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Panel multi-predictor test procedures with an application to emerging market sovereign risk
Westerlund, Joakim; Thuraisamy, Kannan Sivananthan - In: Emerging markets review 28 (2016), pp. 44-60
Persistent link: https://www.econbiz.de/10011670975
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Multiple structural breaks in interactive effects panel data and the impact of quantitative easing on bank lending
Ditzen, Jan; Karavias, Yiannis; Westerlund, Joakim - 2023
Persistent link: https://www.econbiz.de/10014232099
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A simple test for cointegration in dependent panels with structural breaks
Westerlund, Joakim; Edgerton, David L. - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 665-704
Persistent link: https://www.econbiz.de/10003759121
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Simple tests for cointegration in dependent panels with structural breaks
Westerlund, Joakim (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003319318
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A random coefficient approach to the predictability of stock returns in panels
Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 605-664
Persistent link: https://www.econbiz.de/10011339261
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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
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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
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Estimation of factor-augmented panel regressions with weakly influential factors
Westerlund, Joakim; Reese, Simon - 2014
Persistent link: https://www.econbiz.de/10010256224
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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
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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