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A sequential purchasing power parity test for panels of large cross-sections and implications for investors

Westerlund, Joakim; Narayan, Paresh Kumar - In: The European journal of finance 21 (2015) 13/15, pp. 1317-1333

Persistent link: https://www.econbiz.de/10011419881

Testing for predictability in panels of any time series dimension

Westerlund, Joakim; Narayan, Paresh Kumar - In: International journal of forecasting 32 (2016) 4, pp. 1162-1177

Persistent link: https://www.econbiz.de/10011622121

Bond return predictability : evidence from 25 OECD countries

Devpura, Neluka; Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Journal of international financial markets, … 75 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012820862

Testing for predictability in panels with general predictors

Westerlund, Joakim; Karabiyik, Hande; Narayan, Paresh Kumar - In: Journal of applied econometrics 32 (2017) 3, pp. 554-574

Persistent link: https://www.econbiz.de/10011694742

A robust bootstrap approach to the Hausman test in stationary panel data models

Herwartz, Helmut (contributor); … - 2007

In panel data econometrics the Hausman test is of central importance to select an e±cient estimator of the models' slope parameters. When testing the null hypothesis of no correlation between unobserved heterogeneity and observable explanatory variables by means of the Hausman test model...

Persistent link: https://www.econbiz.de/10003587048

In-sample and out-of-sample properties of international stock return dynamics conditional on equilibrium pricing factors

Herwartz, Helmut; Morales-Arias, Leonardo - In: The European journal of finance 15 (2009) 1/2, pp. 1-28

Persistent link: https://www.econbiz.de/10003827004

Testing for stock return predictability in a large Chinese panel

Westerlund, Joakim; Narayan, Paresh Kumar; Zheng, Xinwei - In: Emerging markets review 24 (2015), pp. 81-100

Persistent link: https://www.econbiz.de/10011538541

Money demand and the shadow economy : empirical evidence from OECD countries

Herwartz, Helmut; Sardà Pons, Jordi; Theilen, Bernd - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1627-1645

Persistent link: https://www.econbiz.de/10011481738

Heteroskedasticity robust panel unit root testing under variance breaks in pooled regressions

Herwartz, Helmut; Siedenburg, Florian; Yabibal Mulualem … - In: Econometric reviews 35 (2016) 5/7, pp. 727-750

Persistent link: https://www.econbiz.de/10011589870

Do order imbalances predict Chinese stock returns? : new evidence from intraday data

Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151

Persistent link: https://www.econbiz.de/10011535319