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Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George, (2021)
Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure
Kapetanios, George, (2019)
Testing for Nonstationary Long Memory Against Nonlinear Ergodic Models
Kapetanios, George, (2005)