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2021
Mark The factor analytical approach in near unit root interactive effects panels
Norkutė, Milda ^LU and Westerlund, Joakim ^LU (2021) In Journal of Econometrics 221(2). p.569-590
- Contribution to journal › Article
Mark Detection of units with pervasive effects in large panel data models
Kapetanios, G. ; Pesaran, M. H. and Reese, S. ^LU (2021) In Journal of Econometrics 221(2). p.510-541
- Contribution to journal › Article
Mark On the Robustness of the Pooled CCE Estimator
Juodis, Arturas ; Karabiyik, Hande ^LU and Westerlund, Joakim ^LU (2021) In Journal of Econometrics 220(2). p.325-348
- Contribution to journal › Article
Mark Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Norkute, Milda ^LU ; Sarafidis, Vasilis ; Yamagata, Takashi and Cui, Guowei (2021) In Journal of Econometrics 220(2). p.416-446
- Contribution to journal › Article
2020
Mark The Factor Analytical Approach in Near Unit Root Panels
Westerlund, Joakim ^LU and Norkute, Milda ^LU (2020) In Journal of Econometrics
- Contribution to journal › Article
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
2015
Mark New Tools for Understanding the Local Asymptotic Power of Panel Unit Root Tests
Westerlund, Joakim ^LU and Larsson, Rolf (2015) In Journal of Econometrics 188(1). p.59-93
- Contribution to journal › Article
Mark The Effect of Recursive Detrending on Panel Unit Root Tests
Westerlund, Joakim ^LU (2015) In Journal of Econometrics 185(2). p.453-467
- Contribution to journal › Article
Mark Cross-Sectional Averages versus Principal Components
Westerlund, Joakim ^LU and Urbain, Jean-Pierre (2015) In Journal of Econometrics 185(2). p.372-377
- Contribution to journal › Article
Mark The Power of PANIC
Westerlund, Joakim ^LU (2015) In Journal of Econometrics 185(2). p.495-509
- Contribution to journal › Article

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