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 4 14 134
A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root 0 2 6 118 1 4 15 276
A Note on the Pooling of Individual PANIC Unit Root Tests 0 0 1 69 0 2 10 178
A Panel CUSUM Test of the Null of Cointegration 0 0 0 78 0 1 7 483
A Panel Data Test of the Bank Lending Channel in Sweden 4 7 11 327 7 10 23 874
A factor analytical approach to the efficient futures market hypothesis 0 0 0 49 0 0 5 111
A practical note on the determination of the number of factors using information criteria with data-driven penalty 0 0 0 33 0 1 3 25
A random coefficient approach to the predictability of stock returns in panels 0 0 0 43 0 3 11 64
Are Crime Rates Really Stationary? 0 1 1 35 0 1 21 146
Are Crime Rates Really Stationary? 0 0 0 38 0 0 5 131
CCE estimation of factor-augmented regression models with more factors than observables 1 2 12 109 7 21 100 360
Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model? 0 0 2 98 0 2 12 301
Cross sectional averages or principal components? 0 1 1 137 0 2 13 255
Do oil prices predict economic growth? New global evidence 0 0 0 34 0 0 4 100
Does cash flow predict returns? 0 0 1 26 0 0 8 45
Does the choice of estimator matter when forecasting returns? 0 0 0 48 0 1 8 119
Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors 0 0 0 56 1 1 5 133
Feasible Estimation in Cointegrated Panels 0 0 0 49 0 1 4 255
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 1 1 106 0 2 10 167
Heteroskedasticity robust panel unit root tests 0 0 0 15 0 1 6 65
Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models 0 0 2 253 0 1 6 781
Mixed Signals Among Tests for Panel Cointegration 0 0 0 86 0 1 5 230
Myths and Facts about Panel Unit Root Tests 0 0 4 176 0 1 9 209
New Improved Tests for Cointegration with Structural Breaks 0 0 0 100 2 3 11 852
New Simple Tests for Panel Cointegration 0 0 0 83 3 7 28 1,452
Nonparametric Rank Tests for Non-stationary Panels 0 0 2 160 1 2 17 308
On the asymptotic distribution of the DF-GLS test statistic 0 0 0 47 0 0 2 96
On the importance of the first observation in GLS detrending in unit root testing 0 0 0 57 0 1 3 48
PANICCA - PANIC on Cross-Section Averages 0 0 0 49 0 2 16 140
Panel Cointegration Tests of the Fisher Hypothesis 0 0 0 445 1 1 15 1,062
Panel Cointegration Tests with Deterministic Trends and Structural Breaks 0 0 2 323 1 1 5 642
Panel Cointegration and the Monetary Exchange Rate Model 0 0 1 172 1 2 6 325
Panel Cointegration and the Neutrality of Money 0 0 0 132 0 2 19 385
Panel Error Correction Testing with Global Stochastic Trends 0 0 3 248 2 4 18 552
Panel cointegration tests of the Fisher effect 0 0 0 260 1 1 10 587
Pooled Unit Root Tests in Panels with a Common Factor 0 0 0 158 0 3 7 394
Pooled panel unit root tests and the effect of past initialization 0 0 0 4 0 1 6 23
Robust block bootstrap panel predictability tests 0 0 2 106 0 1 8 160
Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production 0 0 0 79 0 0 2 145
Simple Tests for Cointegration in Dependent Panels with Structural Breaks 0 0 0 129 3 11 28 534
Some Cautions on the Use of the LLC Panel Unit Root Test 3 8 12 188 9 25 56 549
Spurious Regression in Nonstationary Panels with Cross-Unit Cointegration 0 0 1 171 1 2 11 442
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 0 3 6 102 1 9 18 276
Testing for Error Correction in Panel Data 1 3 6 358 7 22 55 920
Testing for Error Correction in Panel Data 0 0 0 1,150 7 18 52 2,871
Testing for Panel Cointegration with Multiple Structural Breaks 0 0 0 76 0 2 12 1,243
Testing for Unit Roots in Panel Time Series Models with Multiple Breaks 0 0 2 133 1 2 9 198
Testing for a Unit Root in a Random Coefficient Panel Data Model 0 0 0 88 1 4 11 183
Testing for predictability in conditionally heteroskedastic stock returns 0 1 6 79 1 2 15 172
Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns 0 0 0 77 0 0 7 87
Testing for predictability in panels with general predictors 0 0 0 22 0 2 7 48
Testing for stock return predictability in a large Chinese panel 0 0 0 0 0 1 6 13
Testing slope homogeneity in large panels with serial correlation 0 0 3 8 0 1 10 27
The Present Value Model, Farmland Prices and Structural Breaks 0 0 1 57 1 1 5 266
The Tax Spending Nexus: Evidence from a Panel of US State-Local Governments 0 0 0 1 0 0 5 7
The Tax-Spending Nexus: Evidence from a Panel of US State- Local Governments 0 0 1 60 0 0 9 154
The local power of the CADF and CIPS panel unit root tests 1 1 4 129 2 2 12 213
Using Panel Data to Construct Simple and Efficient Unit Root Tests in the Presence of GARCH 0 0 0 88 3 5 12 176
Why is Chinese Regional Output Diverging? 0 0 0 53 1 1 7 142
Total Working Papers 10 30 94 7,411 66 201 824 21,134


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 0 0 1 8 17
A Factor Analytical Approach to the Efficient Futures Market Hypothesis 0 0 0 16 0 0 4 59
A GARCH model for testing market efficiency 0 5 8 41 3 20 49 159
A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS 0 0 1 30 0 2 6 81
A Random Coefficient Approach to the Predictability of Stock Returns in Panels 0 0 2 10 0 3 13 56
A Simple Test for Cointegration in Dependent Panels with Structural Breaks* 0 1 5 152 3 5 22 351
A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending 0 0 0 11 0 0 6 37
A modified LLC panel unit root test of the PPP hypothesis 0 0 0 11 1 2 9 87
A new poolability test for cointegrated panels 0 0 1 35 0 0 3 103
A note on the use of the LLC panel unit root test 0 2 3 59 0 5 12 154
A panel bootstrap cointegration test 8 14 34 355 15 29 80 906
A sequential purchasing power parity test for panels of large cross-sections and implications for investors 0 0 0 2 0 1 2 17
A simple test for nonstationarity in mixed panels with incidental trends 0 0 0 5 0 0 2 28
Alternative representations for cointegrated panels with global stochastic trends 0 0 0 15 0 0 2 51
An IV Test for a Unit Root in Generally Trending and Correlated Panels 0 0 0 1 0 2 6 25
Are Islamic stock returns predictable? A global perspective 2 3 3 7 3 7 16 43
Are state–local government expenditures converging? New evidence based on sequential unit root tests 0 0 3 5 0 0 3 30
Asymptotic collinearity in CCE estimation of interactive effects models 0 0 2 6 1 1 14 33
CCE estimation of factor‐augmented regression models with more factors than observables 0 0 1 1 0 1 8 12
CCE in fixed‐T panels 0 1 1 1 0 2 12 12
CCE in panels with general unknown factors 0 0 1 1 0 0 2 4
Can panel data really improve the predictability of the monetary exchange rate model? 0 0 0 40 0 4 13 147
Class size and student evaluations in Sweden 0 0 1 38 1 2 10 185
Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data 0 0 0 1 0 0 3 5
Cross-sectional averages versus principal components 1 4 22 71 4 11 49 192
Data Dependent Endogeneity Correction in Cointegrated Panels* 0 1 1 75 0 1 5 198
Do oil prices predict economic growth? New global evidence 2 4 5 79 3 6 18 223
Do order imbalances predict Chinese stock returns? New evidence from intraday data 0 1 6 30 1 4 16 113
Does cash flow predict returns? 0 0 2 35 0 1 14 110
Does the choice of estimator matter when forecasting returns? 1 2 7 58 2 7 30 191
Effects of rent dependency on quality of government 0 0 0 17 1 4 13 90
Efficient but getting wet feet: A not-entirely-frivolous note on the side-effects of growth-promoting institutions 0 0 1 7 0 1 11 75
Error Correction Testing in Panels with Common Stochastic Trends 0 0 0 22 0 2 3 44
Error-correction–based cointegration tests for panel data 4 9 38 1,437 12 33 156 2,524
Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis 0 1 1 15 0 1 6 31
Estimating the gravity model without gravity using panel data 1 2 6 91 2 6 23 217
Estimation of factor-augmented panel regressions with weakly influential factors 0 0 0 1 0 1 6 13
Farmland prices, structural breaks and panel data 0 0 0 64 0 1 7 129
Financial systems and mechanisms of growth in different conditions of country risk 0 0 1 19 1 1 4 71
Fiscal stringency and fiscal sustainability: Panel evidence from the American state and local governments 0 0 6 53 0 1 23 287
Heteroscedasticity Robust Panel Unit Root Tests 0 1 1 6 0 1 5 42
Indirect Estimation of Semiparametric Binary Choice Models 0 0 0 0 0 0 4 24
Is there really a unit root in the inflation rate? More evidence from panel data models 0 0 0 13 0 1 10 53
Islamic spot and index futures markets: Where is the price discovery? 0 0 0 1 1 2 17 26
Lag truncation and the local asymptotic distribution of the ADF test for a unit root 0 0 0 0 0 1 4 4
Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends 0 0 0 0 0 0 3 71
Lessons from a Decade of IPS and LLC 0 0 1 54 2 6 16 124
Mixed signals among tests for panel cointegration 0 0 0 18 0 1 4 103
Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions 0 0 0 1 0 1 7 26
New Improved Tests for Cointegration with Structural Breaks 0 0 0 187 1 2 11 361
New Simple Tests for Panel Cointegration 2 7 19 206 5 18 52 398
New tools for understanding the local asymptotic power of panel unit root tests 0 0 1 8 0 1 4 49
Nonparametric rank tests for non-stationary panels 0 0 1 29 1 3 14 110
On CCE estimation of factor-augmented models when regressors are not linear in the factors 0 0 1 3 1 2 10 15
On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects 0 0 1 1 0 0 2 2
On the Importance of the First Observation in GLS Detrending in Unit Root Testing 0 0 0 2 0 0 1 39
On the Use of GLS Demeaning in Panel Unit Root Testing 0 0 1 1 0 1 5 11
On the choice of test for a unit root when the errors are conditionally heteroskedastic 0 0 0 2 0 1 2 16
On the determination of the number of factors using information criteria with data-driven penalty 0 0 0 7 0 0 1 15
On the estimation and inference in factor-augmented panel regressions with correlated loadings 0 0 4 47 1 3 11 120
On the estimation and testing of predictive panel regressions 0 0 2 7 0 2 4 29
On the implementation and use of factor-augmented regressions in panel data 0 0 0 20 1 4 11 80
On the role of the rank condition in CCE estimation of factor-augmented panel regressions 0 0 2 15 2 6 13 59
On the use of panel cointegration tests in energy economics 0 3 17 42 1 8 41 131
Optimal panel unit root testing with covariates 0 0 2 4 0 3 8 14
PANIC in the Presence of Uncertainty about the Deterministic Trend 0 0 0 8 0 0 2 33
Panel bootstrap tests of slope homogeneity 0 2 3 10 1 5 8 45
Panel cointegration and the monetary exchange rate model 0 1 3 168 1 7 21 370
Panel cointegration and the neutrality of money 0 0 0 100 0 0 8 258
Panel cointegration tests of the Fisher effect 1 3 10 523 9 17 61 1,178
Panel cointegration tests of the sustainability hypothesis in rich OECD countries 0 0 0 46 0 1 12 113
Panel evidence on the ability of oil returns to predict stock returns in the G7 area 0 0 6 6 0 2 28 32
Panel multi-predictor test procedures with an application to emerging market sovereign risk 0 0 1 5 1 1 7 35
Panel stationary tests against changes in persistence 0 0 0 0 0 0 4 4
Panel versus GARCH information in unit root testing with an application to financial markets 0 0 0 15 2 2 5 41
Panicca: Panic on Cross‐Section Averages 1 2 4 23 2 3 6 46
Pooled Panel Unit Root Tests and the Effect of Past Initialization 0 0 0 0 1 2 3 15
Price discovery and asset pricing 0 0 6 16 1 2 16 57
Reducing the size distortions of the panel LM Test for cointegration 0 0 0 15 0 0 2 55
Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem 0 0 0 4 0 1 2 17
Robust block bootstrap panel predictability tests 0 0 0 0 0 0 0 0
Simple unit root testing in generally trending data with an application to precious metal prices in Asia 0 0 0 4 0 0 4 46
Some preliminary evidence of price discovery in Islamic banks 0 0 1 1 1 2 18 23
Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests 0 1 4 8 1 3 66 94
TESTING FOR UNIT ROOTS IN PANEL TIME-SERIES MODELS WITH MULTIPLE LEVEL BREAKS 0 0 0 7 0 0 3 34
Testing additive versus interactive effects in fixed-T panels 1 1 4 7 1 4 29 43
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 0 2 3 70 1 5 12 201
Testing for Error Correction in Panel Data* 5 14 39 765 10 30 108 1,540
Testing for Panel Cointegration with Multiple Structural Breaks* 1 1 6 455 1 10 24 978
Testing for Predictability in Conditionally Heteroskedastic Stock Returns 2 6 19 49 6 15 67 175
Testing for Predictability in panels with General Predictors 0 2 2 5 0 2 6 14
Testing for a unit root in a random coefficient panel data model 0 0 0 17 1 2 14 94
Testing for panel cointegration with a level break 0 0 0 75 0 2 9 184
Testing for predictability in panels of any time series dimension 0 0 1 3 0 1 4 30
Testing for stock return predictability in a large Chinese panel 0 2 3 16 0 3 10 71
Testing slope homogeneity in large panels with serial correlation 1 2 5 28 5 15 28 109
Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets 0 0 1 25 1 3 19 108
The Local Power of the CADF and CIPS Panel Unit Root Tests 0 0 3 10 1 2 15 50
The effect of recursive detrending on panel unit root tests 0 0 1 13 0 0 4 61
The factor analytical method for interactive effects dynamic panel models with moving average errors 0 0 1 1 2 2 5 5
The power of PANIC 0 0 3 33 0 0 9 108
The tax-spending nexus: Evidence from a panel of US state-local governments 0 2 3 57 1 3 11 194
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 0 1 0 4 6 13
Using Panel Data to Test for Fiscal Sustainability within the European Union 0 0 0 108 0 2 8 267
Why is Chinese provincial output diverging? 0 0 0 39 2 6 15 114
Total Journal Articles 33 102 347 6,327 121 394 1,628 15,887
1 registered items for which data could not be found


Statistics updated 2020-07-04