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CCE estimation of factor-augmented regression models with more factors than observables
Karabiyik, Hande; Urbain, Jean-Pierre; Westerlund, Joakim - 2014
Persistent link: https://www.econbiz.de/10010386009
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Robust block bootstrap panel predictability tests
Westerlund, Joakim; Smeekes, Stephan - 2013
Persistent link: https://www.econbiz.de/10010199463
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A factor analytical method to interactive effects dynamic panel models with or without unit root
Westerlund, Joakim; Norkute, Milda - 2014
Persistent link: https://www.econbiz.de/10010346615
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Testing the efficient market hypothesis in conditionally heteroskedastic futures markets
Westerlund, Joakim; Narayan, Paresh Kumar - In: The journal of futures markets 33 (2013) 11, pp. 1024-1045
Persistent link: https://www.econbiz.de/10010255105
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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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Do order imbalances predict Chinese stock returns? : new evidence from intraday data
Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151
Persistent link: https://www.econbiz.de/10011535319
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Pooled panel unit root tests and the effect of past initialization
Westerlund, Joakim - In: Econometric reviews 35 (2016) 1/4, pp. 396-427
Persistent link: https://www.econbiz.de/10011550017
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Panel bootstrap tests of slope homogeneity
Blomquist, Johan; Westerlund, Joakim - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1359-1381
Persistent link: https://www.econbiz.de/10011481712
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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 use of panel cointegration tests in energy economics
Westerlund, Joakim; Thuraisamy, Kannan Sivananthan; … - In: Energy economics 50 (2015), pp. 359-363
Persistent link: https://www.econbiz.de/10011564129