Lund University School of Economics and Management, LUSEM

Organisational unit: Faculty

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  1. Testing for predictability in panels of any time series dimension

    Joakim Westerlund & Narayan, P., 2016, In : International Journal of Forecasting. 32, 4, p. 1162–1177 16 p.

    Research output: Contribution to journalArticle

  2. The Effect of Recursive Detrending on Panel Unit Root Tests

    Joakim Westerlund, 2015, In : Journal of Econometrics. 185, 2, p. 453-467

    Research output: Contribution to journalArticle

  3. On the Use of Panel Cointegration Tests in Energy Economics

    Joakim Westerlund, Thuraisamy, K. & Sharma, S., 2015, In : Energy Economics. 50, p. 359-363

    Research output: Contribution to journalArticle

  4. Testing for stock return predictability in a large Chinese panel

    Joakim Westerlund, Narayan, P. K. & Zheng, X., 2015, In : Emerging Markets Review. 24, p. 81-100

    Research output: Contribution to journalArticle

  5. Cross-Sectional Averages versus Principal Components

    Joakim Westerlund & Urbain, J-P., 2015, In : Journal of Econometrics. 185, 2, p. 372-377

    Research output: Contribution to journalArticle

  6. A Factor Analytical Approach to the Efficient Futures Market Hypothesis

    Joakim Westerlund, Milda Norkute & Narayan, P., 2015, In : Journal of Futures Markets. 35, 4, p. 357-370

    Research output: Contribution to journalArticle

  7. New Tools for Understanding the Local Asymptotic Power of Panel Unit Root Tests

    Joakim Westerlund & Larsson, R., 2015, In : Journal of Econometrics. 188, 1, p. 59-93

    Research output: Contribution to journalArticle

  8. A GARCH Model for Testing Market Efficiency

    Joakim Westerlund, Narayan, P. & Liu, P., 2016, Journal of International Financial Markets, Institutions, and Money, 41, p. 121-138.

    Research output: Contribution to specialist publication or newspaperSpecialist publication article

  9. Data dependent endogeneity correction in cointegrated panels

    Joakim Westerlund, 2005, In : Oxford Bulletin of Economics and Statistics. 67, 5, p. 691-705

    Research output: Contribution to journalArticle

  10. Testing for error correction in panel data

    Joakim Westerlund, 2007, In : Oxford Bulletin of Economics and Statistics. 69, 6, p. 709-748

    Research output: Contribution to journalArticle

  11. A panel bootstrap cointegration test

    Joakim Westerlund & David Edgerton, 2007, In : Economics Letters. 97, 3, p. 185-190

    Research output: Contribution to journalArticle

  12. Panel cointegration tests of the Fisher effect

    Joakim Westerlund, 2008, In : Journal of Applied Econometrics. 23, 2, p. 193-233

    Research output: Contribution to journalArticle

  13. Reducing the size distortions of the panel LM Test for cointegration

    Joakim Westerlund, 2006, In : Economics Letters. 90, 3, p. 384-389

    Research output: Contribution to journalArticle

  14. A panel CUSUM test of the null of cointegration

    Joakim Westerlund, 2005, In : Oxford Bulletin of Economics and Statistics. 67, 2, p. 231-262

    Research output: Contribution to journalArticle

  15. New improved tests for cointegration with structural breaks

    Joakim Westerlund & David Edgerton, 2007, In : Journal of Time Series Analysis. 28, 2, p. 188-224

    Research output: Contribution to journalArticle

  16. Testing for panel cointegration with multiple structural breaks

    Joakim Westerlund, 2006, In : Oxford Bulletin of Economics and Statistics. 68, 1, p. 101-132

    Research output: Contribution to journalArticle

  17. Testing for panel cointegration with a level break

    Joakim Westerlund, 2006, In : Economics Letters. 91, 1, p. 27-33

    Research output: Contribution to journalArticle

  18. Can panel data really improve the predictability of the monetary exchange rate model?

    Joakim Westerlund & Basher, S. A., 2007, In : Journal of Forecasting. 26, 5, p. 365-383

    Research output: Contribution to journalArticle

  19. Pooled Panel Unit Root Tests and the Effect of Past Initialization

    Joakim Westerlund, 2016, In : Econometric Reviews. 35, 3, p. 396-427

    Research output: Contribution to journalArticle

  20. Why is Chinese Regional Output Diverging?

    Joakim Westerlund, David Edgerton & Sonja Opper, 2010, In : Journal of Asian Economics. 21, 4, p. 333-344

    Research output: Contribution to journalArticle

  21. The Local Power of the CADF and CIPS Panel Unit Root Tests

    Joakim Westerlund, Hosseinkouchack, M. & Solberger, M., 2016, In : Econometric Reviews. 35, 5, p. 845-870

    Research output: Contribution to journalArticle

  22. A modified LLC panel unit root test of the PPP hypothesis

    Joakim Westerlund & Johan Blomquist, 2013, In : Empirical Economics. 44, 2, p. 833-860

    Research output: Contribution to journalArticle

  23. Panel cointegration and the neutrality of money

    Joakim Westerlund & Costantini, M., 2009, Empirical Economics. Physica Verlag, Vol. 36. p. 1-26

    Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceeding

  24. A note on the use of the LLC panel unit root test

    Joakim Westerlund, 2009, In : Empirical Economics. 37, 3, p. 517-531

    Research output: Contribution to journalArticle

  25. New simple tests for panel cointegration

    Joakim Westerlund, 2005, In : Econometric Reviews. 24, 3, p. 297-316

    Research output: Contribution to journalArticle

  26. Essays on Panel Cointegration

    Joakim Westerlund, 2005, Department of Economics, Lund Universtiy. 193 p.

    Research output: ThesisDoctoral Thesis (compilation)

  27. A New Poolability Test for Cointegrated Panels

    Joakim Westerlund & Hess, W., 2011, In : Journal of Applied Econometrics. 26, 1, p. 56-88

    Research output: Contribution to journalArticle

  28. Testing for Panel Cointegration with Multiple Structural Breaks

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

    Research output: Working paper

  29. Panel Cointegration Tests of the Fisher Hypothesis

    Joakim Westerlund & David Edgerton, 2005, Department of Economics, Lund Universtiy, (Working Papers. Department of Economics, Lund University; no. 10).

    Research output: Working paper

  30. Panel Cointegration and the Neutrality of Money

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

    Research output: Working paper

  31. Pooled Unit Root Tests in Panels with a Common Factor

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

    Research output: Working paper

  32. Testing for Error Correction in Panel Data

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

    Research output: Working paper

  33. Why is Chinese Regional Output Diverging?

    Joakim Westerlund, David Edgerton & Sonja Opper, 2008, Department of Economics, Lund Universtiy, (Working Papers, Department of Economics, Lund University; vol. 2008, no. 15).

    Research output: Working paper

  34. New Improved Tests for Cointegration with Structural Breaks

    Joakim Westerlund & David Edgerton, 2006, Department of Economics, Lund Universtiy, (Working Papers, Department of Economics, Lund University; no. 3).

    Research output: Working paper

  35. A Panel CUSUM Test of the Null of Cointegration

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

    Research output: Working paper

  36. A Note on the Pooling of Individual PANIC Unit Root Tests

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

    Research output: Working paper

  37. Introduktion till ekonometri

    Joakim Westerlund, 2005, Studentlitteratur AB.

    Research output: Book/ReportBook

  38. Simple Tests for Cointegration in Dependent Panels with Structural Breaks

    Joakim Westerlund & David Edgerton, 2006, Department of Economics, Lund Universtiy, (Working Papers, Department of Economics, Lund University; no. 13).

    Research output: Working paper

  39. Feasible Estimation in Cointegrated Panels

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

    Research output: Working paper

  40. Panel Cointegration Tests with Deterministic Trends and Structural Breaks

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

    Research output: Working paper

  41. A Panel Data Test of the Bank Lending Channel in Sweden

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

    Research output: Working paper

  42. New Simple Tests for Panel Cointegration

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

    Research output: Working paper

  43. Mixed Signals Among Tests for Panel Cointegration

    Joakim Westerlund & Basher, S., 2008, In : Economic Modelling. 25, p. 128-136

    Research output: Contribution to journalArticle

  44. Class Size and Student Evaluations in Sweden

    Joakim Westerlund, 2008, In : Education Economics. 16, 1, p. 19-28

    Research output: Contribution to journalArticle

  45. Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data

    Joakim Westerlund & Basher, S., 2008, In : Environmental and Resource Economics. 40, p. 109-120

    Research output: Contribution to journalArticle