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~accessRights:"restricted"
~person:"Westerlund, Joakim"
~subject:"Börsenkurs"
~subject:"Efficient market hypothesis"
~subject:"Korrelation"
~subject:"Zeitreihenanalyse"
~type:"article"
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Search: subject:"Einheitswurzeltest"
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Börsenkurs
Efficient market hypothesis
Korrelation
Zeitreihenanalyse
Einheitswurzeltest
16
Unit root test
16
Panel
12
Panel study
12
Theorie
9
Theory
9
Local asymptotic power
4
Panel unit root test
4
Time series analysis
4
Estimation
3
Estimation theory
3
Factor analysis
3
Faktorenanalyse
3
Panel data
3
Schätztheorie
3
Schätzung
3
Common factors
2
Convergence
2
Correlation
2
Economic convergence
2
State and local governments
2
Structural break
2
Strukturbruch
2
Wirtschaftliche Konvergenz
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Bias
1
Break in persistence
1
Common factor model
1
Continuous distribution
1
Cross-sectional averages
1
Cross-sectional dependence
1
Effizienzmarkthypothese
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Explosive and unit root behaviors
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Westerlund, Joakim
Chang, Tsangyao
15
Omay, Tolga
13
Ranjbar, Omid
12
Taylor, Robert
10
Phillips, Peter C. B.
8
Bahmani-Oskooee, Mohsen
7
Gil-Alaña, Luis A.
7
Harvey, David I.
7
Leybourne, Stephen James
7
Nazlıoğlu, Şaban
6
Cai, Yifei
5
Elmi, Zahra Mila
5
Furuoka, Fumitaka
5
Lee, Junsoo
5
Ramírez, Miguel D.
5
Yaya, OlaOluwa S.
5
Emirmahmutoglu, Furkan
4
Gupta, Rangan
4
Kilic, Emre
4
Lee, Hyejin
4
Lieberman, Offer
4
Meng, Ming
4
Skrobotov, Anton
4
Chang, Yoosoon
3
Chinyere Mary Rose Ezeoke
3
Eroğlu, Burak Alparslan
3
Karul, Cagin
3
Lee, Chien-chiang
3
Narayan, Paresh Kumar
3
Park, Joon Y.
3
Peng, Liang
3
Peng, Yi-Ting
3
Ray Ikechukwu Jacob
3
Sapena, Juan
3
Shahbaz, Muhammad
3
Smyth, Russell
3
Su, Chi-Wei
3
Tamarit Escalona, Cecilio R.
3
Tiwari, Aviral Kumar
3
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Economics letters
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
1
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ECONIS (ZBW)
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1
Breaks in persistence in fixed-T panel data
Westerlund, Joakim
;
Nordström, Marcus
- In:
Economics letters
205
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013204922
Saved in:
2
Optimal panel unit root testing with covariates
Juodis, Artūras
;
Westerlund, Joakim
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012166653
Saved in:
3
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:
4
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:
5
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
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