Similar Search Results

Is there really a unit root in the inflation rate? : more evidence from panel data models

Basher, Syed Abul; Westerlund, Joakim - In: Applied economics letters 15 (2008) 1/3, pp. 161-164

Persistent link: https://www.econbiz.de/10003725123

A panel CUSUM test of the null of cointegration

Westerlund, Joakim (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001815397

A panel CUSUM test of the null of cointegration

Westerlund, Joakim - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 231-262

Persistent link: https://www.econbiz.de/10002693296

Panel cointegration tests of the Fisher hypothesis

Westerlund, Joakim (contributor) - 2005 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002552519

A note on the use of the LLC panel unit root test

Westerlund, Joakim - In: Empirical economics : a journal of the Institute for … 37 (2009) 3, pp. 517-531

Persistent link: https://www.econbiz.de/10003900930

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

Panel cointegration tests of the Fisher effect

Westerlund, Joakim - 2006

Persistent link: https://www.econbiz.de/10003483109

Some cautions on the use of the LLC panel unit root test

Westerlund, Joakim - 2006

Persistent link: https://www.econbiz.de/10003483115

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

The Impact of Oil-Market Shocks on Stock Returns in Major Oil-Exporting Countries : A Markov Switching Approach

Basher, Syed Abul - 2017

The impact that oil shocks have on stock prices in oil exporting countries has implications for both domestic and international investors. We derive the shocks driving oil prices from a fully-identified structural model of the oil market. We study their nonlinear relationship with stock market...

Persistent link: https://www.econbiz.de/10012946536