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A reality check for data snooping
White, Halbert, (2000)
Testing chaotic dynamics via Lyapunov exponents
Fernández RodrÃguez, Fernando, (2000)
The power of bootstrap based tests for parameters in cointegrating regressions
Li, Hongyi, (2000)
On testing sample selection bias under the multicollinearity problem
Yamagata, Takashi, (2005)
A joint serial correlation test for linear panel data models
Yamagata, Takashi, (2008)
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects
Chen, Jia, (2025)