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2016
Mark Error Correction Testing in Panels with Common Stochastic Trends
Gengenbach, Christian ; Urbain, Jean Pierre and Westerlund, Joakim ^LU (2016) In Journal of Applied Econometrics 31(6). p.982-1004
- Contribution to journal › Article
2010
Mark The Analysis of Duration and Panel Data in Economics
Hess, Wolfgang ^LU (2010)
- Thesis › Doctoral thesis (compilation)
2007
Mark Estimating cointegrated panels with common factors and the forward rate unbiasedness hypothesis
Westerlund, Joakim ^LU (2007) In Journal of Financial Econometrics 5(3). p.491-522
- Contribution to journal › Article
2006
Mark Reducing the size distortions of the panel LM Test for cointegration
Westerlund, Joakim ^LU (2006) In Economics Letters 90(3). p.384-389
- Contribution to journal › Article
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
Mark A Panel Cointegration Analysis of the Relation between Private and Government Consumption
Eriksson, Åsa ^LU (2006) In Working Papers, Department of Economics, Lund University
- Working paper/Preprint › Working paper
2005
Mark New simple tests for panel cointegration
Westerlund, Joakim ^LU (2005) In Econometric Reviews 24(3). p.297-316
- Contribution to journal › Article
Mark Testing and Applying Cointegration Analysis in Macroeconomics
Eriksson, Åsa ^LU (2005)
- Thesis › Doctoral thesis (compilation)
Mark Essays on Panel Cointegration
Westerlund, Joakim ^LU (2005) In Lund Economic Studies no. 129.
- Thesis › Doctoral thesis (compilation)
Mark Testing for Panel Cointegration with Multiple Structural Breaks
Westerlund, Joakim ^LU (2005) In Working Papers. Department of Economics, Lund University
- Working paper/Preprint › Working paper

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