Joakim Westerlund

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2016
Mark An IV Test for a Unit Root in Generally Trending and Correlated Panels
Westerlund, Joakim ^LU (2016) In Oxford Bulletin of Economics and Statistics 78(5). p.752-764
- Contribution to journal › Article
Mark On the Estimation and Testing of Predictive Panel Regressions
Karabiyik, Hande ^LU ; Westerlund, Joakim ^LU and Narayan, Paresh Kumar (2016) In Journal of International Financial Markets, Institutions, and Money 45. p.115-125
- Contribution to journal › Article
Mark Panel bootstrap tests of slope homogeneity
Blomquist, Johan ^LU and Westerlund, Joakim ^LU (2016) In Empirical Economics 50(4). p.1359-1381
- Contribution to journal › Article
Mark A GARCH Model for Testing Market Efficiency
Westerlund, Joakim ^LU ; Narayan, Paresh and Liu, Puipeng (2016) In Journal of International Financial Markets, Institutions, and Money 41. p.121-138
- Contribution to specialist publication or newspaper › Specialist publication article
2015
Mark Do order imbalances predict Chinese stock returns? New evidence from intraday data
Narayan, Paresh Kumar ; Narayan, Seema and Westerlund, Joakim ^LU (2015) In Pacific-Basin Finance Journal 34. p.136-151
- Contribution to journal › Article
Mark A sequential purchasing power parity test for panels of large cross- sections and implications for investors
Westerlund, Joakim ^LU and Narayan, Paresh (2015) In European Journal of Finance 21(15). p.1317-1333
- Contribution to journal › Article
Mark New Tools for Understanding the Local Asymptotic Power of Panel Unit Root Tests
Westerlund, Joakim ^LU and Larsson, Rolf (2015) In Journal of Econometrics 188(1). p.59-93
- Contribution to journal › Article
Mark A Factor Analytical Approach to the Efficient Futures Market Hypothesis
Westerlund, Joakim ^LU ; Norkute, Milda ^LU and Narayan, Paresh (2015) In Journal of Futures Markets 35(4). p.357-370
- Contribution to journal › Article
Mark Cross-Sectional Averages versus Principal Components
Westerlund, Joakim ^LU and Urbain, Jean-Pierre (2015) In Journal of Econometrics 185(2). p.372-377
- Contribution to journal › Article
Mark Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem: Using Covariates to Resolve the Incidental Trend Problem
Westerlund, Joakim ^LU (2015) In Journal of Business & Economic Statistics 33(3). p.430-443
- Contribution to journal › Article

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