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Testing factors in CCE
Brown, Nicholas; Westerlund, Joakim - In: Economics letters 230 (2023), pp. 1-3
Persistent link: https://www.econbiz.de/10014460359
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Testing the random utility hypothesis directly
McCausland, William J.; Davis-Stober, Clintin; Marley, … - In: The economic journal : the journal of the Royal … 130 (2020) 625, pp. 183-207
Persistent link: https://www.econbiz.de/10012195703
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How to Incorporate Volatility and Risk in Electricity Price Forecasting
Deb, Rajat; Albert, Richard; Hsue, Lie-Long; Brown, Nicholas - In: The Electricity Journal 13 (2000) 4, pp. 65-75
Persistent link: https://www.econbiz.de/10005244849
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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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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
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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
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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
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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
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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
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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