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Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan, (2006)
On the estimation and inference of a cointegrated regression in panel data
Kao, Chihwa, (2001)
Estimates and inferences in accounting panel data sets : comparing approaches
Canitz, Felix, (2017)
Spurious regression in nonstationary panels with cross-unit cointegration
Urbain, Jean-Pierre, (2006)
Spurious regression in non-stationary panel time series with cross-unit cointegration
Urbain, Jean-Pierre, (2008)
Panel error correction testing with global stochastic trends
Gengenbach, Christian, (2008)