Narrow search
Showing 1 - 8 of 8
Cover Image
A simple nonstationary-volatility robust panel unit root test
Demetrescu, Matei; Hanck, Christoph - In: Economics letters 117 (2012) 1, pp. 10-14
Persistent link: https://www.econbiz.de/10010018161
Cover Image
A simple nonstationary-volatility robust panel unit root test
Demetrescu, Matei; Hanck, Christoph - In: Economics letters 117 (2012) 1, pp. 10-13
Persistent link: https://www.econbiz.de/10009697993
Cover Image
Enhancing the local power of IVX-based tests in predictive regressions
Demetrescu, Matei - In: Economics letters 124 (2014) 2, pp. 269-273
Persistent link: https://www.econbiz.de/10010493640
Cover Image
Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei; Sibbertsen, Philipp - In: Economics letters 144 (2016), pp. 80-84
Persistent link: https://www.econbiz.de/10011617209
Cover Image
The Error-in-Rejection Probability of meta-analytic panel tests
Hanck, Christoph - In: Economics letters 101 (2008) 1, pp. 27-30
Persistent link: https://www.econbiz.de/10008094787
Cover Image
The Error-in-Rejection Probability of meta-analytic panel tests
Hanck, Christoph - In: Economics letters 101 (2008) 1, pp. 27-31
Persistent link: https://www.econbiz.de/10008897624
Cover Image
The exact bias of s 2 in linear panel regressions with spatial autocorrelation
Hanck, Christoph; Krämer, Walter - In: Economics letters 110 (2011) 1, pp. 67-71
Persistent link: https://www.econbiz.de/10008769612
Cover Image
The exact bias of s 2 in linear panel regressions with spatial autocorrelation
Hanck, Christoph; Krämer, Walter - In: Economics letters 110 (2011) 1, pp. 67-70
Persistent link: https://www.econbiz.de/10009241559