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 2 5 6 145
A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root 0 0 0 121 0 5 9 302
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 6 505
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 2 15 15 0 6 17 17
A factor analytical approach to the efficient futures market hypothesis 0 0 0 51 2 7 7 128
A factor-augmented new Keynesian Phillips curve for the European Union countries 0 1 3 28 0 6 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 1 7 11 89
Are Crime Rates Really Stationary? 0 0 0 35 1 3 5 156
Are Crime Rates Really Stationary? 0 0 0 45 1 2 4 186
CCE estimation of factor-augmented regression models with more factors than observables 0 0 0 130 0 5 6 488
Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model? 0 0 0 99 1 9 10 323
Cross sectional averages or principal components? 0 0 0 143 1 5 10 287
Difference-in-Differences via Common Correlated Effects 0 2 3 45 3 14 19 45
Do oil prices predict economic growth? New global evidence 0 0 0 38 1 4 7 121
Does cash flow predict returns? 0 0 0 28 0 26 28 85
Does the choice of estimator matter when forecasting returns? 0 0 0 50 2 8 11 140
Essays in Honor of Professor Badi H Baltagi: Editorial 0 0 1 10 8 13 18 55
Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors 0 0 0 56 1 4 5 144
Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed 0 0 0 66 0 4 7 54
Feasible Estimation in Cointegrated Panels 0 0 0 49 2 4 7 267
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 0 109 1 7 7 195
Heteroskedasticity robust panel unit root tests 0 0 0 16 1 8 9 82
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 11 3 4 7 21
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 1 53 1 5 12 40
Interactive-effects panel-data models with general factors and regressors 0 0 2 8 0 3 10 21
Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models 0 0 0 253 7 17 31 834
Mixed Signals Among Tests for Panel Cointegration 0 0 0 87 1 29 33 281
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 0 0 17 0 6 10 29
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 1 1 24 1 6 8 36
Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending 0 1 2 29 3 12 27 86
Myths and Facts about Panel Unit Root Tests 0 0 1 186 1 4 7 256
New Improved Tests for Cointegration with Structural Breaks 0 0 0 100 3 21 25 893
New Simple Tests for Panel Cointegration 0 0 0 83 4 15 25 1,564
Nonparametric Rank Tests for Non-stationary Panels 0 0 0 163 3 10 11 357
On the asymptotic distribution of the DF-GLS test statistic 0 0 1 51 0 4 8 115
On the importance of the first observation in GLS detrending in unit root testing 0 0 0 57 1 4 5 56
PANICCA - PANIC on Cross-Section Averages 0 0 0 49 0 13 14 171
Panel Cointegration Tests of the Fisher Hypothesis 0 0 0 445 0 4 7 1,112
Panel Cointegration Tests with Deterministic Trends and Structural Breaks 0 1 1 327 0 1 5 660
Panel Cointegration and the Monetary Exchange Rate Model 0 0 0 177 4 11 14 355
Panel Cointegration and the Neutrality of Money 0 0 0 132 2 6 8 407
Panel cointegration tests of the Fisher effect 0 1 2 267 3 14 22 639
Panel error correction testing with global stochastic trends 0 0 1 256 0 5 8 586
Pooled Unit Root Tests in Panels with a Common Factor 0 0 0 163 0 4 9 421
Pooled panel unit root tests and the effect of past initialization 0 0 0 4 1 5 6 41
Robust block bootstrap panel predictability tests 0 0 0 108 1 5 8 176
Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production 0 0 0 80 1 6 7 164
Simple Difference-in-Differences Estimation in Fixed-T Panels 0 2 4 17 1 5 13 44
Simple Tests for Cointegration in Dependent Panels with Structural Breaks 0 0 0 129 2 10 14 582
Some cautions on the use of the LLC panel unit root test 0 0 0 196 2 7 13 608
Spurious Regression in Nonstationary Panels time Series with Cross-Member Cointegration 0 0 0 2 1 3 3 10
Spurious regression in nonstationary panels with cross-unit cointegration 0 0 0 178 1 6 11 488
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 0 25 0 1 7 53
TESTING FACTORS IN CCE 0 1 2 17 3 7 10 34
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 2 20 169 2 22 134 618
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 1 5 129 0 5 19 74
Testing and estimating structural breaks in time series and panel data in Stata 0 0 17 17 0 30 55 55
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 0 0 0 104 3 4 13 305
Testing for Error Correction in Panel Data 0 0 0 1,150 2 11 20 2,959
Testing for Panel Cointegration with Multiple Structural Breaks 0 0 0 76 1 4 9 1,290
Testing for Unit Roots in Panel Time Series Models with Multiple Breaks 0 0 0 135 0 4 6 261
Testing for a Unit Root in a Random Coefficient Panel Data Model 0 0 0 90 0 12 16 219
Testing for error correction in panel data 1 4 7 400 4 27 41 1,133
Testing for predictability in conditionally heteroskedastic stock returns 0 0 0 89 4 12 15 219
Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns 0 0 0 77 0 3 4 96
Testing for predictability in panels with general predictors 0 0 0 23 0 4 7 60
Testing for stock return predictability in a large Chinese panel 0 0 0 1 0 1 5 34
Testing slope homogeneity in large panels with serial correlation 0 0 3 23 1 6 18 75
The Factor Analytical Approach in Trending Near Unit Root Panels 0 0 0 26 1 3 7 49
The Present Value Model, Farmland Prices and Structural Breaks 0 1 1 62 0 4 5 283
The Tax-Spending Nexus: Evidence from a Panel of US State- Local Governments 0 1 1 62 1 5 7 175
The local power of the CADF and CIPS panel unit root tests 0 0 1 148 0 6 13 312
Using Panel Data to Construct Simple and Efficient Unit Root Tests in the Presence of GARCH 0 0 0 90 1 5 6 188
Why is Chinese Regional Output Diverging? 0 0 0 53 0 4 5 151
Total Working Papers 1 21 95 8,356 98 583 1,027 24,713
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 7 12 42
A Factor Analytical Approach to the Efficient Futures Market Hypothesis 0 0 0 16 0 4 4 70
A Factor‐Augmented New Keynesian Phillips Curve for the European Union Countries 0 0 0 1 0 6 7 10
A GARCH model for testing market efficiency 0 0 1 79 1 12 26 313
A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS 0 0 1 33 0 11 23 125
A Panel CUSUM Test of the Null of Cointegration 0 0 2 10 0 5 13 44
A Random Coefficient Approach to the Predictability of Stock Returns in Panels 0 0 0 12 2 6 7 79
A Simple Test for Cointegration in Dependent Panels with Structural Breaks* 0 1 9 195 5 18 45 506
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 0 5 7 29
A modified LLC panel unit root test of the PPP hypothesis 0 0 0 12 2 10 23 190
A new poolability test for cointegrated panels 0 0 0 36 0 6 8 124
A note on the use of the LLC panel unit root test 0 0 0 63 0 3 6 190
A panel bootstrap cointegration test 1 1 17 567 4 15 50 1,409
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 10 12 42
Alternative representations for cointegrated panels with global stochastic trends 0 0 0 15 1 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 6 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 2 5 10 62
Breaks in persistence in fixed-T panel data 0 0 1 5 1 3 6 17
CCE estimation of factor‐augmented regression models with more factors than observables 0 1 1 7 1 7 11 47
CCE in fixed‐T panels 0 0 0 19 1 2 6 59
CCE in heterogenous fixed-T panels 0 0 1 7 1 5 8 24
CCE in panels with general unknown factors 0 0 0 8 1 9 10 36
CCE under nonrandom heterogeneity 0 1 1 1 4 10 11 11
Can panel data really improve the predictability of the monetary exchange rate model? 0 0 0 40 0 2 4 163
Class size and student evaluations in Sweden 0 0 1 40 1 5 8 205
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 0 1 3 122 2 11 18 324
Data Dependent Endogeneity Correction in Cointegrated Panels 0 0 0 76 0 6 8 210
Do oil prices predict economic growth? New global evidence 0 0 3 95 1 6 14 282
Do order imbalances predict Chinese stock returns? New evidence from intraday data 0 0 1 48 3 9 16 165
Does cash flow predict returns? 0 1 2 45 0 6 9 142
Does the choice of estimator matter when forecasting returns? 0 1 5 96 2 9 28 324
Effects of rent dependency on quality of government 0 0 0 19 1 6 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 6 7 91
Error Correction Testing in Panels with Common Stochastic Trends 0 0 1 29 0 8 13 87
Error-correction–based cointegration tests for panel data 2 4 13 1,582 6 27 65 3,037
Essays in honor of Professor Badi H Baltagi 0 0 0 5 1 6 8 21
Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis 0 0 0 23 0 4 6 53
Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Effects* 0 0 0 6 0 3 9 22
Estimating the gravity model without gravity using panel data 0 1 2 100 0 9 19 270
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed 0 0 1 8 0 4 10 27
Estimation of factor-augmented panel regressions with weakly influential factors 0 0 1 7 1 4 8 38
Farmland prices, structural breaks and panel data 0 0 0 64 1 4 6 149
Financial systems and mechanisms of growth in different conditions of country risk 0 0 0 20 0 4 5 86
Fiscal stringency and fiscal sustainability: Panel evidence from the American state and local governments 0 0 1 68 2 4 11 340
Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere 0 1 1 14 1 7 13 50
Forecasting using cross-section average–augmented time series regressions 0 0 0 2 0 6 9 15
Heteroscedasticity Robust Panel Unit Root Tests 0 0 0 9 1 4 9 66
Indirect Estimation of Semiparametric Binary Choice Models 0 0 1 3 0 9 11 39
Is there really a unit root in the inflation rate? More evidence from panel data models 0 0 0 14 2 7 8 69
Islamic spot and index futures markets: Where is the price discovery? 0 0 0 6 2 4 8 63
Lag truncation and the local asymptotic distribution of the ADF test for a unit root 0 0 0 2 0 3 6 34
Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends 0 0 0 0 1 8 10 87
Lessons from a Decade of IPS and LLC 0 0 0 57 0 4 6 210
Mixed signals among tests for panel cointegration 0 0 1 21 6 15 21 136
Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions 0 1 2 18 0 2 7 59
Multiple Structural Breaks in Interactive Effects Panel Data Models 1 4 8 8 4 17 38 41
New Improved Tests for Cointegration with Structural Breaks 0 0 0 196 0 6 9 403
New Simple Tests for Panel Cointegration 0 2 12 302 1 16 45 687
New tools for understanding the local asymptotic power of panel unit root tests 0 0 0 10 2 6 12 70
Nonparametric rank tests for non-stationary panels 1 1 3 40 2 5 12 156
On CCE estimation of factor-augmented models when regressors are not linear in the factors 0 0 1 8 3 8 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 1 2 44
On the Use of GLS Demeaning in Panel Unit Root Testing 0 0 0 3 0 4 6 30
On the choice of test for a unit root when the errors are conditionally heteroskedastic 0 0 0 2 0 4 6 27
On the determination of the number of factors using information criteria with data-driven penalty 0 0 0 7 0 5 8 33
On the estimation and inference in factor-augmented panel regressions with correlated loadings 0 0 1 56 0 1 8 186
On the estimation and testing of predictive panel regressions 0 0 0 9 1 3 6 45
On the implementation and use of factor-augmented regressions in panel data 0 0 0 27 0 1 3 105
On the robustness of the pooled CCE estimator 0 1 2 12 0 6 8 39
On the role of the rank condition in CCE estimation of factor-augmented panel regressions 0 0 4 26 1 3 9 89
On the use of panel cointegration tests in energy economics 2 2 3 56 2 7 12 188
Optimal panel unit root testing with covariates 0 0 0 5 1 7 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 1 2 3 28 2 16 26 123
Panel cointegration and the monetary exchange rate model 0 1 1 187 1 6 11 431
Panel cointegration and the neutrality of money 0 0 1 107 0 4 12 283
Panel cointegration tests of the Fisher effect 1 2 6 579 8 18 44 1,384
Panel cointegration tests of the sustainability hypothesis in rich OECD countries 0 0 0 60 3 6 7 246
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 8 92
Panel multi-predictor test procedures with an application to emerging market sovereign risk 0 0 0 6 4 9 10 54
Panel stationary tests against changes in persistence 0 0 1 2 1 6 9 24
Panel versus GARCH information in unit root testing with an application to financial markets 0 0 0 16 2 8 12 62
Panicca: Panic on Cross‐Section Averages 0 1 2 36 1 7 16 96
Pooled Panel Unit Root Tests and the Effect of Past Initialization 0 0 0 0 0 2 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 1 3 6 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 1 4 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 3 6 79
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 10 19 2 8 42 71
Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests 0 0 2 23 3 10 16 160
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 2 12 1 3 10 73
Testing and estimating structural breaks in time series and panel data in Stata 2 3 9 9 5 14 32 32
Testing factors in CCE 1 2 3 4 1 7 11 13
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 0 0 1 76 0 4 9 237
Testing for Error Correction in Panel Data* 8 25 66 985 21 76 210 2,308
Testing for Panel Cointegration with Multiple Structural Breaks* 0 0 0 477 1 4 8 1,051
Testing for Predictability in Conditionally Heteroskedastic Stock Returns 0 0 1 104 0 8 16 378
Testing for Predictability in panels with General Predictors 0 0 0 9 1 5 8 38
Testing for a unit root in a random coefficient panel data model 0 0 0 18 0 5 11 128
Testing for panel cointegration with a level break 0 0 0 77 0 6 11 204
Testing for predictability in panels of any time series dimension 0 0 0 5 0 3 6 47
Testing for stock return predictability in a large Chinese panel 1 1 3 21 3 12 17 105
Testing slope homogeneity in large panels with serial correlation 2 7 27 146 8 27 113 527
Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets 0 0 0 32 2 9 9 217
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* 0 0 0 1 1 4 5 8
The Local Power of the CADF and CIPS Panel Unit Root Tests 0 0 0 24 3 10 16 118
The effect of recursive detrending on panel unit root tests 0 0 0 17 1 7 14 87
The factor analytical approach in near unit root interactive effects panels 0 0 1 4 1 3 5 15
The factor analytical approach in trending near unit root panels 0 0 0 2 4 5 5 10
The factor analytical method for interactive effects dynamic panel models with moving average errors 0 1 1 3 1 3 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 4 12 20 239
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 0 4 2 6 8 28
Using Panel Data to Test for Fiscal Sustainability within the European Union 0 0 0 110 1 8 11 304
Using information criteria to select averages in CCE 0 1 2 2 1 7 11 12
Why is Chinese provincial output diverging? 0 0 0 39 0 5 6 198
Total Journal Articles 23 71 263 8,008 170 881 1,799 23,099

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 1 2 21 156 2 14 99 940
Total Software Items 1 2 21 156 2 14 99 940

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04