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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)
When Do Sudden Stops Really Hurt?
Caner, Mehmet, (2009)
Weak convergence to a matrix stochastic integral with stable processes
Caner, Mehmet, (1997)
Tests for cointegration with infinite variance errors
Caner, Mehmet, (1998)