Pooled Panel Unit Root Tests and the Effect of Past Initialization
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Pooled panel unit root tests and the effect of past initialization
Westerlund, Joakim, (2016)
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A Note on the Pooling of Individual PANIC Unit Root Tests
Westerlund, Joakim, (2007)
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Asymptotically UMP Panel Unit Root Tests
Drost, Feike C., (2013)
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Does the choice of estimator matter when forecasting returns?
Westerlund, Joakim, (2012)
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Testing for Predictability in Conditionally Heteroskedastic Stock Returns
Westerlund, Joakim,
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On the Importance of the First Observation in GLS Detrending in Unit Root Testing
Westerlund, Joakim,
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