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A panel bootstrap cointegration test
Westerlund, Joakim; Edgerton, David L. - In: Economics letters 97 (2007) 3, pp. 185-190
Persistent link: https://www.econbiz.de/10003575450
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Should stochastic or non-stochastic exogenous variables be used in Monte Carlo experiments?
Edgerton, David L. - In: Economics letters 53 (1996) 2, pp. 153-159
Persistent link: https://www.econbiz.de/10001216789
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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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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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Testing additive versus interactive effects in fixed-T panels
Westerlund, Joakim - In: Economics letters 174 (2019), pp. 5-8
Persistent link: https://www.econbiz.de/10012120997
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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/10006747815
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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
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A panel bootstrap cointegration test
Westerlund, Joakim; Edgerton, David L. - In: Economics letters 97 (2007) 3, pp. 185-190
Persistent link: https://www.econbiz.de/10007797084
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Testing for panel cointegration with a level break
Westerlund, Joakim - In: Economics letters 91 (2006) 1, pp. 27-33
Persistent link: https://www.econbiz.de/10007260379
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Efficient but getting wet feet: A not-entirely-frivolous note on the side-effects of growth-promoting institutions
Lyttkens, Carl Hampus; Westerlund, Joakim; Andersson, Tommy - In: Economics letters 115 (2012) 1, pp. 118-122
Persistent link: https://www.econbiz.de/10009838647