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Rethinking the univariate approach to panel unit root testing : using covariates to resolve the incidental trend problem

Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 430-443

Persistent link: https://www.econbiz.de/10011391381

The power of PANIC

Westerlund, Joakim - In: Journal of econometrics 185 (2015) 2, pp. 495-509

Persistent link: https://www.econbiz.de/10011348960

The effect of recursive detrending on panel unit root tests

Westerlund, Joakim - In: Journal of econometrics 185 (2015) 2, pp. 453-467

Persistent link: https://www.econbiz.de/10011348966

Heterocedasticity robust panel unit root tests

Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 112-135

Persistent link: https://www.econbiz.de/10010380473

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

On the use of GLS demeaning in panel unit root testing

Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 309-320

Persistent link: https://www.econbiz.de/10011895009

Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed

Kaddoura, Yousef; Westerlund, Joakim - 2021

In this article, we propose a new estimator of panel data models with interactive fixed effects and multiple structural breaks that is suitable when the number of time periods, T, is fixed and only the number of cross-sectional units, N, is large. This is done by viewing the determination of the...

Persistent link: https://www.econbiz.de/10013208906

Does cash flow predict returns?

Narayan, Paresh Kumar; Westerlund, Joakim - In: International review of financial analysis 35 (2014), pp. 230-236

Persistent link: https://www.econbiz.de/10010530231

Robust block bootstrap panel predictability tests

Westerlund, Joakim; Smeekes, Stephan - 2013

Persistent link: https://www.econbiz.de/10010199463

Do order imbalances predict Chinese stock returns? : new evidence from intraday data

Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151

Persistent link: https://www.econbiz.de/10011535319