28
H index
60
i10 index
5968
Citations
Deakin University (20% share) | 28 H index 60 i10 index 5968 Citations RESEARCH PRODUCTION: 121 Articles 77 Papers EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Joakim Westerlund. | Is cited by: | Cites to: |
Year ![]() | Title of citing document ![]() | |
---|---|---|
2024 | Midiendo la relación entre crecimiento e inversión en un modelo AK. (2024). Luis, Descalzi Ricardo ; Sergio, Barone. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4726. Full description at Econpapers || Download paper | |
2024 | Assessment of the influence of Institutions and Globalization on environmental pollution for Open and Closed economies. (2024). Asongu, Simplice ; Gyamfi, Bright A ; Bekun, Festus V ; Ali, Ernest B ; Agozie, Divine Q. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/005. Full description at Econpapers || Download paper | |
2024 | Environmental impact of ISO 14001 certification in promoting Sustainable development: The moderating role of innovation and structural change in BRICS and MINT, and G7 economies. (2024). Asongu, Simplice ; Ofori, Elvis K ; Ahakwa, Isaac ; Gyamfi, Bright A ; Ali, Ernest B. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/014. Full description at Econpapers || Download paper | |
2025 | The Transmission of Supply Shocks to Inflation: the Case of Argentina (2004-2022). (2025). Ordez, Lucas. In: Working Papers. RePEc:aoz:wpaper:351. Full description at Econpapers || Download paper | |
2024 | CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects. (2022). Linton, Oliver ; Walsh, Christopher ; Vogt, Michael. In: Papers. RePEc:arx:papers:2206.12152. Full description at Econpapers || Download paper | |
2024 | Inference after discretizing unobserved heterogeneity. (2024). Mugnier, Martin ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2412.07352. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Does government effectiveness moderate public spending on education–shadow economy nexus in ASEAN countries?. (2024). Tran, Toan Khanh. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:95:y:2024:i:3:p:761-781. Full description at Econpapers || Download paper | |
2024 | Empowering sustainability practices through energy transition: The role of digital economy and technological innovation among BRICS economies. (2024). Guo, Zilu ; Qiu, Yiting ; Baloch, Muhammad Awais. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:2:p:283-301. Full description at Econpapers || Download paper | |
2024 | The nexus of Green finance and renewable energy on CO2 emissions. (2024). Marashdeh, Hazem ; Atayah, Osama F ; Mathiyazhagan, Kaliyan ; el Khoury, Rim ; Nasrallah, Nohade. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:8911-8928. Full description at Econpapers || Download paper | |
2024 | The catalyzing role of financial inclusion in decoding environmental challenges and fostering a sustainable future in BRICS‐T. (2024). Tekin, Bilgehan. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:3:p:1572-1603. Full description at Econpapers || Download paper | |
2024 | Recognizing the nexus between grid infrastructure, renewable energy, net interregional transmission and carbon emissions: Evidence from China. (2024). Wang, Yongpei ; Liang, Jia. In: Growth and Change. RePEc:bla:growch:v:55:y:2024:i:1:n:e12698. Full description at Econpapers || Download paper | |
2024 | Systems of innovation: Path of economic transition and differences in institutions in central and Eastern Europe?. (2024). Wedemeier, Jan ; Steffens, Lasse ; Shkolnykova, Mariia. In: Growth and Change. RePEc:bla:growch:v:55:y:2024:i:1:n:e12703. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | New insight into decoupling carbon emissions from economic growth: Do financialization, human capital, and energy security risk matter?. (2024). Nwani, Chinazaekpere ; Iik, Abdurrahman ; Gbaka, Solomon ; Iorember, Paul Terhemba ; Abbas, Jaffar. In: Review of Development Economics. RePEc:bla:rdevec:v:28:y:2024:i:3:p:827-850. Full description at Econpapers || Download paper | |
2024 | Foreign direct investment (FDI) and environmental quality: Is greenfield FDI greener than mergers and acquisitions FDI?. (2024). PARK, DONGHYUN ; Le, Thaiha ; Lymy, Dung. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:5:p:1827-1850. Full description at Econpapers || Download paper | |
2024 | Globalisation and carbon dioxide emissions inequality in OECD countries. (2024). Gözgör, Giray ; Patel, Gupteswar ; Song, Xueyin ; Fang, Jianchun ; Mahalik, Mantu Kumar. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:5:p:2178-2193. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Moment-Based Estimation of Linear Panel Data Models with Factor-Augmented Errors. (2024). Nicholas, Brown. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:13:y:2024:i:2:p:299-317:n:1005. Full description at Econpapers || Download paper | |
2024 | Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). Walsh, C ; Vogt, M ; Raucker, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2467. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | The Dynamic Causal Impact of Climate Change on Economic Activity - A Disaggregated Panel Analysis of India. (2024). Maiti, Dibyendu ; Kumar, Naveen. In: Working papers. RePEc:cde:cdewps:345. Full description at Econpapers || Download paper | |
2024 | Interrelationships Among the Rice Export Prices of Major Exporting Countries: In Search of the Leader and Followers. (2024). Mottaleb, Khondoker Abdul ; Durand-Morat, Alvaro. In: Journal of Agricultural and Applied Economics. RePEc:cup:jagaec:v:56:y:2024:i:2:p:234-259_4. Full description at Econpapers || Download paper | |
2024 | The impact of South-South and North-South FDI on energy intensity in developing countries. (2024). Schmelmer, Niklas ; Herzer, Dierk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00267. Full description at Econpapers || Download paper | |
2024 | Macro and micro of external finance premium and monetary policy transmission. (2024). Quaedvlieg, Rogier ; Gurkaynak, Refet S ; Altavilla, Carlo. In: Working Paper Series. RePEc:ecb:ecbwps:20242934. Full description at Econpapers || Download paper | |
2024 | Net-Zero Emissions Pathways in BRICS Economies: The Impact of Environmental Innovations, Policy, and Human Capital on Carbon Footprint Reduction. (2024). Saqib, Najia ; Duran, Ivan A ; Alkofahi, Kolthoom. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-11. Full description at Econpapers || Download paper | |
2024 | Time-Varying Income and Price Elasticities of Oil Demand in OECD Countries. (2024). Aatk, Abdurrahman Nazif ; Helmi, Mohamad Husam ; Akdeniz, Cokun ; Ball, Esra ; Bucak, Aala. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-30. Full description at Econpapers || Download paper | |
2024 | Unveiling the Path to Environmental Sustainability through Energy Efficiency, Environmental Innovation, and Institutional Quality in Southeast Asian Countries. (2024). Mindia, Piana Monsur ; Farzana, Nusrat ; Qamruzzaman, MD. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-32. Full description at Econpapers || Download paper | |
2024 | Can Oil Prices Volatility Explain Economic Growth?. (2024). Ahmad, Moid U ; Al-Harbi, Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-60. Full description at Econpapers || Download paper | |
2024 | A Threshold Effect of Financial Development on Natural Resource Rents-Sustainable Human Development Nexus: Empirical Evidence from Sub-Saharan Africa. (2024). Abdul-Rahim, Abdul Samad ; Ali, Ali Abdulkadir ; Bani, Yasmin ; Mohammad, Syamsul Herman. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-8. Full description at Econpapers || Download paper | |
2024 | Digital inclusion and environmental taxes: A dynamic duo for energy transition in green economies. (2024). Meo, Muhammad Saeed ; Niu, Ben ; Ullah, Sami. In: Applied Energy. RePEc:eee:appene:v:361:y:2024:i:c:s0306261924002940. Full description at Econpapers || Download paper | |
2024 | Investigating the relationship between macroeconomic indicators, renewables and pollution across diverse regions in the globalization era. (2024). Bara, Adela ; Oprea, Simona-Vasilica ; Georgescu, Irinaalexandra. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004604. Full description at Econpapers || Download paper | |
2024 | Accelerating renewables: Unveiling the role of green energy markets. (2024). Kumar, Satish ; Karim, Sitara ; Rao, Amar. In: Applied Energy. RePEc:eee:appene:v:366:y:2024:i:c:s030626192400669x. Full description at Econpapers || Download paper | |
2024 | The impact of renewable portfolio standards and land-use governance on CO2 and gross total emissions in four U.S. regions. (2024). Mamkhezri, Jamal ; Khaliq, Abdul. In: Applied Energy. RePEc:eee:appene:v:372:y:2024:i:c:s0306261924012157. Full description at Econpapers || Download paper | |
2024 | The role of natural resources, and economic development in evaluating the environmental effects of biofuel and waste energy generation in the group of BRICS. (2024). Gong, Xue ; Aslam, Muhammad Umar. In: Applied Energy. RePEc:eee:appene:v:372:y:2024:i:c:s0306261924012297. Full description at Econpapers || Download paper | |
2024 | Environmental regulations as a solution for energy security risk and energy gap: Evidence from highly energy intensive economies. (2024). Yang, Wanping ; Aslam, Naveed ; Arslan, Muhammad ; Ashraf, Bilal. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924013758. Full description at Econpapers || Download paper | |
2025 | Empowering rural South Asia: Off-grid solar PV, electricity accessibility, and sustainable agriculture. (2025). Saha, Sanjoy Kumar. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s0306261924020221. Full description at Econpapers || Download paper | |
2025 | Powering progress: The interplay of energy security and institutional quality in driving economic growth. (2025). Maraseni, Tek ; Rahman, Mohammad Mafizur ; Azimi, Mohammad Naim. In: Applied Energy. RePEc:eee:appene:v:378:y:2025:i:pa:s0306261924022189. Full description at Econpapers || Download paper | |
2025 | Balancing acts: Assessing the roles of renewable energy, economic complexity, Fintech, green finance, green growth, and economic performance in G-20 countries amidst sustainability efforts. (2025). Mehmood, Usman ; Li, Tonxin ; Sun, Yunpeng. In: Applied Energy. RePEc:eee:appene:v:378:y:2025:i:pa:s0306261924022293. Full description at Econpapers || Download paper | |
2024 | Dynamic impact of shadow economy and corruption on environmental sustainability: What role renewable energy consumption play in case of South Asian Economies. (2024). Khurshid, Nabila ; Akram, Nabila ; Munir, Fozia ; Jabeen, Asma ; Shakoor, Usman. In: Journal of Asian Economics. RePEc:eee:asieco:v:94:y:2024:i:c:s1049007824000794. Full description at Econpapers || Download paper | |
2024 | Has R&D contributed to productivity growth in China? The role of basic, applied and experimental R&D. (2024). Dahal, Sudyumna ; Zhou, Yixiao. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001706. Full description at Econpapers || Download paper | |
2024 | Climate commitments and financial moderation: A deep dive into renewable energys influence on OECD carbon footprints. (2024). Umar, Muhammad ; Safi, Adnan ; Tian, Shanwu ; Hassan, Hassan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1484-1495. Full description at Econpapers || Download paper | |
2024 | The role of higher education and institutional quality for carbon neutrality: Evidence from emerging economies. (2024). Khaddage-Soboh, Nada ; Safi, Adnan ; Umar, Muhammad ; Zheng, Liya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:406-417. Full description at Econpapers || Download paper | |
2024 | Do tax revenues track economic growth? Comparing panel data estimators. (2024). Corrales, Juan Sebastian ; Angel, Juan Pablo ; Cornevin, Antoine. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002244. Full description at Econpapers || Download paper | |
2024 | Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries. (2024). Lau, Wee Yeap ; Brooks, Robert ; Yip, Pick Schen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001505. Full description at Econpapers || Download paper | |
2024 | Circular economy and macroeconomic performance: Evidence across 28 European countries. (2024). Sardianou, Eleni ; Hondroyiannis, George ; Nikolaou, I ; Evangelinos, K ; Nikou, V. In: Ecological Economics. RePEc:eee:ecolec:v:215:y:2024:i:c:s0921800923002653. Full description at Econpapers || Download paper | |
2024 | Natural habitat vs human in competition for breathing space: Need for restructuring clean energy infrastructure. (2024). Mughal, Waheed ; Abbas, Manzir ; Anwar, Aftab ; Arshed, Noman. In: Ecological Economics. RePEc:eee:ecolec:v:220:y:2024:i:c:s0921800924000740. Full description at Econpapers || Download paper | |
2024 | Is there a trade-off between human well-being and ecological footprint in European countries?. (2024). Rodrigues, Sofia ; Robaina, Margarita ; Madaleno, Mara. In: Ecological Economics. RePEc:eee:ecolec:v:224:y:2024:i:c:s0921800924001939. Full description at Econpapers || Download paper | |
2025 | Impacts of population, affluence and urbanization on local air pollution and land transformation – A regional STIRPAT analysis for German districts. (2025). Schaffer, Axel ; Bolognesi, Thomas ; Lohwasser, Johannes. In: Ecological Economics. RePEc:eee:ecolec:v:227:y:2025:i:c:s0921800924003136. Full description at Econpapers || Download paper | |
2024 | Income inequality and monetary policy regimes. (2024). Miller, Stephen ; Teryoshin, Yevgeniy. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003744. Full description at Econpapers || Download paper | |
2024 | Estimation and variable selection for high-dimensional spatial dynamic panel data models. (2024). Wu, Yuehua ; Jin, Baisuo ; Hou, LI. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003214. Full description at Econpapers || Download paper | |
2024 | Likelihood approach to dynamic panel models with interactive effects. (2024). Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003524. Full description at Econpapers || Download paper | |
2024 | Cross-section bootstrap for CCE regressions. (2024). Stauskas, Ovidijus ; de Vos, Ignace. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003640. Full description at Econpapers || Download paper | |
2024 | Recent development of covariance structure analysis in economics. (2024). Hayakawa, Kazuhiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:31-48. Full description at Econpapers || Download paper | |
2024 | What makes environment-related technologies less effective? The role of uncertainty. (2024). Hoang, Dung Phuong ; Chu, Lan Khanh ; Pham, Hung Manh. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s093936252400044x. Full description at Econpapers || Download paper | |
2024 | Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264. Full description at Econpapers || Download paper | |
2024 | Does renewable energy development reduce energy import dependency in emerging economies? Evidence from CS-ARDL and panel causality approach. (2024). Mahalik, Mantu Kumar ; Yadav, Aneet. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000641. Full description at Econpapers || Download paper | |
2024 | Female political empowerment and green finance. (2024). Manita, Riadh ; Hossain, Md Zakir ; Boubaker, Sabri ; al Mamun, MD. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000781. Full description at Econpapers || Download paper | |
2024 | Does FDI affect energy consumption in the belt and road initiative economies? The role of green technologies. (2024). Gözgör, Giray ; Mousavi, Mahdi ; Wang, Yangjie ; Shinwari, Riazullah. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001178. Full description at Econpapers || Download paper | |
2024 | Does geopolitical uncertainty matter for the diffusion of clean energy?. (2024). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001610. Full description at Econpapers || Download paper | |
2024 | Wired together: Integration and efficiency in European electricity markets. (2024). Tiryaki, Sani C ; Odabai, Attila ; Karahan, Cenk C. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002135. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Journal ![]() | ![]() |
---|---|
Empirical Economics |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
---|---|---|---|
2005 | The Present Value Model, Farmland Prices and Structural Breaks In: 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark. [Full Text][Citation analysis] | paper | 1 |
2025 | Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata In: Papers. [Full Text][Citation analysis] | paper | 34 |
2021 | Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2021 | Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 In: Papers. [Full Text][Citation analysis] | paper | 7 |
2023 | Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19.(2023) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2021 | Interactive Effects Panel Data Models with General Factors and Regressors In: Papers. [Full Text][Citation analysis] | paper | 2 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | ||
2021 | Interactive Effects Panel Data Models with General Factors and Regressors.(2021) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2023 | Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending In: Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending.(2023) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending.(2023) In: BEMPS - Bozen Economics & Management Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Simple Difference-in-Differences Estimation in Fixed-T Panels In: Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | New Improved Tests for Cointegration with Structural Breaks In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 44 |
2006 | New Improved Tests for Cointegration with Structural Breaks.(2006) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2013 | A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
2019 | Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
2019 | On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
2022 | The factor analytical approach in trending near unit root panels In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 5 |
2021 | The Factor Analytical Approach in Trending Near Unit Root Panels.(2021) In: Bank of Lithuania Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2012 | TESTING FOR UNIT ROOTS IN PANEL TIME-SERIES MODELS WITH MULTIPLE LEVEL BREAKS In: Manchester School. [Full Text][Citation analysis] | article | 2 |
2005 | A Panel CUSUM Test of the Null of Cointegration In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 19 |
2003 | A Panel CUSUM Test of the Null of Cointegration.(2003) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2005 | Data Dependent Endogeneity Correction in Cointegrated Panels In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 8 |
2006 | Testing for Panel Cointegration with Multiple Structural Breaks* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 155 |
2005 | Testing for Panel Cointegration with Multiple Structural Breaks.(2005) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 155 | paper | |
2007 | Testing for Error Correction in Panel Data* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2028 |
2005 | Testing for Error Correction in Panel Data.(2005) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2028 | paper | |
2006 | Testing for error correction in panel data.(2006) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2028 | paper | |
2008 | A Simple Test for Cointegration in Dependent Panels with Structural Breaks* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 300 |
2007 | Simple Tests for Cointegration in Dependent Panels with Structural Breaks.(2007) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 300 | paper | |
2011 | Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 12 |
2013 | PANIC in the Presence of Uncertainty about the Deterministic Trend In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
2014 | Indirect Estimation of Semiparametric Binary Choice Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
2015 | On the Importance of the First Observation in GLS Detrending in Unit Root Testing In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
2014 | On the importance of the first observation in GLS detrending in unit root testing.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2016 | Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
2016 | An IV Test for a Unit Root in Generally Trending and Correlated Panels In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
2017 | A Factor Analytical Approach to Price Discovery In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
2014 | A Factor Analytical Approach to Price Discovery.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2009 | A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 16 |
2007 | A Note on the Pooling of Individual PANIC Unit Root Tests.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2012 | Does the choice of estimator matter when forecasting returns? In: Working Papers. [Full Text][Citation analysis] | paper | 173 |
2012 | Does the choice of estimator matter when forecasting returns?.(2012) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 173 | article | |
2014 | Testing for predictability in conditionally heteroskedastic stock returns In: Working Papers. [Full Text][Citation analysis] | paper | 146 |
2015 | Testing for Predictability in Conditionally Heteroskedastic Stock Returns.(2015) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 146 | article | |
2014 | Heteroskedasticity robust panel unit root tests In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2014 | Heteroscedasticity Robust Panel Unit Root Tests.(2014) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2014 | On the asymptotic distribution of the DF-GLS test statistic In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | The local power of the CADF and CIPS panel unit root tests In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2016 | The Local Power of the CADF and CIPS Panel Unit Root Tests.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2014 | Pooled panel unit root tests and the effect of past initialization In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Pooled Panel Unit Root Tests and the Effect of Past Initialization.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2014 | Do oil prices predict economic growth? New global evidence In: Working Papers. [Full Text][Citation analysis] | paper | 98 |
2014 | Do oil prices predict economic growth? New global evidence.(2014) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | article | |
2014 | A random coefficient approach to the predictability of stock returns in panels In: Working Papers. [Full Text][Citation analysis] | paper | 27 |
2015 | A Random Coefficient Approach to the Predictability of Stock Returns in Panels.(2015) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
2014 | A factor analytical approach to the efficient futures market hypothesis In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2015 | A Factor Analytical Approach to the Efficient Futures Market Hypothesis.(2015) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2014 | Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns In: Working Papers. [Citation analysis] | paper | 1 |
2014 | A practical note on the determination of the number of factors using information criteria with data-driven penalty In: Working Papers. [Citation analysis] | paper | 0 |
2015 | Does cash flow predict returns? In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2014 | Does cash flow predict returns?.(2014) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2015 | Testing for predictability in panels with general predictors In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2017 | Testing for Predictability in panels with General Predictors.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2015 | Testing For Stock Return Predictability In A Large Chinese Panel In: Working Papers. [Full Text][Citation analysis] | paper | 23 |
2014 | Testing slope homogeneity in large panels with serial correlation In: Working Papers. [Full Text][Citation analysis] | paper | 129 |
2013 | Testing slope homogeneity in large panels with serial correlation.(2013) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 129 | article | |
2015 | Testing for stock return predictability in a large Chinese panel In: Working Papers. [Full Text][Citation analysis] | paper | 23 |
2015 | Testing for stock return predictability in a large Chinese panel.(2015) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2010 | Why is Chinese provincial output diverging? In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 10 |
2013 | Simple unit root testing in generally trending data with an application to precious metal prices in Asia In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 2 |
2013 | On the implementation and use of factor-augmented regressions in panel data In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 73 |
2014 | On the choice of test for a unit root when the errors are conditionally heteroskedastic In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 3 |
2008 | Mixed signals among tests for panel cointegration In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
2007 | Mixed Signals Among Tests for Panel Cointegration.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2009 | Panel cointegration and the monetary exchange rate model In: Economic Modelling. [Full Text][Citation analysis] | article | 38 |
2008 | Panel Cointegration and the Monetary Exchange Rate Model.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
2011 | The tax-spending nexus: Evidence from a panel of US state-local governments In: Economic Modelling. [Full Text][Citation analysis] | article | 16 |
2009 | The Tax-Spending Nexus: Evidence from a Panel of US State- Local Governments.(2009) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2008 | The Tax Spending Nexus: Evidence from a Panel of US State-Local Governments.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2014 | Panel versus GARCH information in unit root testing with an application to financial markets In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
2018 | Asymptotic collinearity in CCE estimation of interactive effects models In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2018 | Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
2012 | Efficient but getting wet feet: A not-entirely-frivolous note on the side-effects of growth-promoting institutions In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2013 | Alternative representations for cointegrated panels with global stochastic trends In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2013 | On the estimation and inference in factor-augmented panel regressions with correlated loadings In: Economics Letters. [Full Text][Citation analysis] | article | 115 |
2014 | A simple test for nonstationarity in mixed panels with incidental trends In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2019 | Testing additive versus interactive effects in fixed-T panels In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2019 | On CCE estimation of factor-augmented models when regressors are not linear in the factors In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
2021 | Breaks in persistence in fixed-T panel data In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2023 | Testing factors in CCE In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2022 | TESTING FACTORS IN CCE.(2022) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2006 | Reducing the size distortions of the panel LM Test for cointegration In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2006 | Testing for panel cointegration with a level break In: Economics Letters. [Full Text][Citation analysis] | article | 40 |
2007 | A panel bootstrap cointegration test In: Economics Letters. [Full Text][Citation analysis] | article | 257 |
2012 | Testing for a unit root in a random coefficient panel data model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
2009 | Testing for a Unit Root in a Random Coefficient Panel Data Model.(2009) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2015 | Cross-sectional averages versus principal components In: Journal of Econometrics. [Full Text][Citation analysis] | article | 73 |
2015 | Nonparametric rank tests for non-stationary panels In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
2011 | Nonparametric Rank Tests for Non-stationary Panels.(2011) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2015 | The effect of recursive detrending on panel unit root tests In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
2015 | The power of PANIC In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
2015 | New tools for understanding the local asymptotic power of panel unit root tests In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
2017 | On the role of the rank condition in CCE estimation of factor-augmented panel regressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
2021 | On the robustness of the pooled CCE estimator In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
2021 | The factor analytical approach in near unit root interactive effects panels In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
2019 | The factor analytical method for interactive effects dynamic panel models with moving average errors In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 1 |
2016 | Panel multi-predictor test procedures with an application to emerging market sovereign risk In: Emerging Markets Review. [Full Text][Citation analysis] | article | 2 |
2015 | On the use of panel cointegration tests in energy economics In: Energy Economics. [Full Text][Citation analysis] | article | 15 |
2019 | Panel evidence on the ability of oil returns to predict stock returns in the G7 area In: Energy Economics. [Full Text][Citation analysis] | article | 14 |
2016 | A GARCH model for testing market efficiency In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 48 |
2016 | On the estimation and testing of predictive panel regressions In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
2016 | Testing for predictability in panels of any time series dimension In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
2011 | Fiscal stringency and fiscal sustainability: Panel evidence from the American state and local governments In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 48 |
2015 | Do order imbalances predict Chinese stock returns? New evidence from intraday data In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 28 |
2016 | Are Islamic stock returns predictable? A global perspective In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 54 |
2016 | Price discovery and asset pricing In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 18 |
2018 | Some preliminary evidence of price discovery in Islamic banks In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 11 |
2018 | Islamic spot and index futures markets: Where is the price discovery? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 7 |
2009 | Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2009 | Using Panel Data to Construct Simple and Efficient Unit Root Tests in the Presence of GARCH In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2009 | Myths and Facts about Panel Unit Root Tests In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
2009 | Are Crime Rates Really Stationary? In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2009 | Are Crime Rates Really Stationary?.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2009 | Testing for Unit Roots in Panel Time Series Models with Multiple Breaks In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2003 | Feasible Estimation in Cointegrated Panels In: Working Papers. [Citation analysis] | paper | 4 |
2003 | A Panel Data Test of the Bank Lending Channel in Sweden In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2005 | New Simple Tests for Panel Cointegration In: Working Papers. [Citation analysis] | paper | 377 |
2005 | New Simple Tests for Panel Cointegration.(2005) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 377 | article | |
2005 | Pooled Unit Root Tests in Panels with a Common Factor In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2005 | Panel Cointegration Tests of the Fisher Hypothesis In: Working Papers. [Citation analysis] | paper | 3 |
2005 | Panel Cointegration Tests with Deterministic Trends and Structural Breaks In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2006 | Panel Cointegration and the Neutrality of Money In: Working Papers. [Citation analysis] | paper | 16 |
2009 | Panel cointegration and the neutrality of money.(2009) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2008 | Why is Chinese Regional Output Diverging? In: Working Papers. [Citation analysis] | paper | 1 |
2014 | Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors In: Working Papers. [Citation analysis] | paper | 6 |
2018 | Estimation of factor-augmented panel regressions with weakly influential factors.(2018) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2014 | A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | PANICCA - PANIC on Cross-Section Averages In: Working Papers. [Citation analysis] | paper | 27 |
2016 | Panicca: Panic on Cross‐Section Averages.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
2021 | Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Panel cointegration tests of the Fisher effect In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 228 |
2006 | Panel cointegration tests of the Fisher effect.(2006) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 228 | paper | |
2007 | Can panel data really improve the predictability of the monetary exchange rate model? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
2006 | Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2008 | Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 112 |
2007 | Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
2023 | A factor-augmented new Keynesian Phillips curve for the European Union countries In: Bank of Lithuania Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2009 | Using Panel Data to Test for Fiscal Sustainability within the European Union In: FinanzArchiv: Public Finance Analysis. [Full Text][Citation analysis] | article | 8 |
2019 | Optimal panel unit root testing with covariates In: The Econometrics Journal. [Full Text][Citation analysis] | article | 3 |
2021 | Forecasting using cross-section average–augmented time series regressions In: The Econometrics Journal. [Full Text][Citation analysis] | article | 5 |
2022 | CCE in heterogenous fixed-T panels In: The Econometrics Journal. [Full Text][Citation analysis] | article | 1 |
2007 | Farmland prices, structural breaks and panel data In: European Review of Agricultural Economics. [Full Text][Citation analysis] | article | 27 |
2022 | Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Effects* In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 27 | |
2020 | Essays in Honor of Professor Badi H Baltagi: Editorial In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2006 | Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 33 |
2007 | Is there really a unit root in the inflation rate? More evidence from panel data models.(2007) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2014 | GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
2023 | Difference-in-Differences via Common Correlated Effects In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
2012 | Effects of rent dependency on quality of government In: Economics of Governance. [Full Text][Citation analysis] | article | 20 |
2009 | A note on the use of the LLC panel unit root test In: Empirical Economics. [Full Text][Citation analysis] | article | 6 |
2013 | A modified LLC panel unit root test of the PPP hypothesis In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
2016 | Panel bootstrap tests of slope homogeneity In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
2017 | Are state–local government expenditures converging? New evidence based on sequential unit root tests In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
2021 | Essays in honor of Professor Badi H Baltagi In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2017 | On the determination of the number of factors using information criteria with data-driven penalty In: Statistical Papers. [Full Text][Citation analysis] | article | 1 |
2019 | Panel stationary tests against changes in persistence In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
2019 | Lag truncation and the local asymptotic distribution of the ADF test for a unit root In: Statistical Papers. [Full Text][Citation analysis] | article | 3 |
2011 | Financial systems and mechanisms of growth in different conditions of country risk In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
2010 | Panel cointegration tests of the sustainability hypothesis in rich OECD countries In: Applied Economics. [Full Text][Citation analysis] | article | 49 |
2009 | Estimating the gravity model without gravity using panel data In: Applied Economics. [Full Text][Citation analysis] | article | 55 |
2007 | Class size and student evaluations in Sweden In: Education Economics. [Full Text][Citation analysis] | article | 0 |
2013 | Lessons from a Decade of IPS and LLC In: Econometric Reviews. [Full Text][Citation analysis] | article | 34 |
2019 | Robust block bootstrap panel predictability tests In: Econometric Reviews. [Full Text][Citation analysis] | article | 4 |
2013 | Robust block bootstrap panel predictability tests.(2013) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2022 | Panel data measures of price discovery In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
2015 | A sequential purchasing power parity test for panels of large cross-sections and implications for investors In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
2015 | Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
2018 | On the Use of GLS Demeaning in Panel Unit Root Testing In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2018 | Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 6 |
2022 | Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
2023 | Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 2 |
2008 | Error-correction–based cointegration tests for panel data In: Stata Journal. [Full Text][Citation analysis] | article | 344 |
2014 | CCE estimation of factor-augmented regression models with more factors than observables In: Research Memorandum. [Full Text][Citation analysis] | paper | 16 |
2019 | CCE estimation of factor‐augmented regression models with more factors than observables.(2019) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2006 | Some cautions on the use of the LLC panel unit root test In: Research Memorandum. [Full Text][Citation analysis] | paper | 1 |
2006 | Spurious regression in nonstationary panels with cross-unit cointegration In: Research Memorandum. [Full Text][Citation analysis] | paper | 28 |
2008 | Spurious Regression in Nonstationary Panels time Series with Cross-Member Cointegration In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
2008 | Panel error correction testing with global stochastic trends In: Research Memorandum. [Full Text][Citation analysis] | paper | 24 |
2011 | Cross sectional averages or principal components? In: Research Memorandum. [Full Text][Citation analysis] | paper | 16 |
2018 | CCE in panels with general unknown factors In: Econometrics Journal. [Full Text][Citation analysis] | article | 18 |
2011 | A new poolability test for cointegrated panels In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 9 |
2016 | Error Correction Testing in Panels with Common Stochastic Trends In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 28 |
2019 | CCE in fixed‐T panels In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 20 |
2020 | A cross‐section average‐based principal components approach for fixed‐T panels In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2020 | Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
2013 | Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 26 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team