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Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters
Demetrescu, Matei, (2022)
IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance
Hanck, Christoph, (2012)
Unit Root Testing in Heteroskedastic Panels using the Cauchy Estimator
Demetrescu, Matei, (2010)