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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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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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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
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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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Simple unit root testing in generally trending data with an application to precious metal prices in Asia
Westerlund, Joakim - In: Journal of Asian economics 28 (2013), pp. 12-27
Persistent link: https://www.econbiz.de/10010400872
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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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A sequential test for pair-wise convergence in Chinese provincial income
Westerlund, Joakim - In: Journal of Asian economics 27 (2013), pp. 1-6
Persistent link: https://www.econbiz.de/10010189876
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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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Farmland prices, structural breaks and panel data
Gutierrez, Luciano; Westerlund, Joakim; Erickson, … - In: European review of agricultural economics : ERAE 34 (2007) 2, pp. 161-179
Persistent link: https://www.econbiz.de/10003559322