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Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George, (2004)
Panel Unit Root Tests in the Presence of a Multifactor Error Structure
Pesaran, M. Hashem, (2021)
Panels with non-stationary multifactor error structures
Kapetanios, George, (2011)
Model selection in threshold models
Kapetanios, George, (1999)
Threshold models for trended time series
A bootstrap procedure for panel data sets with many cross-sectional units
Kapetanios, George, (2008)