//--> //--> //-->
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
subject:"Deutschland"
subject:"Forecasting model"
~person:"Westerlund, Joakim"
~subject:"ARCH model"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzschrift"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Forecasting model
ARCH model
Zeitreihenanalyse
Estimation theory
28
Schätztheorie
28
Panel
18
Panel study
18
Regression analysis
11
Regressionsanalyse
11
Time series analysis
9
Einheitswurzeltest
8
Unit root test
8
Estimation
6
Panel data
6
Schätzung
6
CCE estimation
4
Factor analysis
4
Faktorenanalyse
4
Correlation
3
Interactive effects
3
Korrelation
3
Prognoseverfahren
3
Statistical test
3
Statistischer Test
3
Common correlated effects
2
Common factor models
2
Common factors
2
Deterministic trend
2
Forecasting
2
Incidental trends
2
Induktive Statistik
2
Interactive effects models
2
Local asymptotic power
2
Metal market
2
Metallmarkt
2
Recursive detrending
2
Statistical inference
2
Structural break
2
Strukturbruch
2
ARCH-Modell
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Konferenzschrift
Article in journal
10
Arbeitspapier
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
10
Author
All
Westerlund, Joakim
Phillips, Peter C. B.
31
Leybourne, Stephen James
21
Linton, Oliver
21
Lütkepohl, Helmut
20
Francq, Christian
19
Taylor, Robert
19
Teräsvirta, Timo
18
Zakoïan, Jean-Michel
18
Baillie, Richard
15
Gao, Jiti
15
Harvey, Andrew C.
14
Johansen, Søren
14
Xiao, Zhijie
14
Baltagi, Badi H.
13
Chambers, Marcus J.
13
Harvey, David I.
13
Hassler, Uwe
13
Hendry, David F.
13
Kumar, Dilip
13
Perron, Pierre
13
Koop, Gary
12
Tauchen, George Eugene
12
Zhu, Ke
12
Bauwens, Luc
11
Cai, Zongwu
11
Demetrescu, Matei
11
Kapetanios, George
11
McAleer, Michael
11
Robinson, Peter M.
11
Franses, Philip Hans
10
Ling, Shiqing
10
Rahbek, Anders
10
Tsay, Ruey S.
10
Bollerslev, Tim
9
Chan, Ngai Hang
9
Hong, Yongmiao
9
Koopman, Siem Jan
9
Li, Jia
9
Lucas, André
9
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of international financial markets, institutions & money
2
Economics letters
1
Journal of Asian economics
1
Oxford bulletin of economics and statistics
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
A simple test for nonstationarity in mixed panels with incidental trends
Westerlund, Joakim
- In:
Economics letters
125
(
2014
)
2
,
pp. 160-163
Persistent link: https://www.econbiz.de/10010505429
Saved in:
10
Simple unit root testing in generally trending data with an application to precious metal prices in Asia
Westerlund, Joakim
- In:
Journal of Asian economics
28
(
2013
),
pp. 12-27
Persistent link: https://www.econbiz.de/10010400872
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->