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Efficient tests for autoregressive unit roots in panel data
Bowman, David, (1999)
Zur Güte von Einheitswurzeltests bei Paneldaten : eine Simulationsstudie
Behr, Andreas, (2000)
Instrumental variables estimation of a nearly nonstationary, heterogenous error component model
Choi, In, (2002)
Large Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast
Choi, Ji‐Eun, (2021)
Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates
Choi, Ji-Eun, (2018)
Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
Shin, Dong-wan, (2000)