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CCE in panels with general unknown factors

Westerlund, Joakim - In: The econometrics journal 21 (2018) 3, pp. 264-276

Persistent link: https://www.econbiz.de/10012166628

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

Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed

Kaddoura, Yousef; Westerlund, Joakim - 2021

In this article, we propose a new estimator of panel data models with interactive fixed effects and multiple structural breaks that is suitable when the number of time periods, T, is fixed and only the number of cross-sectional units, N, is large. This is done by viewing the determination of the...

Persistent link: https://www.econbiz.de/10013208906

The factor analytical approach in near unit root interactive effects panels

Norkutė, Milda; Westerlund, Joakim - In: Journal of econometrics 221 (2021) 2, pp. 569-590

Persistent link: https://www.econbiz.de/10012619250

Estimation of panel data models with interactive effects and multiple structural breaks when T is fixed

Kaddoura, Yousef; Westerlund, Joakim - 2021

Persistent link: https://www.econbiz.de/10012698558

Panel evidence on the ability of oil returns to predict stock returns in the G7 area

Westerlund, Joakim; Sharma, Susan Sunila - In: Energy economics 77 (2019), pp. 3-12

Persistent link: https://www.econbiz.de/10012306331

Asymptotic collinearity in CCE estimation of interactive effects models

Westerlund, Joakim; Petrova, Yana - In: Economic modelling 70 (2018), pp. 331-337

Persistent link: https://www.econbiz.de/10012027996

Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed

Kaddoura, Yousef; Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 778-790

Persistent link: https://www.econbiz.de/10014448434