Heteroskedasticity Robust Panel Unit Root tests
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GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels
Robertson, Donald, (2014)
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Westerlund, Joakim, (2015)
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PANICCA - PANIC on Cross-Section Averages
Reese, Simon, (2014)
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Does the choice of estimator matter when forecasting returns?
Westerlund, Joakim, (2012)
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Testing for Predictability in Conditionally Heteroskedastic Stock Returns
Westerlund, Joakim,
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On the Importance of the First Observation in GLS Detrending in Unit Root Testing
Westerlund, Joakim,
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