2 IZA Discussion Papers
IZA Discussion Paper No. 13214
published in: Advances in Econometrics, 2022, 43 B3 (Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology), 307 - 336
IZA Discussion Paper No. 8661
Published in: Journal of Econometrics, 2018, 202(1), 108-123