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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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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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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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Testing for panel cointegration with multiple structural breaks
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 68 (2006) 1, pp. 101-132
Persistent link: https://www.econbiz.de/10003295155
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Reducing the size distortions of the panel LM Test for cointegration
Westerlund, Joakim - In: Economics letters 90 (2006) 3, pp. 384-389
Persistent link: https://www.econbiz.de/10003295286
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Data dependent endogeneity correction in cointegrated panels
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 67 (2005) 5, pp. 691-705
Persistent link: https://www.econbiz.de/10003142848