Joakim Westerlund
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- 2024
-
Mark
A Factor-Augmented New Keynesian Phillips Curve for the European Union Countries
2024) In Oxford Bulletin of Economics and Statistics(
- Contribution to journal › Article
-
Mark
Multiple Structural Breaks in Interactive Effects Panel Data Models
2024) In Journal of Applied Econometrics(
- Contribution to journal › Article
-
Mark
CCE under Non-Random Heterogeneity
2024) In Econometrics Journal(
- Contribution to journal › Article
- 2023
-
Mark
Testing Factors in CCE
(
- Contribution to journal › Article
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Mark
Interactive Effects Panel Data Models with General Factors and Regressors
2023) In Econometric Theory(
- Contribution to journal › Article
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Mark
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
(
- Contribution to journal › Article
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Mark
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed
(
- Contribution to journal › Article
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Mark
Using Information Criteria to Select Averages in CCE
2023) In Econometrics Journal(
- Contribution to journal › Article
- 2022
-
Mark
Panel data measures of price discovery
(
- Contribution to journal › Article
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Mark
The factor analytical approach in trending near unit root panels
(
- Contribution to journal › Debate/Note/Editorial
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Mark
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*
(
- Contribution to journal › Article
-
Mark
CCE in Heterogenous Fixed-T Panels
(
- Contribution to journal › Article
-
Mark
Mostly Panel Econometrics : Essays on Asymptotic Analysis and Enhanced Inference
2022) In Lund Economic Studies(
- Thesis › Doctoral thesis (compilation)
- 2021
-
Mark
On the Robustness of the Pooled CCE Estimator
(
- Contribution to journal › Article
-
Mark
Essays in honor of Professor Badi H Baltagi
(
- Contribution to journal › Debate/Note/Editorial
-
Mark
The factor analytical approach in near unit root interactive effects panels
(
- Contribution to journal › Article
-
Mark
Breaks in persistence in fixed-T panel data
(
- Contribution to journal › Article
-
Mark
Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed
2021) In Working Papers(
- Working paper/Preprint › Working paper
- 2020
-
Mark
The Factor Analytical Approach in Near Unit Root Panels
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
(
- Contribution to journal › Article
-
Mark
A cross-section average-based principal components approach for fixed-T panels
(
- Contribution to journal › Article
- 2019
-
Mark
Panel stationary tests against changes in persistence
(
- Contribution to journal › Article
-
Mark
Lag truncation and the local asymptotic distribution of the ADF test for a unit root
(
- Contribution to journal › Article
-
Mark
On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects
(
- Contribution to journal › Article
-
Mark
Testing additive versus interactive effects in fixed-[Formula presented] panels
(
- Contribution to journal › Article
-
Mark
The factor analytical method for interactive effects dynamic panel models with moving average errors
(
- Contribution to journal › Article
-
Mark
Panel Evidence on the Ability of Oil Returns to Predict Stock Returns in the G7 Area
(
- Contribution to journal › Article
-
Mark
Common Breaks in Means for Cross-Correlated Fixed-T Panel Data
(
- Contribution to journal › Article
-
Mark
Optimal Panel Unit Root Testing with Covariates
(
- Contribution to journal › Article
-
Mark
Robust Block Bootstrap Panel Predictability Tests
(
- Contribution to journal › Article
-
Mark
CCE Estimation of Factor-Augmented Regression Models with more Factors than Observables
(
- Contribution to journal › Article
-
Mark
On CCE estimation of factor-augmented models when regressors are not linear in the factors
(
- Contribution to journal › Article
-
Mark
CCE in fixed-T panels
(
- Contribution to journal › Article
- 2018
-
Mark
Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors
(
- Contribution to journal › Article
-
Mark
On the Use of GLS Demeaning in Panel Unit Root Testing
(
- Contribution to journal › Article
-
Mark
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels
(
- Contribution to journal › Article
-
Mark
Asymptotic Collinearity in CCE Estimation of Interactive Effects Models
(
- Contribution to journal › Article
-
Mark
Islamic spot and index futures markets : Where is the price discovery?
(
- Contribution to journal › Article
-
Mark
Subnational government tax revenue capacity and effort convergence : New evidence from sequential unit root tests
(
- Contribution to journal › Article
-
Mark
Some preliminary evidence of price discovery in Islamic banks
(
- Contribution to journal › Article
-
Mark
CCE in Panels with General Unknown Factors
(
- Contribution to journal › Article
- 2017
-
Mark
Are State-local Government Expenditures Converging? : New Evidence Based on Sequential Unit Root Tests
(
- Contribution to journal › Article
-
Mark
Likelihood Ratio Tests for a Unit Root in Panels with Random Effects
(
- Contribution to journal › Article
-
Mark
On the Role of the Rank Condition in CCE Estimation of Factor-Augmented Panel Regressions
(
- Contribution to journal › Article
-
Mark
Testing for Predictability in Panels with General Predictors
(
- Contribution to journal › Article
-
Mark
A Factor Analytical Approach to Price Discovery
(
- Contribution to journal › Article
-
Mark
On the determination of the number of factors using information criteria with data-driven penalty
(
- Contribution to journal › Article
- 2016
-
Mark
The Local Power of the CADF and CIPS Panel Unit Root Tests
(
- Contribution to journal › Article
-
Mark
Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions
(
- Contribution to journal › Article
-
Mark
A GARCH Model for Testing Market Efficiency
(
- Contribution to specialist publication or newspaper › Specialist publication article