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 1 1 2 138
A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root 0 0 0 120 0 0 1 290
A Note on the Pooling of Individual PANIC Unit Root Tests 0 0 1 70 0 0 3 187
A Panel CUSUM Test of the Null of Cointegration 0 0 0 78 1 1 1 495
A Panel Data Test of the Bank Lending Channel in Sweden 0 0 1 336 0 1 7 905
A factor analytical approach to the efficient futures market hypothesis 0 0 1 51 0 0 1 118
A factor-augmented new Keynesian Phillips curve for the European Union countries 1 3 10 10 3 8 22 22
A practical note on the determination of the number of factors using information criteria with data-driven penalty 0 0 0 33 0 0 0 27
A random coefficient approach to the predictability of stock returns in panels 0 0 0 44 0 0 0 74
Are Crime Rates Really Stationary? 0 0 0 44 0 2 8 174
Are Crime Rates Really Stationary? 0 0 0 35 0 0 0 149
CCE estimation of factor-augmented regression models with more factors than observables 0 1 2 127 0 2 19 468
Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model? 0 0 0 99 0 0 0 312
Cross sectional averages or principal components? 0 0 0 143 0 0 2 277
Difference-in-Differences via Common Correlated Effects 2 4 4 4 3 7 8 8
Difference-in-Differences via Common Correlated Effects 1 36 36 36 1 7 7 7
Do oil prices predict economic growth? New global evidence 0 0 0 37 0 0 3 110
Does cash flow predict returns? 0 0 0 28 0 0 0 53
Does the choice of estimator matter when forecasting returns? 0 0 0 48 0 0 0 124
Essays in Honor of Professor Badi H Baltagi: Editorial 0 0 1 9 0 0 4 33
Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors 0 0 0 56 0 2 2 138
Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed 0 0 2 64 2 3 14 39
Feasible Estimation in Cointegrated Panels 0 0 0 49 0 0 2 259
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 1 1 109 0 1 3 183
Heteroskedasticity robust panel unit root tests 0 0 0 16 0 0 0 72
Interactive Effects Panel Data Models with General Factors and Regressors 0 0 3 9 0 0 6 12
Interactive Effects Panel Data Models with General Factors and Regressors 1 1 6 50 2 2 8 18
Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models 0 0 0 253 1 2 7 799
Mixed Signals Among Tests for Panel Cointegration 0 0 0 87 0 0 6 246
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 1 2 22 22 2 7 23 23
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 1 13 13 13 3 9 9 9
Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending 4 15 15 15 4 14 14 14
Myths and Facts about Panel Unit Root Tests 0 0 4 181 2 2 7 234
New Improved Tests for Cointegration with Structural Breaks 0 0 0 100 1 3 4 865
New Simple Tests for Panel Cointegration 0 0 0 83 1 5 9 1,520
Nonparametric Rank Tests for Non-stationary Panels 0 0 1 162 0 0 5 343
On the asymptotic distribution of the DF-GLS test statistic 0 0 0 50 0 0 0 107
On the importance of the first observation in GLS detrending in unit root testing 0 0 0 57 0 0 0 50
PANICCA - PANIC on Cross-Section Averages 0 0 0 49 0 0 1 155
Panel Cointegration Tests of the Fisher Hypothesis 0 0 0 445 1 1 5 1,097
Panel Cointegration Tests with Deterministic Trends and Structural Breaks 0 0 0 326 0 0 1 653
Panel Cointegration and the Monetary Exchange Rate Model 0 0 1 176 0 0 3 337
Panel Cointegration and the Neutrality of Money 0 0 0 132 0 0 0 395
Panel cointegration tests of the Fisher effect 0 0 1 263 0 0 3 602
Panel error correction testing with global stochastic trends 0 0 2 255 0 0 3 576
Pooled Unit Root Tests in Panels with a Common Factor 1 1 2 161 2 2 3 404
Pooled panel unit root tests and the effect of past initialization 0 0 0 4 0 0 0 33
Robust block bootstrap panel predictability tests 0 0 1 108 0 0 1 167
Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production 0 0 0 80 0 1 1 157
Simple Tests for Cointegration in Dependent Panels with Structural Breaks 0 0 0 129 1 1 1 566
Some cautions on the use of the LLC panel unit root test 0 0 1 195 0 0 1 590
Spurious Regression in Nonstationary Panels time Series with Cross-Member Cointegration 0 0 2 2 0 0 3 6
Spurious regression in nonstationary panels with cross-unit cointegration 0 1 1 175 0 2 5 460
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 3 8 23 1 9 21 38
TESTING FACTORS IN CCE 2 2 15 15 2 5 21 21
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 1 3 118 1 4 13 28
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 6 13 40 51 21 43 101 123
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 0 0 0 104 0 0 4 289
Testing for Error Correction in Panel Data 0 0 0 1,150 1 3 14 2,921
Testing for Panel Cointegration with Multiple Structural Breaks 0 0 0 76 0 1 5 1,276
Testing for Unit Roots in Panel Time Series Models with Multiple Breaks 0 0 0 133 2 12 29 241
Testing for a Unit Root in a Random Coefficient Panel Data Model 0 0 1 90 0 0 3 203
Testing for error correction in panel data 0 0 4 379 0 11 37 1,045
Testing for predictability in conditionally heteroskedastic stock returns 0 0 3 87 0 0 6 196
Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns 0 0 0 77 0 0 0 91
Testing for predictability in panels with general predictors 0 0 1 23 0 0 2 53
Testing for stock return predictability in a large Chinese panel 0 0 0 1 0 0 3 29
Testing slope homogeneity in large panels with serial correlation 0 0 2 15 1 1 10 47
The Factor Analytical Approach in Trending Near Unit Root Panels 0 1 3 26 1 3 7 37
The Present Value Model, Farmland Prices and Structural Breaks 0 0 0 60 0 0 0 275
The Tax Spending Nexus: Evidence from a Panel of US State-Local Governments 0 0 0 2 0 0 0 15
The Tax-Spending Nexus: Evidence from a Panel of US State- Local Governments 0 0 0 60 0 0 1 163
The local power of the CADF and CIPS panel unit root tests 1 2 5 139 4 7 23 271
Using Panel Data to Construct Simple and Efficient Unit Root Tests in the Presence of GARCH 0 0 1 90 0 0 1 181
Why is Chinese Regional Output Diverging? 0 0 0 53 0 0 0 145
Total Working Papers 21 100 220 8,036 65 185 539 22,788


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 0 0 21
A Factor Analytical Approach to the Efficient Futures Market Hypothesis 0 0 0 16 0 0 0 66
A GARCH model for testing market efficiency 0 0 12 68 2 5 33 252
A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS 0 0 0 32 0 0 0 100
A Panel CUSUM Test of the Null of Cointegration 0 0 1 2 0 0 2 15
A Random Coefficient Approach to the Predictability of Stock Returns in Panels 0 0 0 12 0 0 1 67
A Simple Test for Cointegration in Dependent Panels with Structural Breaks* 0 2 7 171 2 4 26 417
A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending 0 0 0 11 1 1 1 40
A cross‐section average‐based principal components approach for fixed‐T panels 0 0 0 1 1 1 2 15
A modified LLC panel unit root test of the PPP hypothesis 0 0 0 12 0 11 37 152
A new poolability test for cointegrated panels 0 0 1 36 0 0 2 114
A note on the use of the LLC panel unit root test 0 1 1 62 0 5 6 179
A panel bootstrap cointegration test 0 10 53 488 4 21 113 1,208
A sequential purchasing power parity test for panels of large cross-sections and implications for investors 0 0 0 2 0 0 0 19
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 0 0 56
An IV Test for a Unit Root in Generally Trending and Correlated Panels 0 0 0 1 0 0 0 27
Are Islamic stock returns predictable? A global perspective 0 0 2 18 0 0 3 70
Are state–local government expenditures converging? New evidence based on sequential unit root tests 0 0 0 5 2 13 25 96
Asymptotic collinearity in CCE estimation of interactive effects models 0 0 1 8 0 1 3 48
Breaks in persistence in fixed-T panel data 0 0 0 3 0 0 1 9
CCE estimation of factor‐augmented regression models with more factors than observables 1 1 1 4 1 1 2 31
CCE in fixed‐T panels 2 3 6 13 2 3 12 41
CCE in heterogenous fixed-T panels 1 1 3 3 3 4 8 8
CCE in panels with general unknown factors 0 0 0 4 0 1 5 18
Can panel data really improve the predictability of the monetary exchange rate model? 0 0 0 40 0 0 2 156
Class size and student evaluations in Sweden 0 0 1 39 0 0 4 193
Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data 0 1 1 5 0 1 1 11
Cross-sectional averages versus principal components 2 2 12 109 2 3 23 279
Data Dependent Endogeneity Correction in Cointegrated Panels 0 0 0 76 0 0 0 199
Do oil prices predict economic growth? New global evidence 0 0 3 89 0 1 11 261
Do order imbalances predict Chinese stock returns? New evidence from intraday data 0 0 4 41 1 2 7 134
Does cash flow predict returns? 0 1 1 41 0 1 3 126
Does the choice of estimator matter when forecasting returns? 0 0 5 77 1 2 15 266
Effects of rent dependency on quality of government 0 0 0 18 6 7 8 110
Efficient but getting wet feet: A not-entirely-frivolous note on the side-effects of growth-promoting institutions 0 0 0 8 0 0 0 82
Error Correction Testing in Panels with Common Stochastic Trends 0 1 1 27 2 4 7 63
Error-correction–based cointegration tests for panel data 0 8 23 1,535 2 27 91 2,856
Essays in honor of Professor Badi H Baltagi 0 1 2 5 0 1 4 12
Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis 0 0 0 19 0 0 2 43
Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Effects* 0 2 2 2 2 6 7 7
Estimating the gravity model without gravity using panel data 0 0 0 91 0 0 0 231
Estimation of factor-augmented panel regressions with weakly influential factors 0 1 2 3 0 2 4 24
Farmland prices, structural breaks and panel data 0 0 0 64 0 0 2 143
Financial systems and mechanisms of growth in different conditions of country risk 0 0 0 20 0 0 1 80
Fiscal stringency and fiscal sustainability: Panel evidence from the American state and local governments 0 0 0 60 0 2 2 315
Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere 0 0 6 10 0 2 9 25
Forecasting using cross-section average–augmented time series regressions 0 0 0 0 0 0 1 1
Heteroscedasticity Robust Panel Unit Root Tests 0 0 0 7 0 0 2 51
Indirect Estimation of Semiparametric Binary Choice Models 0 1 2 2 0 1 2 27
Is there really a unit root in the inflation rate? More evidence from panel data models 0 0 0 14 0 0 0 60
Islamic spot and index futures markets: Where is the price discovery? 0 0 0 5 0 1 4 54
Lag truncation and the local asymptotic distribution of the ADF test for a unit root 0 0 0 1 0 1 1 22
Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends 0 0 0 0 0 1 2 76
Lessons from a Decade of IPS and LLC 0 0 0 57 5 13 30 186
Mixed signals among tests for panel cointegration 0 0 0 20 0 0 0 109
Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions 0 0 4 8 0 0 7 40
New Improved Tests for Cointegration with Structural Breaks 0 1 2 195 0 3 7 386
New Simple Tests for Panel Cointegration 0 2 20 270 2 6 50 582
New tools for understanding the local asymptotic power of panel unit root tests 0 0 0 9 0 1 1 57
Nonparametric rank tests for non-stationary panels 2 2 2 34 3 3 8 140
On CCE estimation of factor-augmented models when regressors are not linear in the factors 0 0 0 5 1 1 1 31
On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects 0 0 0 5 1 1 1 12
On the Importance of the First Observation in GLS Detrending in Unit Root Testing 0 0 0 2 0 0 0 40
On the Use of GLS Demeaning in Panel Unit Root Testing 0 0 0 3 0 1 1 19
On the choice of test for a unit root when the errors are conditionally heteroskedastic 0 0 0 2 0 0 0 19
On the determination of the number of factors using information criteria with data-driven penalty 0 0 0 7 0 0 0 24
On the estimation and inference in factor-augmented panel regressions with correlated loadings 0 0 2 53 1 6 24 169
On the estimation and testing of predictive panel regressions 0 0 0 9 0 0 0 38
On the implementation and use of factor-augmented regressions in panel data 0 0 2 24 0 0 4 95
On the robustness of the pooled CCE estimator 0 0 1 7 1 2 5 21
On the role of the rank condition in CCE estimation of factor-augmented panel regressions 0 0 1 18 0 1 2 69
On the use of panel cointegration tests in energy economics 0 0 1 52 1 1 2 171
Optimal panel unit root testing with covariates 0 1 1 5 1 2 3 23
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 2 19 0 1 7 78
Panel cointegration and the monetary exchange rate model 0 1 4 185 0 1 12 414
Panel cointegration and the neutrality of money 0 0 1 105 0 0 2 269
Panel cointegration tests of the Fisher effect 0 1 7 562 3 6 23 1,309
Panel cointegration tests of the sustainability hypothesis in rich OECD countries 0 1 4 54 5 16 41 214
Panel data measures of price discovery 0 0 0 0 0 0 2 2
Panel evidence on the ability of oil returns to predict stock returns in the G7 area 1 6 8 17 3 9 12 62
Panel multi-predictor test procedures with an application to emerging market sovereign risk 0 0 0 6 0 0 2 43
Panel stationary tests against changes in persistence 0 0 0 1 0 0 0 13
Panel versus GARCH information in unit root testing with an application to financial markets 0 0 1 16 0 0 1 45
Panicca: Panic on Cross‐Section Averages 0 0 3 31 0 0 6 71
Pooled Panel Unit Root Tests and the Effect of Past Initialization 0 0 0 0 0 0 0 18
Price discovery and asset pricing 0 0 3 19 0 0 7 78
Reducing the size distortions of the panel LM Test for cointegration 0 0 0 15 0 0 0 56
Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem 0 0 0 6 1 4 16 57
Robust block bootstrap panel predictability tests 0 0 0 0 0 0 0 5
Simple unit root testing in generally trending data with an application to precious metal prices in Asia 0 0 0 5 0 0 0 54
Some preliminary evidence of price discovery in Islamic banks 0 0 0 4 0 0 0 73
Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests 0 0 1 15 1 2 7 135
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 0 9 0 0 3 58
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 0 0 0 74 0 0 1 223
Testing for Error Correction in Panel Data* 1 9 26 847 4 25 92 1,827
Testing for Panel Cointegration with Multiple Structural Breaks* 1 1 7 465 1 1 12 1,015
Testing for Predictability in Conditionally Heteroskedastic Stock Returns 0 0 6 83 4 7 31 309
Testing for Predictability in panels with General Predictors 0 0 1 8 0 0 1 28
Testing for a unit root in a random coefficient panel data model 0 0 0 18 0 1 5 115
Testing for panel cointegration with a level break 0 0 0 77 0 0 1 191
Testing for predictability in panels of any time series dimension 0 0 0 3 0 0 2 37
Testing for stock return predictability in a large Chinese panel 0 0 0 18 0 0 3 85
Testing slope homogeneity in large panels with serial correlation 1 7 21 70 3 14 60 240
Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets 0 1 1 28 5 13 26 188
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* 0 1 1 1 0 1 2 2
The Local Power of the CADF and CIPS Panel Unit Root Tests 0 0 0 12 0 0 2 61
The effect of recursive detrending on panel unit root tests 0 0 1 17 0 0 1 70
The factor analytical approach in near unit root interactive effects panels 0 0 0 3 0 0 1 9
The factor analytical approach in trending near unit root panels 0 0 2 2 1 1 4 4
The factor analytical method for interactive effects dynamic panel models with moving average errors 0 0 0 2 0 0 1 16
The power of PANIC 0 0 0 35 0 0 0 118
The tax-spending nexus: Evidence from a panel of US state-local governments 0 0 1 60 0 1 6 214
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 0 1 3 0 0 2 18
Using Panel Data to Test for Fiscal Sustainability within the European Union 0 0 1 109 0 0 4 283
Why is Chinese provincial output diverging? 0 0 0 39 5 13 36 178
Total Journal Articles 12 70 292 7,243 86 293 1,077 19,594


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 7 15 57 83 34 81 252 482
Total Software Items 7 15 57 83 34 81 252 482


Statistics updated 2023-05-07