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person:"McCracken, Michael W."
~person:"Westerlund, Joakim"
~subject:"Strukturbruch"
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Strukturbruch
Structural break
25
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McCracken, Michael W.
Westerlund, Joakim
Gil-Alaña, Luis A.
70
Caporale, Guglielmo Maria
64
Pesaran, M. Hashem
52
Timmermann, Allan
44
Narayan, Paresh Kumar
43
Perron, Pierre
42
Leybourne, Stephen James
28
Sibbertsen, Philipp
27
Hendry, David F.
26
Chang, Tsangyao
25
Harvey, David I.
25
Kapetanios, George
25
Smyth, Russell
25
Taylor, Robert
23
Lee, Chien-chiang
21
Osborn, Denise R.
21
Cuestas, Juan Carlos
20
Lee, Junsoo
20
Gil-Alana, Luis A.
19
Urga, Giovanni
19
Balcilar, Mehmet
18
Dijk, Dick van
18
Miller, Stephen M.
18
Gupta, Rangan
17
Rossi, Barbara
17
Banerjee, Anindya
16
Carrion i Silvestre, Josep Lluís
16
Pahlavani, Mosayeb
16
Wohar, Mark E.
16
Castle, Jennifer
15
Kruse, Robinson
15
Pettenuzzo, Davide
15
Tamarit Escalona, Cecilio R.
15
Tiwari, Aviral Kumar
15
Tzavalis, Elias
15
Kejriwal, Mohitosh
14
Kurozumi, Eiji
14
Newbold, Paul
14
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ECONIS (ZBW)
25
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1
Multiple structural breaks in interactive effects panel data and the impact of quantitative easing on bank lending
Ditzen, Jan
;
Karavias, Yiannis
;
Westerlund, Joakim
-
2023
Persistent link: https://www.econbiz.de/10014232099
Saved in:
2
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
3
Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
Saved in:
4
Estimation of panel data models with interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
-
2021
Persistent link: https://www.econbiz.de/10012698558
Saved in:
5
Breaks in persistence in fixed-T panel data
Westerlund, Joakim
;
Nordström, Marcus
- In:
Economics letters
205
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013204922
Saved in:
6
A GARCH model for testing market efficiency
Narayan, Paresh Kumar
;
Liu, Ruipeng
;
Westerlund, Joakim
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
Saved in:
7
Testing for a unit root in panel time series models with multiple breaks
Westerlund, Joakim
-
2009
Persistent link: https://www.econbiz.de/10003884487
Saved in:
8
Seasonal unit root tests fro trending and breaking series with application to industrial production
Westerlund, Joakim
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003876008
Saved in:
9
Improving forecast accuracy by combining recursive and rolling forecasts : running head: recursive and rolling forecasts
Clark, Todd E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003783058
Saved in:
10
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003783064
Saved in:
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