Publications | Lund University Publications

51 – 60 of 138

show: 10
|
sort: year (new to old)

News feed Embed this list Save this search Mark all Export

Cancel

Embed this list

copy and paste the html snippet below into your own page:

<iframe src="https://lup.lub.lu.se/search/publication?embed=1&q=author+exact+%22a5ab5ac5-f028-4b76-9f22-ee976574090c%22&amp;hide_pagination=1&amp;hide_info=1&amp;hide_options=1"
  width="100%"
  height="400"
  allowtransparency="true"
  frameborder="0">
</iframe>

« previous
1
…
5
6
7
8
…
14
next »

2017
Mark On the Role of the Rank Condition in CCE Estimation of Factor-Augmented Panel Regressions
Westerlund, Joakim ^LU ; Reese, Simon ^LU and Karabiyik, Hande ^LU (2017) In Journal of Econometrics 197(1). p.60-64
- Contribution to journal › Article
2016
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
Mark Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions
Westerlund, Joakim ^LU and Hosseinkouchack, Mehdi (2016) In Oxford Bulletin of Economics and Statistics p.347-364
- Contribution to journal › Article
Mark Error Correction Testing in Panels with Common Stochastic Trends
Gengenbach, Christian ; Urbain, Jean Pierre and Westerlund, Joakim ^LU (2016) In Journal of Applied Econometrics 31(6). p.982-1004
- Contribution to journal › Article
Mark The Asymptotic Distribution of the CADF Unit Root Test in the Presence of Heterogeneous AR(p) Errors
Westerlund, Joakim ^LU (2016) In Statistical Papers 57(2). p.303-317
- Contribution to journal › Article
Mark A Simple Test for Nonstationarity in Mixed Panels: A Further Investigation
Westerlund, Joakim ^LU (2016) In Journal of Statistical Planning and Inference 173.
- Contribution to specialist publication or newspaper › Specialist publication article
Mark Testing for predictability in panels of any time series dimension
Westerlund, Joakim ^LU and Narayan, Paresh (2016) In International Journal of Forecasting 32(4). p.1162-1177
- Contribution to journal › Article
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 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 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

« previous
1
…
5
6
7
8
…
14
next »

your query:: Remove author: Westerlund, Joakim (LU)