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source:"econis"
subject:"Kapitaleinkommen"
~person:"Westerlund, Joakim"
~subject:"Cointegration"
~subject:"Panel study"
~type_genre:"Article in journal"
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Kapitaleinkommen
Cointegration
Panel study
Estimation
31
Schätzung
31
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23
Forecasting model
10
Panel data
10
Prognoseverfahren
10
Börsenkurs
9
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Westerlund, Joakim
Gupta, Rangan
83
Gil-Alaña, Luis A.
63
Zaremba, Adam
59
Bahmani-Oskooee, Mohsen
48
Chang, Tsangyao
48
Caporale, Guglielmo Maria
43
Tiwari, Aviral Kumar
43
Narayan, Paresh Kumar
39
Wohar, Mark E.
38
McMillan, David G.
34
Lee, Chien-chiang
33
Apergēs, Nikolaos
32
Shahbaz, Muhammad
29
Sehgal, Sanjay
24
Balcilar, Mehmet
23
Belke, Ansgar
23
Wang, Yudong
22
Pradhan, Rudra Prakash
21
Baltagi, Badi H.
20
Holmes, Mark J.
20
Pierdzioch, Christian
20
Afonso, António
19
Panagiōtidēs, Theodōros
19
Beckmann, Joscha
18
Bollerslev, Tim
18
Cakici, Nusret
18
Hook, Law Siong
18
Jalles, João Tovar
18
Ma, Feng
18
Salisu, Afees A.
18
Todorov, Viktor
18
Zhang, Yaojie
18
Chiang, Thomas C.
17
Herzer, Dierk
17
Jawadi, Fredj
17
Xuan Vinh Vo
17
Bali, Turan G.
16
Bouri, Elie
15
Kumar, Dilip
15
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Applied economics letters
1
Economic modelling
1
Economics letters
1
Energy economics
1
FinanzArchiv : European journal of public finance
1
International journal of forecasting
1
International review of financial analysis
1
Journal of applied econometrics
1
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1
Journal of financial econometrics
1
Journal of international financial markets, institutions & money
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Oxford bulletin of economics and statistics
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Pacific-Basin finance journal
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The European journal of finance
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ECONIS (ZBW)
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1
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
2
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:
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
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:
5
Panel evidence on the ability of oil returns to predict stock returns in the G7 area
Westerlund, Joakim
;
Sharma, Susan Sunila
- In:
Energy economics
77
(
2019
),
pp. 3-12
Persistent link: https://www.econbiz.de/10012306331
Saved in:
6
Robust block bootstrap panel predictability tests
Smeekes, Stephan
;
Westerlund, Joakim
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1089-1107
Persistent link: https://www.econbiz.de/10012181384
Saved in:
7
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:
8
Unit root inference in generally trending and cross-correlated fixed-T panels
Robertson, Donald
;
Sarafidis, Vasilis
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 493-504
Persistent link: https://www.econbiz.de/10012249189
Saved in:
9
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
Saved in:
10
Panel multi-predictor test procedures with an application to emerging market sovereign risk
Westerlund, Joakim
;
Thuraisamy, Kannan Sivananthan
- In:
Emerging markets review
28
(
2016
),
pp. 44-60
Persistent link: https://www.econbiz.de/10011670975
Saved in:
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