A Practical Note on the Determination of the Number of Factors Using Information Criteria with Data-Driven Penalty
-
The Local Power of the CADF and CIPS Panel Unit Root Tests
Westerlund, Joakim,
-
Change point estimation in panel data without boundary issue
Peštová, Barbora, (2017)
-
A Factor Analytical Approach to Price Discovery
Westerlund, Joakim, (2014)
- More ...
-
Benchmark for Earnings Performance: Management Forecasts versus Analysts’ Forecasts
Dhole, Sandip,
-
Dhole, Sandip,
-
Further Evidence on the Importance of Analysts’ Cash Flow Forecasts
Dhole, Sandip,
- More ...