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Panel cointegration and the monetary exchange rate model

Basher, Syed Abul; Westerlund, Joakim - In: Economic modelling 26 (2009) 2, pp. 506-513

Persistent link: https://www.econbiz.de/10003839843

Testing for panel cointegration with multiple structural breaks

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

Persistent link: https://www.econbiz.de/10002552627

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

Testing for a unit root in panel time series models with multiple breaks

Westerlund, Joakim - 2009

Persistent link: https://www.econbiz.de/10003884487

Measuring persistence of US city prices : new evidence from robust tests ; persistence and structural breaks

Basher, Syed Abul; Carrion i Silvestre, Josep Lluís - In: Empirical economics : a journal of the Institute for … 41 (2011) 3, pp. 739-745

Persistent link: https://www.econbiz.de/10009381336

Testing for Unit Roots in Panel Time Series Models with Multiple Breaks

Westerlund, Joakim - Nationalekonomiska institutionen, Handelshögskolan - 2009

This paper proposes two new unit root tests that are appropriate in the presence of an unknown number of structural breaks. One is based on a single time series and the other is based on a panel of multiple series. For the estimation of the number of breaks and their locations, a simple...

Persistent link: https://www.econbiz.de/10008566277