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Estimation and inference in predictive regressions
Kurozumi, Eiji, (2013)
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B., (2015)
The local power of some unit root tests for panel data
Breitung, Jörg, (2000)
An instrumental variable approach for panel unit root tests under cross-sectional dependence
Shin, Dong-wan, (2006)
A new kernel for long-run variance estimates in seasonal time series models
Shin, Dong-wan, (2002)
Asymptotic efficiency of the ordinary least squares estimators for regressions with unstable regressors