Verena, (2013)
Combining Significance of Correlated Statistics with Application to Panel Data
Demetrescu, Matei, (2007)
Sample autocorrelations of nonstationary fractionally integrated series
Hassler, Uwe, (1997)
Regression trendbehafteter Zeitreihen in der Ökonometrie
Hassler, Uwe, (2000)