Access Statistics for Joakim Westerlund

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Factor Analytical Approach to Price Discovery 0 0 0 36 0 0 11 150
A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root 0 0 0 121 1 1 13 307
A Note on the Pooling of Individual PANIC Unit Root Tests 0 0 0 70 0 0 7 197
A Panel CUSUM Test of the Null of Cointegration 0 0 0 78 1 1 10 510
A Panel Data Test of the Bank Lending Channel in Sweden 0 0 0 343 0 1 4 925
A Simplified Klein–Spady Estimator for Binary Choice Models 0 0 15 15 2 2 23 23
A factor analytical approach to the efficient futures market hypothesis 0 0 0 51 0 0 10 131
A factor-augmented new Keynesian Phillips curve for the European Union countries 0 0 1 28 0 1 9 59
A practical note on the determination of the number of factors using information criteria with data-driven penalty 0 0 0 33 0 0 3 32
A random coefficient approach to the predictability of stock returns in panels 0 0 0 44 1 1 14 92
Are Crime Rates Really Stationary? 0 0 0 35 0 1 7 159
Are Crime Rates Really Stationary? 0 0 0 45 0 1 8 190
CCE estimation of factor-augmented regression models with more factors than observables 0 0 0 130 0 2 17 499
Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model? 0 0 0 99 1 4 23 336
Cross sectional averages or principal components? 0 0 0 143 0 0 14 291
Difference-in-Differences via Common Correlated Effects 0 0 2 45 0 1 19 48
Do oil prices predict economic growth? New global evidence 0 0 0 38 0 0 8 124
Does cash flow predict returns? 0 0 0 28 1 1 30 87
Does the choice of estimator matter when forecasting returns? 0 0 0 50 0 0 15 144
Essays in Honor of Professor Badi H Baltagi: Editorial 0 0 0 10 1 2 20 59
Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors 0 0 0 56 0 0 8 147
Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed 0 0 0 66 0 0 10 58
Estimation of Panel Data Models with Nonlinear Factor Structure 1 2 20 20 1 2 17 17
Feasible Estimation in Cointegrated Panels 0 0 0 49 0 0 8 269
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 0 109 1 1 15 203
Heteroskedasticity robust panel unit root tests 0 0 0 16 0 0 12 86
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 11 1 2 11 26
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 53 0 0 11 44
Interactive-effects panel-data models with general factors and regressors 0 0 0 8 0 0 8 24
Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models 0 0 0 253 1 2 34 842
Mixed Signals Among Tests for Panel Cointegration 0 0 0 87 0 0 35 284
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 0 2 25 1 2 12 40
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 0 1 18 0 0 13 33
Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending 0 0 1 29 1 1 23 93
Myths and Facts about Panel Unit Root Tests 0 0 1 187 0 0 9 261
New Improved Tests for Cointegration with Structural Breaks 0 0 0 100 0 0 30 900
New Simple Tests for Panel Cointegration 0 0 0 83 1 2 38 1,580
Nonparametric Rank Tests for Non-stationary Panels 0 0 0 163 5 5 18 365
On the asymptotic distribution of the DF-GLS test statistic 0 0 0 51 0 0 8 117
On the importance of the first observation in GLS detrending in unit root testing 0 0 0 57 1 1 10 61
PANICCA - PANIC on Cross-Section Averages 0 0 0 49 1 2 20 178
Panel Cointegration Tests of the Fisher Hypothesis 0 0 0 445 0 0 11 1,116
Panel Cointegration Tests with Deterministic Trends and Structural Breaks 0 0 1 327 0 2 6 664
Panel Cointegration and the Monetary Exchange Rate Model 0 0 0 177 0 0 17 359
Panel Cointegration and the Neutrality of Money 0 0 0 132 3 4 17 417
Panel cointegration tests of the Fisher effect 0 0 1 267 0 1 25 644
Panel error correction testing with global stochastic trends 0 0 0 256 0 0 7 588
Pooled Unit Root Tests in Panels with a Common Factor 0 0 0 163 0 1 11 425
Pooled panel unit root tests and the effect of past initialization 0 0 0 4 0 0 6 42
Robust block bootstrap panel predictability tests 0 0 0 108 1 1 9 178
Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production 0 0 0 80 4 5 15 172
Simple Difference-in-Differences Estimation in Fixed-T Panels 0 0 3 18 1 1 13 51
Simple Tests for Cointegration in Dependent Panels with Structural Breaks 0 0 0 129 0 1 15 585
Some cautions on the use of the LLC panel unit root test 0 0 0 196 1 1 19 615
Spurious Regression in Nonstationary Panels time Series with Cross-Member Cointegration 0 0 0 2 0 0 7 14
Spurious regression in nonstationary panels with cross-unit cointegration 0 0 0 178 0 0 11 490
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 0 25 1 3 9 58
TESTING FACTORS IN CCE 0 0 1 17 0 0 10 36
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 0 5 129 1 2 21 79
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 1 2 10 171 6 8 63 636
Testing and estimating structural breaks in time series and panel data in Stata 0 0 17 17 3 4 66 66
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 0 0 0 104 0 0 13 306
Testing for Error Correction in Panel Data 0 0 0 1,150 3 4 24 2,969
Testing for Panel Cointegration with Multiple Structural Breaks 0 0 0 76 0 0 14 1,296
Testing for Unit Roots in Panel Time Series Models with Multiple Breaks 0 0 0 135 1 1 12 267
Testing for a Unit Root in a Random Coefficient Panel Data Model 0 0 0 90 0 0 20 226
Testing for error correction in panel data 0 1 7 402 0 3 50 1,149
Testing for predictability in conditionally heteroskedastic stock returns 0 0 0 89 0 1 19 224
Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns 0 0 0 77 0 0 6 99
Testing for predictability in panels with general predictors 0 0 0 23 0 0 9 63
Testing for stock return predictability in a large Chinese panel 0 0 1 2 0 1 8 39
Testing slope homogeneity in large panels with serial correlation 0 0 1 23 0 1 17 79
The Factor Analytical Approach in Trending Near Unit Root Panels 0 0 0 26 0 0 12 54
The Present Value Model, Farmland Prices and Structural Breaks 1 1 2 63 1 1 12 290
The Tax-Spending Nexus: Evidence from a Panel of US State- Local Governments 1 1 2 63 1 1 13 182
The local power of the CADF and CIPS panel unit root tests 0 0 0 148 0 1 10 314
Using Panel Data to Construct Simple and Efficient Unit Root Tests in the Presence of GARCH 0 0 0 90 0 1 8 190
Why is Chinese Regional Output Diverging? 0 0 0 53 0 0 6 153
Total Working Papers 4 7 94 8,387 49 88 1,226 25,126
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Factor Analytical Approach to Price Discovery 0 0 0 1 0 0 11 45
A Factor Analytical Approach to the Efficient Futures Market Hypothesis 0 0 0 16 0 0 7 73
A Factor‐Augmented New Keynesian Phillips Curve for the European Union Countries 0 0 0 1 0 1 10 14
A GARCH model for testing market efficiency 0 0 0 79 0 2 25 320
A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS 0 0 0 33 0 1 29 134
A Panel CUSUM Test of the Null of Cointegration 0 0 1 10 0 1 16 51
A Random Coefficient Approach to the Predictability of Stock Returns in Panels 0 0 0 12 0 1 13 85
A Simple Test for Cointegration in Dependent Panels with Structural Breaks* 0 0 6 196 2 5 51 528
A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending 0 0 1 12 0 0 8 49
A cross‐section average‐based principal components approach for fixed‐T panels 0 0 1 3 0 0 12 36
A modified LLC panel unit root test of the PPP hypothesis 0 0 0 12 0 3 28 198
A new poolability test for cointegrated panels 0 0 0 36 0 1 11 127
A note on the use of the LLC panel unit root test 0 0 0 63 0 0 6 192
A panel bootstrap cointegration test 0 0 9 571 2 6 41 1,427
A sequential purchasing power parity test for panels of large cross-sections and implications for investors 0 0 0 4 1 1 5 28
A simple test for nonstationarity in mixed panels with incidental trends 0 0 0 5 0 0 14 44
Alternative representations for cointegrated panels with global stochastic trends 0 0 0 15 2 2 11 70
An IV Test for a Unit Root in Generally Trending and Correlated Panels 0 0 1 2 0 0 7 40
Are Islamic stock returns predictable? A global perspective 0 1 2 21 0 1 12 88
Are state–local government expenditures converging? New evidence based on sequential unit root tests 0 0 1 6 1 1 10 118
Asymptotic collinearity in CCE estimation of interactive effects models 0 0 0 9 0 1 12 67
Breaks in persistence in fixed-T panel data 0 0 1 5 0 0 5 18
CCE estimation of factor‐augmented regression models with more factors than observables 0 0 2 8 2 2 15 53
CCE in fixed‐T panels 0 1 2 21 3 4 11 66
CCE in heterogenous fixed-T panels 0 0 2 9 0 1 13 31
CCE in panels with general unknown factors 0 0 0 8 2 2 13 39
CCE under nonrandom heterogeneity 0 0 1 1 0 0 14 14
Can panel data really improve the predictability of the monetary exchange rate model? 0 0 0 40 1 1 9 169
Class size and student evaluations in Sweden 0 0 0 40 0 2 14 212
Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data 0 0 0 5 0 0 4 17
Cross-sectional averages versus principal components 0 0 3 123 3 5 23 333
Data Dependent Endogeneity Correction in Cointegrated Panels 0 0 0 76 0 0 9 211
Do oil prices predict economic growth? New global evidence 0 0 2 95 0 1 17 290
Do order imbalances predict Chinese stock returns? New evidence from intraday data 4 5 7 54 13 37 64 218
Does cash flow predict returns? 0 0 1 45 0 0 10 145
Does the choice of estimator matter when forecasting returns? 0 0 1 96 0 1 16 326
Effects of rent dependency on quality of government 0 0 0 19 0 0 13 130
Efficient but getting wet feet: A not-entirely-frivolous note on the side-effects of growth-promoting institutions 0 0 0 8 0 1 11 95
Error Correction Testing in Panels with Common Stochastic Trends 0 0 3 31 0 0 12 89
Error-correction–based cointegration tests for panel data 0 3 12 1,586 1 6 67 3,058
Essays in honor of Professor Badi H Baltagi 0 0 0 5 0 0 12 26
Estimating Aggregate Relationships in Panel Data via the LASSO 0 0 0 0 0 1 7 7
Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis 0 0 0 23 0 0 11 58
Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Effects* 0 0 0 6 0 1 12 29
Estimating the gravity model without gravity using panel data 0 0 1 100 2 4 18 277
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed 0 0 0 8 1 3 13 33
Estimation of factor-augmented panel regressions with weakly influential factors 0 0 1 7 0 0 10 42
Farmland prices, structural breaks and panel data 0 0 0 64 0 1 9 152
Financial systems and mechanisms of growth in different conditions of country risk 0 0 0 20 2 2 8 89
Fiscal stringency and fiscal sustainability: Panel evidence from the American state and local governments 0 0 1 68 0 1 8 342
Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere 0 0 1 14 1 2 15 56
Forecasting using cross-section average–augmented time series regressions 0 0 0 2 0 2 12 18
Heteroscedasticity Robust Panel Unit Root Tests 0 1 1 10 2 4 14 73
INTERACTIVE EFFECTS PANEL DATA MODELS WITH GENERAL FACTORS AND REGRESSORS 0 0 0 0 0 0 11 11
Indirect Estimation of Semiparametric Binary Choice Models 0 0 0 3 0 1 14 44
Is there really a unit root in the inflation rate? More evidence from panel data models 0 0 0 14 1 1 11 73
Islamic spot and index futures markets: Where is the price discovery? 0 0 0 6 0 0 11 68
Lag truncation and the local asymptotic distribution of the ADF test for a unit root 0 0 0 2 1 2 12 42
Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends 0 0 0 0 1 1 14 91
Lessons from a Decade of IPS and LLC 0 0 0 57 1 1 14 218
Mixed signals among tests for panel cointegration 0 0 0 21 0 2 23 142
Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions 0 0 3 19 1 2 9 65
Multiple Structural Breaks in Interactive Effects Panel Data Models 1 1 9 10 2 3 41 53
New Improved Tests for Cointegration with Structural Breaks 0 0 0 196 1 1 8 405
New Simple Tests for Panel Cointegration 0 2 8 306 2 7 44 701
New tools for understanding the local asymptotic power of panel unit root tests 0 0 0 10 0 0 11 73
Nonparametric rank tests for non-stationary panels 0 0 2 41 3 4 17 165
On CCE estimation of factor-augmented models when regressors are not linear in the factors 0 0 0 8 1 1 14 53
On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects 0 0 0 6 0 1 8 24
On the Importance of the First Observation in GLS Detrending in Unit Root Testing 0 0 0 2 0 1 4 47
On the Use of GLS Demeaning in Panel Unit Root Testing 0 0 0 3 0 1 9 35
On the choice of test for a unit root when the errors are conditionally heteroskedastic 0 0 0 2 0 0 8 29
On the determination of the number of factors using information criteria with data-driven penalty 0 0 0 7 0 0 9 36
On the estimation and inference in factor-augmented panel regressions with correlated loadings 0 0 1 56 0 1 5 189
On the estimation and testing of predictive panel regressions 0 0 0 9 0 0 8 49
On the implementation and use of factor-augmented regressions in panel data 0 0 0 27 0 2 4 107
On the robustness of the pooled CCE estimator 0 0 2 12 1 3 16 48
On the role of the rank condition in CCE estimation of factor-augmented panel regressions 0 0 2 26 1 4 14 97
On the use of panel cointegration tests in energy economics 0 0 4 57 1 1 18 196
Optimal panel unit root testing with covariates 0 0 0 5 0 0 8 34
PANIC in the Presence of Uncertainty about the Deterministic Trend 0 0 0 8 0 0 0 36
Panel bootstrap tests of slope homogeneity 0 1 4 30 0 2 28 131
Panel cointegration and the monetary exchange rate model 0 0 1 187 0 1 15 437
Panel cointegration and the neutrality of money 0 0 0 107 0 1 11 288
Panel cointegration tests of the Fisher effect 0 0 3 579 6 7 49 1,403
Panel cointegration tests of the sustainability hypothesis in rich OECD countries 0 0 0 60 0 2 11 251
Panel data measures of price discovery 0 0 0 1 0 0 5 11
Panel evidence on the ability of oil returns to predict stock returns in the G7 area 0 0 1 22 1 2 12 97
Panel multi-predictor test procedures with an application to emerging market sovereign risk 0 0 0 6 0 0 12 56
Panel stationary tests against changes in persistence 0 0 0 2 0 0 11 28
Panel versus GARCH information in unit root testing with an application to financial markets 0 0 0 16 0 0 16 68
Panicca: Panic on Cross‐Section Averages 0 2 4 38 0 2 15 100
Pooled Panel Unit Root Tests and the Effect of Past Initialization 0 0 0 0 0 1 3 25
Price discovery and asset pricing 0 0 0 20 0 1 8 97
Reducing the size distortions of the panel LM Test for cointegration 0 0 0 17 0 0 3 64
Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem 0 0 0 6 0 0 6 73
Robust block bootstrap panel predictability tests 0 0 0 1 0 0 5 12
Simple unit root testing in generally trending data with an application to precious metal prices in Asia 0 0 0 5 0 0 7 63
Some preliminary evidence of price discovery in Islamic banks 0 0 0 4 0 1 7 82
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 5 19 1 4 33 83
Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests 0 0 1 23 0 0 19 166
TESTING FOR UNIT ROOTS IN PANEL TIME-SERIES MODELS WITH MULTIPLE LEVEL BREAKS 0 0 0 7 0 1 5 41
Testing additive versus interactive effects in fixed-T panels 0 0 0 12 0 3 14 80
Testing and estimating structural breaks in time series and panel data in Stata 2 5 16 16 5 15 68 68
Testing factors in CCE 0 0 4 5 0 0 12 16
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 0 0 1 76 0 0 10 239
Testing for Error Correction in Panel Data* 0 7 69 1,014 10 44 237 2,423
Testing for Panel Cointegration with Multiple Structural Breaks* 0 0 1 478 0 3 10 1,057
Testing for Predictability in Conditionally Heteroskedastic Stock Returns 0 0 0 104 0 2 14 382
Testing for Predictability in panels with General Predictors 0 0 0 9 1 2 8 40
Testing for a unit root in a random coefficient panel data model 0 0 0 18 0 0 8 128
Testing for panel cointegration with a level break 0 0 0 77 0 0 12 205
Testing for predictability in panels of any time series dimension 0 0 0 5 1 2 9 50
Testing for stock return predictability in a large Chinese panel 0 0 2 21 1 1 24 113
Testing slope homogeneity in large panels with serial correlation 0 2 21 154 2 12 81 559
Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets 0 0 0 32 0 1 14 222
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* 0 0 0 1 0 0 8 11
The Local Power of the CADF and CIPS Panel Unit Root Tests 0 0 2 26 1 2 21 128
The PCDID Approach to Treatment Effects Estimation: A Further Investigation 0 0 1 1 1 1 7 7
The effect of recursive detrending on panel unit root tests 0 0 0 17 0 1 17 92
The factor analytical approach in near unit root interactive effects panels 0 0 1 4 0 0 10 20
The factor analytical approach in trending near unit root panels 0 0 0 2 0 0 5 10
The factor analytical method for interactive effects dynamic panel models with moving average errors 0 0 1 3 0 0 5 24
The power of PANIC 0 0 0 37 0 0 3 127
The tax-spending nexus: Evidence from a panel of US state-local governments 0 0 1 63 0 1 22 245
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 0 4 0 0 11 31
Using Panel Data to Test for Fiscal Sustainability within the European Union 0 0 0 110 0 1 13 306
Using information criteria to select averages in CCE 0 0 1 2 1 2 17 19
Why is Chinese provincial output diverging? 0 0 0 39 1 1 7 199
Total Journal Articles 7 31 235 8,097 90 270 2,141 23,958

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
XTBREAK: Stata module for detecting and dating multiple structural breaks in time series and panel data 2 3 12 161 6 20 66 975
Total Software Items 2 3 12 161 6 20 66 975

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Statistics updated 2026-09-10