Joakim Westerlund
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- 2019
-
Mark
On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects
- Contribution to journal › Article
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Mark
Lag truncation and the local asymptotic distribution of the ADF test for a unit root
- Contribution to journal › Article
-
Mark
Panel stationary tests against changes in persistence
- Contribution to journal › Article
-
Mark
CCE in fixed-T panels
- Contribution to journal › Article
-
Mark
Testing additive versus interactive effects in fixed-[Formula presented] panels
- Contribution to journal › Article
-
Mark
On CCE estimation of factor-augmented models when regressors are not linear in the factors
- Contribution to journal › Article
-
Mark
The factor analytical method for interactive effects dynamic panel models with moving average errors
- Contribution to journal › Article
- 2018
-
Mark
Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors
- Contribution to journal › Article
-
Mark
On the Use of GLS Demeaning in Panel Unit Root Testing
- Contribution to journal › Article
-
Mark
CCE in Panels with General Unknown Factors
- Contribution to journal › Article