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~institution:"Nationalekonomiska Institutionen <Lund>"
~subject:"Börsenkurs"
~subject:"Panel"
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Pooled unit root tests in panels with a common factor
Westerlund, Joakim
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contributor
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2005
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552500
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Cross-sectional dependency and size distortion in a small-sample homogenous panel-data unit root test
Jönsson, Kristian
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contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001769864
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Testing for stationarity in panel data when errors are serially correlated : finite-sample results
Jönsson, Kristian
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002595209
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4
New simple tests for panel cointegration
Westerlund, Joakim
(
contributor
)
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2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552459
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5
Testing for stationary in panel data models when disturbances are cross-sectionally correlated
Jönsson, Kristian
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002099608
Saved in:
6
Panel cointegration tests of the Fisher hypothesis
Westerlund, Joakim
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552519
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