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~person:"Jansson, Michael"
~person:"Kilian, Lutz"
~person:"Ramírez, Miguel D."
~person:"Westerlund, Joakim"
~subject:"Panel study"
~subject:"Statistischer Test"
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Search: subject:"Einheitswurzeltest"
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Panel study
Statistischer Test
Einheitswurzeltest
114
Unit root test
114
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63
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63
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51
Cointegration
38
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38
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32
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Jansson, Michael
Kilian, Lutz
Ramírez, Miguel D.
Westerlund, Joakim
Chang, Tsangyao
36
Pesaran, M. Hashem
25
Narayan, Paresh Kumar
20
Su, Chi-Wei
20
Breitung, Jörg
17
Hanck, Christoph
16
Wagner, Martin
15
Chang, Hsu-Ling
13
Omay, Tolga
13
Dreger, Christian
12
Moon, Hyungsik Roger
12
Perron, Benoit
12
Lee, Junsoo
11
Bahmani-Oskooee, Mohsen
10
Caporale, Guglielmo Maria
10
Kunst, Robert M.
10
Phillips, Peter C. B.
10
Tiwari, Aviral Kumar
10
Becheri, I. Gaia
8
Drost, Feike C.
8
Hadri, Kaddour
8
Herwartz, Helmut
8
Holmes, Mark J.
8
Im, KyungSo
8
Kapetanios, George
8
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Nazlıoğlu, Şaban
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8
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8
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8
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8
Taylor, Robert
8
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7
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7
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7
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7
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ECONIS (ZBW)
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1
The factor analytical approach in trending near unit root panels
Norkutė, Milda
;
Westerlund, Joakim
;
Stauskas, Ovidijus
-
2021
Persistent link: https://www.econbiz.de/10012601025
Saved in:
2
The factor analytical approach in near unit root interactive effects panels
Norkutė, Milda
;
Westerlund, Joakim
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 569-590
Persistent link: https://www.econbiz.de/10012619250
Saved in:
3
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:
4
A factor analytical approach to price discovery
Westerlund, Joakim
;
Reese, Simon
;
Narayan, Paresh Kumar
-
2015
Persistent link: https://www.econbiz.de/10010507891
Saved in:
5
PANICCA : PANIC on cross-section averages
Reese, Simon
;
Westerlund, Joakim
-
2015
Persistent link: https://www.econbiz.de/10010507892
Saved in:
6
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:
7
On the use of GLS demeaning in panel unit root testing
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 309-320
Persistent link: https://www.econbiz.de/10011895009
Saved in:
8
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:
9
Do exports lead economic output in five Asian countries? : a cointegration and granger causality analysis
Huang, Jiayi
;
Ramírez, Miguel D.
- In:
Inventi impact: international trade
(
2017
)
1
,
pp. 24-44
Persistent link: https://www.econbiz.de/10011689045
Saved in:
10
A factor analytical approach to price discovery
Westerlund, Joakim
;
Reese, Simon
;
Narayan, Paresh Kumar
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
3
,
pp. 366-394
Persistent link: https://www.econbiz.de/10011771993
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