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2025
Mark Factor Models With Sparse Vector Autoregressive Idiosyncratic Components
Krampe, Jonas and Margaritella, Luca ^LU (2025) In Oxford Bulletin of Economics and Statistics 87(4). p.837-849
- Contribution to journal › Article
Mark Estimating Aggregate Relationships in Panel Data via the LASSO
Margaritella, Luca ^LU and Westerlund, Joakim ^LU (2025) In Oxford Bulletin of Economics and Statistics
- Contribution to journal › Article
Mark On Robustness to Random Breaks in Panel Data
Kaddoura, Yousef and Westerlund, Joakim ^LU (2025) In Oxford Bulletin of Economics and Statistics
- Contribution to journal › Article
2016
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
2014
Mark Indirect Estimation of Semiparametric Binary Choice Models
Westerlund, Joakim ^LU and Hjertstrand, Per ^LU (2014) In Oxford Bulletin of Economics and Statistics 76(2). p.299-314
- Contribution to journal › Article
2013
Mark PANIC in the Presence of Uncertainty about the Deterministic Trend
Westerlund, Joakim ^LU and Blomquist, Johan ^LU (2013) In Oxford Bulletin of Economics and Statistics 75(1). p.123-135
- Contribution to journal › Article
2008
Mark A simple test for cointegration in dependent panels with structural breaks
Westerlund, Joakim ^LU and Edgerton, David ^LU (2008) In Oxford Bulletin of Economics and Statistics 70(5). p.665-704
- Contribution to journal › Article
Mark Simple Tests for Cointegration in Dependent Panels with Structural Breaks
Westerlund, Joakim ^LU and Edgerton, David ^LU (2008) In Oxford Bulletin of Economics and Statistics 70(5). p.665-704
- Contribution to journal › Article
2007
Mark Testing for error correction in panel data
Westerlund, Joakim ^LU (2007) In Oxford Bulletin of Economics and Statistics 69(6). p.709-748
- Contribution to journal › Article
2006
Mark Testing for panel cointegration with multiple structural breaks
Westerlund, Joakim ^LU (2006) In Oxford Bulletin of Economics and Statistics 68(1). p.101-132
- Contribution to journal › Article

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