//--> //--> //--> //-->
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:"Share price"
subject:"Stock index"
~person:"Westerlund, Joakim"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Übersichtsarbeit"
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"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Share price
Stock index
Theorie
Estimation
31
Schätzung
31
Panel
23
Panel study
23
Forecasting model
10
Panel data
10
Prognoseverfahren
10
Börsenkurs
9
Capital income
9
Einheitswurzeltest
9
Kapitaleinkommen
9
Unit root test
9
Regression analysis
7
Regressionsanalyse
7
Theory
7
Estimation theory
6
Schätztheorie
6
Time series analysis
6
Zeitreihenanalyse
6
Predictive regression
5
Statistical test
5
Statistischer Test
5
Aktienmarkt
4
Cointegration
4
Kointegration
4
Stock market
4
ARCH model
3
ARCH-Modell
3
CCE estimation
3
China
3
Common factors
3
Cross-section dependence
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
GARCH
3
Heteroscedasticity
3
Heteroskedastizität
3
Monte Carlo simulation
3
more ...
less ...
Online availability
All
Undetermined
8
Free
2
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Übersichtsarbeit
Article in journal
16
Arbeitspapier
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
16
Author
All
Westerlund, Joakim
Gupta, Rangan
70
Gil-Alaña, Luis A.
51
Caporale, Guglielmo Maria
40
Wohar, Mark E.
39
Narayan, Paresh Kumar
34
McMillan, David G.
32
Tiwari, Aviral Kumar
32
Zaremba, Adam
32
Pierdzioch, Christian
27
Serletis, Apostolos
26
Kumbhakar, Subal
25
Bollerslev, Tim
22
Todorov, Viktor
21
Apergēs, Nikolaos
20
Bahmani-Oskooee, Mohsen
20
Lee, Chien-chiang
20
McAleer, Michael
20
Chiang, Thomas C.
19
Moosa, Imad A.
19
Balcilar, Mehmet
18
Jawadi, Fredj
18
Salisu, Afees A.
18
Brooks, Robert
17
Chang, Tsangyao
17
Ma, Feng
17
Zhang, Yaojie
16
Bouri, Elie
15
Fabozzi, Frank J.
15
Hsing, Yu
15
Tauchen, George Eugene
15
Belke, Ansgar
14
Bohl, Martin T.
14
Engsted, Tom
14
Ghysels, Eric
14
Hautsch, Nikolaus
14
Cakici, Nusret
13
Herwartz, Helmut
13
MacDonald, Ronald
13
Peel, David
13
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Economic modelling
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
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:
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
Testing for predictability in panels of any time series dimension
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10011622121
Saved in:
8
A sequential purchasing power parity test for panels of large cross-sections and implications for investors
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1317-1333
Persistent link: https://www.econbiz.de/10011419881
Saved in:
9
A random coefficient approach to the predictability of stock returns in panels
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 605-664
Persistent link: https://www.econbiz.de/10011339261
Saved in:
10
Testing for predictability in conditionally heteroskedastic stock returns
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 342-375
Persistent link: https://www.econbiz.de/10011339304
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->