All Stories

  1. A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model

    Article • Journal of Time Series Analysis, March 2016, Wiley

    Dr Martin Solberger

  2. The Local Power of the CADF and CIPS Panel Unit Root Tests

    Article • Econometric Reviews, October 2014, Taylor & Francis

    Dr Martin Solberger

  3. A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors

    Article • Communications in Statistics - Simulation and Computation, August 2014, Taylor & Francis

    Dr Martin Solberger