Joakim Westerlund
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- 2015
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Mark
Testing for stock return predictability in a large Chinese panel
(
- Contribution to journal › Article
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Mark
Cross-Sectional Averages versus Principal Components
(
- Contribution to journal › Article
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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
(
- Contribution to journal › Article
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Mark
The Effect of Recursive Detrending on Panel Unit Root Tests
(
- Contribution to journal › Article
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Mark
PANICCA - PANIC on Cross-Section Averages
2015)(
- Working paper/Preprint › Working paper
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Mark
The Power of PANIC
(
- Contribution to journal › Article
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Mark
Nonparametric rank tests for non-stationary panels
(
- Contribution to journal › Article
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Mark
A Factor Analytical Approach to Price Discovery
2015) In Working Paper / Department of Economics, School of Economics and Management, Lund University(
- Working paper/Preprint › Working paper
- 2014
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Mark
Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series
2014) In Communications in Statistics: Simulation and Computation(
- Contribution to journal › Article
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Mark
A Random Coefficient Approach to the Predictability of Stock Returns in Panels
2014) In Journal of Financial Econometrics(
- Contribution to journal › Article