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 1 121 0 0 2 294
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 1 121
A factor-augmented new Keynesian Phillips curve for the European Union countries 0 0 0 25 0 0 3 48
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 2 78
Are Crime Rates Really Stationary? 0 0 0 35 0 0 2 151
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 0 0 1 42 0 1 7 27
Do oil prices predict economic growth? New global evidence 0 0 1 38 1 1 3 115
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 1 3 39
Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors 0 0 0 56 0 0 1 139
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 0 0 260
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 1 1 74
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 0 11 0 0 0 14
Interactive Effects Panel Data Models with General Factors and Regressors 0 1 1 53 0 2 4 30
Interactive-effects panel-data models with general factors and regressors 0 0 1 6 0 1 4 13
Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models 0 0 0 253 1 3 6 807
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 0 2 19
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 0 3 27 1 5 24 66
Myths and Facts about Panel Unit Root Tests 0 0 0 185 0 0 3 249
New Improved Tests for Cointegration with Structural Breaks 0 0 0 100 1 1 3 869
New Simple Tests for Panel Cointegration 0 0 0 83 2 2 8 1,541
Nonparametric Rank Tests for Non-stationary Panels 0 0 0 163 0 0 0 346
On the asymptotic distribution of the DF-GLS test statistic 0 0 0 50 0 0 1 108
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 1 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 0 0 0 655
Panel Cointegration and the Monetary Exchange Rate Model 0 0 0 177 0 1 2 342
Panel Cointegration and the Neutrality of Money 0 0 0 132 0 0 3 399
Panel cointegration tests of the Fisher effect 0 1 2 266 0 1 9 619
Panel error correction testing with global stochastic trends 0 0 1 256 0 0 3 580
Pooled Unit Root Tests in Panels with a Common Factor 0 0 0 163 0 0 1 412
Pooled panel unit root tests and the effect of past initialization 0 0 0 4 0 0 1 35
Robust block bootstrap panel predictability tests 0 0 0 108 0 0 0 168
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 1 2 15 0 2 9 36
Simple Tests for Cointegration in Dependent Panels with Structural Breaks 0 0 0 129 1 1 2 569
Some cautions on the use of the LLC panel unit root test 0 0 1 196 1 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 1 2 3 479
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 2 25 1 2 9 49
TESTING FACTORS IN CCE 0 0 0 15 1 1 3 25
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 0 3 124 0 1 13 58
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 1 6 44 157 12 45 192 550
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 0 0 0 104 0 1 1 293
Testing for Error Correction in Panel Data 0 0 0 1,150 3 4 11 2,944
Testing for Panel Cointegration with Multiple Structural Breaks 0 0 0 76 0 0 1 1,281
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 3 3 3 206
Testing for error correction in panel data 0 1 7 395 0 2 15 1,095
Testing for predictability in conditionally heteroskedastic stock returns 0 0 2 89 0 1 5 205
Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns 0 0 0 77 0 1 1 93
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 1 1 1 30
Testing slope homogeneity in large panels with serial correlation 1 1 5 21 1 1 7 58
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 2 278
The Tax Spending Nexus: Evidence from a Panel of US State-Local Governments 0 0 0 2 0 0 0 19
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 1 1 4 148 1 5 15 304
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 1 1 147
Total Working Papers 3 12 88 8,281 32 96 426 23,844
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 0 0 4 30
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 0 0 3 3
A GARCH model for testing market efficiency 0 1 4 79 1 5 12 293
A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS 0 0 1 33 0 0 3 103
A Panel CUSUM Test of the Null of Cointegration 1 1 4 9 3 4 8 35
A Random Coefficient Approach to the Predictability of Stock Returns in Panels 0 0 0 12 0 0 2 72
A Simple Test for Cointegration in Dependent Panels with Structural Breaks* 0 0 5 187 1 2 16 466
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 0 0 1 22
A modified LLC panel unit root test of the PPP hypothesis 0 0 0 12 2 2 3 169
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 0 0 184
A panel bootstrap cointegration test 0 4 24 555 1 10 58 1,373
A sequential purchasing power parity test for panels of large cross-sections and implications for investors 0 2 2 4 0 3 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 1 58
An IV Test for a Unit Root in Generally Trending and Correlated Panels 0 0 0 1 0 1 1 30
Are Islamic stock returns predictable? A global perspective 0 0 0 19 1 1 2 75
Are state–local government expenditures converging? New evidence based on sequential unit root tests 0 0 0 5 0 0 2 106
Asymptotic collinearity in CCE estimation of interactive effects models 0 0 0 8 0 0 2 52
Breaks in persistence in fixed-T panel data 0 0 0 4 1 2 2 13
CCE estimation of factor‐augmented regression models with more factors than observables 0 0 1 6 0 2 4 38
CCE in fixed‐T panels 0 0 2 19 0 1 4 54
CCE in heterogenous fixed-T panels 0 1 1 7 0 1 1 17
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 1 3 160
Class size and student evaluations in Sweden 0 1 1 40 0 1 3 198
Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data 0 0 0 5 1 2 2 13
Cross-sectional averages versus principal components 0 1 2 120 0 4 10 310
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 3 3 7 272
Do order imbalances predict Chinese stock returns? New evidence from intraday data 0 0 1 47 0 1 6 150
Does cash flow predict returns? 0 0 0 43 0 0 1 134
Does the choice of estimator matter when forecasting returns? 0 3 7 94 0 7 24 307
Effects of rent dependency on quality of government 0 0 1 19 1 1 2 117
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 1 1 7 75
Error-correction–based cointegration tests for panel data 1 3 15 1,573 1 9 49 2,984
Essays in honor of Professor Badi H Baltagi 0 0 0 5 0 1 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 2 4 15
Estimating the gravity model without gravity using panel data 0 1 4 99 0 3 16 257
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed 0 1 3 8 0 2 6 19
Estimation of factor-augmented panel regressions with weakly influential factors 0 0 0 6 0 1 2 31
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 1 7 333
Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere 0 0 0 13 2 2 8 40
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 1 1 1 58
Indirect Estimation of Semiparametric Binary Choice Models 1 1 1 3 1 1 1 29
Is there really a unit root in the inflation rate? More evidence from panel data models 0 0 0 14 0 1 2 62
Islamic spot and index futures markets: Where is the price discovery? 0 0 0 6 1 1 2 57
Lag truncation and the local asymptotic distribution of the ADF test for a unit root 0 0 1 2 0 0 5 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 1 1 21 0 1 3 116
Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions 0 0 5 16 0 1 7 53
Multiple Structural Breaks in Interactive Effects Panel Data Models 0 0 0 0 1 2 7 7
New Improved Tests for Cointegration with Structural Breaks 0 0 1 196 1 1 6 395
New Simple Tests for Panel Cointegration 1 4 10 295 2 8 27 653
New tools for understanding the local asymptotic power of panel unit root tests 0 0 0 10 0 0 0 58
Nonparametric rank tests for non-stationary panels 0 2 3 39 0 3 4 147
On CCE estimation of factor-augmented models when regressors are not linear in the factors 0 1 3 8 0 2 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 0 1 42
On the Use of GLS Demeaning in Panel Unit Root Testing 0 0 0 3 0 1 1 25
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 0 0 1 25
On the estimation and inference in factor-augmented panel regressions with correlated loadings 0 0 2 55 0 1 7 182
On the estimation and testing of predictive panel regressions 0 0 0 9 0 1 1 40
On the implementation and use of factor-augmented regressions in panel data 0 0 3 27 0 0 6 102
On the robustness of the pooled CCE estimator 0 0 1 10 1 1 6 32
On the role of the rank condition in CCE estimation of factor-augmented panel regressions 1 2 3 24 1 2 8 83
On the use of panel cointegration tests in energy economics 0 0 0 53 0 0 2 177
Optimal panel unit root testing with covariates 0 0 0 5 0 0 0 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 1 3 26 2 4 10 101
Panel cointegration and the monetary exchange rate model 0 0 0 186 0 0 0 420
Panel cointegration and the neutrality of money 0 0 2 107 1 1 4 274
Panel cointegration tests of the Fisher effect 0 1 8 574 4 6 24 1,349
Panel cointegration tests of the sustainability hypothesis in rich OECD countries 0 0 1 60 0 0 2 239
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 1 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 1 1 1 2 2 2 3 17
Panel versus GARCH information in unit root testing with an application to financial markets 0 0 0 16 0 0 1 50
Panicca: Panic on Cross‐Section Averages 0 0 1 34 1 1 7 82
Pooled Panel Unit Root Tests and the Effect of Past Initialization 0 0 0 0 1 1 1 20
Price discovery and asset pricing 1 1 1 20 1 1 5 88
Reducing the size distortions of the panel LM Test for cointegration 0 1 1 16 0 1 2 60
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 0 0 0 73
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 1 2 7 12 8 12 24 43
Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests 0 1 6 22 0 2 8 146
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 2 11 0 0 5 65
Testing factors in CCE 0 0 1 1 0 0 1 2
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 0 0 0 75 0 0 2 228
Testing for Error Correction in Panel Data* 9 16 45 936 17 46 134 2,154
Testing for Panel Cointegration with Multiple Structural Breaks* 0 0 4 477 1 1 10 1,044
Testing for Predictability in Conditionally Heteroskedastic Stock Returns 0 1 10 104 0 3 20 365
Testing for Predictability in panels with General Predictors 0 0 0 9 0 0 0 30
Testing for a unit root in a random coefficient panel data model 0 0 0 18 0 0 0 117
Testing for panel cointegration with a level break 0 0 0 77 0 0 2 193
Testing for predictability in panels of any time series dimension 0 0 1 5 0 0 1 41
Testing for stock return predictability in a large Chinese panel 1 1 1 19 1 1 2 89
Testing slope homogeneity in large panels with serial correlation 6 9 32 129 17 32 114 450
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 5 24 0 3 17 106
The effect of recursive detrending on panel unit root tests 0 0 0 17 0 1 2 74
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 0 0 2 18
The power of PANIC 0 0 0 36 1 1 1 121
The tax-spending nexus: Evidence from a panel of US state-local governments 0 2 2 62 0 3 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 3 293
Using information criteria to select averages in CCE 0 1 1 1 0 1 1 2
Why is Chinese provincial output diverging? 0 0 0 39 0 0 2 192
Total Journal Articles 24 68 257 7,824 88 229 849 21,594


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 8 24 145 13 37 139 890
Total Software Items 2 8 24 145 13 37 139 890


Statistics updated 2025-07-04