Narrow search
Showing 1 - 10 of 104
Cover Image
A simple test for cointegration in dependent panels with structural breaks
Westerlund, Joakim; Edgerton, David L. - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 665-704
Persistent link: https://www.econbiz.de/10003759121
Cover Image
Why is Chinese regional output diverging?
Westerlund, Joakim (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003770059
Cover Image
Simple tests for cointegration in dependent panels with structural breaks
Westerlund, Joakim (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003319318
Cover Image
Using panel data to test for fiscal sustainability within the European Union
Prohl, Silika; Westerlund, Joakim - In: FinanzArchiv : European journal of public finance 65 (2009) 2, pp. 246-269
Persistent link: https://www.econbiz.de/10003882500
Cover Image
Testing for a unit root in a random coefficient panel data mode
Westerlund, Joakim; Larsson, Rolf - 2009
Persistent link: https://www.econbiz.de/10003884484
Cover Image
Testing for a unit root in panel time series models with multiple breaks
Westerlund, Joakim - 2009
Persistent link: https://www.econbiz.de/10003884487
Cover Image
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
Cover Image
A note on the pooling of individual panic unit root tests
Westerlund, Joakim; Larsson, Rolf - In: Econometric theory 25 (2009) 6, pp. 1851-1868
Persistent link: https://www.econbiz.de/10003904449
Cover Image
A note on the pooling of individual PANIC unit root tests
Westerlund, Joakim (contributor) - 2007
Persistent link: https://www.econbiz.de/10003417957
Cover Image
Panel cointegration tests of the Fisher effect
Westerlund, Joakim - 2006
Persistent link: https://www.econbiz.de/10003483109