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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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A note on the pooling of individual PANIC unit root tests
Westerlund, Joakim (contributor) - 2007
Persistent link: https://www.econbiz.de/10003417957
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Panel cointegration tests of the Fisher effect
Westerlund, Joakim - 2006
Persistent link: https://www.econbiz.de/10003483109
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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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Testing for error correction in panel data
Westerlund, Joakim - 2006
Persistent link: https://www.econbiz.de/10003483119
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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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Pooled unit root tests in panels with a common factor
Westerlund, Joakim (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552500
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Panel cointegration tests of the Fisher hypothesis
Westerlund, Joakim (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552519
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Testing for error correction in panel data
Westerlund, Joakim (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552605
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Testing for panel cointegration with multiple structural breaks
Westerlund, Joakim (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552627