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Common Breaks in Means for Cross‐Correlated Fixed‐ T Panel Data
Westerlund, Joakim - In: Journal of Time Series Analysis 40 (2018) 2, pp. 248-255
Persistent link: https://www.econbiz.de/10012094938
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On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects
Westerlund, Joakim - In: Journal of Time Series Analysis 40 (2018) 5, pp. 852-857
Persistent link: https://www.econbiz.de/10012094956
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A cross‐section average‐based principal components approach for fixed‐ T panels
Westerlund, Joakim - In: Journal of Applied Econometrics 35 (2020) 6, pp. 776-785
Persistent link: https://www.econbiz.de/10012273450
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Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere
Petrova, Yana; Westerlund, Joakim - In: Journal of Applied Econometrics 35 (2020) 7, pp. 960-964
Persistent link: https://www.econbiz.de/10012273454
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The factor analytical approach in trending near unit root panels
Westerlund, Joakim; Norkutė, Milda; Stauskas, Ovidijus - In: Journal of Time Series Analysis 43 (2021) 3, pp. 501-508
Persistent link: https://www.econbiz.de/10012636184
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CCE estimation of factor‐augmented regression models with more factors than observables
Karabiyik, Hande; Urbain, Jean‐Pierre; Westerlund, Joakim - In: Journal of Applied Econometrics 34 (2018) 2, pp. 268-284
Persistent link: https://www.econbiz.de/10012082809
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CCE in fixed‐ T panels
Westerlund, Joakim; Petrova, Yana; Norkute, Milda - In: Journal of Applied Econometrics 34 (2019) 5, pp. 746-761
Persistent link: https://www.econbiz.de/10012082848