//--> //--> //--> //-->
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:"Sampling"
~person:"Westerlund, Joakim"
~subject:"Panel"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Sampling
Panel
Time series analysis
Estimation theory
28
Schätztheorie
28
Panel study
18
Regression analysis
11
Regressionsanalyse
11
Zeitreihenanalyse
9
Einheitswurzeltest
8
Unit root test
8
Estimation
6
Panel data
6
Schätzung
6
CCE estimation
4
Factor analysis
4
Faktorenanalyse
4
Correlation
3
Forecasting model
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 model
1
ARCH-Modell
1
more ...
less ...
Online availability
All
Undetermined
10
Free
2
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
22
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
22
Author
All
Westerlund, Joakim
Baltagi, Badi H.
40
Phillips, Peter C. B.
37
Gao, Jiti
24
Su, Liangjun
24
Leybourne, Stephen James
18
Linton, Oliver
18
Lee, Lung-fei
17
Pesaran, M. Hashem
16
Taylor, Robert
16
Teräsvirta, Timo
16
Bai, Jushan
15
Hsiao, Cheng
15
Lütkepohl, Helmut
15
Robinson, Peter M.
15
Harvey, Andrew C.
14
Johansen, Søren
14
Chambers, Marcus J.
13
Hassler, Uwe
13
Li, Qi
13
Perron, Pierre
13
Yu, Jihai
12
Hayakawa, Kazuhiko
11
Kapetanios, George
11
Kumbhakar, Subal
11
Li, Degui
11
Peng, Bin
11
Pirotte, Alain
11
Sun, Yixiao
11
Xiao, Zhijie
11
Zhou, Qiankun
11
Baillie, Richard
10
Han, Chirok
10
Jochmans, Koen
10
Kao, Chihwa
10
Koop, Gary
10
Lucas, André
10
Tauchen, George Eugene
10
Zhu, Ke
10
Ghysels, Eric
9
more ...
less ...
Published in...
All
Economics letters
4
Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of international financial markets, institutions & money
2
Oxford bulletin of economics and statistics
2
The econometrics journal
2
Econometric reviews
1
Journal of Asian economics
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Estimation of factor-augmented panel regressions with weakly influential factors
Reese, Simon
;
Westerlund, Joakim
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 401-465
Persistent link: https://www.econbiz.de/10012039354
Saved in:
8
On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Karabiyik, Hande
;
Reese, Simon
;
Westerlund, Joakim
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 60-64
Persistent link: https://www.econbiz.de/10011818341
Saved in:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->