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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Westerlund, Joakim"
~subject:"Regression analysis"
~subject:"Statistical test"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Regression analysis
Statistical test
Estimation theory
28
Schätztheorie
28
Panel
18
Panel study
18
Regressionsanalyse
11
Time series analysis
9
Zeitreihenanalyse
9
Einheitswurzeltest
8
Unit root test
8
Estimation
6
Panel data
6
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6
CCE estimation
4
Factor analysis
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3
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Westerlund, Joakim
Phillips, Peter C. B.
31
Su, Liangjun
24
Linton, Oliver
22
Cai, Zongwu
20
Baltagi, Badi H.
17
Kumar, Dilip
16
Escanciano, Juan Carlos
15
Li, Qi
15
Bera, Anil K.
14
Chen, Songnian
14
Maheswaran, S.
14
Tsionas, Efthymios G.
14
Parmeter, Christopher F.
13
Perron, Pierre
13
Gao, Jiti
12
Li, Jia
12
Todorov, Viktor
12
Fan, Jianqing
11
Park, Joon Y.
11
Shi, Xiaoxia
11
Sun, Yiguo
11
Tauchen, George Eugene
11
Tu, Yundong
11
White, Halbert
11
Xiao, Zhijie
11
Andrews, Donald W. K.
10
Chernozhukov, Victor
10
Demetrescu, Matei
10
Dufour, Jean-Marie
10
Francq, Christian
10
Ghysels, Eric
10
Hansen, Christian Bailey
10
Henderson, Daniel J.
10
Kapetanios, George
10
Robinson, Peter M.
10
Sun, Yixiao
10
Ullah, Aman
10
Chan, Ngai Hang
9
Fang, Ying
9
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Economics letters
4
Journal of econometrics
3
Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international financial markets, institutions & money
1
Oxford bulletin of economics and statistics
1
The econometrics journal
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ECONIS (ZBW)
12
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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
On the robustness of the pooled CCE estimator
Juodis, Artūras
;
Karabiyik, Hande
;
Westerlund, Joakim
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10012618517
Saved in:
3
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:
4
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:
5
On CCE estimation of factor-augmented models when regressors are not linear in the factors
Vos, Ignace de
;
Westerlund, Joakim
- In:
Economics letters
178
(
2019
),
pp. 5-7
Persistent link: https://www.econbiz.de/10012121568
Saved in:
6
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:
7
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:
8
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:
9
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:
10
On the estimation and inference in factor-augmented panel regressions with correlated loadings
Westerlund, Joakim
;
Urbain, Jean-Pierre
- In:
Economics letters
119
(
2013
)
3
,
pp. 247-250
Persistent link: https://www.econbiz.de/10009755754
Saved in:
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