A Gauss code that implements the proposal of each paper listed below is available upon request.


Monographs

• Essays on Panel Cointegration. Doctoral Thesis, Lund Economic Studies 129, Lund university, 2005.

Journal publications

• A Panel CUSUM Test of the Null of Cointegration. Oxford Bulletin of Economics and Statistics 67, pp. 231-262, 2005.
  
  
• Data Dependent Endogeneity Correction in Cointegrated Panels. Oxford Bulletin of Economics and Statistics 67, pp. 691-705, 2005.
  
  
• Testing for Panel Cointegration with Multiple Structural Breaks. Oxford Bulletin of Economics and Statistics 68, pp. 101-132, 2006.
  
  
• New Simple Tests for Panel Cointegration. Econometric Reviews 24, pp. 297-316, 2005.
  
  
• Reducing the Size Distortion of the Panel LM Test for Cointegration. Economics Letters 90, pp. 384-389, 2006.
  
  
• Testing for Panel Cointegration with a Level Break. Economics Letters 91, pp. 27-33, 2006.
  
  
• New Improved Tests for Cointegration with Structural Breaks. Journal of Time Series Analysis 28, pp. 188-224, 2007 (with David Edgerton).
  
  
• Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis. Journal of Financial Econometrics 5, pp. 491-522, 2007.
  
  
• Farmland Prices, Structural Breaks and Panel Data. European Review of Agricultural Economics 34, pp.161-179, 2007 (with Luciano Gutierrez and Kenneth Erickson).
  
  
• A Panel Bootstrap Cointegration Test. Economics Letters 97, pp. 185-190, 2007 (with David Edgerton).
  
  
• Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model. Journal of Forecasting 26, 365-383, 2007 (with Syed Basher).
  
  
• Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models. Forthcoming in Applied Economics Letters (with Syed Basher).
  
  
• Testing for Error Correction in Panel Data. Forthcoming in Oxford Bulletin of Economics and Statistics.
  
  
• Panel Cointegration Tests of the Fisher Hypothesis. Forthcoming in Journal of Applied Econometrics.
  
  
• Class Size and Student Evaluations in Sweden. Forthcoming in Education Economics.
  
  
• Mixed Signals Among Tests for Panel Cointegration. Forthcoming in Economic Modelling (with Syed Basher).
  
  
• Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data. Forthcoming in Environmental and Resource Economics (with Syed Basher).
  
  
• Panel Cointegration and the Neutrality of Money. Forthcoming in Empirical Economics (with Mauro Costantini).
  
  
• Panel Cointegration Tests of the Sustainability Hypothesis in Rich OECD Countries, Forthcoming in Applied Economics (with Silika Prohl).

Papers submitted for publication

• Spurious Regression in Nonstationary Panels with Cross-Unit Cointegration. Revised December 2006 (with Jean-Pierre Urbain).
  
  
• Simple Unit Root Tests with Multiple Structural Breaks. Revised December 2006.
  
  
• Unit Root Tests in Panels with a Common Factor. Revised August 2005.
  
  
• Structural Break and Panel Cointegration in a Monetary Exchange Rate Model. Revised July 2006 (with Syed Basher).
  
  
• Some Cautions on the Use of the LLC Panel Unit Root Test. Revised November 2006.
  
  
• Estimating the gravity model without gravity using panel data. Revised February 2006 (with Fredrik Wilhelmsson).
  
  
• Simple Tests for Cointegration in Dependent Panels with Structural Breaks. Revised July 2006 (with David Edgerton).
  
  
• Testing for Fiscal Sustainability within the European Union: New Evidence Based on Panel Data. Revised March 2007 (with Silika Prohl).
  

• A New Poolability Test for Cointegrated Panels. Revised March 2007 (with Wolfgang Hess).

Working papers

• A Note on the Pooling of Individual PANIC Unit Root Tests. Work in progress (with Rolf Larsson).
  
  
• Robust Unit Root and Cointegration Rank Tests for Time Series Panels. Work in progress (with Peter Pedroni, Timothy Vogelsang and Martin Wagner).
  
  

• Why Use Semiparametric Estimation of Binary Choice Models? Work in progress (with Per Hjertstrand).
  

• Indirect Estimation of Semiparametric Binary Choice Models. Work in progress (with Per Hjertstrand).
  

Books

• En introduktion till ekonometri. Studentlitteratur, 2005.
  

Other publications

• Panel Cointegration Tests of the Fisher Hypothesis. Forthcoming in Aenorm.