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Issue Date | Title | Author(s) |
---|---|---|
5-Apr-2023 | Improved Tests for Granger Non-Causality in Panel Data | Xiao, J; Karavias, Y; Juodis, A; Sarafidis, V; Ditzen, J |
3-Aug-2023 | New results on asymptotic properties of likelihood estimators with persistent data for small and large T | Juodis, A; Sarafidis, V |