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 1 11 135
A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root 1 2 5 120 1 4 12 281
A Note on the Pooling of Individual PANIC Unit Root Tests 0 0 0 69 1 2 9 181
A Panel CUSUM Test of the Null of Cointegration 0 0 0 78 0 0 7 484
A Panel Data Test of the Bank Lending Channel in Sweden 0 1 10 329 1 5 21 880
A factor analytical approach to the efficient futures market hypothesis 0 0 0 49 2 3 5 114
A practical note on the determination of the number of factors using information criteria with data-driven penalty 0 0 0 33 0 1 3 26
A random coefficient approach to the predictability of stock returns in panels 0 0 0 43 0 2 10 66
Are Crime Rates Really Stationary? 0 0 1 35 0 0 17 147
Are Crime Rates Really Stationary? 0 0 1 39 0 3 7 135
CCE estimation of factor-augmented regression models with more factors than observables 1 1 8 110 1 10 69 374
Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model? 0 0 1 98 0 2 10 304
Cross sectional averages or principal components? 1 1 2 138 1 3 11 260
Do oil prices predict economic growth? New global evidence 0 0 0 34 0 0 2 100
Does cash flow predict returns? 0 0 1 26 1 3 8 48
Does the choice of estimator matter when forecasting returns? 0 0 0 48 0 0 3 119
Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors 0 0 0 56 0 0 3 133
Feasible Estimation in Cointegrated Panels 0 0 0 49 0 0 1 255
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels 0 0 1 106 1 2 10 170
Heteroskedasticity robust panel unit root tests 0 1 1 16 0 2 5 67
Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models 0 0 1 253 1 3 7 784
Mixed Signals Among Tests for Panel Cointegration 0 0 0 86 0 2 5 232
Myths and Facts about Panel Unit Root Tests 0 0 2 176 1 4 8 214
New Improved Tests for Cointegration with Structural Breaks 0 0 0 100 0 1 6 854
New Simple Tests for Panel Cointegration 0 0 0 83 4 10 34 1,464
Nonparametric Rank Tests for Non-stationary Panels 1 1 2 161 1 1 13 312
On the asymptotic distribution of the DF-GLS test statistic 0 0 0 47 0 0 1 96
On the importance of the first observation in GLS detrending in unit root testing 0 0 0 57 1 1 3 49
PANICCA - PANIC on Cross-Section Averages 0 0 0 49 0 0 8 140
Panel Cointegration Tests of the Fisher Hypothesis 0 0 0 445 1 10 22 1,075
Panel Cointegration Tests with Deterministic Trends and Structural Breaks 0 0 1 323 0 1 4 643
Panel Cointegration and the Monetary Exchange Rate Model 0 0 1 172 0 0 5 325
Panel Cointegration and the Neutrality of Money 0 0 0 132 0 1 12 387
Panel cointegration tests of the Fisher effect 0 1 1 261 0 3 11 591
Panel error correction testing with global stochastic trends 0 2 5 250 0 3 16 557
Pooled Unit Root Tests in Panels with a Common Factor 0 0 0 158 0 0 7 396
Pooled panel unit root tests and the effect of past initialization 0 0 0 4 0 0 5 24
Robust block bootstrap panel predictability tests 0 0 1 106 0 0 6 160
Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production 0 0 0 79 0 0 0 145
Simple Tests for Cointegration in Dependent Panels with Structural Breaks 0 0 0 129 1 8 29 544
Some cautions on the use of the LLC panel unit root test 1 1 13 189 5 9 67 567
Spurious Regression in Nonstationary Panels time Series with Cross-Member Cointegration 0 0 0 0 1 1 1 1
Spurious regression in nonstationary panels with cross-unit cointegration 1 1 2 172 1 2 9 445
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 0 0 5 102 0 1 16 277
Testing for Error Correction in Panel Data 0 0 0 1,150 3 7 42 2,879
Testing for Panel Cointegration with Multiple Structural Breaks 0 0 0 76 1 1 12 1,248
Testing for Unit Roots in Panel Time Series Models with Multiple Breaks 0 0 0 133 0 2 6 200
Testing for a Unit Root in a Random Coefficient Panel Data Model 0 0 0 88 0 3 11 186
Testing for error correction in panel data 0 0 5 358 2 14 58 937
Testing for predictability in conditionally heteroskedastic stock returns 0 2 7 81 2 4 15 177
Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns 0 0 0 77 0 2 6 89
Testing for predictability in panels with general predictors 0 0 0 22 0 0 4 48
Testing for stock return predictability in a large Chinese panel 0 0 0 0 0 2 8 16
Testing slope homogeneity in large panels with serial correlation 0 0 2 8 0 0 7 27
The Present Value Model, Farmland Prices and Structural Breaks 1 1 1 58 1 1 5 268
The Tax Spending Nexus: Evidence from a Panel of US State-Local Governments 0 0 0 1 0 0 4 7
The Tax-Spending Nexus: Evidence from a Panel of US State- Local Governments 0 0 0 60 0 1 7 155
The local power of the CADF and CIPS panel unit root tests 0 0 4 129 1 5 15 219
Using Panel Data to Construct Simple and Efficient Unit Root Tests in the Presence of GARCH 0 0 0 88 0 1 8 178
Why is Chinese Regional Output Diverging? 0 0 0 53 0 0 4 142
Total Working Papers 7 15 84 7,428 36 147 731 21,337


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 1 3 18
A Factor Analytical Approach to the Efficient Futures Market Hypothesis 0 0 0 16 0 0 1 60
A GARCH model for testing market efficiency 1 4 12 45 4 13 55 177
A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS 0 1 1 31 0 1 3 82
A Panel CUSUM Test of the Null of Cointegration 0 0 0 0 1 2 2 2
A Random Coefficient Approach to the Predictability of Stock Returns in Panels 1 1 1 11 2 3 9 59
A Simple Test for Cointegration in Dependent Panels with Structural Breaks* 1 1 8 156 3 8 24 363
A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending 0 0 0 11 0 1 2 38
A modified LLC panel unit root test of the PPP hypothesis 0 0 0 11 0 2 6 89
A new poolability test for cointegrated panels 0 0 1 35 0 0 1 103
A note on the use of the LLC panel unit root test 0 0 2 59 1 4 12 158
A panel bootstrap cointegration test 4 8 34 367 7 34 97 948
A sequential purchasing power parity test for panels of large cross-sections and implications for investors 0 0 0 2 0 0 2 18
A simple test for nonstationarity in mixed panels with incidental trends 0 0 0 5 0 0 0 28
Alternative representations for cointegrated panels with global stochastic trends 0 0 0 15 0 0 0 51
An IV Test for a Unit Root in Generally Trending and Correlated Panels 0 0 0 1 0 1 6 26
Are Islamic stock returns predictable? A global perspective 0 0 4 8 1 5 19 49
Are state–local government expenditures converging? New evidence based on sequential unit root tests 0 0 2 5 1 3 6 34
Asymptotic collinearity in CCE estimation of interactive effects models 0 0 0 6 0 0 10 33
CCE estimation of factor‐augmented regression models with more factors than observables 0 0 1 1 0 1 7 15
CCE in fixed‐T panels 0 2 4 4 0 3 14 17
CCE in panels with general unknown factors 1 1 2 2 1 1 2 5
Can panel data really improve the predictability of the monetary exchange rate model? 0 0 0 40 1 3 11 150
Class size and student evaluations in Sweden 0 0 1 38 0 0 5 185
Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data 0 0 0 1 0 0 1 5
Cross-sectional averages versus principal components 0 0 19 72 0 2 40 198
Data Dependent Endogeneity Correction in Cointegrated Panels 0 0 1 75 0 0 1 198
Do oil prices predict economic growth? New global evidence 1 2 7 81 2 6 19 229
Do order imbalances predict Chinese stock returns? New evidence from intraday data 0 0 3 30 2 2 13 115
Does cash flow predict returns? 2 2 4 37 2 3 13 113
Does the choice of estimator matter when forecasting returns? 1 4 11 64 3 9 28 204
Effects of rent dependency on quality of government 0 0 0 17 0 2 10 92
Efficient but getting wet feet: A not-entirely-frivolous note on the side-effects of growth-promoting institutions 0 1 2 8 0 2 9 77
Error Correction Testing in Panels with Common Stochastic Trends 0 1 1 23 0 1 5 46
Error-correction–based cointegration tests for panel data 2 11 36 1,452 12 36 142 2,573
Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis 0 0 1 15 0 0 5 32
Estimating the gravity model without gravity using panel data 0 0 5 91 2 3 18 221
Estimation of factor-augmented panel regressions with weakly influential factors 0 0 0 1 0 0 2 13
Farmland prices, structural breaks and panel data 0 0 0 64 0 1 5 130
Financial systems and mechanisms of growth in different conditions of country risk 0 0 0 19 0 0 2 72
Fiscal stringency and fiscal sustainability: Panel evidence from the American state and local governments 0 2 8 56 3 6 21 296
Heteroscedasticity Robust Panel Unit Root Tests 0 1 2 7 0 1 4 43
Indirect Estimation of Semiparametric Binary Choice Models 0 0 0 0 0 0 1 24
Is there really a unit root in the inflation rate? More evidence from panel data models 0 0 0 13 0 1 5 55
Islamic spot and index futures markets: Where is the price discovery? 0 0 0 1 1 3 12 29
Lag truncation and the local asymptotic distribution of the ADF test for a unit root 0 0 0 0 0 1 5 5
Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends 0 0 0 0 0 1 1 72
Lessons from a Decade of IPS and LLC 0 0 1 54 0 1 16 127
Mixed signals among tests for panel cointegration 0 0 0 18 0 1 3 104
Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions 0 0 0 1 0 0 5 26
New Improved Tests for Cointegration with Structural Breaks 1 1 2 189 1 1 5 363
New Simple Tests for Panel Cointegration 2 5 21 211 4 17 66 421
New tools for understanding the local asymptotic power of panel unit root tests 0 0 0 8 0 1 4 50
Nonparametric rank tests for non-stationary panels 0 0 0 29 0 1 13 112
On CCE estimation of factor-augmented models when regressors are not linear in the factors 0 0 1 3 0 2 6 17
On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects 0 2 4 4 0 2 6 6
On the Importance of the First Observation in GLS Detrending in Unit Root Testing 0 0 0 2 0 0 0 39
On the Use of GLS Demeaning in Panel Unit Root Testing 0 1 3 3 1 2 8 14
On the choice of test for a unit root when the errors are conditionally heteroskedastic 0 0 0 2 0 0 1 16
On the determination of the number of factors using information criteria with data-driven penalty 0 0 0 7 1 1 2 16
On the estimation and inference in factor-augmented panel regressions with correlated loadings 0 0 2 47 0 1 8 121
On the estimation and testing of predictive panel regressions 0 0 0 7 0 0 2 29
On the implementation and use of factor-augmented regressions in panel data 0 1 1 21 1 3 11 84
On the role of the rank condition in CCE estimation of factor-augmented panel regressions 0 0 2 15 0 0 11 59
On the use of panel cointegration tests in energy economics 2 3 12 45 4 9 30 141
Optimal panel unit root testing with covariates 0 0 0 4 0 1 7 16
PANIC in the Presence of Uncertainty about the Deterministic Trend 0 0 0 8 0 0 0 33
Panel bootstrap tests of slope homogeneity 0 0 3 10 0 5 13 51
Panel cointegration and the monetary exchange rate model 4 4 7 173 6 8 24 381
Panel cointegration and the neutrality of money 0 0 1 101 0 1 5 260
Panel cointegration tests of the Fisher effect 3 5 15 529 4 11 60 1,194
Panel cointegration tests of the sustainability hypothesis in rich OECD countries 0 0 0 46 0 2 10 116
Panel evidence on the ability of oil returns to predict stock returns in the G7 area 0 0 3 6 4 7 23 39
Panel multi-predictor test procedures with an application to emerging market sovereign risk 0 0 0 5 0 0 5 35
Panel stationary tests against changes in persistence 0 0 0 0 1 2 3 6
Panel versus GARCH information in unit root testing with an application to financial markets 0 0 0 15 0 0 3 41
Panicca: Panic on Cross‐Section Averages 0 0 4 23 0 0 7 47
Pooled Panel Unit Root Tests and the Effect of Past Initialization 0 0 0 0 0 0 4 16
Price discovery and asset pricing 0 0 3 16 1 4 10 61
Reducing the size distortions of the panel LM Test for cointegration 0 0 0 15 0 0 1 55
Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem 0 0 0 4 0 0 3 18
Robust block bootstrap panel predictability tests 0 0 0 0 0 1 1 1
Simple unit root testing in generally trending data with an application to precious metal prices in Asia 0 0 0 4 2 2 2 48
Some preliminary evidence of price discovery in Islamic banks 0 1 1 2 1 5 12 28
Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests 0 1 5 12 3 6 43 106
TESTING FOR UNIT ROOTS IN PANEL TIME-SERIES MODELS WITH MULTIPLE LEVEL BREAKS 0 0 0 7 0 0 0 34
Testing additive versus interactive effects in fixed-T panels 0 1 3 8 2 4 21 48
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data 1 1 4 71 2 2 10 203
Testing for Error Correction in Panel Data* 3 7 42 776 9 33 115 1,581
Testing for Panel Cointegration with Multiple Structural Breaks* 1 1 4 456 2 3 22 984
Testing for Predictability in Conditionally Heteroskedastic Stock Returns 3 9 21 58 7 16 57 197
Testing for Predictability in panels with General Predictors 0 1 3 6 0 1 8 18
Testing for a unit root in a random coefficient panel data model 0 0 0 17 0 2 12 96
Testing for panel cointegration with a level break 0 1 1 76 0 1 9 187
Testing for predictability in panels of any time series dimension 0 0 0 3 0 0 1 30
Testing for stock return predictability in a large Chinese panel 1 1 3 17 1 2 9 73
Testing slope homogeneity in large panels with serial correlation 0 0 4 28 0 3 29 114
Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets 0 0 0 25 0 6 22 115
The Local Power of the CADF and CIPS Panel Unit Root Tests 0 0 3 10 0 1 10 51
The effect of recursive detrending on panel unit root tests 1 1 2 14 2 2 4 63
The factor analytical method for interactive effects dynamic panel models with moving average errors 0 0 1 1 0 0 5 6
The power of PANIC 0 0 1 33 0 0 1 108
The tax-spending nexus: Evidence from a panel of US state-local governments 0 0 2 57 0 0 6 194
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels 0 1 1 2 0 1 7 14
Using Panel Data to Test for Fiscal Sustainability within the European Union 0 0 0 108 0 1 6 268
Why is Chinese provincial output diverging? 0 0 0 39 0 2 16 118
Total Journal Articles 36 90 359 6,447 108 343 1,462 16,349


Statistics updated 2020-11-03