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Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef; Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
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Estimation of factor-augmented panel regressions with weakly influential factors
Reese, Simon; Westerlund, Joakim - In: Econometric reviews 37 (2018) 1/5, pp. 401-465
Persistent link: https://www.econbiz.de/10012039354
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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
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Can economic time series be differenced to stationarity?
Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
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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