Joakim Westerlund

Search results

• 2021

  Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed

  Kaddoura, Y. & Westerlund, J., 2021, 51 p. (Working Papers; no. 2021:15).

  Research output: Working paper/Preprint › Working paper

  File

  • Panel Data Model 100%
  • Estimation Theory 100%
  • Fixed Effects 50%
  • Structural Change 50%
  142 Downloads (Pure)
• 2015

  A Factor Analytical Approach to Price Discovery

  Reese, S., Westerlund, J. & Narayan, P., 2015, Department of Economics, Lund University, 35 p. (Working Paper / Department of Economics, School of Economics and Management, Lund University; no. 4).

  Research output: Working paper/Preprint › Working paper

  • Variations 100%
  • Number 100%
  • Inferential Statistics 100%

• PANICCA - PANIC on Cross-Section Averages

  Reese, S. & Westerlund, J., 2015, Department of Economics, Lund University, 21 p.

  Research output: Working paper/Preprint › Working paper

  • Panel Unit Root 100%
  • Unit Root 33%
• 2008

  Why is Chinese Regional Output Diverging?

  Westerlund, J., Edgerton, D. & Opper, S., 2008, Department of Economics, Lund University, (Working Papers, Department of Economics, Lund University; vol. 2008, no. 15).

  Research output: Working paper/Preprint › Working paper

  • Inequality 100%
• 2007

  A Note on the Pooling of Individual PANIC Unit Root Tests

  Westerlund, J., 2007, Department of Economics, Lund University, (Working Papers, Department of Economics, Lund University; no. 5).

  Research output: Working paper/Preprint › Working paper

  File
  165 Downloads (Pure)
• 2006

  New Improved Tests for Cointegration with Structural Breaks

  Westerlund, J. & Edgerton, D., 2006, Department of Economics, Lund University, (Working Papers, Department of Economics, Lund University; no. 3).

  Research output: Working paper/Preprint › Working paper

• Panel Cointegration and the Neutrality of Money

  Westerlund, J. & Costantini, M., 2006, Department of Economics, Lund University, (Working Papers, Department of Economics, Lund University; no. 18).

  Research output: Working paper/Preprint › Working paper

  File
  150 Downloads (Pure)

• Simple Tests for Cointegration in Dependent Panels with Structural Breaks

  Westerlund, J. & Edgerton, D., 2006, Department of Economics, Lund University, (Working Papers, Department of Economics, Lund University; no. 13).

  Research output: Working paper/Preprint › Working paper
• 2005

  New Simple Tests for Panel Cointegration

  Westerlund, J., 2005, Department of Economics, Lund University, (Working Papers. Department of Economics, Lund University; no. 8).

  Research output: Working paper/Preprint › Working paper

• Panel Cointegration Tests of the Fisher Hypothesis

  Westerlund, J. & Edgerton, D., 2005, Department of Economics, Lund University, (Working Papers. Department of Economics, Lund University; no. 10).

  Research output: Working paper/Preprint › Working paper

  File
  416 Downloads (Pure)

• Panel Cointegration Tests with Deterministic Trends and Structural Breaks

  Westerlund, J., 2005, Department of Economics, Lund University, (Working Papers, Department of Economics, Lund University; no. 42).

  Research output: Working paper/Preprint › Working paper

  File

  • Error 100%
  • Small Size 100%
  • Regressors 100%
  • Panel Study 100%
  • Investigation 50%
  68 Downloads (Pure)

• Pooled Unit Root Tests in Panels with a Common Factor

  Westerlund, J., 2005, Department of Economics, Lund University, (Working Papers. Department of Economics, Lund University; no. 9).

  Research output: Working paper/Preprint › Working paper

  File
  46 Downloads (Pure)

• Testing for Error Correction in Panel Data

  Westerlund, J., 2005, Department of Economics, Lund University, (Working Papers. Department of Economics, Lund University; no. 11).

  Research output: Working paper/Preprint › Working paper

  File
  1547 Downloads (Pure)

• Testing for Panel Cointegration with Multiple Structural Breaks

  Westerlund, J., 2005, Department of Economics, Lund University, (Working Papers. Department of Economics, Lund University; no. 12).

  Research output: Working paper/Preprint › Working paper
• 2003

  A Panel CUSUM Test of the Null of Cointegration

  Westerlund, J., 2003, Department of Economics, Lund University, (Working Papers. Department of Economics, Lund University; no. 15).

  Research output: Working paper/Preprint › Working paper

• A Panel Data Test of the Bank Lending Channel in Sweden

  Westerlund, J., 2003, Department of Economics, Lund University, (Working Papers. Department of Economics, Lund University; no. 16).

  Research output: Working paper/Preprint › Working paper

  File
  113 Downloads (Pure)

• Feasible Estimation in Cointegrated Panels

  Westerlund, J., 2003, Department of Economics, Lund University, (Working Papers. Department of Economics, Lund University; no. 12).

  Research output: Working paper/Preprint › Working paper