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The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
Hlouskova, Jaroslava; Wagner, Martin - In: Econometric reviews 25 (2006) 1, pp. 85-116
Persistent link: https://www.econbiz.de/10006871609
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Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models
Wagner, Martin; Hlouskova, Jaroslava - In: Econometric reviews 29 (2010) 2, pp. 146-158
Persistent link: https://www.econbiz.de/10008349860
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The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study
Wagner, Martin; Hlouskova, Jaroslava - In: Econometric reviews 29 (2009) 2, pp. 182-224
Persistent link: https://www.econbiz.de/10009266505
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The performance of panel unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava; Wagner, Martin - In: Econometric reviews 25 (2006) 1, pp. 85-116
Persistent link: https://www.econbiz.de/10003309359
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The performance of panel cointegration methods : results from a large scale simulation study
Wagner, Martin; Hlouskova, Jaroslava - In: Econometric reviews 29 (2010) 2, pp. 182-223
Persistent link: https://www.econbiz.de/10003960501
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Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin; Reichold, Karsten - In: Econometric reviews 42 (2023) 4, pp. 358-392
Persistent link: https://www.econbiz.de/10014305520