Joakim Westerlund
Lund University
1 paper in the Anchorcite directory, published in 2007, cited 6,073 times in total.
ORCID profileResearch topics
- Fiscal Policy and Economic Growth · 1 paper
- Monetary Policy and Economic Impact · 1 paper
- Global Health Care Issues · 1 paper
Papers
- Testing for Error Correction in Panel Data*Oxford Bulletin of Economics and Statistics · 2007 · 6,073 citations
Abstract This paper proposes new error correction‐based cointegration tests for panel data. The limiting distributions of the tests are derived and critical values provided. Our simulation results suggest that the tests have good small‐sample properties with small size distortions and…
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