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Frequency domain tests for residual serial correlation in cointegration
Choi, In - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 549-562
Persistent link: https://www.econbiz.de/10001234613
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Alternative long-horizon exchange-rate predictors
Chen, Jian - In: International journal of finance & economics : IJFE 1 (1996) 4, pp. 229-250
Persistent link: https://www.econbiz.de/10001211532
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Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.; Sul, Donggyu - 2003
Persistent link: https://www.econbiz.de/10001794764
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Prewhitening bias in HAC estimation
Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - 2003
Persistent link: https://www.econbiz.de/10001798686
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Dynamic panel estimation and homogeneity testing under cross section dependence
Phillips, Peter C. B.; Sul, Donggyu - In: The econometrics journal 6 (2003) 1, pp. 217-259
Persistent link: https://www.econbiz.de/10001781059
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Dynamic panel estimation and homogeneity testing under cross section dependence
Phillips, Peter C. B.; Sul, Donggyu - 2002
Persistent link: https://www.econbiz.de/10001722198
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Dynamic panel estimation and homogeneity testing under cross section dependence
Phillips, Peter C. B.; Sul, Donggyu - 2002
Persistent link: https://www.econbiz.de/10001671870
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Prewhitening bias in HAC estimation
Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - In: Oxford bulletin of economics and statistics 67 (2005) 4, pp. 517-546
Persistent link: https://www.econbiz.de/10003020807
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Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.; Sul, Donggyu - 2003
Persistent link: https://www.econbiz.de/10001873256
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Prewhitening bias in HAC estimation
Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - 2003
Persistent link: https://www.econbiz.de/10001873297