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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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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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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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Class size and student evaluations in Sweden
Westerlund, Joakim - In: Education economics 16 (2008) 1, pp. 19-28
Persistent link: https://www.econbiz.de/10003648533
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Testing for error correction in panel data
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 69 (2007) 6, pp. 709-748
Persistent link: https://www.econbiz.de/10003595762
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Estimating cointegrated panels with common factors and the forwrd rate unbiasedness hypothesis
Westerlund, Joakim - In: Journal of financial econometrics : official journal of … 5 (2007) 3, pp. 491-522
Persistent link: https://www.econbiz.de/10003518507
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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
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Panel cointegration tests of the Fisher effect
Westerlund, Joakim - In: Journal of applied econometrics 23 (2008) 2, pp. 193-233
Persistent link: https://www.econbiz.de/10003704947
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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