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On the importance of the first observation in GLS detrending in unit root testing
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 77 (2015) 1, pp. 152-161
Persistent link: https://www.econbiz.de/10011373616
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An IV test for a unit root in generally trending and correlated panels
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 78 (2016) 5, pp. 752-764
Persistent link: https://www.econbiz.de/10011579106
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A panel CUSUM test of the null of cointegration
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 231-262
Persistent link: https://www.econbiz.de/10002693296
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Testing for panel cointegration with multiple structural breaks
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 68 (2006) 1, pp. 101-132
Persistent link: https://www.econbiz.de/10003295155
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Testing for error correction in panel data
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 69 (2007) 6, pp. 709-748
Persistent link: https://www.econbiz.de/10003595762
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Data dependent endogeneity correction in cointegrated panels
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 67 (2005) 5, pp. 691-705
Persistent link: https://www.econbiz.de/10003142848
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A factor analytical approach to price discovery
Westerlund, Joakim; Reese, Simon; Narayan, Paresh Kumar - In: Oxford bulletin of economics and statistics 79 (2017) 3, pp. 366-394
Persistent link: https://www.econbiz.de/10011771993
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Modified CADF and CIPA panel unit root statistics with standard CHI-squared and normal limiting distributions
Westerlund, Joakim; Hosseinkouchack, Mehdi - In: Oxford bulletin of economics and statistics 78 (2016) 3, pp. 347-364
Persistent link: https://www.econbiz.de/10011494818
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Least squares asymptotics in spurious and cointegrated panel regressions with common and indiosyncratic stochastic trends
Urbain, Jean-Pierre; Westerlund, Joakim - In: Oxford bulletin of economics and statistics 73 (2011) 1, pp. 119-139
Persistent link: https://www.econbiz.de/10009011869
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PANIC in the presence of uncertainty about the deterministic trend
Westerlund, Joakim; Blomquist, Johan - In: Oxford bulletin of economics and statistics 75 (2013) 1, pp. 123-135
Persistent link: https://www.econbiz.de/10009733514