Mehmet Caner, "M-estimators with Non Standard Rates
of Convergence and Weakly Dependent Data"Edited by David K. Levine and William Zame. Organized by Werner Ploberger.
Mehmet Caner, "M-estimators with Non Standard Rates
of Convergence and Weakly Dependent Data"
Josep Lluís Carrion-i-Silvestre, Tomás del Barrio-Castro, Enrique López-Bazo, "Level shifts in a panel data based
unit root test: An application to the rate
of unemployment"
Jean-Marie Dufour,
Denis Pelletier,
"Linear Estimation of Weak VARMA Models with a Macroeconomic Application"
Elena Pesavento,
"Residuals Based Tests For Cointegration: An Analytical Comparison"