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~person:"Westerlund, Joakim"
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Panel
104
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104
Einheitswurzeltest
43
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43
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36
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36
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32
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32
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Westerlund, Joakim
Schneider, Friedrich
529
Williams, Colin
254
Asongu, Simplice
211
Pesaran, M. Hashem
199
Baltagi, Badi H.
194
Press, World Trade
173
Williams, Colin C.
157
Wagner, Gert G.
114
Schupp, Jürgen
109
Kohnert, Dirk
98
Torgler, Benno
93
Gao, Jiti
89
Georgiou, Miltiades N.
83
Afonso, António
80
Rault, Christophe
79
Dreher, Axel
78
Grossmann, Volker
78
Grabka, Markus M.
76
Coccia, Mario
75
Asongu, Simplice A.
72
Greenstein, Shane M.
71
Hsiao, Cheng
68
Phillips, Peter C. B.
66
Roubaud, François
66
Chudik, Alexander
65
Narayan, Paresh Kumar
64
Goel, Rajeev K.
63
Enste, Dominik
62
Feige, Edgar L.
62
Moon, Hyungsik Roger
59
Frick, Joachim R.
58
Kapetanios, George
58
Merz, Joachim
57
Wirtz, Bernd W.
55
Economides, Nicholas
54
Goldfarb, Avi
54
Zimmermann, Klaus F.
54
Caporale, Guglielmo Maria
53
Chang, Tsangyao
52
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13
Journal of econometrics
8
Economics letters
7
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6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Oxford bulletin of economics and statistics
6
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6
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5
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4
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4
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3
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3
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3
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2
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2
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ECONIS (ZBW)
104
RePEc
1
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1
Testing for stock return predictability in a large Chinese
panel
Westerlund, Joakim
;
Narayan, Paresh Kumar
;
Zheng, Xinwei
- In:
Emerging markets review
24
(
2015
),
pp. 81-100
Persistent link: https://www.econbiz.de/10011538541
Saved in:
2
A sequential purchasing power parity test for panels of large cross-sections and implications for investors
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1317-1333
Persistent link: https://www.econbiz.de/10011419881
Saved in:
3
Panel
bootstrap tests of slope homogeneity
Blomquist, Johan
;
Westerlund, Joakim
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1359-1381
Persistent link: https://www.econbiz.de/10011481712
Saved in:
4
New tools for understanding the local asymptotic power of
panel
unit root tests
Westerlund, Joakim
;
Larsson, Rolf
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 59-93
Persistent link: https://www.econbiz.de/10011500261
Saved in:
5
Nonparametric rank tests for non-stationary panels
Pedroni, Peter Louis
;
Vogelsang, Timothy J.
;
Wagner, Martin
-
2011
This study develops new rank tests for panels that include
panel
unit root tests as a special case. The tests are …
Persistent link: https://www.econbiz.de/10009686205
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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:
9
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:
10
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:
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