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person:"Westerlund, Joakim"
~subject:"Schätzung"
~subject:"Theory"
~type_genre:"Article in journal"
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Search: subject_exact:"Cointegration"
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Cointegration
21
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Westerlund, Joakim
Gil-Alaña, Luis A.
52
Bahmani-Oskooee, Mohsen
43
Chang, Tsangyao
31
Caporale, Guglielmo Maria
29
Shahbaz, Muhammad
26
Lütkepohl, Helmut
24
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20
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20
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19
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19
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17
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17
Saikkonen, Pentti
17
Herzer, Dierk
15
Johansen, Søren
15
Lee, Chien-chiang
15
Ramírez, Miguel D.
15
Apergēs, Nikolaos
14
Payne, James E.
14
Escribano, Álvaro
11
Holmes, Mark J.
11
Katrakilides, K.
11
Khan, Muhammad Arshad
11
Arize, Augustine Chuck
10
Banerjee, Anindya
10
Islam, Faridul
10
Kurita, Takamitsu
10
Mahmood, Haider
10
Narayan, Paresh Kumar
10
Nazlıoğlu, Şaban
10
Rahbek, Anders
10
Rahman, A. K. M. Matiur
10
Alsamara, Mouyad
9
Balcilar, Mehmet
9
Czudaj, Robert
9
Herwartz, Helmut
9
Jusélius, Katarina
9
Karamelikli, Huseyin
9
Kouretas, Georgios P.
9
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9
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2
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2
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
9
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1
Panel data measures of price discovery
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Econometric reviews
41
(
2022
)
3
,
pp. 269-290
Persistent link: https://www.econbiz.de/10013364880
Saved in:
2
Error correction testing in panels with common stochastic trends
Gengenbach, Christian
;
Urbain, Jean-Pierre
;
Westerlund, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 982-1004
Persistent link: https://www.econbiz.de/10011686171
Saved in:
3
A factor analytical approach to the efficient futures market hypothesis
Westerlund, Joakim
;
Norkute, Milda
;
Narayan, Paresh Kumar
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 357-370
Persistent link: https://www.econbiz.de/10011348416
Saved in:
4
Nonparametric rank tests for non-stationary panels
Pedroni, Peter Louis
;
Vogelsang, Timothy J.
;
Wagner, Martin
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 378-391
Persistent link: https://www.econbiz.de/10011349024
Saved in:
5
Alternative representations for cointegrated panels with global stochastic trends
Gengenbach, Christian
;
Urbain, Jean-Pierre
;
Westerlund, …
- In:
Economics letters
118
(
2013
)
3
,
pp. 485-488
Persistent link: https://www.econbiz.de/10009729121
Saved in:
6
A new poolability test for cointegrated panels
Westerlund, Joakim
;
Hess, Wolfgang
- In:
Journal of applied econometrics
26
(
2011
)
1
,
pp. 56-88
Persistent link: https://www.econbiz.de/10008936979
Saved in:
7
Estimating cointegrated panels with common factors and the forwrd rate unbiasedness hypothesis
Westerlund, Joakim
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 491-522
Persistent link: https://www.econbiz.de/10003518507
Saved in:
8
New simple tests for panel cointegration
Westerlund, Joakim
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 297-316
Persistent link: https://www.econbiz.de/10003105617
Saved in:
9
A panel CUSUM test of the null of cointegration
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 231-262
Persistent link: https://www.econbiz.de/10002693296
Saved in:
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