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A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, Natalia; Pesran, M. Hashem; Smith, L. Vanessa - In: Journal of econometrics 208 (2019) 2, pp. 507-534
Persistent link: https://www.econbiz.de/10012145084
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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem; Smith, L. Vanessa; Yamagata, Takashi - In: Journal of econometrics 175 (2013) 2, pp. 94-115
Persistent link: https://www.econbiz.de/10009764422
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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem; Vanessa Smith, L.; Yamagata, Takashi - In: Journal of econometrics 175 (2013) 2, pp. 94-115
Persistent link: https://www.econbiz.de/10010111276