Joakim Westerlund

Deakin University

75 Pigdons Road

Victoria, Victoria 3216

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

2

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Panic in the Presence of Uncertainty About the Deterministic Trend

Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 1, pp. 123-135, 2013
Number of pages: 13 Posted: 23 Dec 2012
Joakim Westerlund and Johan Blomquist
Deakin University and affiliation not provided to SSRN
Downloads 2 (861,220)

Abstract:

Loading...

2.

On the Importance of the First Observation in GLS Detrending in Unit Root Testing

Oxford Bulletin of Economics and Statistics, Vol. 77, Issue 1, pp. 152-161, 2015
Number of pages: 10 Posted: 07 Jan 2015
Joakim Westerlund
Deakin University
Downloads 0 (892,524)

Abstract:

Loading...

3.

Indirect Estimation of Semiparametric Binary Choice Models

Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 2, pp. 298-314, 2014
Number of pages: 17 Posted: 08 Mar 2014
Joakim Westerlund and Per Hjertstrand
Deakin University and Research Institute of Industrial Economics (IFN)
Downloads 0 (892,524)

Abstract:

Loading...

4.

A Computationally Convenient Unit Root Test with Covariates, Conditional Heteroskedasticity and Efficient Detrending

Journal of Time Series Analysis, Vol. 34, Issue 4, pp. 477-495, 2013
Number of pages: 19 Posted: 19 Jun 2013
Joakim Westerlund
Deakin University
Downloads 0 (892,524)

Abstract:

Loading...

Unit root test, heteroskedasticity, ARCH, GARCH, covariates, GLS detrending