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subject:"Panel study"
~isPartOf:"Journal of econometrics"
~person:"Westerlund, Joakim"
~subject:"Theorie"
~subject:"Volatilität"
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Panel study
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Estimation theory
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Factor-augmented panel regressions
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Westerlund, Joakim
Lee, Lung-fei
11
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10
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9
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9
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8
Phillips, Peter C. B.
8
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5
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5
Pesaran, M. Hashem
5
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5
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5
Ai, Chunrong
4
Francq, Christian
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Granger, C. W. J.
4
Kao, Chihwa
4
King, Maxwell L.
4
Mykland, Per A.
4
Park, Joon Y.
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Powell, James
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Yu, Jihai
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Zakoïan, Jean-Michel
4
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Journal of econometrics
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4
Working paper / Department of Economics, Lund University
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
Econometric reviews
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Journal of applied econometrics
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The econometrics journal
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ECONIS (ZBW)
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On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Karabiyik, Hande
;
Reese, Simon
;
Westerlund, Joakim
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 60-64
Persistent link: https://www.econbiz.de/10011818341
Saved in:
2
The effect of recursive detrending on panel unit root tests
Westerlund, Joakim
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 453-467
Persistent link: https://www.econbiz.de/10011348966
Saved in:
3
Cross-sectional averages versus principal components
Westerlund, Joakim
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 372-377
Persistent link: https://www.econbiz.de/10011349044
Saved in:
4
Testing for a unit root in a random coefficient panel data model
Westerlund, Joakim
;
Larsson, Rolf
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 254-273
Persistent link: https://www.econbiz.de/10009551420
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