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Panel cointegration tests of the sustainability hypothesis in rich OECD countries

Westerlund, Joakim; Prohl, Silika - In: Applied economics 42 (2010) 10/12, pp. 1355-1364

Persistent link: https://www.econbiz.de/10008658495

Fiscal stringency and fiscal sustainability : panel evidence from the American state and local governments

Mahdavi, Saeid; Westerlund, Joakim - In: Journal of policy modeling : JPMOD ; a social science … 33 (2011) 6, pp. 953-969

Persistent link: https://www.econbiz.de/10009374449

Nonparametric rank tests for non-stationary panels

Pedroni, Peter Louis; Vogelsang, Timothy J.; Wagner, Martin - 2011

This study develops new rank tests for panels that include panel unit root tests as a special case. The tests are unusual in that they can accommodate very general forms of both serial and cross-sectional dependence, including cross-unit cointegration, without the need to specify the form of...

Persistent link: https://www.econbiz.de/10009228950

Effects of rent dependency on quality of government

Anthonsen, Mette; Löfgren, Åsa; Nilsson, Klas; … - In: Economics of governance 13 (2012) 2, pp. 145-168

Persistent link: https://www.econbiz.de/10009545271

Testing for a unit root in a random coefficient panel data model

Westerlund, Joakim; Larsson, Rolf - In: Journal of econometrics 167 (2012) 1, pp. 254-273

Persistent link: https://www.econbiz.de/10009551420

Why is Chinese provincial output diverging?

Westerlund, Joakim; Edgerton, David L.; Opper, Sonja - In: Journal of Asian economics 21 (2010) 4, pp. 333-344

Persistent link: https://www.econbiz.de/10009243532

A sequential purchasing power parity test for panels of large cross-sections and implications for investors

Westerlund, Joakim; Narayan, Paresh Kumar - In: The European journal of finance 21 (2015) 13/15, pp. 1317-1333

Persistent link: https://www.econbiz.de/10011419881

A random coefficient approach to the predictability of stock returns in panels

Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 605-664

Persistent link: https://www.econbiz.de/10011339261

Testing for predictability in conditionally heteroskedastic stock returns

Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 342-375

Persistent link: https://www.econbiz.de/10011339304

A factor analytical approach to the efficient futures market hypothesis

Westerlund, Joakim; Norkute, Milda; Narayan, Paresh Kumar - In: The journal of futures markets 35 (2015) 4, pp. 357-370

Persistent link: https://www.econbiz.de/10011348416

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