IV and VA based predictive regression - companion working paper
Long memory testing in the time domain - companion working paper
Fractional cointegration testing with estimated d
Panel cross-unit dependence test
Corrigendum to Cai and Wang 2014, JoE
Predictive regressions under asymmetric loss
Panel cointegration testing under generic cross-dependence
Inference on long memory of modulated processes
Inference on asymmetry of loss functions
M Testing Long Memory
Factors asymmetric loss
Residual Effects
Finite-sample properties IVX
Nonlinear predictive regression
Robust fixed-b inference
Residual-augment IVX
cv-demetrescu
Structural VAR breaks
Real-time forecasters
Bias corrections
Panel STAR