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Inferences from parametric and non-parametric covariance matrix estimation procedures
Den Haan, Wouter J.; Levin, Andrew T. - 1994
Persistent link: https://www.econbiz.de/10000904215
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Unit roof tests in panel data : new results
Levin, Andrew T.; Lin, Chien-fu Jeff - 1993
Persistent link: https://www.econbiz.de/10000878059
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A practitioner's guide to robust covariance matrix estimation
Den Haan, Wouter J.; Levin, Andrew T. - 1996
Persistent link: https://www.econbiz.de/10000938631
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Complementarities between exports and human capital in economic growth : evidence from the semi-industrialized countries
Levin, Andrew T.; Raut, Lakshmi Kanta - 1992
Persistent link: https://www.econbiz.de/10000841565
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Unit root tests in panel data : asymptotic and finite-sample properties
Levin, Andrew T.; Lin, Chien-fu Jeff - 1992
Persistent link: https://www.econbiz.de/10000841655
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Robust covariance matrix estimation with data-dependent VAR prewhitening order
Den Haan, Wouter J.; Levin, Andrew T. - 2000
Persistent link: https://www.econbiz.de/10001500668