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subject:"Volatility"
type_genre:"Article in journal"
~person:"Westerlund, Joakim"
~subject:"Induktive Statistik"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation theory"
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Volatility
Induktive Statistik
Nichtparametrisches Verfahren
Regression analysis
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
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
Interactive effects models
2
Local asymptotic power
2
Metal market
2
Metallmarkt
2
Recursive detrending
2
Statistical inference
2
Structural break
2
Strukturbruch
2
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1
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13
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Article in journal
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2
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English
13
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Westerlund, Joakim
Linton, Oliver
42
Li, Qi
32
Phillips, Peter C. B.
31
Su, Liangjun
28
Chen, Songnian
25
Cai, Zongwu
22
Gao, Jiti
22
Florens, Jean-Pierre
21
Parmeter, Christopher F.
21
Racine, Jeffrey
20
Tsionas, Efthymios G.
19
Kumbhakar, Subal
18
Simar, Léopold
18
Ullah, Aman
18
Chen, Xiaohong
17
Kumar, Dilip
17
Chernozhukov, Victor
16
Li, Degui
16
Sun, Yiguo
16
Escanciano, Juan Carlos
15
Fan, Jianqing
14
Fan, Yanqin
14
Horowitz, Joel
14
Kapetanios, George
14
Maheswaran, S.
14
Newey, Whitney K.
14
Tu, Yundong
14
White, Halbert
14
Henderson, Daniel J.
13
Lewbel, Arthur
13
Xiao, Zhijie
13
Hansen, Christian Bailey
12
Otsu, Taisuke
12
Todorov, Viktor
12
Ai, Chunrong
11
Andrews, Donald W. K.
11
Hoderlein, Stefan
11
Hsu, Yu-Chin
11
Härdle, Wolfgang
11
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Economics letters
3
Journal of econometrics
3
Oxford bulletin of economics and statistics
2
Econometric reviews
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international financial markets, institutions & money
1
The econometrics journal
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ECONIS (ZBW)
13
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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
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
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:
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
Panicca : panic on cross-section averages
Reese, Simon
;
Westerlund, Joakim
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 961-981
Persistent link: https://www.econbiz.de/10011686167
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
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:
1
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