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isPartOf:"The American economic review"
subject:"Panel"
~isPartOf:"Working paper / Department of Economics, Lund University"
~subject:"Economic dynamics"
~subject:"Probit-Modell"
~subject:"Share price"
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Estimation theory
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Westerlund, Joakim
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1
Estimation of panel data models with interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
-
2021
Persistent link: https://www.econbiz.de/10012698558
Saved in:
2
Bootstrap improved inference for factor-augmented regressions with CCE
Vos, Ignace de
;
Stauskas, Ovidijus
-
2021
Persistent link: https://www.econbiz.de/10012698559
Saved in:
3
PANICCA : PANIC on cross-section averages
Reese, Simon
;
Westerlund, Joakim
-
2015
Persistent link: https://www.econbiz.de/10010507892
Saved in:
4
Pre-event trends in the panel event-study design
Freyaldenhoven, Simon
;
Hansen, Christian Bailey
; …
- In:
The American economic review
109
(
2019
)
9
,
pp. 3307-3338
Persistent link: https://www.econbiz.de/10012107126
Saved in:
5
A factor analytical method to interactive effects dynamic panel models with or without unit root
Westerlund, Joakim
;
Norkute, Milda
-
2014
Persistent link: https://www.econbiz.de/10010346615
Saved in:
6
A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models
Norkute, Milda
-
2014
Persistent link: https://www.econbiz.de/10010250456
Saved in:
7
Estimation of factor-augmented panel regressions with weakly influential factors
Westerlund, Joakim
;
Reese, Simon
-
2014
Persistent link: https://www.econbiz.de/10010256224
Saved in:
8
Term premia and inflation uncertainty : empirical evidence from an international panel dataset ; reply
Wright, Jonathan H.
- In:
The American economic review
104
(
2014
)
1
,
pp. 338-341
Persistent link: https://www.econbiz.de/10010340805
Saved in:
9
Term premia and inflation uncertainty : empirical evidence from an international panel dataset ; comment
Bauer, Michael D.
;
Rudebusch, Glenn D.
;
Wu, Jing Cynthia
- In:
The American economic review
104
(
2014
)
1
,
pp. 323-337
Persistent link: https://www.econbiz.de/10010340809
Saved in:
10
Testing for stationarity in panel data when errors are serially correlated : finite-sample results
Jönsson, Kristian
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002595209
Saved in:
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