Joakim Westerlund

Lund University - Department of Economics

P.O. Box 7082

S-220 07 Lund

Sweden

  • Lund University - Department of Economics

SCHOLARLY PAPERS

16

DOWNLOADS

436

SSRN CITATIONS
Rank 5,324

SSRN RANKINGS

Top 5,324

in Total Papers Citations

47

CROSSREF CITATIONS

203

Scholarly Papers (16)

Actions:
Email selected abstracts
1.

Class Size and Student Evaluations in Sweden

Number of pages: 13 Posted: 07 Jul 2006
Joakim Westerlund
Lund University - Department of Economics
Downloads 130 (328,481)
Citation 1

Abstract:

Loading...

2.

Interactive Effects Panel Data Models with General Factors and Regressors

Number of pages: 76 Posted: 25 Jun 2020 Last Revised: 23 Nov 2021
Bin Peng, Liangjun Su, Joakim Westerlund and Yanrong Yang
Monash University - Department of Econometrics and Business Statistics, Tsinghua University, Lund University - Department of Economics and The Australian National University
Downloads 97 (403,371)

Abstract:

Loading...

Panel data, non-stationarity, principal components, interactive effects

3.

Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi‐Squared and Normal Limiting Distributions

Oxford Bulletin of Economics and Statistics, Vol. 78, Issue 3, pp. 347-364, 2016
Number of pages: 18 Posted: 26 Apr 2016
Joakim Westerlund and Mehdi Hosseinkouchack
Lund University - Department of Economics and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 88 (429,313)

Abstract:

Loading...

4.

Testing for Error Correction in Panel Data

Oxford Bulletin of Economics and Statistics, Vol. 69, Issue 6, pp. 709-748, December 2007
Number of pages: 40 Posted: 20 Nov 2007
Joakim Westerlund
Lund University - Department of Economics
Downloads 40 (628,493)
Citation 43

Abstract:

Loading...

5.

New Improved Tests for Cointegration with Structural Breaks

Journal of Time Series Analysis, Vol. 28, No. 2, pp. 188-224, March 2007
Number of pages: 37 Posted: 17 Feb 2007
Joakim Westerlund and David Edgerton
Lund University - Department of Economics and Lund University - Department of Economics
Downloads 32 (677,792)
Citation 1

Abstract:

Loading...

6.

Testing for Panel Cointegration with Multiple Structural Breaks

Oxford Bulletin of Economics & Statistics, Vol. 68, No. 1, pp. 101-132, February 2006
Number of pages: 32 Posted: 08 May 2006
Joakim Westerlund
Lund University - Department of Economics
Downloads 22 (753,176)
Citation 1

Abstract:

Loading...

7.

Data Dependent Endogeneity Correction in Cointegrated Panels

Oxford Bulletin of Economics & Statistics, Vol. 67, No. 5, pp. 691-705, October 2005
Number of pages: 15 Posted: 05 Nov 2005
Joakim Westerlund
Lund University - Department of Economics
Downloads 11 (852,317)

Abstract:

Loading...

8.

A Simple Test for Cointegration in Dependent Panels with Structural Breaks

Oxford Bulletin of Economics and Statistics, Vol. 70, Issue 5, pp. 665-704, October 2008
Number of pages: 40 Posted: 16 Sep 2008
Joakim Westerlund and David Edgerton
Lund University - Department of Economics and Lund University - Department of Economics
Downloads 7 (891,909)
Citation 2

Abstract:

Loading...

9.

On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects

Journal of Time Series Analysis, Vol. 40, Issue 5, pp. 852-857, 2019
Number of pages: 6 Posted: 29 May 2020
Joakim Westerlund
Lund University - Department of Economics
Downloads 3 (936,017)
Citation 1

Abstract:

Loading...

CCE, interactive effects models, parameter heterogeneity

10.

A Factor Analytical Approach to Price Discovery

Oxford Bulletin of Economics and Statistics, Vol. 79, Issue 3, pp. 366-394, 2017
Number of pages: 29 Posted: 25 Apr 2017
Joakim Westerlund, Simon Reese and Paresh Kumar Narayan
Lund University - Department of Economics, Lund University - Department of Economics and Deakin University - School of Accounting, Economics and Finance
Downloads 3 (936,017)

Abstract:

Loading...

Price discovery, panel data, common factor models, cross‐unit cointegration

11.

An IV Test for a Unit Root in Generally Trending and Correlated Panels

Oxford Bulletin of Economics and Statistics, Vol. 78, Issue 5, pp. 752-764, 2016
Number of pages: 13 Posted: 06 Sep 2016
Joakim Westerlund
Lund University - Department of Economics
Downloads 2 (948,692)

Abstract:

Loading...

12.

Common Breaks in Means for Cross‐Correlated Fixed‐ Panel Data

Journal of Time Series Analysis, Vol. 40, Issue 2, pp. 248-255, 2019
Number of pages: 8 Posted: 08 Feb 2019
Joakim Westerlund
Lund University - Department of Economics
Downloads 1 (961,914)

Abstract:

Loading...

Panel data, structural break, cross‐section dependence, common factor

13.

A New Poolability Test for Cointegrated Panels

Journal of Applied Econometrics, Vol. 26 (1), pp. 56-88
Posted: 27 Sep 2013
Joakim Westerlund and Wolfgang Hess
Lund University - Department of Economics and Lund University - Department of Economics

Abstract:

Loading...

Panel Cointegration, Pooling, Homogeneity Testing, Monetary Exchange Rate Model

14.

Testing for Unit Roots in Panel Time‐Series Models with Multiple Level Breaks

The Manchester School, Vol. 80, Issue 6, pp. 671-699, 2012
Number of pages: 29 Posted: 11 Oct 2012
Joakim Westerlund
Lund University - Department of Economics
Downloads 0 (974,928)

Abstract:

Loading...

15.

Farmland Prices, Structural Breaks and Panel Data

European Review of Agricultural Economics, Vol. 34, No. 2, pp. 161-179, 2007
Posted: 26 Jun 2008
L. Gutierrez, Joakim Westerlund and Ken Erickson
Università degli Studi di Sassari, Lund University - Department of Economics and U.S. Department of Agriculture (USDA) - Economic Research Service (ERS)

Abstract:

Loading...

farmland prices, present value model, non-stationary panel data analysis, structural breaks

16.

Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis

Journal of Financial Econometrics, Vol. 5, Issue 3, pp. 491-522, 2007
Posted: 16 Jun 2008
Joakim Westerlund
Lund University - Department of Economics

Abstract:

Loading...

panel cointegration, information criteria, common factor model, cross-section dependence, forward rate unbiasedness hypothesis