//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Baltagi, Badi H."
type_genre:"Article in journal"
~person:"Westerlund, Joakim"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Estimation theory
90
Schätztheorie
90
Panel
54
Panel study
54
Theorie
24
Theory
24
Regression analysis
19
Regressionsanalyse
19
Zeitreihenanalyse
17
Panel data
16
Estimation
14
Schätzung
14
Statistical test
12
Statistischer Test
12
Forecasting model
9
Prognoseverfahren
9
Räumliche Interaktion
9
Spatial interaction
9
Autocorrelation
8
Autokorrelation
8
Einheitswurzeltest
8
Unit root test
8
Method of moments
7
Momentenmethode
7
Factor analysis
6
Faktorenanalyse
6
Correlation
5
Kleinste-Quadrate-Methode
5
Korrelation
5
Least squares method
5
Metal market
5
Metallmarkt
5
Regional economics
5
Regionalökonomik
5
CCE estimation
4
Hausman test
4
panel data
4
Fixed and random effects
3
Heteroscedasticity
3
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
15
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
17
Arbeitspapier
2
Collection of articles of several authors
2
Graue Literatur
2
Non-commercial literature
2
Sammelwerk
2
Working Paper
2
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
17
Author
All
Baltagi, Badi H.
Westerlund, Joakim
Phillips, Peter C. B.
28
Leybourne, Stephen James
18
Linton, Oliver
16
Taylor, Robert
16
Teräsvirta, Timo
16
Lütkepohl, Helmut
15
Harvey, Andrew C.
14
Johansen, Søren
14
Chambers, Marcus J.
13
Gao, Jiti
13
Hassler, Uwe
13
Perron, Pierre
13
Xiao, Zhijie
11
Baillie, Richard
10
Koop, Gary
10
Robinson, Peter M.
10
Tauchen, George Eugene
10
Zhu, Ke
10
Harvey, David I.
9
Hendry, David F.
9
Kapetanios, George
9
Li, Jia
9
Lucas, André
9
McAleer, Michael
9
Bauwens, Luc
8
Chen, Xiaohong
8
Franses, Philip Hans
8
Hong, Yongmiao
8
Koopman, Siem Jan
8
Li, Qi
8
McElroy, Tucker
8
Nielsen, Morten Ørregaard
8
Politis, Dimitris N.
8
Ramírez, Miguel D.
8
Sun, Yixiao
8
Boswijk, Herman Peter
7
Chan, Ngai Hang
7
Davis, Richard A.
7
more ...
less ...
Published in...
All
Journal of econometrics
5
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of Asian economics
1
Journal of applied econometrics
1
Journal of international financial markets, institutions & money
1
Oxford bulletin of economics and statistics
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
2
Forecasting using cross-section average-augmented time series regressions
Karabiyik, Hande
;
Westerlund, Joakim
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
Saved in:
3
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
Saved in:
4
Testing for shifts in a time trend panel data model with serially correlated error component disturbances
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 745-762
Persistent link: https://www.econbiz.de/10012295578
Saved in:
5
Identification and estimation of a large factor model with structural instability
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10011818347
Saved in:
6
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:
7
An IV test for a unit root in generally trending and correlated panels
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
5
,
pp. 752-764
Persistent link: https://www.econbiz.de/10011579106
Saved in:
8
Rethinking the univariate approach to panel unit root testing : using covariates to resolve the incidental trend problem
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 430-443
Persistent link: https://www.econbiz.de/10011391381
Saved in:
9
The effect of recursive detrending on panel unit root tests
Westerlund, Joakim
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 453-467
Persistent link: https://www.econbiz.de/10011348966
Saved in:
10
Cross-sectional averages versus principal components
Westerlund, Joakim
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 372-377
Persistent link: https://www.econbiz.de/10011349044
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->