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Inference on factor structures in heterogeneous panels
Castagnetti, Carolina, (2015)
Better risk and performance estimates with factor-model Monte Carlo
Jiang, Yindeng, (2015)
Fixed T dynamic panel data estimators with multifactor errors
Juodis, Artūras, (2018)
The Hausman tests for cointegration
Choi, In, (1991)
Durbin-Hausman tests for a unit root
Choi, In, (1992)
Durbin-Hausman tests for cointegration
Choi, In, (1994)