Joakim Westerlund

Available identifiers

zbMath Open westerlund.joakimMaRDI QIDQ254913

List of research outcomes

Publication	Date of Publication	Type
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19	2024-03-06	Paper
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed	2024-03-06	Paper
Testing factors in CCE	2023-09-12	Paper
CCE in heterogenous fixed-T panels	2022-12-06	Paper
The factor analytical approach in trending near unit root panels	2022-08-08	Paper
Optimal panel unit root testing with covariates	2022-06-24	Paper
CCE in panels with general unknown factors	2022-06-24	Paper
Forecasting using cross-section average–augmented time series regressions	2022-06-22	Paper
Panel data measures of price discovery	2022-06-09	Paper
Pooled Panel Unit Root Tests and the Effect of Past Initialization	2022-06-07	Paper
The Local Power of the CADF and CIPS Panel Unit Root Tests	2022-06-07	Paper
Lessons from a Decade of IPS and LLC	2022-05-31	Paper
Estimation of factor-augmented panel regressions with weakly influential factors	2022-03-09	Paper
Robust block bootstrap panel predictability tests	2022-03-04	Paper
Breaks in persistence in fixed-\(T\) panel data	2021-07-22	Paper
The factor analytical approach in near unit root interactive effects panels	2021-03-24	Paper
On the robustness of the pooled CCE estimator	2021-02-04	Paper
Panel stationary tests against changes in persistence	2019-11-28	Paper
Lag truncation and the local asymptotic distribution of the ADF test for a unit root	2019-11-21	Paper
On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects	2019-10-18	Paper
Testing additive versus interactive effects in fixed-\(T\) panels	2019-10-10	Paper
Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data	2019-06-17	Paper
On CCE estimation of factor-augmented models when regressors are not linear in the factors	2019-05-07	Paper
On the choice of test for a unit root when the errors are conditionally heteroskedastic	2018-11-02	Paper
Likelihood ratio tests for a unit root in panels with random effects	2017-07-20	Paper
On the determination of the number of factors using information criteria with data-driven penalty	2017-03-07	Paper
On the role of the rank condition in CCE estimation of factor-augmented panel regressions	2017-01-30	Paper
Testing for a unit root in a random coefficient panel data model	2016-08-15	Paper
The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors	2016-05-17	Paper
A simple test for nonstationarity in mixed panels: a further investigation	2016-03-08	Paper
New tools for understanding the local asymptotic power of panel unit root tests	2015-07-27	Paper
Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series	2015-06-24	Paper
A simple test for nonstationarity in mixed panels with incidental trends	2015-05-19	Paper
Cross-sectional averages versus principal components	2015-05-06	Paper
Nonparametric rank tests for non-stationary panels	2015-05-06	Paper
The effect of recursive detrending on panel unit root tests	2015-05-06	Paper
The power of PANIC	2015-05-06	Paper
On the asymptotic distribution of the Dickey Fuller-GLS test statistic	2014-12-22	Paper
Testing slope homogeneity in large panels with serial correlation	2014-06-06	Paper
Alternative representations for cointegrated panels with global stochastic trends	2014-04-09	Paper
On the estimation and inference in factor-augmented panel regressions with correlated loadings	2014-03-17	Paper
A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending	2013-11-26	Paper
A panel bootstrap cointegration test	2013-01-28	Paper
Reducing the size distortions of the panel LM test for cointegration	2013-01-07	Paper
A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS	2009-12-15	Paper
Some transformation techniques with applications in global optimization	2009-07-13	Paper
New Improved Tests for Cointegration with Structural Breaks	2008-06-18	Paper
New Simple Tests for Panel Cointegration	2005-10-17	Paper

Research outcomes over time

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