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Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test
Lau, Chi Keung, (2012)
Identifying stationary series in panels : a Monte Carlo evaluation of sequential panel selection methods
Costantini, Mauro, (2016)
A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model
Agiwal, Varun, (2020)
Applications on banking supervision for central banks
Papadopoulos, Savas, (2012)
Confirmatory factor analyses on non-normal panel data : an application to banking
Papadopoulos, Savas, (2013)
Multivariate models with latent variables on banking and insurance panel data
Papadopoulos, Savas, (2010)