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2024
Mark A weighted average limited information maximum likelihood estimator
Qasim, Muhammad ^LU (2024) In Statistical Papers 65(5). p.2641-2666
- Contribution to journal › Article
2019
Mark Lag truncation and the local asymptotic distribution of the ADF test for a unit root
Aylar, Emre ^LU ; Smeekes, Stephan and Westerlund, Joakim ^LU (2019) In Statistical Papers 60(6). p.2109-2118
- Contribution to journal › Article
Mark Panel stationary tests against changes in persistence
Cerqueti, Roy ; Costantini, Mauro ; Gutierrez, Luciano and Westerlund, Joakim ^LU (2019) In Statistical Papers 60(4). p.1079-1100
- Contribution to journal › Article
2017
Mark On the determination of the number of factors using information criteria with data-driven penalty
Westerlund, Joakim ^LU and Mishra, Sagarika (2017) In Statistical Papers 58(1). p.161-184
- Contribution to journal › Article