Prof Joakim Westerlund

Using information criteria to select averages in CCE

Luca Margaritella, Joakim Westerlund

(2023), Vol. 26, pp. 405-421, Econometrics Journal, Oxford, Eng., C1

Testing factors in CCE

N Brown, J Westerlund

(2023), Vol. 230, pp. 1-3, Economics Letters, Amsterdam, The Netherlands, C1

Interactive effects panel data models with general factors and regressors

Bin Peng, Liangjun Su, Joakim Westerlund, Yanrong Yang

(2023), pp. 1-17, Econometric Theory, Cambridge, Eng., C1

Panel data measures of price discovery

H Karabiyik, J Westerlund, P Narayan

(2022), Vol. 41, pp. 269-290, Econometric Reviews, C1

The factor analytical approach in trending near unit root panels

J Westerlund, M Norkutė, O Stauskas

(2022), Vol. 43, pp. 501-508, Journal of Time Series Analysis, C1

Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19

Y Karavias, P Narayan, J Westerlund

(2022), pp. 1-14, Journal of Business and Economic Statistics, London, Eng., C1

CCE in heterogenous fixed-T panels

Joakim Westerlund, Yousef Kaddoura

(2022), Vol. 25, pp. 719-738, The Econometrics Journal, Oxford, Eng., C1

Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed

Y Kaddoura, J Westerlund

(2022), Journal of Business and Economic Statistics, London, Eng., C1

On the robustness of the pooled CCE estimator

A Juodis, H Karabiyik, J Westerlund

(2021), Vol. 220, pp. 325-348, Journal of Econometrics, Univ Macedonia, Thessaloniki, GREECE, C1

The factor analytical approach in near unit root interactive effects panels

M Norkutė, J Westerlund

(2021), Vol. 221, pp. 569-590, Journal of econometrics, Amsterdam, The Netherlands, C1

Breaks in persistence in fixed-T panel data

J Westerlund, M Nordström

(2021), Vol. 205, Economics Letters, C1

Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*

Ovidijus Stauskas, Joakim Westerlund

(2021), pp. 1-14, Journal of Business and Economic Statistics, London, Eng., C1

Forecasting using cross-section average-augmented time series regressions

Hande Karabiyik, Joakim Westerlund

(2021), Vol. 24, pp. 315-333, Econometrics Journal, Oxford, Eng., C1

Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Effects

Joakim Westerlund, Hande Karabiyik, Paresh Narayan, Seema Narayan

(2021), Journal of Financial Econometrics, Oxford, Eng., C1

Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere

Y Petrova, J Westerlund

(2020), Vol. 35, pp. 960-964, Journal of Applied Econometrics, C1

A cross-section average-based principal components approach for fixed-T panels

J Westerlund

(2020), Vol. 35, pp. 776-785, Journal of Applied Econometrics, C1

Panel stationary tests against changes in persistence

R Cerqueti, M Costantini, L Gutierrez, J Westerlund

(2019), Vol. 60, pp. 1079-1100, Statistical papers, Berlin, Germany, C1

Lag truncation and the local asymptotic distribution of the ADF test for a unit root

E Aylar, S Smeekes, J Westerlund

(2019), Vol. 60, pp. 2109-2118, Statistical papers, Berlin, Germany, C1

Panel evidence on the ability of oil returns to predict stock returns in the G7 area

J Westerlund, S Sharma

(2019), Vol. 77, pp. 3-12, Energy economics, Amsterdam, The Netherlands, C1

Testing additive versus interactive effects in fixed-T panels

J Westerlund

(2019), Vol. 174, pp. 5-8, Economics letters, Amsterdam, The Netherlands, C1

CCE estimation of factor-augmented regression models with more factors than observables

H Karabiyik, J Urbain, J Westerlund

(2019), Vol. 34, pp. 268-284, Journal of applied econometrics, Chichester, Eng., C1

On estimation and inference in heterogeneous panel regressions with interactive effects

J Westerlund

(2019), Vol. 40, pp. 852-857, Journal of time series analysis, Chichester, Eng., C1

The factor analytical method for interactive effects dynamic panel models with moving average errors

M Norkutė, J Westerlund

(2019), Vol. 11, pp. 83-104, Econometrics and Statistics, C1

Robust block bootstrap panel predictability tests

S Smeekes, J Westerlund

(2019), Vol. 38, pp. 1089-1107, Econometric reviews, Abingdon, Eng., C1

Common breaks in means for cross-correlated fixed-T panel data

J Westerlund

(2019), Vol. 40, pp. 248-255, Journal of time series analysis, Chichester, Eng., C1

Optimal panel unit root testing with covariates

A Juodis, J Westerlund

(2019), Vol. 22, pp. 57-72, Econometrics Journal, C1

CCE in fixed-T panels

J Westerlund, Y Petrova, M Norkute

(2019), Vol. 34, pp. 746-761, Journal of applied econometrics, Chichester, Eng., C1

An intervention targeting social, communication and daily activity skills in children and adolescents with Down syndrome and autism: a pilot study

Ulrika Wester Oxelgren, Joakim Westerlund, Åsa Myrelid, Göran Annerén, Lotta Johansson, Marie Åberg, Jan Gustafsson, Elisabeth Fernell

(2019), Vol. 15, pp. 2049-2056, Neuropsychiatric Disease and Treatment, Macclesfield, Eng., C1-1

Estimation of factor-augmented panel regressions with weakly influential factors

S Reese, J Westerlund

(2018), Vol. 37, pp. 401-465, Econometric Reviews, C1

Islamic spot and index futures markets: Where is the price discovery?

H Karabiyik, P Narayan, D Phan, J Westerlund

(2018), Vol. 52, pp. 123-133, Pacific Basin Finance Journal, C1

On the use of GLS demeaning in panel unit root testing

J Westerlund

(2018), Vol. 36, pp. 309-320, Journal of business and economic statistics, Abingdon, Eng., C1

Unit root inference in generally trending and cross-correlated fixed-T panels

D Robertson, V Sarafidis, J Westerlund

(2018), Vol. 36, pp. 493-504, Journal of business and economic statistics, Abingdon, Eng., C1

Asymptotic collinearity in CCE estimation of interactive effects models

J Westerlund, Y Petrova

(2018), Vol. 70, pp. 331-337, Economic modelling, Amsterdam, The Netherlands, C1

Some preliminary evidence of price discovery in Islamic banks

P Narayan, S Sharma, K Thuraisamy, J Westerlund

(2018), Vol. 52, pp. 107-122, Pacific-Basin finance journal, Amsterdam, The Netherlands, C1

Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests

S Mahdavi, J Westerlund

(2018), Vol. 73, pp. 174-183, Economic modelling, Amsterdam, The Netherlands, C1

CCE in panels with general unknown factors

J Westerlund

(2018), Vol. 21, pp. 264-276, Econometrics journal, Chichester, Eng., C1

On the determination of the number of factors using information criteria with data-driven penalty

J Westerlund, S Mishra

(2017), Vol. 58, pp. 161-184, Statistical papers, Berlin, Germany, C1

Testing for predictability in panels with general predictors

J Westerlund, H Karabiyik, P Narayan

(2017), Vol. 32, pp. 554-574, Journal of applied econometrics, Chichester, Eng., C1

Are state-local government expenditures converging? New evidence based on sequential unit root tests

S Mahdavi, J Westerlund

(2017), Vol. 53, pp. 373-403, Empirical economics, Berlin, Germany, C1

Likelihood ratio tests for a unit root in panels with random effects

R Larsson, J Lyhagen, J Westerlund

(2017), Vol. 51, pp. 627-654, Statistics, London, Eng., C1

On the role of the rank condition in CCE estimation of factor-augmented panel regressions

H Karabiyik, S Reese, J Westerlund

(2017), Vol. 197, pp. 60-64, Journal of econometrics, Amsterdam, The Netherlands, C1

A Factor Analytical Approach to Price Discovery

J Westerlund, S Reese, P Narayan

(2017), Vol. 79, pp. 366-394, Oxford Bulletin of Economics and Statistics, London, Eng., C1

Panicca: Panic on Cross-Section Averages

S Reese, J Westerlund

(2016), Vol. 31, pp. 961-981, Journal of Applied Econometrics, C1-1

Panel bootstrap tests of slope homogeneity

J Blomquist, J Westerlund

(2016), Vol. 50, pp. 1359-1381, Empirical Economics, C1

The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(p) errors

J Westerlund

(2016), Vol. 57, pp. 303-317, Statistical Papers, C1

Pooled panel unit root tests and the effect of past initialization

J Westerlund

(2016), Vol. 35, pp. 396-427, Econometric reviews, London, Eng., C1-1

The Local Power of the CADF and CIPS Panel Unit Root Tests

J Westerlund, M Hosseinkouchack, M Solberger

(2016), Vol. 35, pp. 845-870, Econometric Reviews, C1

A simple test for nonstationarity in mixed panels: A further investigation

J Westerlund

(2016), Vol. 173, pp. 1-30, Journal of Statistical Planning and Inference, C1

A GARCH model for testing market efficiency

P Narayan, R Liu, J Westerlund

(2016), Vol. 41, pp. 121-138, Journal of international financial markets, institutions and money, Amsterdam, The Netherlands, C1

Modified CADF and CIPS panel unit root statistics with standard chi-squared and normal limiting distributions

J Westerlund, M Hosseinkouchack

(2016), Vol. 78, pp. 347-364, Oxford bulletin of economics and statistics, London, Eng., C1

Testing for predictability in panels of any time series dimension

J Westerlund, P Narayan

(2016), Vol. 32, pp. 1162-1177, International journal of forecasting, Amsterdam, The Netherlands, C1

Panel multi-predictor test procedures with an application to emerging market sovereign risk

J Westerlund, K Thuraisamy

(2016), Vol. 28, pp. 44-60, Emerging markets review, Amsterdam, The Netherlands, C1

On the estimation and testing of predictive panel regressions

H Karabiyik, J Westerlund, P Narayan

(2016), Vol. 45, pp. 115-125, Journal of international financial markets, institutions and money, Amsterdam, The Netherlands, C1

An IV test for a unit root in generally trending and correlated panels

J Westerlund

(2016), Vol. 78, pp. 752-764, Oxford bulletin of economics and statistics, Chichester, Eng., C1

Error correction testing in panels with common stochastic trends

C Gengenbach, J Urbain, J Westerlund

(2016), Vol. 31, pp. 982-1004, Journal of applied econometrics, Chichester, Eng., C1

Are Islamic stock returns predictable? A global perspective

P Narayan, D Phan, S Sharma, J Westerlund

(2016), Vol. 40, pp. 210-223, Pacific Basin Finance Journal, C1

Price discovery and asset pricing

P Narayan, D Phan, K Thuraisamy, J Westerlund

(2016), Vol. 40, pp. 224-235, Pacific Basin Finance Journal, C1

A factor analytical approach to the efficient futures market hypothesis

J Westerlund, M Norkute, P Narayan

(2015), Vol. 35, pp. 357-370, Journal of futures markets, London, Eng., C1

A sequential purchasing power parity test for panels of large cross-sections and implications for investors

P Westerlund, P Narayan

(2015), Vol. 21, pp. 1317-1333, European journal of finance, London, Eng., C1

Small-sample improved seasonal unit root tests for trending and breaking series

M Costantini, P Narayan, S Popp, J Westerlund

(2015), Vol. 44, pp. 868-877, Communications in statistics: simulation and computation, Abingdon, Eng., C1

Nonparametric rank tests for non-stationary panels

P Pedroni, T Vogelsang, M Wagner, J Westerlund

(2015), Vol. 185, pp. 378-391, Journal of econometrics, Amsterdam, The Netherlands, C1

On the use of panel cointegration tests in energy economics

J Westerlund, K Thuraisamy, S Sharma

(2015), Vol. 50, pp. 359-363, Energy economics, Amsterdam, The Netherlands, C1

Testing for predictability in conditionally heteroskedastic stock returns

J Westerlund, P Narayan

(2015), Vol. 13, pp. 342-375, Journal of financial econometrics, Oxford, Eng., C1

Testing for stock return predictability in a large Chinese panel

Westerlund, P Narayan, X Zheng

(2015), Vol. 24, pp. 81-100, Emerging markets review, Amsterdam, The Netherlands, C1

The effect of recursive detrending on panel unit root tests

P Westerlund

(2015), Vol. 185, pp. 453-467, Journal of econometrics, Amsterdam, The Netherlands, C1

Rethinking the univariate approach to panel unit root testing: using covariates to resolve the incidental trend problem

P Westerlund

(2015), Vol. 33, pp. 430-443, Journal of business and economic statistics, London, Eng., C1

Do order imbalances predict Chinese stock returns? New evidence from intraday data

P Narayan, S Narayan, J Westerlund

(2015), Vol. 34, pp. 136-151, Pacific basin finance journal, Amsterdam, The Netherlands, C1

New tools for understanding the local asymptotic power of panel unit root tests

P Westerlund, R Larsson

(2015), Vol. 188, pp. 59-93, Journal of econometrics, Amsterdam, The Netherlands, C1

Cross-sectional averages versus principal components

P Westerlund, J-P Urbain

(2015), Vol. 185, pp. 372-377, Journal of econometrics, Amsterdam, The Netherlands, C1

The power of PANIC

P Westerlund

(2015), Vol. 185, pp. 495-509, Journal of econometrics, Amsterdam, The Netherlands, C1

On the importance of the first observation in GLS detrending in unit root testing

Westerlund

(2015), Vol. 77, pp. 152-161, Oxford bulletin of economics and statistics, London, Eng., C1

A random coefficient approach to the predictability of stock returns in panels

J Westerlund, P Narayan

(2015), Vol. 13, pp. 605-664, Journal of Financial Econometrics, C1

Do oil prices predict economic growth? New global evidence

P Narayan, S Sharma, W Poon, J Westerlund

(2014), Vol. 41, pp. 137-146, Energy economics, Amsterdam, The Netherlands, C1

Panel versus GARCH information in unit root testing with an application to financial markets

J Westerlund, P Narayan

(2014), Vol. 41, pp. 173-176, Economic modelling, Amsterdam, The Netherlands, C1

Does cash flow predict returns?

P Narayan, J Westerlund

(2014), Vol. 35, pp. 230-236, International review of financial analysis, Amsterdam, Netherlands, C1

A non-stationary panel data investigation of the unemployment-crime relationship

J Blomquist, J Westerlund

(2014), Vol. 44, pp. 114-125, Social science research, Amsterdam, The Netherlands, C1

On the choice of test for a unit root when the errors are conditionally heteroskedastic

J Westerlund

(2014), Vol. 69, pp. 40-53, Computational statistics & data analysis, Amsterdam, The Netherlands, C1

On the asymptotic distribution of the Dickey Fuller-GLS test statistic

J Westerlund

(2014), Vol. 48, pp. 1233-1253, Statistics, Abingdon, Eng., C1

Heteroscedasticity robust panel unit root tests

J Westerlund

(2014), Vol. 32, pp. 112-135, Journal of business & economic statistics, Abingdon, Eng., C1

Indirect estimation of semiparametric binary choice models*

J Westerlund, P Hjertstrand

(2014), Vol. 76, pp. 298-314, Oxford bulletin of economics and statistics, London, Eng., C1

A simple test for nonstationarity in mixed panels with incidental trends

J Westerlund

(2014), Vol. 125, pp. 160-163, Economics letters, Amsterdam, The Netherlands, C1-1

Application of air quality combination forecasting to Bogota

J Westerlund, J-P Urbain, J Bonilla

(2014), Vol. 89, pp. 22-28, Atmospheric environment, Amsterdam, The Netherlands, C1-1

Testing the efficient market hypothesis in conditionally heteroskedastic futures markets

J Westerlund, P Narayan

(2013), Vol. 33, pp. 1024-1045, Journal of futures markets, Malden, Mass., C1

Simple unit root testing in generally trending data with an application to precious metal prices in Asia

J Westerlund

(2013), Vol. 28, pp. 12-27, Journal of Asian economics, Amsterdam, The Netherlands, C1

Alternative representations for cointegrated panels with global stochastic trends

C Gengenbach, J Urbain, J Westerlund

(2013), Vol. 118, pp. 485-488, Economics letters, Amsterdam, The Netherlands, C1

A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending

J Westerlund

(2013), Vol. 34, pp. 477-495, Journal of time series analysis, Chichester, England, C1

A sequential test for pair-wise convergence in Chinese provincial income

J Westerlund

(2013), Vol. 27, pp. 1-6, Journal of Asian economics, Amsterdam, The Netherlands, C1

On the implementation and use of factor-augmented regressions in panel data

J Westerlund, J Urbain

(2013), Vol. 28, pp. 3-11, Journal of Asian economics, Amsterdam, The Netherlands, C1

A modified LLC panel unit root test of the PPP hypothesis

J Westerlund, J Blomquist

(2013), Vol. 44, pp. 833-860, Empirical economics, Heidelberg, Germany, C1

Lessons from a decade of IPS and LLC

J Westerlund, J Breitung

(2013), Vol. 32, pp. 547-591, Econometric reviews, Abingdon, England, C1-1

On the estimation and inference in factor-augmented panel regressions with correlated loadings

J Westerlund, J Urbain

(2013), Vol. 119, pp. 247-250, Economics letters, Amsterdam, The Netherlands, C1

PANIC in the presence of uncertainty about the deterministic trend

J Westerlund, J Blomquist

(2013), Vol. 75, pp. 123-135, Oxford bulletin of economics and statistics, Chichester, England, C1

Testing slope homogeneity in large panels with serial correlation

J Blomquist, J Westerlund

(2013), Vol. 121, pp. 374-378, Economics letters, Amsterdam, The Netherlands, C1-1

Professional subcultures in nuclear power plants

C Rollenhagen, J Westerlund, K Näswall

(2013), Vol. 59, pp. 78-85, Safety science, Amsterdam, The Netherlands, C1-1

Testing for a unit root in a random coefficient panel data model

J Westerlund, R Larsson

(2012), Vol. 167, pp. 254-273, Journal of econometrics, Amsterdam, The Netherlands, C1

Does the choice of estimator matter when forecasting returns?

J Westerlund, P Narayan

(2012), Vol. 36, pp. 2632-2640, Journal of banking and finance, Amsterdam, The Netherlands, C1

Efficient but getting wet feet: A not-entirely-frivolous note on the side-effects of growth-promoting institutions

C Lyttkens, J Westerlund, T Andersson

(2012), Vol. 115, pp. 118-121, Economics letters, Amsterdam, Netherlands, C1

Effects of rent dependency on quality of government

M Anthonsen, Å Löfgren, K Nilsson, J Westerlund

(2012), Vol. 13, pp. 145-168, Economics of governance, Heidelberg, Germany, C1-1

Testing for unit roots in panel time-series models with multiple level breaks

J Westerlund

(2012), Vol. 80, pp. 671-699, Manchester school, Chichester, England, C1-1

A new poolability test for cointegrated panels

J Westerlund, W Hess

(2011), Vol. 26, pp. 56-88, Journal of applied econometrics, London, England, C1-1

Estimating the gravity model without gravity using panel data

J Westerlund, F Wilhelmsson

(2011), Vol. 43, pp. 641-649, Applied economics, Abingdon, England, C1-1

Financial systems and mechanisms of growth in different conditions of country risk

S Cheng, H Hou, C Ho, J Westerlund

(2011), Vol. 18, pp. 1021-1028, Applied economics letters, Abingdon, England, C1-1

Fiscal stringency and fiscal sustainability : panel evidence from the American state and local governments

S Mahdavi, J Westerlund

(2011), Vol. 33, pp. 953-969, Journal of policy modeling, Amsterdam, The Netherlands, C1-1

Least squares asymptotics in spurious and cointegrated panel regressions with common and idiosyncratic stochastic trends

J Urbain, J Westerlund

(2011), Vol. 73, pp. 119-139, Oxford bulletin of economics and statistics, London, England, C1-1

The tax-spending nexus : evidence from a panel of US state-local governments

J Westerlund, S Mahdavi, F Firoozi

(2011), Vol. 28, pp. 885-890, Economic modelling, Amsterdam, The Netherlands, C1-1

Why is Chinese provincial output diverging?

J Westerlund, D Edgerton, S Opper

(2010), Vol. 21, pp. 333-344, Journal of Asian economics, Amsterdam, The Netherlands, C1-1

Panel cointegration tests of the sustainability hypothesis in rich OECD countries

J Westerlund, S Prohl

(2010), Vol. 42, pp. 1355-1364, Applied economics, Abingdon, Eng., C1-1

A note on the pooling of individual panic unit root tests

J Westerlund, R Larsson

(2009), Vol. 25, pp. 1851-1868, Econometric Theory, Cambridge, Eng., C1-1

Panel cointegration and the neutrality of money

J Westerlund, M Costantini

(2009), Vol. 36, pp. 1-26, Empirical economics, New York, N. Y., C1-1

A note on the use of the LLC panel unit root test

J Westerlund

(2009), Vol. 37, pp. 517-531, Empirical economics, New York, N.Y., C1-1

Panel cointegration and the monetary exchange rate model

S Basher, J Westerlund

(2009), Vol. 26, pp. 506-513, Economic modelling, Amsterdam, The Netherlands, C1-1

Using panel data to test for fiscal sustainability within the European Union

S Prohl, J Westerlund

(2009), Vol. 65, pp. 246-269, Finanz-Archiv: Zeitschrift für das Gesamte Finanzwesen, Stuttgart, Germany, C1-1

Panel cointegration tests of the Fisher effect

J Westerlund

(2008), Vol. 23, pp. 193-233, Journal of applied econometrics, London, Eng., C1-1

A simple test for cointegration in dependent panels with structural breaks

J Westerlund, D Edgerton

(2008), Vol. 70, pp. 665-704, Oxford bulletin of economics and statistics, Chichester, Eng., C1-1

Mixed signals among tests for panel cointegration

J Westerlund, S Basher

(2008), Vol. 25, pp. 128-136, Economic modelling, Amsterdam, The Netherlands, C1-1

Error-correction-based cointegration tests for panel data

D Persyn, J Westerlund

(2008), Vol. 8, pp. 232-241, Stata journal, [College Station, Tex.], C1-1

Testing for convergence in carbon dioxide emissions using a century of panel data

J Westerlund, S Basher

(2008), Vol. 40, pp. 109-120, Environmental and resource economics, Berlin, Germany, C1-1

Is there really a unit root in the inflation rate? More evidence from panel data models

S Basher, J Westerlund

(2008), Vol. 15, pp. 161-164, Applied economics letters, London, Eng., C1-1

Class size and student evaluations in Sweden

J Westerlund

(2008), Vol. 16, pp. 19-28, Education economics, London, Eng., C1-1

Testing for error correction in panel data

J Westerlund

(2007), Vol. 69, pp. 709-748, Oxford bulletin of economics and statistics, Chichester, Eng., C1-1

New improved tests for cointegration with structural breaks

J Westerlund, D Edgerton

(2007), Vol. 28, pp. 188-224, Journal of time series analysis, Chichester, Eng., C1-1

Can panel data really improve the predictability of the monetary exchange rate model?

J Westerlund, S Basher

(2007), Vol. 26, pp. 365-383, Journal of forecasting, London, Eng., C1-1

Estimating cointegrated panels with common factors and the forward rate unbiasedness hypothesis

J Westerlund

(2007), Vol. 5, pp. 491-522, Journal of financial econometrics, Oxford, Eng., C1-1

A panel bootstrap cointegration test

J Westerlund, D Edgerton

(2007), Vol. 97, pp. 185-190, Economics letters, Amsterdam, The Netherlands, C1-1

Farmland prices, structural breaks and panel data

L Gutierrez, J Westerlund, K Erickson

(2007), Vol. 34, pp. 161-179, European review of agricultural economics, Oxford, Eng., C1-1

The 22q11 deletion syndrome candidate gene Tbx1 determines thyroid size and positioning

H Fagman, J Liao, J Westerlund, L Andersson, B Morrow, M Nilsson

(2007), Vol. 16, pp. 276-285, Human Molecular Genetics, England, C1-1

Testing for panel cointegration with multiple structural breaks

J Westerlund

(2006), Vol. 68, pp. 101-132, Oxford bulletin of economics and statistics, Chichester, Eng., C1-1

Reducing the size distortions of the panel LM test for cointegration

J Westerlund

(2006), Vol. 90, pp. 384-389, Economics letters, Amsterdam, The Netherlands, C1-1

Testing for panel cointegration with a level break

J Westerlund

(2006), Vol. 91, pp. 27-33, Economics letters, Amsterdam, The Netherlands, C1-1

A bias caused by inappropriate averaging in experiments with randomized stimuli

J Dalkvist, J Westerlund

(2006), Vol. 70, pp. 233-254, Journal of parapsychology, Durham, N.C., C1-1

New simple tests for panel cointegration

J Westerlund

(2005), Vol. 24, pp. 297-316, Econometric reviews, Oxford, Eng., C1-1

A panel CUSUM test of the null of cointegration

J Westerlund

(2005), Vol. 67, pp. 231-262, Oxford bulletin of economics and statistics, Chichester, Eng., C1-1

Practitioners' corner: data dependent endogeneity correction in cointegrated panels

J Westerlund

(2005), Vol. 67, pp. 691-705, Oxford bulletin of economics and statistics, Chichester, Eng., C1-1