Journal of Econometrics, 0304-4076

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  1. 2017
  2. On the Role of the Rank Condition in CCE Estimation of Factor-Augmented Panel Regressions

    Joakim Westerlund, Simon Reese & Karabiyik, H., 2017 Mar, In : Journal of Econometrics. 197, 1, p. 60-64 5 p.

    Research output: Contribution to journalArticle

  3. 2015
  4. Cross-Sectional Averages versus Principal Components

    Joakim Westerlund & Urbain, J-P., 2015, In : Journal of Econometrics. 185, 2, p. 372-377

    Research output: Contribution to journalArticle

  5. New Tools for Understanding the Local Asymptotic Power of Panel Unit Root Tests

    Joakim Westerlund & Larsson, R., 2015, In : Journal of Econometrics. 188, 1, p. 59-93

    Research output: Contribution to journalArticle

  6. Nonparametric rank tests for non-stationary panels

    Pedroni, P. L., Vogelsang, T. J., Wagner, M. & Joakim Westerlund, 2015, In : Journal of Econometrics. 185, 2, p. 378-391

    Research output: Contribution to journalArticle

  7. Nonparametric Rank Tests for Non-Stationary Panels

    Pedroni, P., Vogelsang, T., Wagner, M. & Joakim Westerlund, 2015, In : Journal of Econometrics. p. 378–391

    Research output: Contribution to journalArticle

  8. The Effect of Recursive Detrending on Panel Unit Root Tests

    Joakim Westerlund, 2015, In : Journal of Econometrics. 185, 2, p. 453-467

    Research output: Contribution to journalArticle

  9. The Power of PANIC

    Joakim Westerlund, 2015, In : Journal of Econometrics. 185, 2, p. 495-509

    Research output: Contribution to journalArticle