Joakim Westerlund

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2021
Mark Breaks in persistence in fixed-T panel data
Westerlund, Joakim ^LU and Nordström, Marcus ^LU (2021) In Economics Letters 205.
- Contribution to journal › Article
Mark Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed
Kaddoura, Yousef ^LU and Westerlund, Joakim ^LU (2021) In Working Papers
- Working paper/Preprint › Working paper
2020
Mark The Factor Analytical Approach in Near Unit Root Panels
Westerlund, Joakim ^LU and Norkute, Milda ^LU (2020) In Journal of Econometrics
- Contribution to journal › Article
Mark Fixed Effects Demeaning in the Presence of Interactive Effects in Treatment Effects Regressions and Elsewhere
Petrova, Yana ^LU and Westerlund, Joakim ^LU (2020) In Journal of Applied Econometrics 35(7). p.960-964
- Contribution to journal › Article
Mark A cross-section average-based principal components approach for fixed-T panels
Westerlund, Joakim ^LU (2020) In Journal of Applied Econometrics 35(6). p.776-785
- Contribution to journal › Article
2019
Mark Panel stationary tests against changes in persistence
Cerqueti, Roy ; Costantini, Mauro ; Gutierrez, Luciano and Westerlund, Joakim ^LU (2019) In Statistical Papers 60(4). p.1079-1100
- Contribution to journal › Article
Mark Panel Evidence on the Ability of Oil Returns to Predict Stock Returns in the G7 Area
Westerlund, Joakim ^LU and Sharma, Susan (2019) In Energy Economics 77. p.3-12
- Contribution to journal › Article
Mark Common Breaks in Means for Cross-Correlated Fixed-T Panel Data
Westerlund, Joakim ^LU (2019) In Journal of Time Series Analysis 40(2). p.248-255
- Contribution to journal › Article
Mark Optimal Panel Unit Root Testing with Covariates
Joudis, Arturas and Westerlund, Joakim ^LU (2019) In Econometrics Journal 22(1). p.57-72
- Contribution to journal › Article
Mark Robust Block Bootstrap Panel Predictability Tests
Smeekes, Stephan and Westerlund, Joakim ^LU (2019) In Econometric Reviews 38(9). p.1089-1107
- Contribution to journal › Article

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