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A varying-coefficient panel data model with fixed effects : theory and an application to U.S. commercial banks
Feng, Guohua, (2015)
Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua, (2024)
Inference for rank-rank regressions
Chetverikov, Denis N., (2023)
Prewhitened unit root test
Maekawa, Koichi, (1994)
Comparing the Wald, LR and LM tests for heteroscedasticity in a linear regression model
Maekawa, Koichi, (1988)
Finite sample comparisons of the distributions of the OLS and GLS estimators in regression with an integrated regressor and correlated errors
Maekawa, Koichi, (1998)