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2016
Mark A GARCH Model for Testing Market Efficiency
Westerlund, Joakim ^LU ; Narayan, Paresh and Liu, Puipeng (2016) In Journal of International Financial Markets, Institutions, and Money 41. p.121-138
- Contribution to specialist publication or newspaper › Specialist publication article
2009
Mark Panel cointegration and the monetary exchange rate model
Basher, Syed A. and Westerlund, Joakim ^LU (2009) In Economic Modelling 26(2). p.506-513
- Contribution to journal › Article
2007
Mark New improved tests for cointegration with structural breaks
Westerlund, Joakim ^LU and Edgerton, David ^LU (2007) In Journal of Time Series Analysis 28(2). p.188-224
- Contribution to journal › Article
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
Mark New Improved Tests for Cointegration 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 Testing for panel cointegration with a level break
Westerlund, Joakim ^LU (2006) In Economics Letters 91(1). p.27-33
- Contribution to journal › Article
2005
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
Mark Panel Cointegration Tests with Deterministic Trends and Structural Breaks
Westerlund, Joakim ^LU (2005) In Working Papers, Department of Economics, Lund University
- Working paper/Preprint › Working paper