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2007
Mark A panel bootstrap cointegration test
Westerlund, Joakim ^LU and Edgerton, David ^LU (2007) In Economics Letters 97(3). p.185-190
- Contribution to journal › Article
2006
Mark Testing for panel cointegration with a level break
Westerlund, Joakim ^LU (2006) In Economics Letters 91(1). p.27-33
- Contribution to journal › Article
Mark Predictable non-linearities in US inflation
Binner, Jane M. ; Elger, Thomas ^LU ; Nilsson, Birger and Tepper, Jonathan A. (2006) In Economics Letters 93(3). p.323-328
- Contribution to journal › Article
Mark Reducing the size distortions of the panel LM Test for cointegration
Westerlund, Joakim ^LU (2006) In Economics Letters 90(3). p.384-389
- Contribution to journal › Article
Mark Predictable non-linearities in U.S. inflation
Binner, Jane M. ; Elger, Thomas ^LU ; Nilsson, Birger ^LU and Tepper, Jonathan (2006) In Economics Letters 93(3). p.323-328
- Contribution to journal › Article
2005
Mark Profit maximizing nonlinear pricing
Andersson, Tommy ^LU (2005) In Economics Letters 88(1). p.135-139
- Contribution to journal › Article
2003
Mark GARCH estimation and discrete stock prices: an application to low-priced Australian stocks
Amilon, Henrik ^LU (2003) In Economics Letters 81(2). p.215-222
- Contribution to journal › Article
1998
Mark Noisy equilibrium selection in coordination games
Carlsson, Hans ^LU and Ganslandt, Mattias (1998) In Economics Letters 60. p.23-34
- Contribution to journal › Article
Mark A long-run estimator of the aggregate demand curve
Fregert, Klas ^LU (1998) In Economics Letters 59.
- Contribution to journal › Article
1996
Mark Should Stochastic or Nonstochastic Exogenous Variables Be Used in Monte Carlo Experiments?
Edgerton, David ^LU (1996) In Economics Letters 53. p.153-159
- Contribution to journal › Article

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