The following pages link to Christoph Hanck (Q379929):
Displaying 16 items.
- Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
- On the asymptotic distribution of a unit root test against ESTAR alternatives (Q419241) (← links)
- The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation (Q621728) (← links)
- Book review of: U. Hassler, Stochastische Integration und Zeitreihenmodellierung (Q840990) (← links)
- Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
- A simple nonstationary-volatility robust panel unit root test (Q1925842) (← links)
- Multiple unit root tests under uncertainty over the initial condition: some powerful modifications (Q1926094) (← links)
- The error-in-rejection probability of meta-analytic panel tests (Q1934902) (← links)
- Combining non-cointegration tests (Q2852482) (← links)
- Cross-sectional correlation robust tests for panel cointegration (Q3184499) (← links)
- A Meta Analytic Approach to Testing for Panel Cointegration (Q3625368) (← links)
- An Intersection Test for Panel Unit Roots (Q5080544) (← links)
- IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE (Q5176846) (← links)
- Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374) (← links)
- Hierarchical Bayes modelling of penalty conversion rates of bundesliga players (Q6107415) (← links)
- Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator (Q6666867) (← links)
