Narrow search
Showing 1 - 10 of 96
Cover Image
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
Cover Image
CCE in panels with general unknown factors
Westerlund, Joakim - In: The econometrics journal 21 (2018) 3, pp. 264-276
Persistent link: https://www.econbiz.de/10012166628
Cover Image
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
Cover Image
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
Cover Image
Common Breaks in Means for Cross‐Correlated Fixed‐ T Panel Data
Westerlund, Joakim - In: Journal of Time Series Analysis 40 (2018) 2, pp. 248-255
Persistent link: https://www.econbiz.de/10012094938
Cover Image
On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects
Westerlund, Joakim - In: Journal of Time Series Analysis 40 (2018) 5, pp. 852-857
Persistent link: https://www.econbiz.de/10012094956
Cover Image
A cross‐section average‐based principal components approach for fixed‐ T panels
Westerlund, Joakim - In: Journal of Applied Econometrics 35 (2020) 6, pp. 776-785
Persistent link: https://www.econbiz.de/10012273450
Cover Image
Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere
Petrova, Yana; Westerlund, Joakim - In: Journal of Applied Econometrics 35 (2020) 7, pp. 960-964
Persistent link: https://www.econbiz.de/10012273454
Cover Image
CCE estimation of factor‐augmented regression models with more factors than observables
Karabiyik, Hande; Urbain, Jean‐Pierre; Westerlund, Joakim - In: Journal of Applied Econometrics 34 (2018) 2, pp. 268-284
Persistent link: https://www.econbiz.de/10012082809
Cover Image
CCE in fixed‐ T panels
Westerlund, Joakim; Petrova, Yana; Norkute, Milda - In: Journal of Applied Econometrics 34 (2019) 5, pp. 746-761
Persistent link: https://www.econbiz.de/10012082848