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~person:"Westerlund, Joakim"
~subject:"Predictive regression"
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Predictive regression
Panel
104
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104
Einheitswurzeltest
43
Unit root test
43
Theorie
36
Theory
36
Cointegration
32
Kointegration
32
Estimation
28
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28
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25
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25
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24
Regression analysis
19
Regressionsanalyse
19
Time series analysis
17
Zeitreihenanalyse
17
Statistical test
15
Statistischer Test
15
Structural break
12
Strukturbruch
12
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Capital income
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Kapitaleinkommen
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Monte Carlo simulation
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Common factors
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Factor analysis
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Faktorenanalyse
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OECD countries
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OECD-Staaten
8
Börsenkurs
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China
7
Local asymptotic power
7
Share price
7
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8
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Westerlund, Joakim
Narayan, Paresh Kumar
4
Karabiyik, Hande
2
Sharma, Susan Sunila
1
Smeekes, Stephan
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Thuraisamy, Kannan Sivananthan
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Journal of Asian economics
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1
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
Saved in:
2
Robust block bootstrap panel predictability tests
Westerlund, Joakim
;
Smeekes, Stephan
-
2013
Persistent link: https://www.econbiz.de/10010199463
Saved in:
3
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
Saved in:
4
Testing for predictability in panels of any time series dimension
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10011622121
Saved in:
5
On the estimation and testing of predictive panel regressions
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
45
(
2016
),
pp. 115-125
Persistent link: https://www.econbiz.de/10011690459
Saved in:
6
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:
7
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:
8
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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