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2023
Mark Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
Karavias, Yiannis ; Narayan, Paresh Kumar and Westerlund, Joakim ^LU (2023) In Journal of Business and Economic Statistics 41(3). p.653-666
- Contribution to journal › Article
Mark Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed
Kaddoura, Yousef ^LU and Westerlund, Joakim ^LU (2023) In Journal of Business and Economic Statistics 41(3). p.778-790
- Contribution to journal › Article
Mark Teacher-to-Classroom Assignment and Student Achievement
Graham, Bryan S. ; Ridder, Geert ; Thiemann, Petra ^LU and Zamarro, Gema (2023) In Journal of Business and Economic Statistics 41(4). p.1328-1340
- Contribution to journal › Article
2022
Mark Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*
Stauskas, Ovidijus ^LU and Westerlund, Joakim ^LU (2022) In Journal of Business and Economic Statistics 40(4). p.1745-1758
- Contribution to journal › Article
Mark The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation
Juodis, Artūras and Reese, Simon ^LU (2022) In Journal of Business and Economic Statistics 40(3). p.1191-1203
- Contribution to journal › Article
2018
Mark On the Use of GLS Demeaning in Panel Unit Root Testing
Westerlund, Joakim ^LU (2018) In Journal of Business & Economic Statistics 36(2). p.309-320
- Contribution to journal › Article
Mark Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels
Robertson, Donald ; Sarafidis, Vasilis and Westerlund, Joakim ^LU (2018) In Journal of Business & Economic Statistics 36(3). p.493-504
- Contribution to journal › Article
2015
Mark Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem: Using Covariates to Resolve the Incidental Trend Problem
Westerlund, Joakim ^LU (2015) In Journal of Business & Economic Statistics 33(3). p.430-443
- Contribution to journal › Article
2014
Mark Heteroskedasticity Robust Panel Unit Root Tests
Westerlund, Joakim ^LU (2014) In Journal of Business & Economic Statistics 32(1). p.112-135
- Contribution to journal › Article
2005
Mark Exchange rates and Markov switching dynamics
Cheung, Y W and Erlandsson, Ulf ^LU (2005) In Journal of Business & Economic Statistics 23(3). p.314-320
- Contribution to journal › Article