Joakim Westerlund
Names
| first: |
Joakim |
| last: |
Westerlund |
Identifer
Contact
Affiliations
-
Deakin University
/ Business School
/ Department of Economics (weight: 20%)
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Lunds Universitet
/ Ekonomihögskolan
/ Nationalekonomiska Institutionen (weight: 80%)
Research profile
author of:
- The Present Value Model, Farmland Prices and Structural Breaks (RePEc:ags:eaae05:24702)
by Gutierrez, Luciano & Erickson, Kenneth W. & Westerlund, Joakim - Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata (RePEc:arx:papers:2110.14550)
by Jan Ditzen & Yiannis Karavias & Joakim Westerlund - Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 (RePEc:arx:papers:2111.03035)
by Yiannis Karavias & Paresh Narayan & Joakim Westerlund - Interactive Effects Panel Data Models with General Factors and Regressors (RePEc:arx:papers:2111.11506)
by Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang - Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending (RePEc:arx:papers:2211.06707)
by Jan Ditzen & Yiannis Karavias & Joakim Westerlund - Simple Difference-in-Differences Estimation in Fixed-T Panels (RePEc:arx:papers:2301.11358)
by Nicholas Brown & Kyle Butts & Joakim Westerlund - Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata (RePEc:bir:birmec:21-14)
by Jan Ditzen & Yiannis Karavias & Joakim Westerlund - Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending (RePEc:bir:birmec:23-02)
by Jan Ditzen & Yiannis Karavias & Joakim Westerlund - New Improved Tests for Cointegration with Structural Breaks (RePEc:bla:jtsera:v:28:y:2007:i:2:p:188-224)
by Joakim Westerlund & David L. Edgerton - A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (RePEc:bla:jtsera:v:34:y:2013:i:4:p:477-495)
by Joakim Westerlund - Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data (RePEc:bla:jtsera:v:40:y:2019:i:2:p:248-255)
by Joakim Westerlund - On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects (RePEc:bla:jtsera:v:40:y:2019:i:5:p:852-857)
by Joakim Westerlund - The factor analytical approach in trending near unit root panels (RePEc:bla:jtsera:v:43:y:2022:i:3:p:501-508)
by Joakim Westerlund & Milda Norkutė & Ovidijus Stauskas - Testing For Unit Roots In Panel Time-Series Models With Multiple Level Breaks (RePEc:bla:manchs:v:80:y:2012:i:6:p:671-699)
by Joakim Westerlund - A Panel CUSUM Test of the Null of Cointegration (RePEc:bla:obuest:v:67:y:2005:i:2:p:231-262)
by Joakim Westerlund - Data Dependent Endogeneity Correction in Cointegrated Panels (RePEc:bla:obuest:v:67:y:2005:i:5:p:691-705)
by Joakim Westerlund - Testing for Panel Cointegration with Multiple Structural Breaks (RePEc:bla:obuest:v:68:y:2006:i:1:p:101-132)
by Joakim Westerlund - Testing for Error Correction in Panel Data (RePEc:bla:obuest:v:69:y:2007:i:6:p:709-748)
by Joakim Westerlund - A Simple Test for Cointegration in Dependent Panels with Structural Breaks (RePEc:bla:obuest:v:70:y:2008:i:5:p:665-704)
by Joakim Westerlund & David L. Edgerton - Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends (RePEc:bla:obuest:v:73:y:2011:i:1:p:119-139)
by Jean‐Pierre Urbain & Joakim Westerlund - PANIC in the Presence of Uncertainty about the Deterministic Trend (RePEc:bla:obuest:v:75:y:2013:i:1:p:123-135)
by Joakim Westerlund & Johan Blomquist - Indirect Estimation of Semiparametric Binary Choice Models (RePEc:bla:obuest:v:76:y:2014:i:2:p:298-314)
by Joakim Westerlund & Per Hjertstrand - On the Importance of the First Observation in GLS Detrending in Unit Root Testing (RePEc:bla:obuest:v:77:y:2015:i:1:p:152-161)
by Joakim Westerlund - Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions (RePEc:bla:obuest:v:78:y:2016:i:3:p:347-364)
by Joakim Westerlund & Mehdi Hosseinkouchack - An IV Test for a Unit Root in Generally Trending and Correlated Panels (RePEc:bla:obuest:v:78:y:2016:i:5:p:752-764)
by Joakim Westerlund - A Factor Analytical Approach to Price Discovery (RePEc:bla:obuest:v:79:y:2017:i:3:p:366-394)
by Joakim Westerlund & Simon Reese & Paresh Narayan - XTBREAK: Stata module for detecting and dating multiple structural breaks in time series and panel data (RePEc:boc:bocode:s459010)
by Jan Ditzen & Yiannis Karavias & Joakim Westerlund - Interactive-effects panel-data models with general factors and regressors (RePEc:boc:fsug23:14)
by Bin Ping & Liangju Su & Yanrong Yang & Joakim Westerlund - Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending (RePEc:bzn:wpaper:bemps99)
by Jan Ditzen & Yiannis Karavias & Joakim Westerlund - A Note On The Pooling Of Individual Panic Unit Root Tests (RePEc:cup:etheor:v:25:y:2009:i:06:p:1851-1868_99)
by Westerlund, Joakim & Larsson, Rolf - Does the choice of estimator matter when forecasting returns? (RePEc:dkn:ecomet:fe_2012_01)
by Westerlund, Joakim & Narayan, Paresh - Testing for predictability in conditionally heteroskedastic stock returns (RePEc:dkn:ecomet:fe_2014_01)
by Westerlund, Joakim & Narayan, Paresh - Heteroskedasticity robust panel unit root tests (RePEc:dkn:ecomet:fe_2014_02)
by Westerlund, Joakim - On the asymptotic distribution of the DF-GLS test statistic (RePEc:dkn:ecomet:fe_2014_03)
by Westerlund, Joakim - The local power of the CADF and CIPS panel unit root tests (RePEc:dkn:ecomet:fe_2014_05)
by Westerlund, Joakim & Hosseinkouchack, Mehdi & Solberger, Martin - Pooled panel unit root tests and the effect of past initialization (RePEc:dkn:ecomet:fe_2014_06)
by Westerlund, Joakim - On the importance of the first observation in GLS detrending in unit root testing (RePEc:dkn:ecomet:fe_2014_07)
by Westerlund, J. - Do oil prices predict economic growth? New global evidence (RePEc:dkn:ecomet:fe_2014_09)
by Narayan, Paresh Kumar & Sharma, Susan Sunila & Poon, Wai Ching & Westerlund, Joakim - A random coefficient approach to the predictability of stock returns in panels (RePEc:dkn:ecomet:fe_2014_10)
by Westerlund, Joakim & Narayan, Paresh - A factor analytical approach to the efficient futures market hypothesis (RePEc:dkn:ecomet:fe_2014_12)
by Westerlund, Joakim & Norkute, Milda & Narayan, Paresh Kumar - Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns (RePEc:dkn:ecomet:fe_2014_13)
by Westerlund, Joakim & Narayan, Paresh - A practical note on the determination of the number of factors using information criteria with data-driven penalty (RePEc:dkn:ecomet:fe_2014_15)
by Westerlund, Joakim & Mishra, Sagarika - Does cash flow predict returns? (RePEc:dkn:ecomet:fe_2015_03)
by Narayan, Paresh Kumar & Westerlund, Joakim - Testing for predictability in panels with general predictors (RePEc:dkn:ecomet:fe_2015_10)
by Westerlund, Joakim & Karabiyik, Hande & Narayan, Paresh - Testing For Stock Return Predictability In A Large Chinese Panel (RePEc:dkn:ecomet:fe_2015_11)
by Joakim Westerlund & Paresh K Narayan & Xinwei Zheng - Testing slope homogeneity in large panels with serial correlation (RePEc:dkn:econwp:fe_2014_04)
by Blomquist, Johan & Westerlund, Joakim - Testing for stock return predictability in a large Chinese panel (RePEc:dkn:econwp:fe_2015_11)
by Westerlund, Joakim & Narayan, Paresh & Zheng, Xinwei - Why is Chinese provincial output diverging? (RePEc:eee:asieco:v:21:y:2010:i:4:p:333-344)
by Westerlund, Joakim & Edgerton, David L. & Opper, Sonja - Simple unit root testing in generally trending data with an application to precious metal prices in Asia (RePEc:eee:asieco:v:28:y:2013:i:c:p:12-27)
by Westerlund, Joakim - On the implementation and use of factor-augmented regressions in panel data (RePEc:eee:asieco:v:28:y:2013:i:c:p:3-11)
by Westerlund, Joakim & Urbain, Jean-Pierre - On the choice of test for a unit root when the errors are conditionally heteroskedastic (RePEc:eee:csdana:v:69:y:2014:i:c:p:40-53)
by Westerlund, Joakim - Mixed signals among tests for panel cointegration (RePEc:eee:ecmode:v:25:y:2008:i:1:p:128-136)
by Westerlund, Joakim & Basher, Syed A. - Panel cointegration and the monetary exchange rate model (RePEc:eee:ecmode:v:26:y:2009:i:2:p:506-513)
by Basher, Syed A. & Westerlund, Joakim - The tax-spending nexus: Evidence from a panel of US state-local governments (RePEc:eee:ecmode:v:28:y:2011:i:3:p:885-890)
by Westerlund, Joakim & Mahdavi, Saeid & Firoozi, Fathali - Panel versus GARCH information in unit root testing with an application to financial markets (RePEc:eee:ecmode:v:41:y:2014:i:c:p:173-176)
by Westerlund, Joakim & Narayan, Paresh - Asymptotic collinearity in CCE estimation of interactive effects models (RePEc:eee:ecmode:v:70:y:2018:i:c:p:331-337)
by Westerlund, Joakim & Petrova, Yana - Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests (RePEc:eee:ecmode:v:73:y:2018:i:c:p:174-183)
by Mahdavi, Saeid & Westerlund, Joakim - Efficient but getting wet feet: A not-entirely-frivolous note on the side-effects of growth-promoting institutions (RePEc:eee:ecolet:v:115:y:2012:i:1:p:118-121)
by Lyttkens, Carl Hampus & Westerlund, Joakim & Andersson, Tommy - Alternative representations for cointegrated panels with global stochastic trends (RePEc:eee:ecolet:v:118:y:2013:i:3:p:485-488)
by Gengenbach, Christian & Urbain, Jean-Pierre & Westerlund, Joakim - On the estimation and inference in factor-augmented panel regressions with correlated loadings (RePEc:eee:ecolet:v:119:y:2013:i:3:p:247-250)
by Westerlund, Joakim & Urbain, Jean-Pierre - Testing slope homogeneity in large panels with serial correlation (RePEc:eee:ecolet:v:121:y:2013:i:3:p:374-378)
by Blomquist, Johan & Westerlund, Joakim - A simple test for nonstationarity in mixed panels with incidental trends (RePEc:eee:ecolet:v:125:y:2014:i:2:p:160-163)
by Westerlund, Joakim - Testing additive versus interactive effects in fixed-T panels (RePEc:eee:ecolet:v:174:y:2019:i:c:p:5-8)
by Westerlund, Joakim - On CCE estimation of factor-augmented models when regressors are not linear in the factors (RePEc:eee:ecolet:v:178:y:2019:i:c:p:5-7)
by De Vos, Ignace & Westerlund, Joakim - Breaks in persistence in fixed-T panel data (RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002354)
by Westerlund, Joakim & Nordström, Marcus - Testing factors in CCE (RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002707)
by Brown, Nicholas & Westerlund, Joakim - Reducing the size distortions of the panel LM Test for cointegration (RePEc:eee:ecolet:v:90:y:2006:i:3:p:384-389)
by Westerlund, Joakim - Testing for panel cointegration with a level break (RePEc:eee:ecolet:v:91:y:2006:i:1:p:27-33)
by Westerlund, Joakim - A panel bootstrap cointegration test (RePEc:eee:ecolet:v:97:y:2007:i:3:p:185-190)
by Westerlund, Joakim & Edgerton, David L. - Testing for a unit root in a random coefficient panel data model (RePEc:eee:econom:v:167:y:2012:i:1:p:254-273)
by Westerlund, Joakim & Larsson, Rolf - Cross-sectional averages versus principal components (RePEc:eee:econom:v:185:y:2015:i:2:p:372-377)
by Westerlund, Joakim & Urbain, Jean-Pierre - Nonparametric rank tests for non-stationary panels (RePEc:eee:econom:v:185:y:2015:i:2:p:378-391)
by Pedroni, Peter L. & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim - The effect of recursive detrending on panel unit root tests (RePEc:eee:econom:v:185:y:2015:i:2:p:453-467)
by Westerlund, Joakim - The power of PANIC (RePEc:eee:econom:v:185:y:2015:i:2:p:495-509)
by Westerlund, Joakim - New tools for understanding the local asymptotic power of panel unit root tests (RePEc:eee:econom:v:188:y:2015:i:1:p:59-93)
by Westerlund, Joakim & Larsson, Rolf - On the role of the rank condition in CCE estimation of factor-augmented panel regressions (RePEc:eee:econom:v:197:y:2017:i:1:p:60-64)
by Karabiyik, Hande & Reese, Simon & Westerlund, Joakim - On the robustness of the pooled CCE estimator (RePEc:eee:econom:v:220:y:2021:i:2:p:325-348)
by Juodis, Artūras & Karabiyik, Hande & Westerlund, Joakim - The factor analytical approach in near unit root interactive effects panels (RePEc:eee:econom:v:221:y:2021:i:2:p:569-590)
by Norkutė, Milda & Westerlund, Joakim - The factor analytical method for interactive effects dynamic panel models with moving average errors (RePEc:eee:ecosta:v:11:y:2019:i:c:p:83-104)
by Norkutė, Milda & Westerlund, Joakim - Testing for stock return predictability in a large Chinese panel (RePEc:eee:ememar:v:24:y:2015:i:c:p:81-100)
by Westerlund, Joakim & Narayan, Paresh Kumar & Zheng, Xinwei - Panel multi-predictor test procedures with an application to emerging market sovereign risk (RePEc:eee:ememar:v:28:y:2016:i:c:p:44-60)
by Westerlund, Joakim & Thuraisamy, Kannan - Do oil prices predict economic growth? New global evidence (RePEc:eee:eneeco:v:41:y:2014:i:c:p:137-146)
by Narayan, Paresh Kumar & Sharma, Susan & Poon, Wai Ching & Westerlund, Joakim - On the use of panel cointegration tests in energy economics (RePEc:eee:eneeco:v:50:y:2015:i:c:p:359-363)
by Westerlund, Joakim & Thuraisamy, Kannan & Sharma, Susan - Panel evidence on the ability of oil returns to predict stock returns in the G7 area (RePEc:eee:eneeco:v:77:y:2019:i:c:p:3-12)
by Westerlund, Joakim & Sharma, Susan Sunila - Does cash flow predict returns? (RePEc:eee:finana:v:35:y:2014:i:c:p:230-236)
by Narayan, Paresh Kumar & Westerlund, Joakim - A GARCH model for testing market efficiency (RePEc:eee:intfin:v:41:y:2016:i:c:p:121-138)
by Narayan, Paresh Kumar & Liu, Ruipeng & Westerlund, Joakim - On the estimation and testing of predictive panel regressions (RePEc:eee:intfin:v:45:y:2016:i:c:p:115-125)
by Karabiyik, Hande & Westerlund, Joakim & Narayan, Paresh - Testing for predictability in panels of any time series dimension (RePEc:eee:intfor:v:32:y:2016:i:4:p:1162-1177)
by Westerlund, Joakim & Narayan, Paresh - Does the choice of estimator matter when forecasting returns? (RePEc:eee:jbfina:v:36:y:2012:i:9:p:2632-2640)
by Westerlund, Joakim & Narayan, Paresh Kumar - Fiscal stringency and fiscal sustainability: Panel evidence from the American state and local governments (RePEc:eee:jpolmo:v:33:y:2011:i:6:p:953-969)
by Mahdavi, Saeid & Westerlund, Joakim - Do order imbalances predict Chinese stock returns? New evidence from intraday data (RePEc:eee:pacfin:v:34:y:2015:i:c:p:136-151)
by Narayan, Paresh Kumar & Narayan, Seema & Westerlund, Joakim - Are Islamic stock returns predictable? A global perspective (RePEc:eee:pacfin:v:40:y:2016:i:pa:p:210-223)
by Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Westerlund, Joakim - Price discovery and asset pricing (RePEc:eee:pacfin:v:40:y:2016:i:pa:p:224-235)
by Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Thuraisamy, Kannan & Westerlund, Joakim - Some preliminary evidence of price discovery in Islamic banks (RePEc:eee:pacfin:v:52:y:2018:i:c:p:107-122)
by Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan Sivananthan & Westerlund, Joakim - Islamic spot and index futures markets: Where is the price discovery? (RePEc:eee:pacfin:v:52:y:2018:i:c:p:123-133)
by Karabiyik, Hande & Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Westerlund, Joakim - Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production (RePEc:hhs:gunwpe:0377)
by Westerlund, Joakim & Costantini, Mauro & Narayan, Paresh & Popp, Stephan - The Tax-Spending Nexus: Evidence from a Panel of US State- Local Governments (RePEc:hhs:gunwpe:0378)
by Westerlund, Joakim & Mahdavi, Saeid - Using Panel Data to Construct Simple and Efficient Unit Root Tests in the Presence of GARCH (RePEc:hhs:gunwpe:0379)
by Westerlund, Joakim & Narayan, Paresh - Myths and Facts about Panel Unit Root Tests (RePEc:hhs:gunwpe:0380)
by Westerlund, Joakim & Breitung, Jörg - Are Crime Rates Really Stationary? (RePEc:hhs:gunwpe:0381)
by Westerlund, Joakim & Blomquist, Johan - Testing for a Unit Root in a Random Coefficient Panel Data Model (RePEc:hhs:gunwpe:0383)
by Westerlund, Joakim & Larsson, Rolf - Testing for Unit Roots in Panel Time Series Models with Multiple Breaks (RePEc:hhs:gunwpe:0384)
by Westerlund, Joakim - Feasible Estimation in Cointegrated Panels (RePEc:hhs:lunewp:2003_012)
by Westerlund, Joakim - A Panel CUSUM Test of the Null of Cointegration (RePEc:hhs:lunewp:2003_015)
by Westerlund, Joakim - A Panel Data Test of the Bank Lending Channel in Sweden (RePEc:hhs:lunewp:2003_016)
by Westerlund, Joakim - New Simple Tests for Panel Cointegration (RePEc:hhs:lunewp:2005_008)
by Westerlund, Joakim - Pooled Unit Root Tests in Panels with a Common Factor (RePEc:hhs:lunewp:2005_009)
by Westerlund, Joakim - Panel Cointegration Tests of the Fisher Hypothesis (RePEc:hhs:lunewp:2005_010)
by Westerlund, Joakim - Testing for Error Correction in Panel Data (RePEc:hhs:lunewp:2005_011)
by Westerlund, Joakim - Testing for Panel Cointegration with Multiple Structural Breaks (RePEc:hhs:lunewp:2005_012)
by Westerlund, Joakim - Panel Cointegration Tests with Deterministic Trends and Structural Breaks (RePEc:hhs:lunewp:2005_042)
by Westerlund, Joakim & Edgerton , David - New Improved Tests for Cointegration with Structural Breaks (RePEc:hhs:lunewp:2006_003)
by Westerlund, Joakim & Edgerton , David - Simple Tests for Cointegration in Dependent Panels with Structural Breaks (RePEc:hhs:lunewp:2006_013)
by Westerlund, Joakim & Edgerton, David - Panel Cointegration and the Neutrality of Money (RePEc:hhs:lunewp:2006_018)
by Westerlund, Joakim & Costantini, Mauro - A Note on the Pooling of Individual PANIC Unit Root Tests (RePEc:hhs:lunewp:2007_005)
by Westerlund, Joakim - Why is Chinese Regional Output Diverging? (RePEc:hhs:lunewp:2008_015)
by Westerlund, Joakim & Edgerton, David & Opper, Sonja - Are Crime Rates Really Stationary? (RePEc:hhs:lunewp:2009_020)
by Joakim, Westerlund & Johan, Blomquist - Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors (RePEc:hhs:lunewp:2014_008)
by Westerlund, Joakim & Reese, Simon - A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root (RePEc:hhs:lunewp:2014_012)
by Westerlund, Joakim & Norkute, Milda - PANICCA - PANIC on Cross-Section Averages (RePEc:hhs:lunewp:2015_003)
by Reese, Simon & Westerlund, Joakim - A Factor Analytical Approach to Price Discovery (RePEc:hhs:lunewp:2015_004)
by Westerlund, Joakim & Reese, Simon & Narayan, Paresh - Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed (RePEc:hhs:lunewp:2021_015)
by Kaddoura, Yousef & Westerlund, Joakim - Nonparametric Rank Tests for Non-stationary Panels (RePEc:ihs:ihsesp:270)
by Pedroni, Peter & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim - Panel cointegration tests of the Fisher effect (RePEc:jae:japmet:v:23:y:2008:i:2:p:193-233)
by Joakim Westerlund - Can panel data really improve the predictability of the monetary exchange rate model? (RePEc:jof:jforec:v:26:y:2007:i:5:p:365-383)
by Joakim Westerlund & Syed A. Basher - Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data (RePEc:kap:enreec:v:40:y:2008:i:1:p:109-120)
by Joakim Westerlund & Syed Basher - A factor-augmented new Keynesian Phillips curve for the European Union countries (RePEc:lie:wpaper:111)
by Milda Norkute & Joakim Westerlund - The Factor Analytical Approach in Trending Near Unit Root Panels (RePEc:lie:wpaper:91)
by Milda Norkute & Joakim Westerlund & Ovidijus Stauskas - Using Panel Data to Test for Fiscal Sustainability within the European Union (RePEc:mhr:finarc:urn:sici:0015-2218(200906)65:2_246:updttf_2.0.tx_2-7)
by Silika Prohl & Joakim Westerlund - Interactive Effects Panel Data Models with General Factors and Regressors (RePEc:msh:ebswps:2021-23)
by Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang - Optimal panel unit root testing with covariates (RePEc:oup:emjrnl:v:22:y:2019:i:1:p:57-72.)
by Artūras Juodis & Joakim Westerlund - Forecasting using cross-section average–augmented time series regressions (RePEc:oup:emjrnl:v:24:y:2021:i:2:p:315-333.)
by Hande Karabiyik & Joakim Westerlund - CCE in heterogenous fixed-T panels
[To pool or not to pool: Homogeneous versus heterogenous estimators applied to cigarette demand] (RePEc:oup:emjrnl:v:25:y:2022:i:3:p:719-738.)
by Joakim Westerlund & Yousef Kaddoura - Farmland prices, structural breaks and panel data (RePEc:oup:erevae:v:34:y:2007:i:2:p:161-179)
by Luciano Gutierrez & Joakim Westerlund & Kenneth Erickson - Testing for Predictability in Conditionally Heteroskedastic Stock Returns (RePEc:oup:jfinec:v:13:y:2015:i:2:p:342-375.)
by Joakim Westerlund & Paresh Narayan - A Random Coefficient Approach to the Predictability of Stock Returns in Panels (RePEc:oup:jfinec:v:13:y:2015:i:3:p:605-664.)
by Joakim Westerlund & Paresh Narayan - Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Effects
[The Determinants of Capital Structure: Capital Market-Oriented versus Bank-Oriented Institutions] (RePEc:oup:jfinec:v:20:y:2022:i:5:p:942-960.)
by Joakim Westerlund & Hande Karabiyik & Paresh Kumar Narayan & Seema Narayan - Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis (RePEc:oup:jfinec:v:5:y::i:3:p:491-522)
by Joakim Westerlund - Panel Cointegration and the Monetary Exchange Rate Model (RePEc:pra:mprapa:10453)
by Basher, Syed A. & Westerlund, Joakim - Essays in Honor of Professor Badi H Baltagi: Editorial (RePEc:pra:mprapa:104751)
by Li, Qi & Sarafidis, Vasilis & Westerlund, Joakim - Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model? (RePEc:pra:mprapa:1229)
by Westerlund, Joakim & Basher, Syed A. - Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models (RePEc:pra:mprapa:136)
by Basher, Syed A. & Westerlund, Joakim - Mixed Signals Among Tests for Panel Cointegration (RePEc:pra:mprapa:3261)
by Westerlund, Joakim & Basher, Syed A. - Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data (RePEc:pra:mprapa:3262)
by Westerlund, Joakim & Basher, Syed A. - GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels (RePEc:pra:mprapa:53419)
by Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim - Testing Factors In Cce (RePEc:qed:wpaper:1491)
by Nicholas Brown & Joakim Westerlund - Difference-in-Differences via Common Correlated Effects (RePEc:qed:wpaper:1496)
by Nicholas Brown & Kyle Butts & Joakim Westerlund - Effects of rent dependency on quality of government (RePEc:spr:ecogov:v:13:y:2012:i:2:p:145-168)
by Mette Anthonsen & Åsa Löfgren & Klas Nilsson & Joakim Westerlund - Empirical Economics (RePEc:spr:empeco)
from Springer as editor - Panel cointegration and the neutrality of money (RePEc:spr:empeco:v:36:y:2009:i:1:p:1-26)
by Joakim Westerlund & Mauro Costantini - A note on the use of the LLC panel unit root test (RePEc:spr:empeco:v:37:y:2009:i:3:p:517-531)
by Joakim Westerlund - A modified LLC panel unit root test of the PPP hypothesis (RePEc:spr:empeco:v:44:y:2013:i:2:p:833-860)
by Joakim Westerlund & Johan Blomquist - Panel bootstrap tests of slope homogeneity (RePEc:spr:empeco:v:50:y:2016:i:4:d:10.1007_s00181-015-0978-z)
by Johan Blomquist & Joakim Westerlund - Are state–local government expenditures converging? New evidence based on sequential unit root tests (RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1123-3)
by Saeid Mahdavi & Joakim Westerlund - Essays in honor of Professor Badi H Baltagi (RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-02005-z)
by Qi Li & Vasilis Sarafidis & Joakim Westerlund - On the determination of the number of factors using information criteria with data-driven penalty (RePEc:spr:stpapr:v:58:y:2017:i:1:d:10.1007_s00362-015-0692-0)
by Joakim Westerlund & Sagarika Mishra - Panel stationary tests against changes in persistence (RePEc:spr:stpapr:v:60:y:2019:i:4:d:10.1007_s00362-016-0864-6)
by Roy Cerqueti & Mauro Costantini & Luciano Gutierrez & Joakim Westerlund - Lag truncation and the local asymptotic distribution of the ADF test for a unit root (RePEc:spr:stpapr:v:60:y:2019:i:6:d:10.1007_s00362-017-0911-y)
by Emre Aylar & Stephan Smeekes & Joakim Westerlund - Is there really a unit root in the inflation rate? More evidence from panel data models (RePEc:taf:apeclt:v:15:y:2007:i:3:p:161-164)
by Syed Basher & Joakim Westerlund - Financial systems and mechanisms of growth in different conditions of country risk (RePEc:taf:apeclt:v:18:y:2011:i:11:p:1021-1028)
by Su-Yin Cheng & Han Hou & Chia-Cheng Ho & Joakim Westerlund - Panel cointegration tests of the sustainability hypothesis in rich OECD countries (RePEc:taf:applec:v:42:y:2010:i:11:p:1355-1364)
by Joakim Westerlund & Silika Prohl - Estimating the gravity model without gravity using panel data (RePEc:taf:applec:v:43:y:2009:i:6:p:641-649)
by Joakim Westerlund & Fredrik Wilhelmsson - Class size and student evaluations in Sweden (RePEc:taf:edecon:v:16:y:2007:i:1:p:19-28)
by Joakim Westerlund - New Simple Tests for Panel Cointegration (RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316)
by Joakim Westerlund - Lessons from a Decade of IPS and LLC (RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:547-591)
by Joakim Westerlund & Jörg Breitung - Pooled Panel Unit Root Tests and the Effect of Past Initialization (RePEc:taf:emetrv:v:35:y:2016:i:3:p:396-427)
by Joakim Westerlund - The Local Power of the CADF and CIPS Panel Unit Root Tests (RePEc:taf:emetrv:v:35:y:2016:i:5:p:845-870)
by Joakim Westerlund & Mehdi Hosseinkouchack & Martin Solberger - Estimation of factor-augmented panel regressions with weakly influential factors (RePEc:taf:emetrv:v:37:y:2018:i:5:p:401-465)
by Simon Reese & Joakim Westerlund - Robust block bootstrap panel predictability tests (RePEc:taf:emetrv:v:38:y:2019:i:9:p:1089-1107)
by Stephan Smeekes & Joakim Westerlund - Panel data measures of price discovery (RePEc:taf:emetrv:v:41:y:2022:i:3:p:269-290)
by Hande Karabiyik & Joakim Westerlund & Paresh Narayan - A sequential purchasing power parity test for panels of large cross-sections and implications for investors (RePEc:taf:eurjfi:v:21:y:2015:i:15:p:1317-1333)
by Joakim Westerlund & Paresh Narayan - Heteroscedasticity Robust Panel Unit Root Tests (RePEc:taf:jnlbes:v:32:y:2014:i:1:p:112-135)
by Joakim Westerlund - Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem (RePEc:taf:jnlbes:v:33:y:2015:i:3:p:430-443)
by Joakim Westerlund - On the Use of GLS Demeaning in Panel Unit Root Testing (RePEc:taf:jnlbes:v:36:y:2018:i:2:p:309-320)
by Joakim Westerlund - Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels (RePEc:taf:jnlbes:v:36:y:2018:i:3:p:493-504)
by Donald Robertson & Vasilis Sarafidis & Joakim Westerlund - Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors (RePEc:taf:jnlbes:v:40:y:2022:i:4:p:1745-1758)
by Ovidijus Stauskas & Joakim Westerlund - Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 (RePEc:taf:jnlbes:v:41:y:2023:i:3:p:653-666)
by Yiannis Karavias & Paresh Kumar Narayan & Joakim Westerlund - Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed (RePEc:taf:jnlbes:v:41:y:2023:i:3:p:778-790)
by Yousef Kaddoura & Joakim Westerlund - The Tax Spending Nexus: Evidence from a Panel of US State-Local Governments (RePEc:tsa:wpaper:0090eco)
by Saeid Mahdavi & Joakim Westerlund - Error-correction–based cointegration tests for panel data (RePEc:tsj:stataj:v:8:y:2008:i:2:p:232-241)
by Damiaan Persyn & Joakim Westerlund - Robust block bootstrap panel predictability tests (RePEc:unm:umagsb:2013060)
by Westerlund, J. & Smeekes, S. - CCE estimation of factor-augmented regression models with more factors than observables (RePEc:unm:umagsb:2014007)
by Karabiyik, H. & Urbain, J.R.Y.J. & Westerlund, J. - Panel cointegration tests of the Fisher effect (RePEc:unm:umamet:2006054)
by Westerlund, J. - Some cautions on the use of the LLC panel unit root test (RePEc:unm:umamet:2006055)
by Westerlund, J. - Testing for error correction in panel data (RePEc:unm:umamet:2006056)
by Westerlund, J. - Spurious regression in nonstationary panels with cross-unit cointegration (RePEc:unm:umamet:2006057)
by Urbain, J.R.Y.J. & Westerlund, J. - Spurious Regression in Nonstationary Panels time Series with Cross-Member Cointegration (RePEc:unm:umamet:2008044)
by Urbain, J.R.Y.J. & Westerlund, J. - Panel error correction testing with global stochastic trends (RePEc:unm:umamet:2008051)
by Gengenbach, C. & Urbain, J.R.Y.J. & Westerlund, J. - Cross sectional averages or principal components? (RePEc:unm:umamet:2011053)
by Westerlund, J. & Urbain, J.R.Y.J. - CCE in panels with general unknown factors (RePEc:wly:emjrnl:v:21:y:2018:i:3:p:264-276)
by Joakim Westerlund - A new poolability test for cointegrated panels (RePEc:wly:japmet:v:26:y:2011:i:1:p:56-88)
by Joakim Westerlund & Wolfgang Hess - Panicca: Panic on Cross‐Section Averages (RePEc:wly:japmet:v:31:y:2016:i:6:p:961-981)
by Simon Reese & Joakim Westerlund - Error Correction Testing in Panels with Common Stochastic Trends (RePEc:wly:japmet:v:31:y:2016:i:6:p:982-1004)
by Christian Gengenbach & Jean‐Pierre Urbain & Joakim Westerlund - Testing for Predictability in panels with General Predictors (RePEc:wly:japmet:v:32:y:2017:i:3:p:554-574)
by Joakim Westerlund & Hande Karabiyik & Paresh Narayan - CCE estimation of factor‐augmented regression models with more factors than observables (RePEc:wly:japmet:v:34:y:2019:i:2:p:268-284)
by Hande Karabiyik & Jean‐Pierre Urbain & Joakim Westerlund - CCE in fixed‐T panels (RePEc:wly:japmet:v:34:y:2019:i:5:p:746-761)
by Joakim Westerlund & Yana Petrova & Milda Norkute - A cross‐section average‐based principal components approach for fixed‐T panels (RePEc:wly:japmet:v:35:y:2020:i:6:p:776-785)
by Joakim Westerlund - Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere (RePEc:wly:japmet:v:35:y:2020:i:7:p:960-964)
by Yana Petrova & Joakim Westerlund - Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets (RePEc:wly:jfutmk:v:33:y:2013:i:11:p:1024-1045)
by Joakim Westerlund & Paresh Narayan - A Factor Analytical Approach to the Efficient Futures Market Hypothesis (RePEc:wly:jfutmk:v:35:y:2015:i:4:p:357-370)
by Joakim Westerlund & Milda Norkute & Paresh Kumar Narayan