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Mixed causal-noncausal autoregressions : bimodality issues in estimation and unit root testing
Bec, Frédérique, (2019)
Market efficiency in the emerging and frontier markets of the MENA countries
Derbali, Abdelkader, (2019)
Testing for a unit root with nonstationary nonlinear heteroskedasticity
Tu, Yundong, (2020)
Panel data econometrics : common factor analysis for empirical researchers
Sul, Donggyu, (2019)
Excess volatility of realized excess profit from currency speculation in a two-country general equilibrium model
Sul, Donggyu, (1999)
Testing convergence using HAR inference
Kong, Jianning, (2020)