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Bonferroni-type tests for return predictability with possibly trending predictors
Astill, Sam, (2025)
Factor-augmented regressions and their applications to financial markets : a selective review
Zhang, Yonghui, (2025)
Quantile unit root inference for panel data with common shocks
Yang, Jisheng, (2022)
Panel data estimation for correlated random coefficients models
Hsiao, Cheng, (2019)
Local constant kernel estimation of a partially linear varying coeefficient cointegration model
Wang, Luya, (2015)
Capital flows and domestic market integration in China
Li, Qi, (2010)