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Unit root testing in heteroscedastic panels using the Cauchy estimator
Demetrescu, Matei, (2012)
Unit root testing in heteroskedastic panels using the Cauchy estimator
Demetrescu, Matei, (2010)
Modelling time-varying parameters in panel data state-space frameworks : an application to the Feldstein–Horioka puzzle
Camarero Olivas, Mariam, (2020)
Testing for cointegration: power versus frequency of observation - further Monte Carlo results
Otero, Jesús G., (2000)
Structural breaks and seasonal integration
Smith, Jeremy, (1995)
The effects of seasonal adjustment linear filters on cointegrating equations : a Monte Carlo investigation
Otero, Jesús G., (1996)