Joakim Westerlund
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- 2021
- On the Robustness of the Pooled CCE Estimator
- Essays in honor of Professor Badi H Baltagi
- The factor analytical approach in near unit root interactive effects panels
- Panel data measures of price discovery
- 2020
- The Factor Analytical Approach in Near Unit Root Panels
- Fixed Effects Demeaning in the Presence of Interactive Effects in Treatment Effects Regressions and Elsewhere
- A cross-section average-based principal components approach for fixed-T panels
- 2019
- Panel stationary tests against changes in persistence
- Lag truncation and the local asymptotic distribution of the ADF test for a unit root
- On CCE estimation of factor-augmented models when regressors are not linear in the factors