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Joakim Westerlund
Joakim Westerlund
Lund University, Deakin University
Bestätigte E-Mail-Adresse bei nek.lu.se - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Testing for error correction in panel data
J Westerlund
Oxford Bulletin of Economics and statistics 69 (6), 709-748, 2007
58682007
A panel bootstrap cointegration test
J Westerlund, DL Edgerton
Economics letters 97 (3), 185-190, 2007
12272007
Panel cointegration tests of the Fisher effect
J Westerlund
Journal of applied econometrics 23 (2), 193-233, 2008
12152008
New simple tests for panel cointegration
J Westerlund
Econometric Reviews 24 (3), 297-316, 2005
11892005
Error-correction–based cointegration tests for panel data
D Persyn, J Westerlund
The STATA journal 8 (2), 232-241, 2008
8792008
A simple test for cointegration in dependent panels with structural breaks
J Westerlund, DL Edgerton
Oxford Bulletin of Economics and statistics 70 (5), 665-704, 2008
8472008
Estimating the gravity model without gravity using panel data
J Westerlund, F Wilhelmsson
Applied Economics 43 (6), 641-649, 2011
5412011
Testing for panel cointegration with multiple structural breaks
J Westerlund
Oxford Bulletin of Economics and Statistics 68 (1), 101-132, 2006
4832006
Testing slope homogeneity in large panels with serial correlation
J Blomquist, J Westerlund
Economics Letters 121 (3), 374-378, 2013
4552013
Testing for predictability in conditionally heteroskedastic stock returns
J Westerlund, P Narayan
Journal of Financial Econometrics 13 (2), 342-375, 2015
2952015
Does the choice of estimator matter when forecasting returns?
J Westerlund, PK Narayan
Journal of Banking & Finance 36 (9), 2632-2640, 2012
2802012
Testing for convergence in carbon dioxide emissions using a century of panel data
J Westerlund, SA Basher
Environmental and Resource Economics 40, 109-120, 2008
2722008
Introduktion till ekonometri
J Westerlund
Studentlitteratur AB, 2005
2132005
Do oil prices predict economic growth? New global evidence
PK Narayan, S Sharma, WC Poon, J Westerlund
Energy economics 41, 137-146, 2014
1852014
Error correction testing in panels with common stochastic trends
C Gengenbach, JP Urbain, J Westerlund
Journal of Applied Econometrics 31 (6), 982-1004, 2016
1662016
Cross-sectional averages versus principal components
J Westerlund, JP Urbain
Journal of Econometrics 185 (2), 372-377, 2015
1652015
A panel CUSUM test of the null of cointegration
J Westerlund
Oxford Bulletin of Economics and Statistics 67 (2), 231-262, 2005
1512005
Panicca: Panic on cross‐section averages
S Reese, J Westerlund
Journal of Applied Econometrics 31 (6), 961-981, 2016
1432016
Testing and estimating structural breaks in time series and panel data in Stata
J Ditzen, Y Karavias, J Westerlund
arXiv preprint arXiv:2110.14550, 2021
1422021
New improved tests for cointegration with structural breaks
J Westerlund, DL Edgerton
Journal of time series Analysis 28 (2), 188-224, 2007
1422007
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