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accessRights:"restricted"
subject:"Monte Carlo simulation"
~person:"Westerlund, Joakim"
~subject:"Aktienmarkt"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Aktienmarkt
Maximum-Likelihood-Schätzung
Schätzung
Volatility
Estimation theory
14
Schätztheorie
14
Panel
8
Panel study
8
Regression analysis
7
Regressionsanalyse
7
Estimation
6
CCE estimation
4
Correlation
3
Einheitswurzeltest
3
Korrelation
3
Time series analysis
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Unit root test
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Zeitreihenanalyse
3
Factor analysis
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Faktorenanalyse
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Interactive effects
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Interactive effects models
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Statistical test
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Additive fixed effects
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CCE
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Capital structure
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Common correlated effects
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Common factor models
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Common factors
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Efficient market hypothesis
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Westerlund, Joakim
Lee, Lung-fei
15
Tsionas, Efthymios G.
15
Gao, Jiti
12
Kumbhakar, Subal
12
Sentana, Enrique
11
Marcellino, Massimiliano
10
Todorov, Viktor
10
Kumar, Dilip
9
Li, Jia
9
Francq, Christian
8
Parmeter, Christopher F.
8
Schorfheide, Frank
8
Baltagi, Badi H.
7
Jin, Fei
7
Li, Kunpeng
7
Li, Yong
7
Linton, Oliver
7
Su, Liangjun
7
Tauchen, George Eugene
7
Zhou, Qiankun
7
Fiorentini, Gabriele
6
Kapetanios, George
6
Kim, Donggyu
6
Koopman, Siem Jan
6
Lechner, Michael
6
Li, Yingying
6
Maheswaran, S.
6
Mykland, Per A.
6
Sun, Yiguo
6
Tran, Kien C.
6
Wang, Taining
6
Winkelmann, Rainer
6
Yao, Feng
6
Zhang, Xibin
6
Andersen, Torben
5
Cai, Zongwu
5
Dufour, Jean-Marie
5
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5
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Economics letters
2
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2
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1
The econometrics journal
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ECONIS (ZBW)
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1
Testing factors in CCE
Brown, Nicholas
;
Westerlund, Joakim
- In:
Economics letters
230
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460359
Saved in:
2
Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim
;
Karabiyik, Hande
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
Saved in:
3
CCE in heterogenous fixed-T panels
Westerlund, Joakim
;
Kaddoura, Yousef
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 719-738
Persistent link: https://www.econbiz.de/10013399863
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
A GARCH model for testing market efficiency
Narayan, Paresh Kumar
;
Liu, Ruipeng
;
Westerlund, Joakim
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
Saved in:
6
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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