|
2025
|
Multiple Structural Breaks in Interactive Effects Panel Data Models
|
Journal of Applied Econometrics
|
B
|
3
|
|
2025
|
CCE under nonrandom heterogeneity
|
The Econometrics Journal
|
B
|
2
|
|
2024
|
A Factor‐Augmented New Keynesian Phillips Curve for the European Union Countries
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2023
|
Testing factors in CCE
|
Economics Letters
|
C
|
2
|
|
2023
|
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2023
|
Using information criteria to select averages in CCE
|
The Econometrics Journal
|
B
|
2
|
|
2023
|
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2022
|
CCE in fixed-T panels
|
The Econometrics Journal
|
B
|
2
|
|
2022
|
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2021
|
Breaks in persistence in fixed-T panel data
|
Economics Letters
|
C
|
2
|
|
2021
|
On the robustness of the pooled CCE estimator
|
Journal of Econometrics
|
A
|
3
|
|
2021
|
The factor analytical approach in near unit root interactive effects panels
|
Journal of Econometrics
|
A
|
2
|
|
2021
|
Forecasting using cross-section average–augmented time series regressions
|
The Econometrics Journal
|
B
|
2
|
|
2020
|
A cross‐section average‐based principal components approach for fixed‐T panels
|
Journal of Applied Econometrics
|
B
|
1
|
|
2020
|
Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere
|
Journal of Applied Econometrics
|
B
|
2
|
|
2019
|
On CCE estimation of factor-augmented models when regressors are not linear in the factors
|
Economics Letters
|
C
|
2
|
|
2019
|
Panel evidence on the ability of oil returns to predict stock returns in the G7 area
|
Energy Economics
|
A
|
2
|
|
2019
|
CCE estimation of factor‐augmented regression models with more factors than observables
|
Journal of Applied Econometrics
|
B
|
3
|
|
2019
|
Testing additive versus interactive effects in fixed-T panels
|
Economics Letters
|
C
|
1
|
|
2019
|
Optimal panel unit root testing with covariates
|
The Econometrics Journal
|
B
|
2
|
|
2019
|
CCE in fixed‐T panels
|
Journal of Applied Econometrics
|
B
|
3
|
|
2018
|
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2018
|
Asymptotic collinearity in CCE estimation of interactive effects models
|
Economic Modeling
|
C
|
2
|
|
2018
|
Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests
|
Economic Modeling
|
C
|
2
|
|
2018
|
On the Use of GLS Demeaning in Panel Unit Root Testing
|
Journal of Business & Economic Statistics
|
A
|
1
|
|
2017
|
A Factor Analytical Approach to Price Discovery
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
2017
|
On the role of the rank condition in CCE estimation of factor-augmented panel regressions
|
Journal of Econometrics
|
A
|
3
|
|
2017
|
Testing for Predictability in panels with General Predictors
|
Journal of Applied Econometrics
|
B
|
3
|
|
2016
|
Error Correction Testing in Panels with Common Stochastic Trends
|
Journal of Applied Econometrics
|
B
|
3
|
|
2016
|
Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2016
|
An IV Test for a Unit Root in Generally Trending and Correlated Panels
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
2016
|
Testing for predictability in panels of any time series dimension
|
International Journal of Forecasting
|
B
|
2
|
|
2016
|
Panicca: Panic on Cross‐Section Averages
|
Journal of Applied Econometrics
|
B
|
2
|
|
2015
|
Nonparametric rank tests for non-stationary panels
|
Journal of Econometrics
|
A
|
4
|
|
2015
|
On the use of panel cointegration tests in energy economics
|
Energy Economics
|
A
|
3
|
|
2015
|
Cross-sectional averages versus principal components
|
Journal of Econometrics
|
A
|
2
|
|
2015
|
On the Importance of the First Observation in GLS Detrending in Unit Root Testing
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
2015
|
The effect of recursive detrending on panel unit root tests
|
Journal of Econometrics
|
A
|
1
|
|
2015
|
The power of PANIC
|
Journal of Econometrics
|
A
|
1
|
|
2015
|
New tools for understanding the local asymptotic power of panel unit root tests
|
Journal of Econometrics
|
A
|
2
|
|
2015
|
Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem
|
Journal of Business & Economic Statistics
|
A
|
1
|
|
2014
|
Do oil prices predict economic growth? New global evidence
|
Energy Economics
|
A
|
4
|
|
2014
|
Panel versus GARCH information in unit root testing with an application to financial markets
|
Economic Modeling
|
C
|
2
|
|
2014
|
Indirect Estimation of Semiparametric Binary Choice Models
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2014
|
A simple test for nonstationarity in mixed panels with incidental trends
|
Economics Letters
|
C
|
1
|
|
2014
|
Heteroscedasticity Robust Panel Unit Root Tests
|
Journal of Business & Economic Statistics
|
A
|
1
|
|
2013
|
PANIC in the Presence of Uncertainty about the Deterministic Trend
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2013
|
Testing slope homogeneity in large panels with serial correlation
|
Economics Letters
|
C
|
2
|
|
2013
|
Alternative representations for cointegrated panels with global stochastic trends
|
Economics Letters
|
C
|
3
|
|
2013
|
On the estimation and inference in factor-augmented panel regressions with correlated loadings
|
Economics Letters
|
C
|
2
|
|
2012
|
Efficient but getting wet feet: A not-entirely-frivolous note on the side-effects of growth-promoting institutions
|
Economics Letters
|
C
|
3
|
|
2012
|
Does the choice of estimator matter when forecasting returns?
|
Journal of Banking & Finance
|
B
|
2
|
|
2012
|
Testing for a unit root in a random coefficient panel data model
|
Journal of Econometrics
|
A
|
2
|
|
2011
|
Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2011
|
The tax-spending nexus: Evidence from a panel of US state-local governments
|
Economic Modeling
|
C
|
3
|
|
2011
|
A new poolability test for cointegrated panels
|
Journal of Applied Econometrics
|
B
|
2
|
|
2010
|
Panel cointegration tests of the sustainability hypothesis in rich OECD countries
|
Applied Economics
|
C
|
2
|
|
2009
|
Panel cointegration and the monetary exchange rate model
|
Economic Modeling
|
C
|
2
|
|
2009
|
A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS
|
Econometric Theory
|
B
|
2
|
|
2009
|
Estimating the gravity model without gravity using panel data
|
Applied Economics
|
C
|
2
|
|
2008
|
Mixed signals among tests for panel cointegration
|
Economic Modeling
|
C
|
2
|
|
2008
|
A Simple Test for Cointegration in Dependent Panels with Structural Breaks*
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2007
|
A panel bootstrap cointegration test
|
Economics Letters
|
C
|
2
|
|
2007
|
Testing for Error Correction in Panel Data*
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
2006
|
Testing for Panel Cointegration with Multiple Structural Breaks*
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
2006
|
Reducing the size distortions of the panel LM Test for cointegration
|
Economics Letters
|
C
|
1
|
|
2006
|
Testing for panel cointegration with a level break
|
Economics Letters
|
C
|
1
|
|
2005
|
A Panel CUSUM Test of the Null of Cointegration
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
2005
|
Data Dependent Endogeneity Correction in Cointegrated Panels
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|