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On the estimation and inference in factor-augmented panel regressions with correlated loadings
Westerlund, Joakim; Urbain, Jean-Pierre - In: Economics letters 119 (2013) 3, pp. 247-250
Persistent link: https://www.econbiz.de/10009755754
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Testing additive versus interactive effects in fixed-T panels
Westerlund, Joakim - In: Economics letters 174 (2019), pp. 5-8
Persistent link: https://www.econbiz.de/10012120997
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A panel bootstrap cointegration test
Westerlund, Joakim; Edgerton, David L. - In: Economics letters 97 (2007) 3, pp. 185-190
Persistent link: https://www.econbiz.de/10003575450
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Alternative representations for cointegrated panels with global stochastic trends
Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, … - In: Economics letters 118 (2013) 3, pp. 485-488
Persistent link: https://www.econbiz.de/10009729121
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A simple test for nonstationarity in mixed panels with incidental trends
Westerlund, Joakim - In: Economics letters 125 (2014) 2, pp. 160-163
Persistent link: https://www.econbiz.de/10010505429
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Testing slope homogeneity in large panels with serial correlation
Blomquist, Johan; Westerlund, Joakim - In: Economics letters 121 (2013) 3, pp. 374-378
Persistent link: https://www.econbiz.de/10010391213
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Breaks in persistence in fixed-T panel data
Westerlund, Joakim; Nordström, Marcus - In: Economics letters 205 (2021), pp. 1-3
Persistent link: https://www.econbiz.de/10013204922
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On CCE estimation of factor-augmented models when regressors are not linear in the factors
Vos, Ignace de; Westerlund, Joakim - In: Economics letters 178 (2019), pp. 5-7
Persistent link: https://www.econbiz.de/10012121568