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A canonical correlation approach for selecting the number of dynamic factors
Breitung, Jörg; Pigorsch, Uta - In: Oxford bulletin of economics and statistics 75 (2013) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10009733531
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Projection estimators for structural impulse responses
Breitung, Jörg; Brüggemann, Ralf - In: Oxford bulletin of economics and statistics 85 (2023) 6, pp. 1320-1340
Persistent link: https://www.econbiz.de/10014443340
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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
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Testing for panel cointegration with multiple structural breaks
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 68 (2006) 1, pp. 101-132
Persistent link: https://www.econbiz.de/10003295155
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Testing for error correction in panel data
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 69 (2007) 6, pp. 709-748
Persistent link: https://www.econbiz.de/10003595762
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Data dependent endogeneity correction in cointegrated panels
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 67 (2005) 5, pp. 691-705
Persistent link: https://www.econbiz.de/10003142848
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On the importance of the first observation in GLS detrending in unit root testing
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 77 (2015) 1, pp. 152-161
Persistent link: https://www.econbiz.de/10011373616
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Least squares asymptotics in spurious and cointegrated panel regressions with common and indiosyncratic stochastic trends
Urbain, Jean-Pierre; Westerlund, Joakim - In: Oxford bulletin of economics and statistics 73 (2011) 1, pp. 119-139
Persistent link: https://www.econbiz.de/10009011869
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Indirect estimation of semiparametric binary choice models
Westerlund, Joakim; Hjertstrand, Per - In: Oxford bulletin of economics and statistics 76 (2014) 2, pp. 298-314
Persistent link: https://www.econbiz.de/10010474928
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PANIC in the presence of uncertainty about the deterministic trend
Westerlund, Joakim; Blomquist, Johan - In: Oxford bulletin of economics and statistics 75 (2013) 1, pp. 123-135
Persistent link: https://www.econbiz.de/10009733514