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 0 121 0 0 1 294
A Note on the Pooling of Individual PANIC Unit Root Tests 0 0 0 70 0 0 2 190
A Panel CUSUM Test of the Null of Cointegration 0 0 0 78 0 0 2 500
A Panel Data Test of the Bank Lending Channel in Sweden 0 0 2 343 0 0 2 921
A factor analytical approach to the efficient futures market hypothesis 0 0 0 51 0 0 0 121
A factor-augmented new Keynesian Phillips curve for the European Union countries 2 2 2 27 2 2 5 50
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 29
A random coefficient approach to the predictability of stock returns in panels 0 0 0 44 0 0 1 78
Are Crime Rates Really Stationary? 0 0 0 35 0 1 3 152
Are Crime Rates Really Stationary? 0 0 0 45 0 0 1 182
CCE estimation of factor-augmented regression models with more factors than observables 0 0 0 130 0 0 1 482
Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model? 0 0 0 99 0 0 1 313
Cross sectional averages or principal components? 0 0 0 143 0 0 0 277
Difference-in-Differences via Common Correlated Effects 1 1 2 43 2 2 9 29
Do oil prices predict economic growth? New global evidence 0 0 1 38 1 2 4 116
Does cash flow predict returns? 0 0 0 28 0 0 0 57
Does the choice of estimator matter when forecasting returns? 0 0 1 50 0 0 2 129
Essays in Honor of Professor Badi H Baltagi: Editorial 0 0 1 10 0 0 3 39
Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors 0 0 0 56 0 0 0 139
Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed 0 0 1 66 0 0 3 48
Feasible Estimation in Cointegrated Panels 0 0 0 49 0 1 1 261
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 0 109 0 0 3 188
Heteroskedasticity robust panel unit root tests 0 0 0 16 0 0 1 74
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 1 53 2 3 7 33
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 11 1 1 1 15
Interactive-effects panel-data models with general factors and regressors 0 2 3 8 1 3 7 16
Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models 0 0 0 253 1 2 6 808
Mixed Signals Among Tests for Panel Cointegration 0 0 0 87 0 0 1 249
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 0 1 17 0 1 2 20
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 0 0 23 0 0 1 28
Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending 0 1 3 28 2 5 25 70
Myths and Facts about Panel Unit Root Tests 0 1 1 186 1 3 5 252
New Improved Tests for Cointegration with Structural Breaks 0 0 0 100 0 2 4 870
New Simple Tests for Panel Cointegration 0 0 0 83 0 3 8 1,542
Nonparametric Rank Tests for Non-stationary Panels 0 0 0 163 0 1 1 347
On the asymptotic distribution of the DF-GLS test statistic 1 1 1 51 1 1 2 109
On the importance of the first observation in GLS detrending in unit root testing 0 0 0 57 0 0 1 51
PANICCA - PANIC on Cross-Section Averages 0 0 0 49 0 0 1 158
Panel Cointegration Tests of the Fisher Hypothesis 0 0 0 445 0 0 2 1,105
Panel Cointegration Tests with Deterministic Trends and Structural Breaks 0 0 0 326 1 3 3 658
Panel Cointegration and the Monetary Exchange Rate Model 0 0 0 177 0 0 2 342
Panel Cointegration and the Neutrality of Money 0 0 0 132 1 1 4 400
Panel cointegration tests of the Fisher effect 0 0 2 266 0 0 7 619
Panel error correction testing with global stochastic trends 0 0 1 256 0 1 3 581
Pooled Unit Root Tests in Panels with a Common Factor 0 0 0 163 2 2 3 414
Pooled panel unit root tests and the effect of past initialization 0 0 0 4 1 1 2 36
Robust block bootstrap panel predictability tests 0 0 0 108 1 1 1 169
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 0 2 15 0 2 10 38
Simple Tests for Cointegration in Dependent Panels with Structural Breaks 0 0 0 129 0 2 3 570
Some cautions on the use of the LLC panel unit root test 0 0 1 196 0 1 5 596
Spurious Regression in Nonstationary Panels time Series with Cross-Member Cointegration 0 0 0 2 0 0 0 7
Spurious regression in nonstationary panels with cross-unit cointegration 0 0 0 178 0 1 2 479
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 2 25 0 1 7 49
TESTING FACTORS IN CCE 1 1 1 16 1 2 3 26
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 0 3 124 0 0 12 58
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 4 5 39 161 12 35 186 573
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 0 0 0 104 0 0 1 293
Testing for Error Correction in Panel Data 0 0 0 1,150 0 4 10 2,945
Testing for Panel Cointegration with Multiple Structural Breaks 0 0 0 76 1 1 2 1,282
Testing for Unit Roots in Panel Time Series Models with Multiple Breaks 0 0 0 135 0 0 0 255
Testing for a Unit Root in a Random Coefficient Panel Data Model 0 0 0 90 0 3 3 206
Testing for error correction in panel data 0 0 5 395 1 4 17 1,099
Testing for predictability in conditionally heteroskedastic stock returns 0 0 2 89 0 0 5 205
Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns 0 0 0 77 0 0 1 93
Testing for predictability in panels with general predictors 0 0 0 23 0 1 1 54
Testing for stock return predictability in a large Chinese panel 0 0 0 1 0 2 2 31
Testing slope homogeneity in large panels with serial correlation 1 2 5 22 1 5 10 62
The Factor Analytical Approach in Trending Near Unit Root Panels 0 0 0 26 0 0 2 42
The Present Value Model, Farmland Prices and Structural Breaks 0 0 1 61 0 0 1 278
The Tax Spending Nexus: Evidence from a Panel of US State-Local Governments 0 0 0 2 1 1 1 20
The Tax-Spending Nexus: Evidence from a Panel of US State- Local Governments 0 0 0 61 0 0 1 169
The local power of the CADF and CIPS panel unit root tests 0 1 2 148 0 1 12 304
Using Panel Data to Construct Simple and Efficient Unit Root Tests in the Presence of GARCH 0 0 0 90 0 0 0 182
Why is Chinese Regional Output Diverging? 0 0 0 53 0 0 1 147
Total Working Papers 10 17 86 8,295 37 108 444 23,920
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 4 8 34
A Factor Analytical Approach to the Efficient Futures Market Hypothesis 0 0 0 16 0 0 0 66
A Factor‐Augmented New Keynesian Phillips Curve for the European Union Countries 0 0 1 1 1 1 4 4
A GARCH model for testing market efficiency 0 0 4 79 2 3 14 295
A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS 0 0 1 33 0 2 5 105
A Panel CUSUM Test of the Null of Cointegration 0 1 4 9 0 3 8 35
A Random Coefficient Approach to the Predictability of Stock Returns in Panels 0 0 0 12 0 0 1 72
A Simple Test for Cointegration in Dependent Panels with Structural Breaks* 1 3 8 190 1 12 27 477
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 0 2 1 2 3 24
A modified LLC panel unit root test of the PPP hypothesis 0 0 0 12 0 3 4 170
A new poolability test for cointegrated panels 0 0 0 36 0 0 0 116
A note on the use of the LLC panel unit root test 0 0 0 63 0 2 2 186
A panel bootstrap cointegration test 6 7 28 562 9 14 60 1,386
A sequential purchasing power parity test for panels of large cross-sections and implications for investors 0 0 2 4 0 0 4 23
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 0 1 2 59
An IV Test for a Unit Root in Generally Trending and Correlated Panels 0 0 0 1 0 3 4 33
Are Islamic stock returns predictable? A global perspective 0 0 0 19 1 2 3 76
Are state–local government expenditures converging? New evidence based on sequential unit root tests 0 0 0 5 0 2 3 108
Asymptotic collinearity in CCE estimation of interactive effects models 0 1 1 9 0 3 5 55
Breaks in persistence in fixed-T panel data 0 0 0 4 0 1 2 13
CCE estimation of factor‐augmented regression models with more factors than observables 0 0 0 6 0 0 3 38
CCE in fixed‐T panels 0 0 2 19 0 1 4 55
CCE in heterogenous fixed-T panels 0 0 1 7 1 1 2 18
CCE in panels with general unknown factors 0 0 1 8 0 0 3 26
Can panel data really improve the predictability of the monetary exchange rate model? 0 0 0 40 0 0 3 160
Class size and student evaluations in Sweden 0 0 1 40 0 0 2 198
Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data 0 0 0 5 0 1 2 13
Cross-sectional averages versus principal components 0 0 1 120 0 0 9 310
Data Dependent Endogeneity Correction in Cointegrated Panels 0 0 0 76 0 0 0 202
Do oil prices predict economic growth? New global evidence 0 0 2 93 1 4 8 273
Do order imbalances predict Chinese stock returns? New evidence from intraday data 0 0 1 47 3 4 8 154
Does cash flow predict returns? 0 1 1 44 0 1 2 135
Does the choice of estimator matter when forecasting returns? 1 1 7 95 3 3 24 310
Effects of rent dependency on quality of government 0 0 0 19 0 1 1 117
Efficient but getting wet feet: A not-entirely-frivolous note on the side-effects of growth-promoting institutions 0 0 0 8 0 0 2 84
Error Correction Testing in Panels with Common Stochastic Trends 0 0 0 28 0 3 7 77
Error-correction–based cointegration tests for panel data 0 2 12 1,574 1 8 45 2,991
Essays in honor of Professor Badi H Baltagi 0 0 0 5 0 0 1 14
Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis 0 0 2 23 0 0 2 47
Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Effects* 0 0 1 6 2 4 5 17
Estimating the gravity model without gravity using panel data 0 0 4 99 1 2 18 259
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed 0 0 3 8 1 1 7 20
Estimation of factor-augmented panel regressions with weakly influential factors 0 0 0 6 0 1 3 32
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 1 81
Fiscal stringency and fiscal sustainability: Panel evidence from the American state and local governments 0 0 0 67 1 2 8 334
Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere 0 0 0 13 0 3 8 41
Forecasting using cross-section average–augmented time series regressions 0 0 1 2 0 0 3 6
Heteroscedasticity Robust Panel Unit Root Tests 0 0 0 9 0 2 2 59
Indirect Estimation of Semiparametric Binary Choice Models 0 1 1 3 1 2 2 30
Is there really a unit root in the inflation rate? More evidence from panel data models 0 0 0 14 0 0 2 62
Islamic spot and index futures markets: Where is the price discovery? 0 0 0 6 0 1 2 57
Lag truncation and the local asymptotic distribution of the ADF test for a unit root 0 0 1 2 0 0 4 30
Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends 0 0 0 0 0 0 0 77
Lessons from a Decade of IPS and LLC 0 0 0 57 0 0 5 204
Mixed signals among tests for panel cointegration 0 0 1 21 1 3 5 119
Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions 0 0 3 16 0 3 8 56
Multiple Structural Breaks in Interactive Effects Panel Data Models 1 1 1 1 4 6 12 12
New Improved Tests for Cointegration with Structural Breaks 0 0 1 196 0 3 6 397
New Simple Tests for Panel Cointegration 1 4 13 298 2 6 29 657
New tools for understanding the local asymptotic power of panel unit root tests 0 0 0 10 1 4 4 62
Nonparametric rank tests for non-stationary panels 0 0 3 39 0 1 5 148
On CCE estimation of factor-augmented models when regressors are not linear in the factors 0 0 3 8 0 0 6 39
On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects 0 0 1 6 0 0 1 16
On the Importance of the First Observation in GLS Detrending in Unit Root Testing 0 0 0 2 0 1 2 43
On the Use of GLS Demeaning in Panel Unit Root Testing 0 0 0 3 0 1 2 26
On the choice of test for a unit root when the errors are conditionally heteroskedastic 0 0 0 2 0 0 2 21
On the determination of the number of factors using information criteria with data-driven penalty 0 0 0 7 2 2 3 27
On the estimation and inference in factor-augmented panel regressions with correlated loadings 0 0 2 55 1 2 9 184
On the estimation and testing of predictive panel regressions 0 0 0 9 1 1 2 41
On the implementation and use of factor-augmented regressions in panel data 0 0 3 27 1 1 7 103
On the robustness of the pooled CCE estimator 0 0 1 10 0 1 6 32
On the role of the rank condition in CCE estimation of factor-augmented panel regressions 0 1 3 24 0 1 8 83
On the use of panel cointegration tests in energy economics 0 0 0 53 0 1 3 178
Optimal panel unit root testing with covariates 0 0 0 5 0 1 1 26
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 3 26 1 4 12 103
Panel cointegration and the monetary exchange rate model 0 0 0 186 1 2 2 422
Panel cointegration and the neutrality of money 0 0 2 107 0 4 7 277
Panel cointegration tests of the Fisher effect 1 2 9 576 4 9 25 1,354
Panel cointegration tests of the sustainability hypothesis in rich OECD countries 0 0 1 60 0 1 3 240
Panel data measures of price discovery 0 0 0 1 0 0 0 6
Panel evidence on the ability of oil returns to predict stock returns in the G7 area 0 0 0 21 0 0 14 85
Panel multi-predictor test procedures with an application to emerging market sovereign risk 0 0 0 6 0 0 0 44
Panel stationary tests against changes in persistence 0 1 1 2 0 2 2 17
Panel versus GARCH information in unit root testing with an application to financial markets 0 0 0 16 0 2 3 52
Panicca: Panic on Cross‐Section Averages 0 0 1 34 1 4 9 85
Pooled Panel Unit Root Tests and the Effect of Past Initialization 0 0 0 0 1 3 3 22
Price discovery and asset pricing 0 1 1 20 1 2 6 89
Reducing the size distortions of the panel LM Test for cointegration 1 1 2 17 1 1 3 61
Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem 0 0 0 6 0 0 1 67
Robust block bootstrap panel predictability tests 0 0 0 1 0 0 1 7
Simple unit root testing in generally trending data with an application to precious metal prices in Asia 0 0 0 5 0 0 0 56
Some preliminary evidence of price discovery in Islamic banks 0 0 0 4 1 2 2 75
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 2 3 8 14 6 15 29 50
Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests 0 0 6 22 1 1 9 147
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 1 3 12 0 1 6 66
Testing factors in CCE 0 0 1 1 2 2 3 4
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 0 0 0 75 1 1 3 229
Testing for Error Correction in Panel Data* 5 18 46 945 16 49 143 2,186
Testing for Panel Cointegration with Multiple Structural Breaks* 0 0 3 477 0 4 11 1,047
Testing for Predictability in Conditionally Heteroskedastic Stock Returns 0 0 8 104 3 3 19 368
Testing for Predictability in panels with General Predictors 0 0 0 9 1 2 2 32
Testing for a unit root in a random coefficient panel data model 0 0 0 18 0 3 3 120
Testing for panel cointegration with a level break 0 0 0 77 0 0 1 193
Testing for predictability in panels of any time series dimension 0 0 0 5 0 0 0 41
Testing for stock return predictability in a large Chinese panel 0 1 1 19 0 1 2 89
Testing slope homogeneity in large panels with serial correlation 3 10 32 133 13 45 121 478
Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets 0 0 1 32 0 0 2 208
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* 0 0 0 1 0 0 0 3
The Local Power of the CADF and CIPS Panel Unit Root Tests 0 0 3 24 0 1 11 107
The effect of recursive detrending on panel unit root tests 0 0 0 17 0 1 3 75
The factor analytical approach in near unit root interactive effects panels 0 0 0 3 0 0 1 10
The factor analytical approach in trending near unit root panels 0 0 0 2 0 0 0 5
The factor analytical method for interactive effects dynamic panel models with moving average errors 0 0 0 2 1 1 3 19
The power of PANIC 0 1 1 37 0 4 4 124
The tax-spending nexus: Evidence from a panel of US state-local governments 0 0 2 62 0 0 6 223
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 0 4 0 0 0 20
Using Panel Data to Test for Fiscal Sustainability within the European Union 0 0 0 110 0 0 1 293
Using information criteria to select averages in CCE 0 0 1 1 0 0 1 2
Why is Chinese provincial output diverging? 0 0 0 39 0 0 2 192
Total Journal Articles 22 62 262 7,862 99 311 957 21,817


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 6 23 149 9 32 138 909
Total Software Items 2 6 23 149 9 32 138 909


Statistics updated 2025-09-05