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Do panel cointegration tests produce "mixed signals"?
Hanck, Christoph - In: Annals of economics and statistics 107/108 (2012), pp. 299-310
Persistent link: https://www.econbiz.de/10009633336
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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
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Unit root testing in heteroscedastic panels using the Cauchy estimator
Demetrescu, Matei; Hanck, Christoph - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 256-264
Persistent link: https://www.econbiz.de/10009657345
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Unit root testing in heteroskedastic panels using the Cauchy estimator
Demetrescu, Matei; Hanck, Christoph - 2010 - Preliminary version: February 27, 2010
Persistent link: https://www.econbiz.de/10008904998
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Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson - In: Journal of applied econometrics 37 (2022) 5, pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645