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Spurious regression in nonstationary panels with cross-unit cointegration

Urbain, Jean-Pierre; Westerlund, Joakim - 2006

Persistent link: https://www.econbiz.de/10003483122

Spurious regression in non-stationary panel time series with cross-unit cointegration

Urbain, Jean-Pierre; Westerlund, Joakim - 2008

Persistent link: https://www.econbiz.de/10003921291

Panel error correction testing with global stochastic trends

Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, … - 2008

Persistent link: https://www.econbiz.de/10003921626

Cross-sectional averages versus principal components

Westerlund, Joakim; Urbain, Jean-Pierre - In: Journal of econometrics 185 (2015) 2, pp. 372-377

Persistent link: https://www.econbiz.de/10011349044

On the estimation and inference in factor-augmented panel regressions with correlated loadings

Westerlund, Joakim; Urbain, Jean-Pierre - In: Economics letters 119 (2013) 3, pp. 247-250

Persistent link: https://www.econbiz.de/10009755754

Alternative representations for cointegrated panels with global stochastic trends

Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, … - In: Economics letters 118 (2013) 3, pp. 485-488

Persistent link: https://www.econbiz.de/10009729121

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

On the implementation and use of factor-augmented regressions in panel data

Westerlund, Joakim; Urbain, Jean-Pierre - In: Journal of Asian economics 28 (2013), pp. 3-11

Persistent link: https://www.econbiz.de/10010400873

Cross sectional averages or principal components?

Westerlund, Joakim; Urbain, Jean-Pierre - 2011

In spite of the increased use of factor-augmented regressions in recent years, little is known regarding the relative merits of the two main approaches to estimation and inference, namely, the cross-sectional average and principal components estimators. As a response to this, the current paper...

Persistent link: https://www.econbiz.de/10009389942

Least squares asymptotics in spurious and cointegrated panel regressions with common and indiosyncratic stochastic trends

Urbain, Jean-Pierre; Westerlund, Joakim - In: Oxford bulletin of economics and statistics 73 (2011) 1, pp. 119-139

Persistent link: https://www.econbiz.de/10009011869