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~person:"Feld, Lars P."
~person:"Nazlıoğlu, Şaban"
~person:"Westerlund, Joakim"
~subject:"Panel"
~subject:"Schätzung"
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Search: subject:"Einheitswurzeltest"
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Panel
Schätzung
Einheitswurzeltest
73
Unit root test
73
Panel study
51
Theorie
29
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29
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27
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27
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26
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18
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18
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16
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12
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12
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10
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Feld, Lars P.
Nazlıoğlu, Şaban
Westerlund, Joakim
Chang, Tsangyao
67
Gil-Alaña, Luis A.
35
Narayan, Paresh Kumar
33
Caporale, Guglielmo Maria
32
Su, Chi-Wei
32
Pesaran, M. Hashem
25
Bahmani-Oskooee, Mohsen
22
Ramírez, Miguel D.
19
Chang, Hsu-Ling
18
Tiwari, Aviral Kumar
17
Hanck, Christoph
16
Omay, Tolga
16
Breitung, Jörg
15
Ranjbar, Omid
15
Cheung, Yin-Wong
14
Smyth, Russell
14
Wagner, Martin
14
Herwartz, Helmut
13
Lee, Chien-chiang
13
Lee, Junsoo
13
Dreger, Christian
12
Moon, Hyungsik Roger
12
Perron, Benoit
12
Holmes, Mark J.
11
Kapetanios, George
11
Phillips, Peter C. B.
11
Baharumshah, Ahmad Zubaidi
9
Chortareas, Georgios E.
9
Christopulos, Dēmētrēs K.
9
Becheri, I. Gaia
8
Costantini, Mauro
8
Drost, Feike C.
8
Hadri, Kaddour
8
Kim, Hyeongwoo
8
McNown, Robert F.
8
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8
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ECONIS (ZBW)
62
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31
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:
32
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:
33
New tools for understanding the local asymptotic power of panel unit root tests
Westerlund, Joakim
;
Larsson, Rolf
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 59-93
Persistent link: https://www.econbiz.de/10011500261
Saved in:
34
Rethinking the univariate approach to panel unit root testing : using covariates to resolve the incidental trend problem
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 430-443
Persistent link: https://www.econbiz.de/10011391381
Saved in:
35
The power of PANIC
Westerlund, Joakim
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 495-509
Persistent link: https://www.econbiz.de/10011348960
Saved in:
36
The effect of recursive detrending on panel unit root tests
Westerlund, Joakim
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 453-467
Persistent link: https://www.econbiz.de/10011348966
Saved in:
37
Nonparametric rank tests for non-stationary panels
Pedroni, Peter Louis
;
Vogelsang, Timothy J.
;
Wagner, Martin
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 378-391
Persistent link: https://www.econbiz.de/10011349024
Saved in:
38
Testing for a unit root in a random coefficient panel data mode
Westerlund, Joakim
;
Larsson, Rolf
-
2009
Persistent link: https://www.econbiz.de/10003884484
Saved in:
39
Testing for a unit root in panel time series models with multiple breaks
Westerlund, Joakim
-
2009
Persistent link: https://www.econbiz.de/10003884487
Saved in:
40
The tax-spending nexus : evidence from a panel of US state-local governments
Westerlund, Joakim
;
Mahdavi, Saeid
;
Firoozi, Fathali
-
2009
Persistent link: https://www.econbiz.de/10003876014
Saved in:
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