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Testing for stationarity in panel data when errors are serially correlated : finite-sample results
Jönsson, Kristian
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contributor
)
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2005
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002595209
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Testing for stationary in panel data models when disturbances are cross-sectionally correlated
Jönsson, Kristian
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contributor
)
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002099608
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3
Feasible estimation in cointegrated panels
Westerlund, Joakim
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contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001779631
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The impact of estimation error on portfolio selection for investors with constant relative risk aversion
Bengtsson, Christoffer
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contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001815413
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Toward a unified approach to testing for weak separability
Jones, Barry E.
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contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001873267
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