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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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Multiple structural breaks in interactive effects panel data models
Ditzen, Jan; Karavias, Yiannis; Westerlund, Joakim - In: Journal of applied econometrics 40 (2025) 1, pp. 74-88
Persistent link: https://www.econbiz.de/10015372714
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Panicca : panic on cross-section averages
Reese, Simon; Westerlund, Joakim - In: Journal of applied econometrics 31 (2016) 6, pp. 961-981
Persistent link: https://www.econbiz.de/10011686167
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Error correction testing in panels with common stochastic trends
Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, … - In: Journal of applied econometrics 31 (2016) 6, pp. 982-1004
Persistent link: https://www.econbiz.de/10011686171
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A new poolability test for cointegrated panels
Westerlund, Joakim; Hess, Wolfgang - In: Journal of applied econometrics 26 (2011) 1, pp. 56-88
Persistent link: https://www.econbiz.de/10008936979
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Testing for predictability in panels with general predictors
Westerlund, Joakim; Karabiyik, Hande; Narayan, Paresh Kumar - In: Journal of applied econometrics 32 (2017) 3, pp. 554-574
Persistent link: https://www.econbiz.de/10011694742
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Panel cointegration tests of the Fisher effect
Westerlund, Joakim - In: Journal of applied econometrics 23 (2008) 2, pp. 193-234
Persistent link: https://www.econbiz.de/10007918636