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~person:"Westerlund, Joakim"
~subject:"Einheitswurzeltest"
~subject:"Estimation"
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Search: subject_exact:"Monte-Carlo-Simulation"
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Einheitswurzeltest
Estimation
Monte Carlo simulation
16
Monte-Carlo-Simulation
15
Cointegration
12
Kointegration
12
Panel
9
Panel study
9
Monte Carlo Simulation
7
Schätzung
5
Statistical test
4
Statistischer Test
4
Cross-Sectional Dependence
3
Gesundheitskosten
3
Health care costs
3
National income
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Nationaleinkommen
3
Panel Cointegration
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Structural break
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Strukturbruch
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Theorie
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Theory
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Unit root test
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Common Factor
2
Forschung
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International
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OECD countries
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OECD-Staaten
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Panel Data
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Pooled Unit Root Tests
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Productivity
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Spillover-Effekt
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1957-1994
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2005-2011
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Common Factor Restriction
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Efficient market hypothesis
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Effizienzmarkthypothese
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English
6
Author
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Westerlund, Joakim
Pesaran, M. Hashem
17
Frühwirth-Schnatter, Sylvia
11
Koopman, Siem Jan
10
Weber, Andrea
10
Winter-Ebmer, Rudolf
9
Kano, Kazuko
8
Kano, Takashi
8
Takechi, Kazutaka
8
Willis, Jonathan L.
8
Fischer, Manfred M.
7
Lesage, James P.
7
Mertens, Elmar
7
Nakajima, Jouchi
7
Pamminger, Christoph
7
Smith, L. Vanessa
7
Yamagata, Takashi
7
Costantini, Mauro
6
Dijk, Herman K. van
6
Gil-Alaña, Luis A.
6
Herbst, Edward P.
6
Hjalmarsson, Erik
6
Kapetanios, George
6
Narayan, Paresh Kumar
6
Omori, Yasuhiro
6
Otero, Jesús G.
6
Tsionas, Efthymios G.
6
Dimitrakopoulos, Stefanos
5
Haltiwanger, John C.
5
Haque, Qazi
5
Inoue, Atsushi
5
Kilian, Lutz
5
Korobilis, Dimitris
5
Nason, James Michael
5
Porath, Daniel
5
Österholm, Pär
5
Bergamelli, Michele
4
Billio, Monica
4
Bognanni, Mark
4
Cai, Michael
4
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Nationalekonomiska Institutionen <Lund>
2
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Working paper / Department of Economics, Lund University
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Oxford bulletin of economics and statistics
1
Research memorandum / METEOR
1
The journal of futures markets
1
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ECONIS (ZBW)
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1
Testing the efficient market hypothesis in conditionally heteroskedastic futures markets
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1024-1045
Persistent link: https://www.econbiz.de/10010255105
Saved in:
2
Pooled unit root tests in panels with a common factor
Westerlund, Joakim
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552500
Saved in:
3
A panel CUSUM test of the null of cointegration
Westerlund, Joakim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001815397
Saved in:
4
A note on the use of the LLC panel unit root test
Westerlund, Joakim
- In:
Empirical economics : a journal of the Institute for …
37
(
2009
)
3
,
pp. 517-531
Persistent link: https://www.econbiz.de/10003900930
Saved in:
5
Some cautions on the use of the LLC panel unit root test
Westerlund, Joakim
-
2006
Persistent link: https://www.econbiz.de/10003483115
Saved in:
6
A panel CUSUM test of the null of cointegration
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 231-262
Persistent link: https://www.econbiz.de/10002693296
Saved in:
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