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Essays on nonlinear panel time series models
Mesters, Geert, (2015)
Panel data tests of return models with applications to global stock returns
Hjalmarsson, Erik, (2005)
Dealing with heterogeneity in panel VARs using sparse finite mixtures
Huber, Florian, (2018)
The Asymptotics for Panel Models with Common Shocks
Kao, Chihwa, (2011)
Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends
Micro versus macro cointegration in heterogeneous panels
Trapani, Lorenzo, (2010)