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2016
Mark The Asymptotic Distribution of the CADF Unit Root Test in the Presence of Heterogeneous AR(p) Errors
Westerlund, Joakim ^LU (2016) In Statistical Papers 57(2). p.303-317
- Contribution to journal › Article
Mark A Simple Test for Nonstationarity in Mixed Panels: A Further Investigation
Westerlund, Joakim ^LU (2016) In Journal of Statistical Planning and Inference 173.
- Contribution to specialist publication or newspaper › Specialist publication article
2015
Mark Panicca: Panic on Cross-Section Averages
Reese, Simon ^LU and Westerlund, Joakim ^LU (2015) In Journal of Applied Econometrics p.1-21
- Contribution to journal › Article
Mark The Effect of Recursive Detrending on Panel Unit Root Tests
Westerlund, Joakim ^LU (2015) In Journal of Econometrics 185(2). p.453-467
- Contribution to journal › Article
Mark Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem: Using Covariates to Resolve the Incidental Trend Problem
Westerlund, Joakim ^LU (2015) In Journal of Business & Economic Statistics 33(3). p.430-443
- Contribution to journal › Article
Mark PANICCA - PANIC on Cross-Section Averages
Reese, Simon ^LU and Westerlund, Joakim ^LU (2015)
- Working paper/Preprint › Working paper
Mark The Power of PANIC
Westerlund, Joakim ^LU (2015) In Journal of Econometrics 185(2). p.495-509
- Contribution to journal › Article
2014
Mark Heteroskedasticity Robust Panel Unit Root Tests
Westerlund, Joakim ^LU (2014) In Journal of Business & Economic Statistics 32(1). p.112-135
- Contribution to journal › Article
Mark On the Choice of Test for a Unit Root when the Errors are Conditionally Heteroskedastic
Westerlund, Joakim ^LU (2014) In Computational Statistics & Data Analysis 69(January). p.40-53
- Contribution to journal › Article
Mark A Simple Test for Nonstationarity in Mixed Panels with Incidental Trends
Westerlund, Joakim ^LU (2014) In Economics Letters 125(2). p.160-163
- Contribution to journal › Article

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