Personal profile
Research
My research focuses on econometrics in general and panel data econometrics in particular. My work is mainly theoretical, although I also do empirical work.
Teaching
I have been teaching econometrics at all levels, and I have supervised numerous bachelor and master theses in this field.
Subject classification (UKÄ)
- Economics
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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SDG 7 Affordable and Clean Energy -
SDG 8 Decent Work and Economic Growth -
SDG 9 Industry, Innovation, and Infrastructure -
SDG 16 Peace, Justice and Strong Institutions
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Collaborations the last five years
Research output
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Estimating Aggregate Relationships in Panel Data via the LASSO
Margaritella, L. & Westerlund, J., 2026 Feb, In: Oxford Bulletin of Economics and Statistics. 88, 1, p. 22-35Research output: Contribution to journal › Article › peer-review
Open Access -
Direct and Indirect Treatment Effects with Time-Varying Covariates
Westerlund, J., Brown, N. & Butts, K., 2026, (Accepted/In press) In: Journal of Applied Econometrics.Research output: Contribution to journal › Article › peer-review
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Panel Sequential Group Estimation of Interactive Effects Models
Westerlund, J. & De Vos, I., 2026, (Accepted/In press) In: Oxford Bulletin of Economics and Statistics.Research output: Contribution to journal › Article › peer-review
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CCE under nonrandom heterogeneity
Kaddoura, Y. & Westerlund, J., 2025, In: Econometrics Journal. 28, 2, p. 276-294 19 p.Research output: Contribution to journal › Article › peer-review
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Interactive Effects Panel Data Models with General Factors and Regressors
Westerlund, J., Su, L., Peng, B. & Yang, Y., 2025, In: Econometric Theory. 41, 2, p. 472 - 488 17 p.Research output: Contribution to journal › Article › peer-review
Open Access
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Wallenberg Academy Fellowship
Westerlund, J. (Researcher)
Knut and Alice Wallenberg Foundation
2019/07/01 → 2028/06/30
Project: Research
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Solving Economic Problems Using Third Generation Non-Stationary Panel Data Methods
Westerlund, J. (Researcher)
Project: Research
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Monetary Policy and Economic Inequality
Kilman, J. (Research student), Andersson, F. N. G. (Supervisor), Nilsson, T. (Assistant supervisor) & Westerlund, J. (Assistant supervisor)
2016/09/01 → 2022/11/25
Project: Dissertation
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Das Human-Kapital: Emerging Patterns in the Class Structure
Ali Akbari, D. (Researcher), Westerlund, J. (Supervisor), Santoro, E. (Supervisor) & Fischer, T. (Assistant supervisor)
2016/09/01 → 2021/06/11
Project: Dissertation
Activities
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ON ROBUSTNESS TO RANDOM BREAKS IN PANEL DATA
Westerlund, J. (Role not specified)
2024Activity: Talk or presentation › Invited talk
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Christina Maschmann
Westerlund, J. (First/primary/lead supervisor)
2023 → 2028Activity: Examination and supervision › Supervision of PhD students
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Tilman Bretschneider
Westerlund, J. (First/primary/lead supervisor)
2023 → 2028Activity: Examination and supervision › Supervision of PhD students
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Pelle Almgren
Westerlund, J. (Second supervisor)
2022 → 2027Activity: Examination and supervision › Supervision of PhD students
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Shayan Meskinimood
Westerlund, J. (Second supervisor)
2021 → 2026Activity: Examination and supervision › Supervision of PhD students
Prizes and Distinction
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Journal of Time Series Analysis Distinguished Author
Westerlund, J. (Recipient), 2020
Prize: Prize (including medals and awards)
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Journal of Applied Econometrics Distinguished Author
Westerlund, J. (Recipient), 2018
Prize: Prize (including medals and awards)
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Econometric Reviews Scholar
Westerlund, J. (Recipient), 2017
Prize: Prize (including medals and awards)
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Fellow of the Journal of Econometrics
Westerlund, J. (Recipient), 2017
Prize: Prize (including medals and awards)