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Panel cointegration tests of t...
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Westerlund, Joakim
322
Narayan, Paresh Kumar
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31
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19
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14
Edgerton, David L.
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231
Lessons from a Decade of IPS and LLC
Westerlund, Joakim
;
Breitung, Jrg
- In:
Econometric reviews
32
(
2013
)
5
,
pp. 547-591
Persistent link: https://www.econbiz.de/10010082462
Saved in:
232
Alternative representations for cointegrated panels with global stochastic trends
Gengenbach, Christian
;
Urbain, Jean-Pierre
;
Westerlund, …
- In:
Economics letters
118
(
2013
)
3
,
pp. 485-488
Persistent link: https://www.econbiz.de/10010083468
Saved in:
233
A modified LLC panel unit root test of the PPP hypothesis
Westerlund, Joakim
;
Blomquist, Johan
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
2
,
pp. 833-860
Persistent link: https://www.econbiz.de/10010093664
Saved in:
234
On the estimation and inference in factor-augmented panel regressions with correlated loadings
Westerlund, Joakim
;
Urbain, Jean-Pierre
- In:
Economics letters
119
(
2013
)
3
,
pp. 247-250
Persistent link: https://www.econbiz.de/10010108381
Saved in:
235
A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending
Westerlund, Joakim
- In:
Journal of time series analysis
34
(
2013
)
4
,
pp. 477-495
Persistent link: https://www.econbiz.de/10010135520
Saved in:
236
Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets
Westerlund, Joakim
;
Narayan, Paresh
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1024-1045
Persistent link: https://www.econbiz.de/10010166170
Saved in:
237
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/10010168993
Saved in:
238
TESTING FOR UNIT ROOTS IN PANEL TIME‐SERIES MODELS WITH MULTIPLE LEVEL BREAKS*
WESTERLUND, JOAKIM
- In:
The Manchester School
80
(
2012
)
6
,
pp. 671-700
Persistent link: https://www.econbiz.de/10010030288
Saved in:
239
Testing for Panel Cointegration with Multiple Structural Breaks link rid="fn1">*
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10006422269
Saved in:
240
Data Dependent Endogeneity Correction in Cointegrated Panels link rid="fn1">*
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
5
,
pp. 691
Persistent link: https://www.econbiz.de/10006424272
Saved in:
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