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 0 139
A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root 0 0 0 120 0 0 2 292
A Note on the Pooling of Individual PANIC Unit Root Tests 0 0 0 70 0 0 1 188
A Panel CUSUM Test of the Null of Cointegration 0 0 0 78 1 1 2 497
A Panel Data Test of the Bank Lending Channel in Sweden 2 2 5 341 4 5 13 919
A factor analytical approach to the efficient futures market hypothesis 0 0 0 51 0 0 1 120
A factor-augmented new Keynesian Phillips curve for the European Union countries 1 3 10 25 1 3 16 45
A practical note on the determination of the number of factors using information criteria with data-driven penalty 0 0 0 33 0 0 0 27
A random coefficient approach to the predictability of stock returns in panels 0 0 0 44 0 0 2 76
Are Crime Rates Really Stationary? 0 0 1 45 2 5 7 181
Are Crime Rates Really Stationary? 0 0 0 35 0 0 0 149
CCE estimation of factor-augmented regression models with more factors than observables 0 0 3 130 0 1 13 481
Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model? 0 0 0 99 0 0 0 312
Cross sectional averages or principal components? 0 0 0 143 0 0 0 277
Difference-in-Differences via Common Correlated Effects 1 2 4 41 2 5 12 20
Do oil prices predict economic growth? New global evidence 0 0 0 37 0 0 2 112
Does cash flow predict returns? 0 0 0 28 0 0 4 57
Does the choice of estimator matter when forecasting returns? 0 0 0 49 0 0 1 127
Essays in Honor of Professor Badi H Baltagi: Editorial 0 0 0 9 0 1 3 36
Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors 0 0 0 56 0 0 0 138
Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed 0 0 1 65 1 1 6 45
Feasible Estimation in Cointegrated Panels 0 0 0 49 0 0 1 260
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 0 109 0 0 2 185
Heteroskedasticity robust panel unit root tests 0 0 0 16 1 1 1 73
Interactive Effects Panel Data Models with General Factors and Regressors 1 1 2 11 1 1 2 14
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 2 52 0 0 6 26
Interactive-effects panel-data models with general factors and regressors 0 1 3 3 0 2 7 7
Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models 0 0 0 253 0 0 1 800
Mixed Signals Among Tests for Panel Cointegration 0 0 0 87 0 0 2 248
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 0 0 23 0 0 3 27
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 1 3 16 1 2 8 17
Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending 0 2 7 23 4 9 24 40
Myths and Facts about Panel Unit Root Tests 1 3 3 185 1 4 11 246
New Improved Tests for Cointegration with Structural Breaks 0 0 0 100 0 0 1 866
New Simple Tests for Panel Cointegration 0 0 0 83 2 5 12 1,533
Nonparametric Rank Tests for Non-stationary Panels 0 0 1 163 0 0 1 346
On the asymptotic distribution of the DF-GLS test statistic 0 0 0 50 0 0 0 107
On the importance of the first observation in GLS detrending in unit root testing 0 0 0 57 0 0 0 50
PANICCA - PANIC on Cross-Section Averages 0 0 0 49 0 0 2 157
Panel Cointegration Tests of the Fisher Hypothesis 0 0 0 445 0 0 2 1,102
Panel Cointegration Tests with Deterministic Trends and Structural Breaks 0 0 0 326 0 0 2 655
Panel Cointegration and the Monetary Exchange Rate Model 0 1 1 177 0 2 3 340
Panel Cointegration and the Neutrality of Money 0 0 0 132 0 0 1 396
Panel cointegration tests of the Fisher effect 0 0 0 263 1 4 5 607
Panel error correction testing with global stochastic trends 0 0 0 255 0 0 0 577
Pooled Unit Root Tests in Panels with a Common Factor 0 0 2 163 0 3 7 411
Pooled panel unit root tests and the effect of past initialization 0 0 0 4 0 0 1 34
Robust block bootstrap panel predictability tests 0 0 0 108 0 1 1 168
Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production 0 0 0 80 0 0 0 157
Simple Difference-in-Differences Estimation in Fixed-T Panels 0 2 8 13 2 9 16 25
Simple Tests for Cointegration in Dependent Panels with Structural Breaks 0 0 0 129 0 0 1 567
Some cautions on the use of the LLC panel unit root test 0 0 0 195 0 0 0 591
Spurious Regression in Nonstationary Panels time Series with Cross-Member Cointegration 0 0 0 2 0 0 1 7
Spurious regression in nonstationary panels with cross-unit cointegration 0 0 3 178 0 0 15 476
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 0 23 0 0 2 40
TESTING FACTORS IN CCE 0 0 0 15 0 0 1 22
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 8 22 57 110 21 78 209 344
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 1 1 3 121 2 6 16 45
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 0 0 0 104 0 0 3 292
Testing for Error Correction in Panel Data 0 0 0 1,150 1 3 11 2,932
Testing for Panel Cointegration with Multiple Structural Breaks 0 0 0 76 0 0 3 1,280
Testing for Unit Roots in Panel Time Series Models with Multiple Breaks 0 0 2 135 0 0 8 255
Testing for a Unit Root in a Random Coefficient Panel Data Model 0 0 0 90 0 0 0 203
Testing for error correction in panel data 0 2 8 387 2 6 26 1,079
Testing for predictability in conditionally heteroskedastic stock returns 0 0 0 87 1 2 3 200
Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns 0 0 0 77 0 0 1 92
Testing for predictability in panels with general predictors 0 0 0 23 0 0 0 53
Testing for stock return predictability in a large Chinese panel 0 0 0 1 0 0 0 29
Testing slope homogeneity in large panels with serial correlation 0 0 1 16 1 2 4 51
The Factor Analytical Approach in Trending Near Unit Root Panels 0 0 0 26 0 0 1 40
The Present Value Model, Farmland Prices and Structural Breaks 0 0 0 60 0 0 1 276
The Tax Spending Nexus: Evidence from a Panel of US State-Local Governments 0 0 0 2 0 0 3 19
The Tax-Spending Nexus: Evidence from a Panel of US State- Local Governments 0 0 1 61 1 1 5 168
The local power of the CADF and CIPS panel unit root tests 1 4 5 144 2 6 14 286
Using Panel Data to Construct Simple and Efficient Unit Root Tests in the Presence of GARCH 0 0 0 90 0 0 1 182
Why is Chinese Regional Output Diverging? 0 0 0 53 0 0 0 146
Total Working Papers 16 47 136 8,185 55 169 536 23,387
1 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 1 2 3 25
A Factor Analytical Approach to the Efficient Futures Market Hypothesis 0 0 0 16 0 0 0 66
A GARCH model for testing market efficiency 1 4 6 75 4 15 25 280
A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS 0 0 0 32 0 0 0 100
A Panel CUSUM Test of the Null of Cointegration 0 0 2 4 2 2 11 26
A Random Coefficient Approach to the Predictability of Stock Returns in Panels 0 0 0 12 1 1 3 70
A Simple Test for Cointegration in Dependent Panels with Structural Breaks* 1 2 11 182 3 5 32 450
A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending 0 0 0 11 0 0 0 41
A cross‐section average‐based principal components approach for fixed‐T panels 0 0 1 2 0 0 6 21
A modified LLC panel unit root test of the PPP hypothesis 0 0 0 12 1 1 8 166
A new poolability test for cointegrated panels 0 0 0 36 0 0 2 116
A note on the use of the LLC panel unit root test 1 1 1 63 1 1 4 184
A panel bootstrap cointegration test 2 3 36 529 4 15 93 1,311
A sequential purchasing power parity test for panels of large cross-sections and implications for investors 0 0 0 2 0 0 0 19
A simple test for nonstationarity in mixed panels with incidental trends 0 0 0 5 0 0 0 30
Alternative representations for cointegrated panels with global stochastic trends 0 0 0 15 1 1 1 57
An IV Test for a Unit Root in Generally Trending and Correlated Panels 0 0 0 1 0 0 2 29
Are Islamic stock returns predictable? A global perspective 0 0 1 19 0 0 3 73
Are state–local government expenditures converging? New evidence based on sequential unit root tests 0 0 0 5 0 0 5 104
Asymptotic collinearity in CCE estimation of interactive effects models 0 0 0 8 0 1 1 49
Breaks in persistence in fixed-T panel data 0 0 1 4 0 0 1 10
CCE estimation of factor‐augmented regression models with more factors than observables 0 0 1 5 0 0 3 34
CCE in fixed‐T panels 0 0 3 16 3 3 8 49
CCE in heterogenous fixed-T panels 0 1 2 6 0 1 7 16
CCE in panels with general unknown factors 0 0 3 7 0 0 5 23
Can panel data really improve the predictability of the monetary exchange rate model? 0 0 0 40 0 0 0 156
Class size and student evaluations in Sweden 0 0 0 39 1 2 2 195
Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data 0 0 0 5 0 0 0 11
Cross-sectional averages versus principal components 2 3 7 117 6 7 18 299
Data Dependent Endogeneity Correction in Cointegrated Panels 0 0 0 76 0 0 3 202
Do oil prices predict economic growth? New global evidence 0 0 2 91 0 0 3 265
Do order imbalances predict Chinese stock returns? New evidence from intraday data 0 1 3 45 0 2 8 143
Does cash flow predict returns? 0 1 2 43 1 3 6 133
Does the choice of estimator matter when forecasting returns? 2 4 6 86 3 5 13 282
Effects of rent dependency on quality of government 0 0 0 18 0 0 2 115
Efficient but getting wet feet: A not-entirely-frivolous note on the side-effects of growth-promoting institutions 0 0 0 8 0 0 0 82
Error Correction Testing in Panels with Common Stochastic Trends 0 0 1 28 0 2 5 68
Error-correction–based cointegration tests for panel data 2 4 20 1,557 2 15 65 2,930
Essays in honor of Professor Badi H Baltagi 0 0 0 5 0 0 1 13
Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis 0 0 2 21 0 0 2 45
Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Effects* 0 0 3 5 0 0 3 10
Estimating the gravity model without gravity using panel data 0 0 3 95 2 2 8 240
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed 0 0 4 4 1 2 12 12
Estimation of factor-augmented panel regressions with weakly influential factors 1 1 3 6 1 2 4 28
Farmland prices, structural breaks and panel data 0 0 0 64 0 0 0 143
Financial systems and mechanisms of growth in different conditions of country risk 0 0 0 20 0 0 0 80
Fiscal stringency and fiscal sustainability: Panel evidence from the American state and local governments 1 2 5 65 1 3 9 324
Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere 0 0 1 12 1 2 4 30
Forecasting using cross-section average–augmented time series regressions 0 0 1 1 0 1 2 3
Heteroscedasticity Robust Panel Unit Root Tests 1 2 2 9 3 5 6 57
Indirect Estimation of Semiparametric Binary Choice Models 0 0 0 2 0 0 1 28
Is there really a unit root in the inflation rate? More evidence from panel data models 0 0 0 14 0 0 0 60
Islamic spot and index futures markets: Where is the price discovery? 0 0 0 5 0 0 0 54
Lag truncation and the local asymptotic distribution of the ADF test for a unit root 0 0 0 1 0 0 2 24
Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends 0 0 0 0 0 0 1 77
Lessons from a Decade of IPS and LLC 0 0 0 57 1 2 9 199
Mixed signals among tests for panel cointegration 0 0 0 20 0 0 3 113
Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions 0 2 3 11 1 3 6 46
New Improved Tests for Cointegration with Structural Breaks 0 0 0 195 0 0 3 389
New Simple Tests for Panel Cointegration 2 4 13 283 8 13 38 622
New tools for understanding the local asymptotic power of panel unit root tests 0 0 1 10 0 0 1 58
Nonparametric rank tests for non-stationary panels 0 0 2 36 0 0 3 143
On CCE estimation of factor-augmented models when regressors are not linear in the factors 0 0 0 5 0 1 2 33
On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects 0 0 0 5 0 0 3 15
On the Importance of the First Observation in GLS Detrending in Unit Root Testing 0 0 0 2 0 0 1 41
On the Use of GLS Demeaning in Panel Unit Root Testing 0 0 0 3 0 1 5 24
On the choice of test for a unit root when the errors are conditionally heteroskedastic 0 0 0 2 0 0 0 19
On the determination of the number of factors using information criteria with data-driven penalty 0 0 0 7 0 0 0 24
On the estimation and inference in factor-augmented panel regressions with correlated loadings 0 0 0 53 0 0 4 175
On the estimation and testing of predictive panel regressions 0 0 0 9 0 0 1 39
On the implementation and use of factor-augmented regressions in panel data 0 0 0 24 0 0 1 96
On the robustness of the pooled CCE estimator 0 1 2 9 0 3 5 26
On the role of the rank condition in CCE estimation of factor-augmented panel regressions 0 0 3 21 0 0 5 74
On the use of panel cointegration tests in energy economics 0 1 1 53 0 1 4 175
Optimal panel unit root testing with covariates 0 0 0 5 0 1 2 25
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 0 4 23 0 1 10 91
Panel cointegration and the monetary exchange rate model 0 0 1 186 1 1 4 419
Panel cointegration and the neutrality of money 0 0 0 105 0 0 1 270
Panel cointegration tests of the Fisher effect 0 1 2 564 2 5 12 1,322
Panel cointegration tests of the sustainability hypothesis in rich OECD countries 0 0 5 59 0 1 17 237
Panel data measures of price discovery 0 0 1 1 0 0 4 6
Panel evidence on the ability of oil returns to predict stock returns in the G7 area 1 1 4 21 2 2 9 71
Panel multi-predictor test procedures with an application to emerging market sovereign risk 0 0 0 6 0 1 1 44
Panel stationary tests against changes in persistence 0 0 0 1 0 0 1 14
Panel versus GARCH information in unit root testing with an application to financial markets 0 0 0 16 0 0 4 49
Panicca: Panic on Cross‐Section Averages 0 0 2 33 0 0 4 75
Pooled Panel Unit Root Tests and the Effect of Past Initialization 0 0 0 0 0 0 1 19
Price discovery and asset pricing 0 0 0 19 0 1 5 83
Reducing the size distortions of the panel LM Test for cointegration 0 0 0 15 0 1 2 58
Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem 0 0 0 6 0 1 9 66
Robust block bootstrap panel predictability tests 0 0 1 1 0 0 1 6
Simple unit root testing in generally trending data with an application to precious metal prices in Asia 0 0 0 5 0 0 2 56
Some preliminary evidence of price discovery in Islamic banks 0 0 0 4 0 0 0 73
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 1 5 5 1 2 17 17
Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests 0 0 1 16 0 0 3 138
TESTING FOR UNIT ROOTS IN PANEL TIME-SERIES MODELS WITH MULTIPLE LEVEL BREAKS 0 0 0 7 0 0 0 36
Testing additive versus interactive effects in fixed-T panels 0 0 0 9 0 0 2 60
Testing factors in CCE 0 0 0 0 0 0 1 1
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 0 0 1 75 0 0 3 226
Testing for Error Correction in Panel Data* 3 10 39 889 15 41 156 2,002
Testing for Panel Cointegration with Multiple Structural Breaks* 2 2 7 473 2 6 18 1,034
Testing for Predictability in Conditionally Heteroskedastic Stock Returns 3 4 9 92 4 7 30 340
Testing for Predictability in panels with General Predictors 0 0 1 9 0 0 2 30
Testing for a unit root in a random coefficient panel data model 0 0 0 18 0 0 1 117
Testing for panel cointegration with a level break 0 0 0 77 0 0 0 191
Testing for predictability in panels of any time series dimension 0 0 1 4 0 0 1 40
Testing for stock return predictability in a large Chinese panel 0 0 0 18 0 1 1 87
Testing slope homogeneity in large panels with serial correlation 4 10 27 97 13 29 86 330
Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets 0 0 3 31 0 1 13 206
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* 0 0 0 1 0 0 1 3
The Local Power of the CADF and CIPS Panel Unit Root Tests 1 2 6 18 3 4 23 85
The effect of recursive detrending on panel unit root tests 0 0 0 17 0 1 2 72
The factor analytical approach in near unit root interactive effects panels 0 0 0 3 0 0 0 9
The factor analytical approach in trending near unit root panels 0 0 0 2 0 1 1 5
The factor analytical method for interactive effects dynamic panel models with moving average errors 0 0 0 2 0 0 0 16
The power of PANIC 1 1 1 36 1 1 2 120
The tax-spending nexus: Evidence from a panel of US state-local governments 0 0 0 60 0 0 3 217
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 1 4 0 0 2 20
Using Panel Data to Test for Fiscal Sustainability within the European Union 0 0 0 109 0 0 5 288
Why is Chinese provincial output diverging? 0 0 0 39 0 0 9 190
Total Journal Articles 31 69 280 7,544 97 234 968 20,669


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 4 8 31 118 25 58 231 738
Total Software Items 4 8 31 118 25 58 231 738


Statistics updated 2024-06-06