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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
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The power of PANIC
Westerlund, Joakim - In: Journal of econometrics 185 (2015) 2, pp. 495-509
Persistent link: https://www.econbiz.de/10011348960
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Pooled panel unit root tests and the effect of past initialization
Westerlund, Joakim - In: Econometric reviews 35 (2016) 1/4, pp. 396-427
Persistent link: https://www.econbiz.de/10011550017
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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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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
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The local power of the CADF and CIPS panel unit root tests
Westerlund, Joakim; Hosseinkouchack, Mehdi; Solberger, … - In: Econometric reviews 35 (2016) 5/7, pp. 845-870
Persistent link: https://www.econbiz.de/10011589920
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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