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Testing for a unit root in panel time series models with multiple breaks
Westerlund, Joakim - 2009
Persistent link: https://www.econbiz.de/10003884487
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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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Estimating cointegrated panels with common factors and the forwrd rate unbiasedness hypothesis
Westerlund, Joakim - In: Journal of financial econometrics : official journal of … 5 (2007) 3, pp. 491-522
Persistent link: https://www.econbiz.de/10003518507
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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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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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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
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New simple tests for panel cointegration
Westerlund, Joakim (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552459
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New simple tests for panel cointegration
Westerlund, Joakim - In: Econometric reviews 24 (2005) 3, pp. 297-316
Persistent link: https://www.econbiz.de/10003105617
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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
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Testing for a unit root in a random coefficient panel data mode
Westerlund, Joakim; Larsson, Rolf - 2009
Persistent link: https://www.econbiz.de/10003884484