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Efficient tests for autoregressive unit roots in panel data
Bowman, David, (1999)
Fully modified estimation with nearly integrated regressors
Hjalmarsson, Erik, (2006)
Nearly optimal test for long-run predictability with nearly integrated regressors
Sizova, Natalia, (2021)
Predictive regressions with panel data
Hjalmarsson, Erik, (2004)
On the predictability of global stock returns
Does the black-scholes formula work for electricity markets? : A nonparametric approach
Hjalmarsson, Erik, (2003)