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GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT
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GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT (2008)GAUSSIAN INFERENCE IN AR(1) TIME SERIES W…X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION (2013)X-DIFFERENCING AND DYNAMIC PA…UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION (2011)UNIFORM ASYMPTOTIC NORMALITY …ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES (2011)ESTIMATORS FOR PERSISTENT AND…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Trends and random walks in macroeconomic time series (1988)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (2015)Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors (2018)Financial Innovation and Financial Inclusion Nexus in South Asian Countries: Evidence from Symmetric and Asymmetric Panel Investigation (2019)Towards a Unified Asymptotic Theory for Autoregression (1987)Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models (1993)Fully Modified Least Squares and Vector Autoregression (1995)
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  • 2013X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION73 cited
  • 2011UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION29 cited
  • 2011ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES15 cited

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