Joakim Westerlund
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- 2014
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Mark
On the Choice of Test for a Unit Root when the Errors are Conditionally Heteroskedastic
(
- Contribution to journal › Article
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Mark
Panel versus GARCH Information in Unit Root Testing with an Application to Financial Markets
(
- Contribution to journal › Article
-
Mark
Does Cash Flow Predict Returns?
(
- Contribution to journal › Article
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Mark
A Non-Stationary Panel Data Investigation of the Unemployment–Crime Relationship
(
- Contribution to journal › Article
-
Mark
Testing for Predictability in Conditionally Heteroskedastic Stock Returns
2014) In Journal of Financial Econometrics(
- Contribution to journal › Article
-
Mark
A Simple Test for Nonstationarity in Mixed Panels with Incidental Trends
(
- Contribution to journal › Article
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Mark
Indirect Estimation of Semiparametric Binary Choice Models
(
- Contribution to journal › Article
- 2013
-
Mark
A modified LLC panel unit root test of the PPP hypothesis
(
- Contribution to journal › Article
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Mark
Testing slope homogeneity in large panels with serial correlation
(
- Contribution to journal › Article
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Mark
PANIC in the Presence of Uncertainty about the Deterministic Trend
(
- Contribution to journal › Article