1. The factor analytical approach in trending near unit root panels. (2022). Westerlund, Joakim ; Stauskas, Ovidijus ; Norkut, Milda.
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2. Secular Decline in Public Investment: are National Fiscal Rules to Blame?. (2020). Tkacevs, Olegs.
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3. Inference on trending panel data. (2018). Velasco, Carlos ; Robinson, Peter.
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4. Inference on trending panel data. (2018). Velasco, Carlos ; Robinson, Peter M.
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5. Testing the Hypothesis of a Unit Root for Independent Panels. (2017). Turuntseva, Marina ; Skrobotov, Anton.
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6. Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions. (2016). Westerlund, Joakim ; Hosseinkouchack, Mehdi.
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7. New tools for understanding the local asymptotic power of panel unit root tests. (2015). Westerlund, Joakim ; Larsson, Rolf.
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8. The power of PANIC. (2015). Westerlund, Joakim.
   In: Journal of Econometrics.
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9. A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root. (2014). Westerlund, Joakim ; Norkute, Milda.
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10. Lessons from a Decade of IPS and LLC. (2013). Westerlund, Joakim ; Breitung, Jörg.
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11. On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors. (2012). Tzavalis, Elias ; Karavias, Yiannis.
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12. Testing for a unit root in a random coefficient panel data model. (2012). Westerlund, Joakim ; Larsson, Rolf.
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    RePEc:eee:econom:v:167:y:2012:i:1:p:254-273.

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13. Testing for a Unit Root in a Random Coefficient Panel Data Model. (2009). Westerlund, Joakim ; Larsson, Rolf.
    In: Working Papers in Economics.
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14. Myths and Facts about Panel Unit Root Tests. (2009). Westerlund, Joakim ; Breitung, Jörg.
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15. Incidental trends and the power of panel unit root tests. (2007). Phillips, Peter ; Perron, Benoit ; Moon, Hyungsik.
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    RePEc:eee:econom:v:141:y:2007:i:2:p:416-459.

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16. Panel Cointegration Analysis of Audit Pricing Model. (2005). Chou, Win ; Lee, Dominica .
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17. Estimation of average local-to-unity roots in heterogenous panels. (2005). Hjalmarsson, Erik.
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18. Testing for a unit root in panels with dynamic factors. (2004). Perron, Benoit ; Moon, Hyungsik.
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19. Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence. (2004). Sul, Donggyu ; Phillips, Peter.
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20. GMM Estimation of Autoregressive Roots Near Unity with Panel Data. (2003). Phillips, Peter ; Moon, Hyungsik.
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21. TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS. (2002). Perron, Benoit ; Moon, Hyungsik.
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22. Transmission of monetary policy shocks in Finland: evidence from bank level data on loans. (2001). Vilmunen, Jouko ; Topi, Jukka.
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23. Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey. (2000). Kao, Chihwa ; Baltagi, Badi.
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24. GMM Estimation of Autoregressive Roots Near Unity with Panel Data. (2000). Moon, Hyungsik.
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1. Price discovery in European natural gas markets. (2013). Swieringa, John ; Schultz, Emma.
   In: Energy Policy.
   RePEc:eee:enepol:v:61:y:2013:i:c:p:628-634.

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2. Measures of Technology and the Business Cycle. (2006). Carlsson, Mikael ; Alexius, Annika.
   In: Working Paper Series.
   RePEc:hhs:uunewp:2002_010.

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3. Modelling and Forecasting Housing Investment: The Case of Canada. (2005). Demers, Frederick.
   In: Staff Working Papers.
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4. An information-theoretic extension to structural VAR modelling. (2002). Siegfried, Nikolaus A.
   In: Econometrics.
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5. Real and Monetary Convergence within the European Union and Between the European Union and Candidate Countries: A Rolling Cointegration Approach. (2002). Kutan, Ali ; Brada, Josef ; Zhou, SU.
   In: William Davidson Institute Working Papers Series.
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6. The Distortionary Effects of Inflation: An Empirical Investigation. (2002). Ogaki, Masao ; Kakkar, Vikas.
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7. Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model. (2002). Nessen, Marianne ; Lyhagen, Johan ; Jacobson, Tor ; Larsson, Rolf.
   In: Working Paper Series.
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8. House Prices and Housing Investment in Sweden and the United Kingdom: Econometric Analysis for the Period 1970-1998. (2002). Barot, Bharat ; Yang, Zan.
   In: Working Papers.
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9. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
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10. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
    In: Review.
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11. A note on the cointegration of consumption, income, and wealth. (2002). Whelan, Karl ; Rudd, Jeremy.
    In: Finance and Economics Discussion Series.
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12. Testing the Degree of Openness of the Greek Capital Account: A Cointegration Analysis. (2002). Paleologos J., ; Georgantelis S., .
    In: European Research Studies Journal.
    RePEc:ers:journl:v:v:y:2002:i:3-4:p:59-70.

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13. Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model. (2002). Nessen, Marianne ; Lyhagen, Johan ; Jacobson, Tor ; Larsson, Rolf.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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14. An International Comparison of Health Care Expenditure Determinants. (2002). LE PEN, Yannick ; Bac, Catherine.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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15. A parametric approach to the estimation of cointegration vectors in panel data. (2002). Breitung, Jörg.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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16. House Prices and Business Cycles in Europe: a VAR Analysis. (2002). Iacoviello, Matteo.
    In: Boston College Working Papers in Economics.
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17. The Dynamics of U.S. GDP and Investment Sub-Components. (2001). UW-Madison, ; Ricardo Sabates Land Tenure Center, .
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18. The Inter-War Gold Exchange Standard: Credibility and Monetary Independence. (2001). MacDonald, Ronald ; Bordo, Michael.
    In: NBER Working Papers.
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19. Measures of Technology and the Business Cycle: Evidence from Sweden and the U.S.. (2001). Carlsson, Mikael ; Alexius, Annika.
    In: Working Paper Series.
    RePEc:hhs:fiefwp:0174.

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20. Cross-listing, price discovery and the informativeness of the trading process. (2001). PASCUAL, ROBERTO ; Pascual-Fuster, Bartolomé ; Climent, Francisco.
    In: DEE - Working Papers. Business Economics. WB.
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21. The Intertemporal Substitution Model of Labor Supply in an Open Economy. (2000). Leon-Ledesma, Miguel.
    In: Studies in Economics.
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22. EMU Effects on International Trade and Investment. (2000). Jansson, Per ; Flam, Harry.
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23. Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations. (2000). Piger, Jeremy ; Kim, Chang-Jin.
    In: Discussion Papers in Economics at the University of Washington.
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24. Common stochastic trends, common cycles, and asymmetry in economic fluctuations. (2000). Piger, Jeremy ; Kim, Chang-Jin.
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25. Convergence and Catching Up in South-East Asia: A Comparative Analysis. (2000). Lim, Lee Kian .
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26. Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations. (2000). Piger, Jeremy ; Kim, Chang-Jin.
    In: Econometric Society World Congress 2000 Contributed Papers.
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27. Temporal Aggregation and Ordinary Least Squares Estimation of Cointegrating Regressions. (2000). Pons Rotger, Gabriel.
    In: Econometric Society World Congress 2000 Contributed Papers.
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28. Bootstrap Tests for Fractional Cointegration: A Reappraisal of the Relationship Between Government Popularity and Economic Performance in the UK. (2000). Davidson, James.
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29. The Johansen-Granger Representation Theorem: A Closed Form Expression for I(1)Processes Creation-Date: 2000. (2000). .
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30. Estimating Monthly GDP In A General Kalman Filter Framework: Evidence From Switzerland. (1999). Cuche-Curti, Nicolas ; Hess, Martin K..
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31. The Heckscher-Ohlin Model Between 1400 and 2000: When It Explained Factor Price Convergence, When It Did Not, and Why. (1999). Williamson, Jeffrey ; O'Rourke, Kevin.
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32. Share Liquidity and Industrial Growth in an Emerging Market: The Case of New England, 1854-1897. (1999). Rousseau, Peter.
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33. A VAR Model for Monetary Policy Analysis in a Small Open Economy. (1999). Warne, Anders ; Vredin, Anders ; Jansson, Per ; Jacobson, Tor.
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34. Swedish Export Price Determination: Pricing to Market Shares?. (1999). Adolfson, Malin.
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35. Permanent and Transitory Nature of Recessions. (1999). Murray, Chris ; Kim, Chang-Jin.
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36. Room for manoeuvre of economic policy in EU countries are there costs of joining EMU?. (1998). Schuberth, Helene.
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37. International Health Expenditure and GDP: New Multivariate Cointegration Panel Data Results. (1998). Gerdtham, Ulf-G. ; Lothgren, Mickael ; Gerdtham, Ulf-G., .
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38. Maximum likelihood estimation of the multivariate fractional cointegrating model. (1998). Lyhagen, Johan.
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39. Monetary shocks and real exchange rates. (1998). Rogers, John.
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40. Demand-Supply Interactions and Unemployment Dynamics: Can there be Path Dependency ? The Case of Belgium, 1955-1994. (1998). Sneessens, Henri ; Shadman, Fatemeh.
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41. The demand for M0 in the United Kingdom reconsidered: some specification issues. (1998). Janssen, Norbert.
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42. Violations of the `Rules of the Game and the Credibility of the Classical Gold Standard, 1880-1914. (1997). MacDonald, Ronald ; Bordo, Michael.
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43. Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models. (1997). Cheung, Yin-Wong ; Chinn, Menzie.
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44. VAR-ing the economy of the Netherlands,. (1996). Van der Horst, Albert ; Jacobs, Jan.
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45. The Equilibrium Approach to Exchange Rates: Theory and Tests. (1996). Uppal, Raman ; Apte, Prakash ; Sercu, Piet.
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46. Broad money demand and financial liberalization in Greece. (1996). Sharma, Sunil ; Ericsson, Neil.
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47. Integration, cointegration and the forecast consistency of structural exchange rate models.. (1995). Cheung, Yin-Wong ; Chinn, Menzie.
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48. Specification of echelon form VARMA models.. (1993). Poskitt, Donald.
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49. An early version of The Lucas Critique in Practice: Theory without Measurement. (). Irons, John ; Ericsson, Neil.
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50. Assessing the Stability of Aggregate Productivity Growth in the United States: 1889-1989. (). Irons, John.
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