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On the identification problem in testing the dynamic specification of factor-demand equations
Urga, Giovanni - In: Economics letters 52 (1996) 3, pp. 205-210
Persistent link: https://www.econbiz.de/10001212530
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The econometrics of panel data : a selective introduction
Urga, Giovanni - In: Ricerche economiche 46 (1992) 3, pp. 379-396
Persistent link: https://www.econbiz.de/10001160984
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Recent developments in the econometrics of panel data and the implications of non-stationarity
Hall, Stephen G.; Urga, Giovanni - 1997
Persistent link: https://www.econbiz.de/10000956132
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Copula-based tests for cross-sectional independence in panel models
Huang, Hueng-Ming (contributor); Kao, Chihwa (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806837
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Testing for instability in factor structure of yield curves
Philip, Dennis (contributor); Kao, Chihwa (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806862
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A test of the homogeneity of asset pricing models
Barone-Adesi, Giovanni; Gagliardini, Patrick; Urga, Giovanni - In: Multi-moment asset allocation and pricing models, (pp. 223-230). 2006
Persistent link: https://www.econbiz.de/10003477411
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Asymptotics for panel models with common shocks
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2010
Persistent link: https://www.econbiz.de/10003988892
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Testing for breaks in cointegrated panels with common and idiosyncratic stochastic trends
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2011
Persistent link: https://www.econbiz.de/10009381370
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On the use of cross-sectional measures of forecast uncertainty
Driver, Ciaran F.; Trapani, Lorenzo; Urga, Giovanni - In: International journal of forecasting 29 (2013) 3, pp. 367-377
Persistent link: https://www.econbiz.de/10009787044
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Trading strategies with implied forward credit default swap spreads
Leccadito, Arturo; Tunaru, Radu; Urga, Giovanni - In: Journal of banking & finance 58 (2015), pp. 361-375
Persistent link: https://www.econbiz.de/10011544021