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Testing for predictability in panels with general predictors
Westerlund, Joakim; Karabiyik, Hande; Narayan, Paresh Kumar - In: Journal of applied econometrics 32 (2017) 3, pp. 554-574
Persistent link: https://www.econbiz.de/10011694742
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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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Panicca : panic on cross-section averages
Reese, Simon; Westerlund, Joakim - In: Journal of applied econometrics 31 (2016) 6, pp. 961-981
Persistent link: https://www.econbiz.de/10011686167
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Error correction testing in panels with common stochastic trends
Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, … - In: Journal of applied econometrics 31 (2016) 6, pp. 982-1004
Persistent link: https://www.econbiz.de/10011686171
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Are state-local government expenditures converging? : new evidence based on sequential unit root tests
Mahdavi, Saeid; Westerlund, Joakim - In: Empirical economics : a journal of the Institute for … 53 (2017) 2, pp. 373-403
Persistent link: https://www.econbiz.de/10011988270
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Subnational government tax revenue capacity and effort convergence : new evidence from sequential unit root tests
Mahdavi, Saeid; Westerlund, Joakim - In: Economic modelling 73 (2018), pp. 174-183
Persistent link: https://www.econbiz.de/10012100521
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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
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Some preliminary evidence of price discovery in Islamic banks
Narayan, Paresh Kumar; Sharma, Susan Sunila; … - In: Pacific-Basin finance journal 52 (2018), pp. 107-122
Persistent link: https://www.econbiz.de/10012035612
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Islamic spot and index futures markets : where is the price discovery?
Karabiyik, Hande; Narayan, Paresh Kumar; Dinh Hoang … - In: Pacific-Basin finance journal 52 (2018), pp. 123-133
Persistent link: https://www.econbiz.de/10012035614
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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