| Publication | Date of Publication | Type |
|---|
| Heteroscedasticity Robust Panel Unit Root Tests | 2025-01-20 | Paper |
| Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem | 2025-01-20 | Paper |
| On the Use of GLS Demeaning in Panel Unit Root Testing | 2024-10-23 | Paper |
| Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels | 2024-10-23 | Paper |
| Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* | 2024-10-17 | Paper |
| Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 | 2024-03-06 | Paper |
| Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed | 2024-03-06 | Paper |
| Testing factors in CCE | 2023-09-12 | Paper |
| CCE in heterogenous fixed-T panels | 2022-12-06 | Paper |
| The factor analytical approach in trending near unit root panels | 2022-08-08 | Paper |
| CCE in panels with general unknown factors | 2022-06-24 | Paper |
| Optimal panel unit root testing with covariates | 2022-06-24 | Paper |
| Forecasting using cross-section average–augmented time series regressions | 2022-06-22 | Paper |
| Panel data measures of price discovery | 2022-06-09 | Paper |
| The Local Power of the CADF and CIPS Panel Unit Root Tests | 2022-06-07 | Paper |
| Pooled Panel Unit Root Tests and the Effect of Past Initialization | 2022-06-07 | Paper |
| Lessons from a Decade of IPS and LLC | 2022-05-31 | Paper |
| Estimation of factor-augmented panel regressions with weakly influential factors | 2022-03-09 | Paper |
| Robust block bootstrap panel predictability tests | 2022-03-04 | Paper |
| Breaks in persistence in fixed-\(T\) panel data | 2021-07-22 | Paper |
| The factor analytical approach in near unit root interactive effects panels | 2021-03-24 | Paper |
| On the robustness of the pooled CCE estimator | 2021-02-04 | Paper |
| Panel stationary tests against changes in persistence | 2019-11-28 | Paper |
| Lag truncation and the local asymptotic distribution of the ADF test for a unit root | 2019-11-21 | Paper |
| On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects | 2019-10-18 | Paper |
| Testing additive versus interactive effects in fixed-\(T\) panels | 2019-10-10 | Paper |
| Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data | 2019-06-17 | Paper |
| On CCE estimation of factor-augmented models when regressors are not linear in the factors | 2019-05-07 | Paper |
| On the choice of test for a unit root when the errors are conditionally heteroskedastic | 2018-11-02 | Paper |
| Likelihood ratio tests for a unit root in panels with random effects | 2017-07-20 | Paper |
| On the determination of the number of factors using information criteria with data-driven penalty | 2017-03-07 | Paper |
| On the role of the rank condition in CCE estimation of factor-augmented panel regressions | 2017-01-30 | Paper |
| Testing for a unit root in a random coefficient panel data model | 2016-08-15 | Paper |
| The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors | 2016-05-17 | Paper |
| A simple test for nonstationarity in mixed panels: a further investigation | 2016-03-08 | Paper |
| New tools for understanding the local asymptotic power of panel unit root tests | 2015-07-27 | Paper |
| Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series | 2015-06-24 | Paper |
| A simple test for nonstationarity in mixed panels with incidental trends | 2015-05-19 | Paper |
| The effect of recursive detrending on panel unit root tests | 2015-05-06 | Paper |
| Nonparametric rank tests for non-stationary panels | 2015-05-06 | Paper |
| Cross-sectional averages versus principal components | 2015-05-06 | Paper |
| The power of PANIC | 2015-05-06 | Paper |
| On the asymptotic distribution of the Dickey Fuller-GLS test statistic | 2014-12-22 | Paper |
| Testing slope homogeneity in large panels with serial correlation | 2014-06-06 | Paper |
| Alternative representations for cointegrated panels with global stochastic trends | 2014-04-09 | Paper |
| On the estimation and inference in factor-augmented panel regressions with correlated loadings | 2014-03-17 | Paper |
| A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending | 2013-11-26 | Paper |
| A panel bootstrap cointegration test | 2013-01-28 | Paper |
| Reducing the size distortions of the panel LM test for cointegration | 2013-01-07 | Paper |
| A note on the pooling of individual panic unit root tests | 2009-12-15 | Paper |
| Some transformation techniques with applications in global optimization | 2009-07-13 | Paper |
| New Improved Tests for Cointegration with Structural Breaks | 2008-06-18 | Paper |
| New Simple Tests for Panel Cointegration | 2005-10-17 | Paper |
