The following pages link to Christoph Hanck (Q379929):
Displaying 5 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)
