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subject:"Estimation"
~person:"Westerlund, Joakim"
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Search: subject_exact:"Panelerhebung"
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Estimation
Panel
104
Panel study
104
Einheitswurzeltest
43
Unit root test
43
Theorie
36
Theory
36
Cointegration
32
Kointegration
32
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28
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25
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25
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24
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19
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19
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17
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Westerlund, Joakim
Baltagi, Badi H.
48
Pesaran, M. Hashem
32
Afonso, António
31
Narayan, Paresh Kumar
31
Caporale, Guglielmo Maria
27
Chang, Tsangyao
24
Georgiou, Miltiades N.
22
Gao, Jiti
21
Apergēs, Nikolaos
20
Dreger, Christian
20
Gupta, Rangan
20
Herzer, Dierk
20
Wagner, Joachim
20
Bresson, Georges
19
Phillips, Peter C. B.
19
Egger, Peter
18
Su, Liangjun
18
Hook, Law Siong
17
Panagiōtidēs, Theodōros
17
Chudik, Alexander
16
Goerke, Laszlo
16
Lee, Chien-chiang
16
Bonhomme, Stéphane
15
Lesage, James P.
15
Linton, Oliver
15
Hanck, Christoph
14
Herwartz, Helmut
14
Lacroix, Guy
14
Rault, Christophe
14
Blundell, Richard W.
13
Cholodilin, Konstantin Arkadʹevič
13
Fischer, Manfred M.
13
Holmes, Mark J.
13
Jalles, João Tovar
13
Kosfeld, Reinhold
13
Omay, Tolga
13
Pannenberg, Markus
13
Lamarche, Carlos
12
Narayan, Seema
12
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Nationalekonomiska Institutionen <Lund>
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Research memorandum / METEOR
2
Applied economics letters
1
Bozen economics & management paper series : BEMPS
1
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1
Economics letters
1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
28
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1
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:
2
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:
3
A factor-augmented new Keynesian Phillips curve for the European Union countries
Norkutė, Milda
;
Westerlund, Joakim
-
2023
Persistent link: https://www.econbiz.de/10013502506
Saved in:
4
Panel data measures of price discovery
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Econometric reviews
41
(
2022
)
3
,
pp. 269-290
Persistent link: https://www.econbiz.de/10013364880
Saved in:
5
Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim
;
Karabiyik, Hande
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
Saved in:
6
CCE in heterogenous fixed-T panels
Westerlund, Joakim
;
Kaddoura, Yousef
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 719-738
Persistent link: https://www.econbiz.de/10013399863
Saved in:
7
Testing additive versus interactive effects in fixed-T panels
Westerlund, Joakim
- In:
Economics letters
174
(
2019
),
pp. 5-8
Persistent link: https://www.econbiz.de/10012120997
Saved in:
8
Robust block bootstrap panel predictability tests
Smeekes, Stephan
;
Westerlund, Joakim
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1089-1107
Persistent link: https://www.econbiz.de/10012181384
Saved in:
9
Panel evidence on the ability of oil returns to predict stock returns in the G7 area
Westerlund, Joakim
;
Sharma, Susan Sunila
- In:
Energy economics
77
(
2019
),
pp. 3-12
Persistent link: https://www.econbiz.de/10012306331
Saved in:
10
Unit root inference in generally trending and cross-correlated fixed-T panels
Robertson, Donald
;
Sarafidis, Vasilis
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 493-504
Persistent link: https://www.econbiz.de/10012249189
Saved in:
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