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Robust block bootstrap panel predictability tests
Westerlund, Joakim; Smeekes, Stephan - 2013
Persistent link: https://www.econbiz.de/10010199463
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On the implementation and use of factor-augmented regressions in panel data
Westerlund, Joakim; Urbain, Jean-Pierre - In: Journal of Asian economics 28 (2013), pp. 3-11
Persistent link: https://www.econbiz.de/10010400873
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Testing for stock return predictability in a large Chinese panel
Westerlund, Joakim; Narayan, Paresh Kumar; Zheng, Xinwei - In: Emerging markets review 24 (2015), pp. 81-100
Persistent link: https://www.econbiz.de/10011538541
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On the estimation and testing of predictive panel regressions
Karabiyik, Hande; Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of international financial markets, … 45 (2016), pp. 115-125
Persistent link: https://www.econbiz.de/10011690459
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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
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Price discovery and asset pricing
Narayan, Paresh Kumar; Dinh Hoang Bach Phan; … - In: Pacific-Basin finance journal 40 (2016), pp. 224-235
Persistent link: https://www.econbiz.de/10011712065
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Testing for predictability in panels of any time series dimension
Westerlund, Joakim; Narayan, Paresh Kumar - In: International journal of forecasting 32 (2016) 4, pp. 1162-1177
Persistent link: https://www.econbiz.de/10011622121
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Panel multi-predictor test procedures with an application to emerging market sovereign risk
Westerlund, Joakim; Thuraisamy, Kannan Sivananthan - In: Emerging markets review 28 (2016), pp. 44-60
Persistent link: https://www.econbiz.de/10011670975
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Islamic spot and index futures markets : where is the price discovery?
Karabiyik, Hande; Narayan, Paresh Kumar; Dinh Hoang … - In: Pacific-Basin finance journal 52 (2018), pp. 123-133
Persistent link: https://www.econbiz.de/10012035614
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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