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2021
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
2015
Mark Nonparametric rank tests for non-stationary panels
Pedroni, Peter L. ; Vogelsang, Timothy J. ; Wagner, Martin and Westerlund, Joakim ^LU (2015) In Journal of Econometrics 185(2). p.378-391
- Contribution to journal › Article
Mark Bootstrap-based bias correction and inference for dynamic panels with fixed effects
De Vos, Ignace ^LU ; Everaert, Gerdie and Ruyssen, Ilse (2015) In Stata Journal 15(4). p.986-1018
- Contribution to journal › Article
2012
Mark Testing Homogeneity and Unit Root Restrictions in Panels
Blomquist, Johan ^LU (2012) In Lund Economic Studies
- Thesis › Doctoral thesis (monograph)
2008
Mark Error-correction-based cointegration tests for panel data
Persyn, Damiaan and Westerlund, Joakim ^LU (2008) In Stata Journal 8(2). p.232-241
- Contribution to journal › Article
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
Mark A Note on the Pooling of Individual PANIC Unit Root Tests
Westerlund, Joakim ^LU (2007) In Working Papers, Department of Economics, Lund University
- Working paper/Preprint › Working paper
2006
Mark Simple Tests for Cointegration in Dependent Panels with Structural Breaks
Westerlund, Joakim ^LU and Edgerton, David ^LU (2006) In Working Papers, Department of Economics, Lund University
- Working paper/Preprint › Working paper
2005
Mark Essays on Fiscal Policy, Private Consumption and Non-Stationary Panel Data
Jönsson, Kristian ^LU (2005) In Lund Economic Studies
- Thesis › Doctoral thesis (compilation)
Mark Pooled Unit Root Tests in Panels with a Common Factor
Westerlund, Joakim ^LU (2005) In Working Papers. Department of Economics, Lund University
- Working paper/Preprint › Working paper

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