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Finite sample performance of specification tests for correlated random effects quantile panel regressions
Haque, Samiul, (2017)
Testing for stationary in panel data models when disturbances are cross-sectionally correlated
Jönsson, Kristian, (2004)
Wavelet-based testing for serial correlation of unknown form in panel models
Hong, Yongmiao, (2004)
Spurious persistence and unit roots due to seasonal differencing : the case of inflation rates
Hassler, Uwe, (2005)
Long memory testing in the time domain
Demetrescu, Matei, (2008)
(When) do long autoregressions account for neglected changes in parameters?
Demetrescu, Matei, (2016)