Joakim Westerlund
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- 2008
-
Mark
Simple Tests for Cointegration in Dependent Panels with Structural Breaks
(
- Contribution to journal › Article
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Mark
Error-correction-based cointegration tests for panel data
(
- Contribution to journal › Article
- 2007
-
Mark
Can panel data really improve the predictability of the monetary exchange rate model?
(
- Contribution to journal › Article
-
Mark
A panel bootstrap cointegration test
(
- Contribution to journal › Article
-
Mark
Estimating cointegrated panels with common factors and the forward rate unbiasedness hypothesis
(
- Contribution to journal › Article
-
Mark
New improved tests for cointegration with structural breaks
(
- Contribution to journal › Article
-
Mark
Testing for error correction in panel data
(
- Contribution to journal › Article
-
Mark
Farmland prices, structural breaks and panel data
(
- Contribution to journal › Article
-
Mark
A Note on the Pooling of Individual PANIC Unit Root Tests
2007) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
- 2006
-
Mark
Testing for panel cointegration with multiple structural breaks
(
- Contribution to journal › Article