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Nonparametric rank tests for non-stationary panels
Pedroni, Peter Louis; Vogelsang, Timothy J.; Wagner, Martin - 2011
This study develops new rank tests for panels that include panel unit root tests as a special case. The tests are …-unit cointegration, without the need to specify the form of dependence or estimate nuisance parameters associated with the dependence … roots ; cointegration ; cross-sectional dependence …
Persistent link: https://www.econbiz.de/10009686205
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Nonparametric rank tests for non-stationary panels
Pedroni, Peter Louis; Vogelsang, Timothy J.; Wagner, Martin - 2011
This study develops new rank tests for panels that include panel unit root tests as a special case. The tests are …-unit cointegration, without the need to specify the form of dependence or estimate nuisance parameters associated with the dependence …
Persistent link: https://www.econbiz.de/10009228950
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The tax-spending nexus : evidence from a panel of US state–local governments
Westerlund, Joakim; Mahdavi, Saeid; Firoozi, Fathali - In: Economic modelling 28 (2011) 3, pp. 885-890
Persistent link: https://www.econbiz.de/10009271409
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The tax-spending nexus : evidence from a panel of US state-local governments
Westerlund, Joakim; Mahdavi, Saeid; Firoozi, Fathali - 2009
Persistent link: https://www.econbiz.de/10003876014
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Some cautions on the use of the LLC panel unit root test
Westerlund, Joakim - 2006
Persistent link: https://www.econbiz.de/10003483115
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The factor analytical approach in trending near unit root panels
Norkutė, Milda; Westerlund, Joakim; Stauskas, Ovidijus - 2021
Persistent link: https://www.econbiz.de/10012601025
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Nonparametric rank tests for non-stationary panels
Pedroni, Peter Louis; Vogelsang, Timothy J.; Wagner, Martin - In: Journal of econometrics 185 (2015) 2, pp. 378-391
Persistent link: https://www.econbiz.de/10011349024
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Optimal panel unit root testing with covariates
Juodis, Artūras; Westerlund, Joakim - In: The econometrics journal 22 (2019) 1, pp. 57-72
Persistent link: https://www.econbiz.de/10012166653
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A sequential purchasing power parity test for panels of large cross-sections and implications for investors
Westerlund, Joakim; Narayan, Paresh Kumar - In: The European journal of finance 21 (2015) 13/15, pp. 1317-1333
Persistent link: https://www.econbiz.de/10011419881
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New tools for understanding the local asymptotic power of panel unit root tests
Westerlund, Joakim; Larsson, Rolf - In: Journal of econometrics 188 (2015) 1, pp. 59-93
Persistent link: https://www.econbiz.de/10011500261