Statistical Papers, 0039-0631

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

    Emre Aylar, Smeekes, S. & Joakim Westerlund, 2019 Dec, In : Statistical Papers. 60, 6, p. 2109-2118 10 p.

    Research output: Contribution to journalArticle

  2. Panel stationary tests against changes in persistence

    Cerqueti, R., Costantini, M., Gutierrez, L. & Joakim Westerlund, 2019 Aug, In : Statistical Papers. 60, 4, p. 1079-1100 22 p.

    Research output: Contribution to journalArticle

  3. The Accuracy of Normal Approximation in a Heterogeneous Panel Data Unit Root Test

    Jönsson, K., 2008, In : Statistical Papers. 49, p. 565-579

    Research output: Contribution to journalArticle

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

    Joakim Westerlund & Mishra, S., 2017 Mar 1, In : Statistical Papers. 58, 1, p. 161-184 24 p.

    Research output: Contribution to journalArticle