Access Statistics for Joakim Westerlund

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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 1 5 7 146
A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root 0 0 0 121 1 4 9 303
A Note on the Pooling of Individual PANIC Unit Root Tests 0 0 0 70 0 2 2 192
A Panel CUSUM Test of the Null of Cointegration 0 0 0 78 0 3 5 505
A Panel Data Test of the Bank Lending Channel in Sweden 0 0 0 343 0 1 2 923
A Simplified Klein–Spady Estimator for Binary Choice Models 0 0 15 15 1 3 18 18
A factor analytical approach to the efficient futures market hypothesis 0 0 0 51 1 5 8 129
A factor-augmented new Keynesian Phillips curve for the European Union countries 0 0 3 28 0 1 9 57
A practical note on the determination of the number of factors using information criteria with data-driven penalty 0 0 0 33 0 0 2 31
A random coefficient approach to the predictability of stock returns in panels 0 0 0 44 0 5 11 89
Are Crime Rates Really Stationary? 0 0 0 45 2 4 6 188
Are Crime Rates Really Stationary? 0 0 0 35 0 3 5 156
CCE estimation of factor-augmented regression models with more factors than observables 0 0 0 130 2 6 8 490
Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model? 0 0 0 99 1 8 11 324
Cross sectional averages or principal components? 0 0 0 143 0 5 10 287
Difference-in-Differences via Common Correlated Effects 0 0 3 45 0 8 19 45
Do oil prices predict economic growth? New global evidence 0 0 0 38 1 4 8 122
Does cash flow predict returns? 0 0 0 28 0 8 28 85
Does the choice of estimator matter when forecasting returns? 0 0 0 50 1 8 12 141
Essays in Honor of Professor Badi H Baltagi: Editorial 0 0 0 10 1 14 18 56
Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors 0 0 0 56 1 5 6 145
Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed 0 0 0 66 3 5 9 57
Feasible Estimation in Cointegrated Panels 0 0 0 49 0 3 7 267
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 0 109 3 8 10 198
Heteroskedasticity robust panel unit root tests 0 0 0 16 1 7 10 83
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 1 53 1 6 13 41
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 11 0 4 7 21
Interactive-effects panel-data models with general factors and regressors 0 0 2 8 0 2 9 21
Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models 0 0 0 253 1 15 31 835
Mixed Signals Among Tests for Panel Cointegration 0 0 0 87 0 20 32 281
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 1 1 1 18 3 7 13 32
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 1 1 2 25 1 4 9 37
Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending 0 1 2 29 1 12 26 87
Myths and Facts about Panel Unit Root Tests 0 0 1 186 0 3 7 256
New Improved Tests for Cointegration with Structural Breaks 0 0 0 100 1 20 26 894
New Simple Tests for Panel Cointegration 0 0 0 83 1 12 26 1,565
Nonparametric Rank Tests for Non-stationary Panels 0 0 0 163 0 9 11 357
On the asymptotic distribution of the DF-GLS test statistic 0 0 1 51 1 3 8 116
On the importance of the first observation in GLS detrending in unit root testing 0 0 0 57 1 4 6 57
PANICCA - PANIC on Cross-Section Averages 0 0 0 49 1 11 15 172
Panel Cointegration Tests of the Fisher Hypothesis 0 0 0 445 3 4 10 1,115
Panel Cointegration Tests with Deterministic Trends and Structural Breaks 0 0 1 327 0 0 5 660
Panel Cointegration and the Monetary Exchange Rate Model 0 0 0 177 1 11 15 356
Panel Cointegration and the Neutrality of Money 0 0 0 132 2 6 10 409
Panel cointegration tests of the Fisher effect 0 1 2 267 1 12 22 640
Panel error correction testing with global stochastic trends 0 0 0 256 0 2 6 586
Pooled Unit Root Tests in Panels with a Common Factor 0 0 0 163 0 1 9 421
Pooled panel unit root tests and the effect of past initialization 0 0 0 4 0 4 6 41
Robust block bootstrap panel predictability tests 0 0 0 108 0 5 8 176
Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production 0 0 0 80 0 5 7 164
Simple Difference-in-Differences Estimation in Fixed-T Panels 1 1 4 18 4 6 14 48
Simple Tests for Cointegration in Dependent Panels with Structural Breaks 0 0 0 129 0 8 14 582
Some cautions on the use of the LLC panel unit root test 0 0 0 196 1 6 14 609
Spurious Regression in Nonstationary Panels time Series with Cross-Member Cointegration 0 0 0 2 2 4 5 12
Spurious regression in nonstationary panels with cross-unit cointegration 0 0 0 178 0 5 11 488
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 0 25 0 0 6 53
TESTING FACTORS IN CCE 0 0 2 17 0 6 10 34
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 0 5 129 0 4 17 74
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 0 18 169 5 12 118 623
Testing and estimating structural breaks in time series and panel data in Stata 0 0 17 17 1 21 56 56
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 0 0 0 104 1 5 14 306
Testing for Error Correction in Panel Data 0 0 0 1,150 3 10 22 2,962
Testing for Panel Cointegration with Multiple Structural Breaks 0 0 0 76 1 2 10 1,291
Testing for Unit Roots in Panel Time Series Models with Multiple Breaks 0 0 0 135 0 3 6 261
Testing for a Unit Root in a Random Coefficient Panel Data Model 0 0 0 90 0 11 16 219
Testing for error correction in panel data 0 3 6 400 4 17 44 1,137
Testing for predictability in conditionally heteroskedastic stock returns 0 0 0 89 0 11 15 219
Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns 0 0 0 77 0 1 4 96
Testing for predictability in panels with general predictors 0 0 0 23 0 3 7 60
Testing for stock return predictability in a large Chinese panel 1 1 1 2 1 2 6 35
Testing slope homogeneity in large panels with serial correlation 0 0 3 23 0 4 18 75
The Factor Analytical Approach in Trending Near Unit Root Panels 0 0 0 26 0 3 7 49
The Present Value Model, Farmland Prices and Structural Breaks 0 1 1 62 2 3 7 285
The Tax-Spending Nexus: Evidence from a Panel of US State- Local Governments 0 1 1 62 2 5 8 177
The local power of the CADF and CIPS panel unit root tests 0 0 1 148 0 2 13 312
Using Panel Data to Construct Simple and Efficient Unit Root Tests in the Presence of GARCH 0 0 0 90 1 3 7 189
Why is Chinese Regional Output Diverging? 0 0 0 53 0 3 5 151
Total Working Papers 4 11 93 8,360 67 467 1,051 24,780
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 1 5 13 43
A Factor Analytical Approach to the Efficient Futures Market Hypothesis 0 0 0 16 0 3 4 70
A Factor‐Augmented New Keynesian Phillips Curve for the European Union Countries 0 0 0 1 1 5 8 11
A GARCH model for testing market efficiency 0 0 1 79 2 10 27 315
A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS 0 0 0 33 0 8 22 125
A Panel CUSUM Test of the Null of Cointegration 0 0 2 10 2 6 15 46
A Random Coefficient Approach to the Predictability of Stock Returns in Panels 0 0 0 12 2 7 9 81
A Simple Test for Cointegration in Dependent Panels with Structural Breaks* 0 0 8 195 5 19 47 511
A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending 0 0 1 12 0 4 7 48
A cross‐section average‐based principal components approach for fixed‐T panels 0 0 0 2 1 4 8 30
A modified LLC panel unit root test of the PPP hypothesis 0 0 0 12 1 10 24 191
A new poolability test for cointegrated panels 0 0 0 36 0 4 8 124
A note on the use of the LLC panel unit root test 0 0 0 63 0 1 6 190
A panel bootstrap cointegration test 1 2 17 568 4 12 50 1,413
A sequential purchasing power parity test for panels of large cross-sections and implications for investors 0 0 2 4 0 0 3 23
A simple test for nonstationarity in mixed panels with incidental trends 0 0 0 5 0 6 12 42
Alternative representations for cointegrated panels with global stochastic trends 0 0 0 15 0 3 7 64
An IV Test for a Unit Root in Generally Trending and Correlated Panels 0 0 1 2 0 2 9 38
Are Islamic stock returns predictable? A global perspective 0 1 1 20 0 3 11 85
Are state–local government expenditures converging? New evidence based on sequential unit root tests 0 0 1 6 0 5 9 115
Asymptotic collinearity in CCE estimation of interactive effects models 0 0 1 9 1 5 11 63
Breaks in persistence in fixed-T panel data 0 0 1 5 0 2 6 17
CCE estimation of factor‐augmented regression models with more factors than observables 1 2 2 8 1 7 12 48
CCE in fixed‐T panels 0 0 0 19 0 1 6 59
CCE in heterogenous fixed-T panels 1 1 2 8 1 6 9 25
CCE in panels with general unknown factors 0 0 0 8 1 8 11 37
CCE under nonrandom heterogeneity 0 1 1 1 0 10 11 11
Can panel data really improve the predictability of the monetary exchange rate model? 0 0 0 40 1 3 5 164
Class size and student evaluations in Sweden 0 0 1 40 1 4 9 206
Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data 0 0 0 5 0 2 6 17
Cross-sectional averages versus principal components 1 1 4 123 2 9 20 326
Data Dependent Endogeneity Correction in Cointegrated Panels 0 0 0 76 0 5 8 210
Do oil prices predict economic growth? New global evidence 0 0 2 95 1 5 14 283
Do order imbalances predict Chinese stock returns? New evidence from intraday data 0 0 1 48 4 11 20 169
Does cash flow predict returns? 0 1 2 45 0 5 8 142
Does the choice of estimator matter when forecasting returns? 0 1 5 96 0 8 24 324
Effects of rent dependency on quality of government 0 0 0 19 0 5 11 127
Efficient but getting wet feet: A not-entirely-frivolous note on the side-effects of growth-promoting institutions 0 0 0 8 0 3 7 91
Error Correction Testing in Panels with Common Stochastic Trends 0 0 1 29 0 6 13 87
Error-correction–based cointegration tests for panel data 1 4 13 1,583 6 27 68 3,043
Essays in honor of Professor Badi H Baltagi 0 0 0 5 3 8 11 24
Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis 0 0 0 23 3 7 9 56
Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Effects* 0 0 0 6 2 3 11 24
Estimating the gravity model without gravity using panel data 0 0 2 100 2 8 18 272
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed 0 0 1 8 0 3 10 27
Estimation of factor-augmented panel regressions with weakly influential factors 0 0 1 7 0 4 8 38
Farmland prices, structural breaks and panel data 0 0 0 64 1 5 7 150
Financial systems and mechanisms of growth in different conditions of country risk 0 0 0 20 0 3 5 86
Fiscal stringency and fiscal sustainability: Panel evidence from the American state and local governments 0 0 1 68 1 4 9 341
Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere 0 0 1 14 1 7 13 51
Forecasting using cross-section average–augmented time series regressions 0 0 0 2 1 7 10 16
Heteroscedasticity Robust Panel Unit Root Tests 0 0 0 9 0 4 9 66
Indirect Estimation of Semiparametric Binary Choice Models 0 0 1 3 0 7 11 39
Is there really a unit root in the inflation rate? More evidence from panel data models 0 0 0 14 0 6 8 69
Islamic spot and index futures markets: Where is the price discovery? 0 0 0 6 1 4 8 64
Lag truncation and the local asymptotic distribution of the ADF test for a unit root 0 0 0 2 2 4 6 36
Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends 0 0 0 0 0 5 10 87
Lessons from a Decade of IPS and LLC 0 0 0 57 1 3 7 211
Mixed signals among tests for panel cointegration 0 0 1 21 2 14 23 138
Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions 1 2 3 19 2 4 9 61
Multiple Structural Breaks in Interactive Effects Panel Data Models 0 1 8 8 3 13 39 44
New Improved Tests for Cointegration with Structural Breaks 0 0 0 196 0 6 9 403
New Simple Tests for Panel Cointegration 1 3 12 303 1 11 43 688
New tools for understanding the local asymptotic power of panel unit root tests 0 0 0 10 0 5 12 70
Nonparametric rank tests for non-stationary panels 0 1 3 40 0 5 12 156
On CCE estimation of factor-augmented models when regressors are not linear in the factors 0 0 1 8 0 7 13 50
On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects 0 0 0 6 0 5 6 22
On the Importance of the First Observation in GLS Detrending in Unit Root Testing 0 0 0 2 0 0 2 44
On the Use of GLS Demeaning in Panel Unit Root Testing 0 0 0 3 0 2 6 30
On the choice of test for a unit root when the errors are conditionally heteroskedastic 0 0 0 2 2 5 8 29
On the determination of the number of factors using information criteria with data-driven penalty 0 0 0 7 2 4 10 35
On the estimation and inference in factor-augmented panel regressions with correlated loadings 0 0 1 56 0 0 5 186
On the estimation and testing of predictive panel regressions 0 0 0 9 2 4 8 47
On the implementation and use of factor-augmented regressions in panel data 0 0 0 27 0 0 3 105
On the robustness of the pooled CCE estimator 0 0 2 12 3 7 11 42
On the role of the rank condition in CCE estimation of factor-augmented panel regressions 0 0 4 26 0 3 8 89
On the use of panel cointegration tests in energy economics 0 2 3 56 1 7 12 189
Optimal panel unit root testing with covariates 0 0 0 5 0 3 8 33
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 2 3 28 2 14 28 125
Panel cointegration and the monetary exchange rate model 0 1 1 187 0 5 11 431
Panel cointegration and the neutrality of money 0 0 0 107 1 4 11 284
Panel cointegration tests of the Fisher effect 0 2 6 579 6 18 47 1,390
Panel cointegration tests of the sustainability hypothesis in rich OECD countries 0 0 0 60 1 6 8 247
Panel data measures of price discovery 0 0 0 1 0 3 4 10
Panel evidence on the ability of oil returns to predict stock returns in the G7 area 0 0 0 21 1 5 9 93
Panel multi-predictor test procedures with an application to emerging market sovereign risk 0 0 0 6 1 9 11 55
Panel stationary tests against changes in persistence 0 0 1 2 1 5 10 25
Panel versus GARCH information in unit root testing with an application to financial markets 0 0 0 16 2 8 14 64
Panicca: Panic on Cross‐Section Averages 0 0 2 36 0 5 15 96
Pooled Panel Unit Root Tests and the Effect of Past Initialization 0 0 0 0 0 1 5 24
Price discovery and asset pricing 0 0 1 20 0 2 7 94
Reducing the size distortions of the panel LM Test for cointegration 0 0 2 17 0 2 5 64
Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem 0 0 0 6 0 3 3 70
Robust block bootstrap panel predictability tests 0 0 0 1 0 2 4 11
Simple unit root testing in generally trending data with an application to precious metal prices in Asia 0 0 0 5 0 3 4 60
Some preliminary evidence of price discovery in Islamic banks 0 0 0 4 0 2 6 79
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 9 19 1 8 41 72
Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests 0 0 2 23 1 7 17 161
TESTING FOR UNIT ROOTS IN PANEL TIME-SERIES MODELS WITH MULTIPLE LEVEL BREAKS 0 0 0 7 0 2 3 39
Testing additive versus interactive effects in fixed-T panels 0 0 1 12 0 2 8 73
Testing and estimating structural breaks in time series and panel data in Stata 1 3 10 10 5 15 37 37
Testing factors in CCE 1 2 4 5 1 4 12 14
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 0 0 1 76 0 3 9 237
Testing for Error Correction in Panel Data* 6 26 71 991 15 71 215 2,323
Testing for Panel Cointegration with Multiple Structural Breaks* 0 0 0 477 0 4 8 1,051
Testing for Predictability in Conditionally Heteroskedastic Stock Returns 0 0 1 104 0 5 16 378
Testing for Predictability in panels with General Predictors 0 0 0 9 0 5 8 38
Testing for a unit root in a random coefficient panel data model 0 0 0 18 0 4 11 128
Testing for panel cointegration with a level break 0 0 0 77 0 3 11 204
Testing for predictability in panels of any time series dimension 0 0 0 5 0 2 6 47
Testing for stock return predictability in a large Chinese panel 0 1 3 21 2 11 19 107
Testing slope homogeneity in large panels with serial correlation 1 6 27 147 4 22 113 531
Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets 0 0 0 32 1 8 10 218
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* 0 0 0 1 0 3 5 8
The Local Power of the CADF and CIPS Panel Unit Root Tests 0 0 0 24 4 12 19 122
The effect of recursive detrending on panel unit root tests 0 0 0 17 1 7 15 88
The factor analytical approach in near unit root interactive effects panels 0 0 1 4 2 5 7 17
The factor analytical approach in trending near unit root panels 0 0 0 2 0 4 5 10
The factor analytical method for interactive effects dynamic panel models with moving average errors 0 0 1 3 0 2 6 24
The power of PANIC 0 0 1 37 0 2 7 127
The tax-spending nexus: Evidence from a panel of US state-local governments 0 0 3 63 1 12 20 240
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 0 4 1 7 9 29
Using Panel Data to Test for Fiscal Sustainability within the European Union 0 0 0 110 0 7 11 304
Using information criteria to select averages in CCE 0 1 2 2 3 10 14 15
Why is Chinese provincial output diverging? 0 0 0 39 0 4 6 198
Total Journal Articles 16 67 268 8,024 131 794 1,865 23,230

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 0 1 19 156 3 10 90 943
Total Software Items 0 1 19 156 3 10 90 943

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