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Better risk and performance estimates with factor-model Monte Carlo
Jiang, Yindeng, (2015)
Inference on factor structures in heterogeneous panels
Castagnetti, Carolina, (2015)
Fixed T dynamic panel data estimators with multifactor errors
Juodis, Artūras, (2018)
Testing the random walk hypothesis for real exchange rates
Choi, In, (1999)
The Hausman tests for cointegration
Choi, In, (1991)
Durbin-Hausman tests for a unit root
Choi, In, (1992)