Joakim Westerlund
Titel
Professor
Organisation
Joakim [dot] Westerlund [at] nek [dot] lu [dot] se
Publikationer (hämtat ur Lunds universitets publikationsdatabas)
författare
- 2013
- 2012
- 2011
- 2010
- 2009
- 2008
- A simple test for cointegration in dependent panels with structural breaks
- Class Size and Student Evaluations in Sweden
- Error-correction-based cointegration tests for panel data
- Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models
- Mixed Signals Among Tests for Panel Cointegration
- Panel cointegration tests of the Fisher effect
- Simple Tests for Cointegration in Dependent Panels with Structural Breaks
- Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data
- Why is Chinese Regional Output Diverging?
- 2007
- A Note on the Pooling of Individual PANIC Unit Root Tests
- A panel bootstrap cointegration test
- Can panel data really improve the predictability of the monetary exchange rate model?
- Estimating cointegrated panels with common factors and the forward rate unbiasedness hypothesis
- Farmland Prices, Structural Breaks and Panel Data
- Farmland prices, structural breaks and panel data
- New improved tests for cointegration with structural breaks
- Testing for Error Correction in Panel Data
- Testing for error correction in panel data
- 2006
- New Improved Tests for Cointegration with Structural Breaks
- Panel Cointegration and the Neutrality of Money
- Reducing the Size Distortions of the Panel LM Test for Cointegration
- Reducing the size distortions of the panel LM Test for cointegration
- Simple Tests for Cointegration in Dependent Panels with Structural Breaks
- Testing for Panel Cointegration with Multiple Structural Breaks
- Testing for Panel Cointegration with a Level Break
- Testing for panel cointegration with a level break
- Testing for panel cointegration with multiple structural breaks
- 2005
- A panel CUSUM test of the null of cointegration
- Data dependent endogeneity correction in cointegrated panels
- Essays on Panel Cointegration
- Introduktion till ekonometri
- New Simple Tests for Panel Cointegration
- New simple tests for panel cointegration
- Panel Cointegration Tests of the Fisher Hypothesis
- Panel Cointegration Tests with Deterministic Trends and Structural Breaks
- Pooled Unit Root Tests in Panels with a Common Factor
- Testing for Error Correction in Panel Data
- Testing for Panel Cointegration with Multiple Structural Breaks
- 2003
