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
-
Mark
Interactive Effects Panel Data Models with General Factors and Regressors
2023) In Econometric Theory(
- Contribution to journal › Article
-
Mark
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
(
- Contribution to journal › Article
-
Mark
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed
(
- Contribution to journal › Article
-
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
-
Mark
The factor analytical approach in trending near unit root panels
(
- Contribution to journal › Debate/Note/Editorial
-
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
Error Correction Testing in Panels with Common Stochastic Trends
(
- 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
-
Mark
The Asymptotic Distribution of the CADF Unit Root Test in the Presence of Heterogeneous AR(p) Errors
(
- Contribution to journal › Article
-
Mark
A Simple Test for Nonstationarity in Mixed Panels: A Further Investigation
(
- Contribution to specialist publication or newspaper › Specialist publication article
-
Mark
Testing for predictability in panels of any time series dimension
(
- Contribution to journal › Article
-
Mark
An IV Test for a Unit Root in Generally Trending and Correlated Panels
(
- Contribution to journal › Article
-
Mark
Panel Multi-Predictor Test Procedures with an Application to Emerging Market Sovereign Risk
(
- Contribution to journal › Article
-
Mark
Price Discovery and Asset Pricing
(
- Contribution to journal › Article
-
Mark
Are Islamic Stock Returns Predictable? A Global Perspective
(
- Contribution to journal › Article
-
Mark
On the Estimation and Testing of Predictive Panel Regressions
(
- Contribution to journal › Article
-
Mark
Pooled Panel Unit Root Tests and the Effect of Past Initialization
(
- Contribution to journal › Article
-
Mark
Panel bootstrap tests of slope homogeneity
(
- Contribution to journal › Article
- 2015
-
Mark
A sequential purchasing power parity test for panels of large cross- sections and implications for investors
(
- Contribution to journal › Article
-
Mark
Testing for stock return predictability in a large Chinese panel
(
- Contribution to journal › Article
-
Mark
Nonparametric Rank Tests for Non-Stationary Panels
(
- Contribution to journal › Article
-
Mark
New Tools for Understanding the Local Asymptotic Power of Panel Unit Root Tests
(
- Contribution to journal › Article
-
Mark
A Factor Analytical Approach to the Efficient Futures Market Hypothesis
(
- Contribution to journal › Article
-
Mark
Panicca: Panic on Cross-Section Averages
(
- Contribution to journal › Article
-
Mark
Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem: Using Covariates to Resolve the Incidental Trend Problem
(
- Contribution to journal › Article
-
Mark
On the Use of Panel Cointegration Tests in Energy Economics
(
- Contribution to journal › Article
-
Mark
The Effect of Recursive Detrending on Panel Unit Root Tests
(
- Contribution to journal › Article
-
Mark
PANICCA - PANIC on Cross-Section Averages
2015) In Journal of Applied Econometrics(
- Working paper/Preprint › Working paper
-
Mark
The Power of PANIC
(
- Contribution to journal › Article
-
Mark
Nonparametric rank tests for non-stationary panels
(
- Contribution to journal › Article
-
Mark
A Factor Analytical Approach to Price Discovery
2015) In Working Paper / Department of Economics, School of Economics and Management, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Do order imbalances predict Chinese stock returns? New evidence from intraday data
(
- Contribution to journal › Article
-
Mark
Cross-Sectional Averages versus Principal Components
(
- Contribution to journal › Article
- 2014
-
Mark
Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series
2014) In Communications in Statistics: Simulation and Computation(
- Contribution to journal › Article
-
Mark
Panel versus GARCH Information in Unit Root Testing with an Application to Financial Markets
(
- Contribution to journal › Article
-
Mark
Does Cash Flow Predict Returns?
(
- Contribution to journal › Article
-
Mark
A Random Coefficient Approach to the Predictability of Stock Returns in Panels
2014) In Journal of Financial Econometrics(
- Contribution to journal › Article
-
Mark
Heteroskedasticity Robust Panel Unit Root Tests
(
- Contribution to journal › Article
-
Mark
Testing for Predictability in Conditionally Heteroskedastic Stock Returns
2014) In Journal of Financial Econometrics(
- Contribution to journal › Article
-
Mark
A Simple Test for Nonstationarity in Mixed Panels with Incidental Trends
(
- Contribution to journal › Article
-
Mark
A Non-Stationary Panel Data Investigation of the Unemployment–Crime Relationship
(
- Contribution to journal › Article
-
Mark
On the Choice of Test for a Unit Root when the Errors are Conditionally Heteroskedastic
(
- Contribution to journal › Article
-
Mark
Indirect Estimation of Semiparametric Binary Choice Models
(
- Contribution to journal › Article
-
Mark
Do Oil Prices Predict Economic Growth? New Global Evidence
(
- Contribution to journal › Article
- 2013
-
Mark
A modified LLC panel unit root test of the PPP hypothesis
(
- Contribution to journal › Article
-
Mark
PANIC in the Presence of Uncertainty about the Deterministic Trend
(
- Contribution to journal › Article
-
Mark
Testing slope homogeneity in large panels with serial correlation
(
- Contribution to journal › Article
- 2012
-
Mark
Efficient but getting wet feet. A not-entirely-frivolous note on the side-effects of growth-promoting institutions
(
- Contribution to journal › Article
- 2011
-
Mark
Estimating the gravity model without gravity using panel data
(
- Contribution to journal › Article
-
Mark
A New Poolability Test for Cointegrated Panels
(
- Contribution to journal › Article
- 2010
-
Mark
Why is Chinese Regional Output Diverging?
(
- Contribution to journal › Article
-
Mark
Panel cointegration tests of the sustainability hypothesis in rich OECD countries
(
- Contribution to journal › Article
- 2009
-
Mark
Panel cointegration and the monetary exchange rate model
(
- Contribution to journal › Article
-
Mark
Panel cointegration and the neutrality of money
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
-
Mark
A note on the use of the LLC panel unit root test
(
- Contribution to journal › Article
- 2008
-
Mark
A simple test for cointegration in dependent panels with structural breaks
(
- Contribution to journal › Article
-
Mark
Panel cointegration tests of the Fisher effect
(
- Contribution to journal › Article
-
Mark
Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models
(
- Contribution to journal › Article
-
Mark
Error-correction-based cointegration tests for panel data
(
- Contribution to journal › Article
-
Mark
Why is Chinese Regional Output Diverging?
(
- Working paper/Preprint › Working paper
-
Mark
Class Size and Student Evaluations in Sweden
(
- Contribution to journal › Article
-
Mark
Simple Tests for Cointegration in Dependent Panels with Structural Breaks
(
- Contribution to journal › Article
-
Mark
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data
(
- Contribution to journal › Article
-
Mark
Mixed Signals Among Tests for Panel Cointegration
(
- Contribution to journal › Article
- 2007
-
Mark
New improved tests for cointegration with structural breaks
(
- Contribution to journal › Article
-
Mark
Estimating cointegrated panels with common factors and the forward rate unbiasedness hypothesis
(
- Contribution to journal › Article
-
Mark
A panel bootstrap cointegration test
(
- Contribution to journal › Article
-
Mark
Farmland prices, structural breaks and panel data
(
- Contribution to journal › Article
-
Mark
Testing for error correction in panel data
(
- Contribution to journal › Article
-
Mark
A Note on the Pooling of Individual PANIC Unit Root Tests
2007) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Can panel data really improve the predictability of the monetary exchange rate model?
(
- Contribution to journal › Article
- 2006
-
Mark
Testing for panel cointegration with multiple structural breaks
(
- Contribution to journal › Article
-
Mark
Testing for panel cointegration with a level break
(
- Contribution to journal › Article
-
Mark
Reducing the size distortions of the panel LM Test for cointegration
(
- Contribution to journal › Article
-
Mark
Panel Cointegration and the Neutrality of Money
2006) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Simple Tests for Cointegration in Dependent Panels with Structural Breaks
2006) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
New Improved Tests for Cointegration with Structural Breaks
2006) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
- 2005
-
Mark
Data dependent endogeneity correction in cointegrated panels
(
- Contribution to journal › Article
-
Mark
A panel CUSUM test of the null of cointegration
(
- Contribution to journal › Article
-
Mark
New simple tests for panel cointegration
(
- Contribution to journal › Article
-
Mark
Essays on Panel Cointegration
(
- Thesis › Doctoral thesis (compilation)
-
Mark
Panel Cointegration Tests of the Fisher Hypothesis
2005) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Pooled Unit Root Tests in Panels with a Common Factor
2005) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Testing for Panel Cointegration with Multiple Structural Breaks
2005) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Introduktion till ekonometri
2005)(
- Book/Report › Book
-
Mark
Panel Cointegration Tests with Deterministic Trends and Structural Breaks
2005) In Working Papers, Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Testing for Error Correction in Panel Data
2005) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
New Simple Tests for Panel Cointegration
2005) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper
- 2003
-
Mark
A Panel Data Test of the Bank Lending Channel in Sweden
2003) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Feasible Estimation in Cointegrated Panels
2003) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper
-
Mark
A Panel CUSUM Test of the Null of Cointegration
2003) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper