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5. Structural Changes in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
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1. Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander.
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2. Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2015). Rodriguez Caballero, Carlos ; Haldrup, Niels ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir.
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3. Likelihood-based Analysis for Dynamic Factor Models. (2014). Koopman, Siem Jan ; Jungbacker, Borus.
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4. A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence. (2014). Pesaran, Mohammad ; Holly, Sean ; Bailey, Natalia.
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5. Specification Analysis of International Treasury Yield Curve Factors. (2014). Tiozzo Pezzoli, Luca ; Pegoraro, Fulvio ; Siegel, A. F..
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6. Regional convergence analysis for skill-specific employment groups. (2013). Werner, Daniel.
   In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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7. The environmental convergence hypothesis: Carbon dioxide emissions according to the source of energy. (2013). Herrerias, Maria Jesus.
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8. Futures Trading and the Excess Comovement of Commodity Prices. (2013). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
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9. The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model. (2011). Woerz, Julia ; Feldkircher, Martin ; Benkovskis, Konstantins ; Bessonovs, Andrejs ; Beņkovskis, Konstantīns ; Worz, Julia.
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10. Temporal variations in technical efficiency: evidence from German soccer. (2011). Lee, Young Hoon ; Frick, Bernd.
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11. Social Interactions in the Labor Market. (2011). Kniesner, Thomas ; Bishop, John A. ; Grodner, Andrew.
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12. On the link between forward energy prices: A nonlinear panel cointegration approach. (2011). Mignon, Valérie ; Joëts, Marc ; Joets, Marc.
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13. Regional Inflation (Price) Behaviors: Heterogeneity and Convergence. (2010). Nagayasu, Jun.
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14. Gathering insights on the forest from the trees: a new metric for financial conditions. (2010). Brave, Scott ; Butters, Andrew R..
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15. Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR. (2009). Eickmeier, Sandra.
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16. Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation. (2007). Demers, Frederick ; Cheung, Calista.
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17. Cointegration in panel data with breaks and cross-section dependence. (2006). Carrion-i-Silvestre, Josep ; Banerjee, Anindya.
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18. Co-movements in EU banks’ fragility: a dynamic factor model approach. (2005). Vulpes, Giuseppe ; Brasili, Andrea.
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19. New Panel Unit Root Tests under Cross Section Dependence for Practitioners. (2005). Sul, Donggyu.
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20. Factor model forecasts for New Zealand. (2005). Matheson, Troy.
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21. Implications of Dynamic Factor Models for VAR Analysis. (2005). Watson, Mark ; Stock, James.
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22. Simulation-Based Two-Step Estimation with Endogenous Regressors. (2005). Kao, Chihwa ; Kan, Kamhon.
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23. On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence. (2005). Kao, Chihwa ; Bai, Jushan.
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24. On PPP, Unit Roots and Panels. (2005). Wagner, Martin.
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25. On the Predictability of Global Stock Returns. (2005). Hjalmarsson, Erik.
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26. Factor analysis in a New-Keynesian model. (2005). Marcellino, Massimiliano ; Henry, Jerome ; Farmer, Roger ; Beyer, Andreas.
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27. Comovements in the prices of securities issued by large complex financial institutions. (2005). Stevens, Ibrahim ; Marsh, Ian.
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28. Regional convergence across European Union. (2004). Gutierrez, Luciano ; Brasili, Cristina.
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29. Forecasting Austrian Inflation. (2004). Scharler, Johann ; Rumler, Fabio ; Moser, Gabriel .
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30. Measuring monetary policy in the UK: a factor augmented vector autoregressive approach. (2004). Lagana, Gianluca.
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31. Panel Data Tests of PPP. A Critical Overview. (2004). cerrato, mario ; Caporale, Guglielmo Maria.
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32. Structural changes, common stochastic trends and unit roots in panel data. (2004). Carrion-i-Silvestre, Josep ; Bai, Jushan.
    In: Econometric Society 2004 North American Summer Meetings.
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33. Sources and Propagation Mechanims of Foreign Disturbances in Small Open Economies: A Dynamic Factor Analysis. (2004). Justiniano, Alejandro.
    In: Econometric Society 2004 Latin American Meetings.
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34. Macroeconomic Forecasting with Independent Component Analysis. (2004). Yau, Ruey.
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35. Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence. (2004). Sul, Donggyu ; Phillips, Peter.
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36. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. (2004). Pesaran, Mohammad.
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37. Stochastic Trends, Demographics and Demand Systems. (2004). Attfield, Clifford.
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38. Unobserved Heterogeneity in Panel Time Series Models. (2004). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry.
    In: Birkbeck Working Papers in Economics and Finance.
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39. Common and idiosyncratic shocks to labor productivity across sectors and countries: Is climate relevant?. (2003). Gutierrez, Luciano.
    In: Macroeconomics.
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40. Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison. (2003). Gutierrez, Luciano.
    In: Econometrics.
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41. The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting. (2003). Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
    In: LEM Papers Series.
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42. Have National Business Cycles Become More Synchronized?. (2003). Bordo, Michael ; Helbling, Thomas.
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43. Forecasting in large macroeconomic panels using Bayesian Model Averaging. (2003). Potter, Simon ; Koop, Gary.
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44. Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence. (2003). Pesaran, Mohammad.
    In: Cambridge Working Papers in Economics.
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45. Covariance structure analysis of regional development data: an application to municipality development assessment. (2002). Malekovic, Sanja ; Polic, Mario ; Jurlin, Kresimir ; Puljiz, Jaksa ; Cziraky, Dario .
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46. Testing for a Unit Root in Panels with Dynamic Factors. (2002). Perron, Benoit ; Moon, Hyungsik.
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47. Factor Models in Large Cross-Sections of Time Series. (2002). Reichlin, Lucrezia.
    In: CEPR Discussion Papers.
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48. Generalized Reduced Rank Regression. (2002). .
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49. A PANIC Attack on Unit Roots and Cointegration. (2001). Ng, Serena ; Bai, Jushan.
    In: Boston College Working Papers in Economics.
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50. A New Look at Panel Testing of Stationarity and the PPP Hypothesis. (2001). Ng, Serena ; Bai, Jushan.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:518.

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