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~person:"Westerlund, Joakim"
~subject:"Cross-section dependence"
~subject:"Regression analysis"
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Search: subject_exact:"Bestimmtheitsmaß"
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Cross-section dependence
Regression analysis
Regressionsanalyse
24
Panel
19
Panel study
19
Estimation theory
12
Schätztheorie
12
Forecasting model
8
Prognoseverfahren
8
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7
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Westerlund, Joakim
Phillips, Peter C. B.
141
Chernozhukov, Victor
99
Dette, Holger
84
Härdle, Wolfgang
81
Gao, Jiti
62
Linton, Oliver
60
Fernández-Val, Iván
40
Xiao, Zhijie
40
Belloni, Alexandre
39
Koenker, Roger
35
Stanley, Tom D.
35
Doucouliagos, Chris
34
Hansen, Christian Bailey
34
Cai, Zongwu
32
Kapetanios, George
32
Kneib, Thomas
32
Lang, Stefan
32
Gupta, Rangan
30
Croux, Christophe
29
Lewbel, Arthur
29
Otsu, Taisuke
29
Su, Liangjun
29
Sun, Yixiao
29
Koop, Gary
28
Pesaran, M. Hashem
28
Wang, Qiying
28
Nielsen, Bent
27
Li, Qi
26
Dufour, Jean-Marie
25
Pei, Zhuan
25
Stengos, Thanasēs
25
Wang, Hansheng
25
Yang, Lijian
25
Florens, Jean-Pierre
24
Härdle, Wolfgang K.
24
McAleer, Michael
24
Melly, Blaise
24
Winkelmann, Rainer
24
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24
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Economics letters
3
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3
Emerging markets review
2
Oxford bulletin of economics and statistics
2
The econometrics journal
2
Working paper / Department of Economics, Lund University
2
Econometric reviews
1
Education economics
1
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1
International journal of forecasting
1
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1
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1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
24
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1
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
2
Forecasting using cross-section average-augmented time series regressions
Karabiyik, Hande
;
Westerlund, Joakim
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
Saved in:
3
On the robustness of the pooled CCE estimator
Juodis, Artūras
;
Karabiyik, Hande
;
Westerlund, Joakim
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10012618517
Saved in:
4
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:
5
On CCE estimation of factor-augmented models when regressors are not linear in the factors
Vos, Ignace de
;
Westerlund, Joakim
- In:
Economics letters
178
(
2019
),
pp. 5-7
Persistent link: https://www.econbiz.de/10012121568
Saved in:
6
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:
7
Estimation of factor-augmented panel regressions with weakly influential factors
Westerlund, Joakim
;
Reese, Simon
-
2014
Persistent link: https://www.econbiz.de/10010256224
Saved in:
8
Estimation of factor-augmented panel regressions with weakly influential factors
Reese, Simon
;
Westerlund, Joakim
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 401-465
Persistent link: https://www.econbiz.de/10012039354
Saved in:
9
CCE in panels with general unknown factors
Westerlund, Joakim
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 264-276
Persistent link: https://www.econbiz.de/10012166628
Saved in:
10
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
Saved in:
1
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