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Panel
104
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32
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Westerlund, Joakim
Ongena, Steven
290
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Peydró, José-Luis
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107
Schupp, Jürgen
107
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105
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101
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93
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89
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89
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88
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88
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87
Laeven, Luc
84
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83
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83
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82
Weill, Laurent
82
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80
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79
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78
Goldberg, Linda S.
73
Hsiao, Cheng
72
Su, Liangjun
72
Winkelmann, Rainer
72
Chudik, Alexander
71
Fernández-Val, Iván
71
Jiménez, Gabriel
71
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71
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7
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6
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6
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Simple tests for cointegration in dependent panels with structural breaks
Westerlund, Joakim
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003319318
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Estimation of factor-augmented
panel
regressions with weakly influential factors
Westerlund, Joakim
;
Reese, Simon
-
2014
Persistent link: https://www.econbiz.de/10010256224
Saved in:
9
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:
10
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
Saved in:
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