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~subject:"Zeitreihenanalyse"
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Search: person:"Joakim, Westerlund"
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Zeitreihenanalyse
Panel
104
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104
Unit root test
61
Einheitswurzeltest
51
Cointegration
43
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42
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41
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econometrics
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Westerlund, Joakim
25
Narayan, Paresh Kumar
3
Karabiyik, Hande
2
Urbain, Jean-Pierre
2
Basher, Syed Abul
1
Blomquist, Johan
1
Breitung, Jörg
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Edgerton, David L.
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Erickson, Kenneth Paul
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Gutierrez, Luciano
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Liu, Ruipeng
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Nordström, Marcus
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Pedroni, Peter Louis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
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4
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3
Economics letters
2
Journal of Asian economics
2
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1
European review of agricultural economics : ERAE
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International journal of forecasting
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Oxford bulletin of economics and statistics
1
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The econometrics journal
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ECONIS (ZBW)
25
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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
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:
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
CCE estimation of factor-augmented regression models with more factors than observables
Karabiyik, Hande
;
Urbain, Jean-Pierre
;
Westerlund, Joakim
-
2014
Persistent link: https://www.econbiz.de/10010386009
Saved in:
5
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:
6
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:
7
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
Saved in:
8
Testing for predictability in panels of any time series dimension
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10011622121
Saved in:
9
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:
10
Testing for predictability in conditionally heteroskedastic stock returns
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 342-375
Persistent link: https://www.econbiz.de/10011339304
Saved in:
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