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Instrumental variable and variable addition based inference in predictive regressions

Breitung, Jörg; Demetrescu, Matei - In: Journal of econometrics 187 (2015) 1, pp. 358-375

Persistent link: https://www.econbiz.de/10011499478

Forecasting inflation rates using daily data : a nonparametric midas approach

Breitung, Jörg; Roling, Christoph - In: Journal of forecasting 34 (2015) 7, pp. 588-603

Persistent link: https://www.econbiz.de/10011390487

Asymptotic properties of endogeneity corrections using nonlinear transformations

Breitung, Jörg; Mayer, Alexander; Wied, Dominik - 2024

Persistent link: https://www.econbiz.de/10015357785

Class size and student evaluations in Sweden

Westerlund, Joakim - In: Education economics 16 (2008) 1, pp. 19-28

Persistent link: https://www.econbiz.de/10003648533

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

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

Cross sectional averages or principal components?

Westerlund, Joakim; Urbain, Jean-Pierre - 2011

In spite of the increased use of factor-augmented regressions in recent years, little is known regarding the relative merits of the two main approaches to estimation and inference, namely, the cross-sectional average and principal components estimators. As a response to this, the current paper...

Persistent link: https://www.econbiz.de/10009389942

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

Estimation of factor-augmented panel regressions with weakly influential factors

Westerlund, Joakim; Reese, Simon - 2014

Persistent link: https://www.econbiz.de/10010256224

Robust block bootstrap panel predictability tests

Westerlund, Joakim; Smeekes, Stephan - 2013

Persistent link: https://www.econbiz.de/10010199463