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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Economics letters"
~person:"Westerlund, Joakim"
~subject:"Cointegration"
~subject:"Correlation"
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Stochastic process
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Estimation theory
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3
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Estimation
2
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Additive fixed effects
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CCE
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Factor analysis
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Factor-augmented regression models
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Westerlund, Joakim
Baltagi, Badi H.
5
Han, Chirok
5
Wooldridge, Jeffrey M.
5
Su, Liangjun
4
Pirotte, Alain
3
Shin, Dong-wan
3
Zhang, Yonghui
3
Bin, Peng
2
Bresson, Georges
2
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2
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Hayakawa, Kazuhiko
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Kapetanios, George
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2
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Malikov, Emir
2
Moura, Guilherme Valle
2
Okui, Ryo
2
Phillips, Peter C. B.
2
Prokhorov, Artem
2
Tosetti, Elisa
2
Tu, Yundong
2
Ullah, Aman
2
Yu, Jihai
2
Zhou, Qiankun
2
Abrevaya, Jason
1
Ai, Chunrong
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Akashi, Kentaro
1
Ando, Tomohiro
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1
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1
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Economics letters
Journal of econometrics
5
Working paper / Department of Economics, Lund University
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
Econometric reviews
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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The econometrics journal
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ECONIS (ZBW)
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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:
2
A simple test for nonstationarity in mixed panels with incidental trends
Westerlund, Joakim
- In:
Economics letters
125
(
2014
)
2
,
pp. 160-163
Persistent link: https://www.econbiz.de/10010505429
Saved in:
3
On the estimation and inference in factor-augmented panel regressions with correlated loadings
Westerlund, Joakim
;
Urbain, Jean-Pierre
- In:
Economics letters
119
(
2013
)
3
,
pp. 247-250
Persistent link: https://www.econbiz.de/10009755754
Saved in:
4
Testing slope homogeneity in large panels with serial correlation
Blomquist, Johan
;
Westerlund, Joakim
- In:
Economics letters
121
(
2013
)
3
,
pp. 374-378
Persistent link: https://www.econbiz.de/10010391213
Saved in:
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