Joakim Westerlund

Joakim Westerlund's AcademicInfluence.com Rankings

Joakim Westerlund

Economics

#3190

World Rank

#3617

Historical Rank

Econometrics

#83

World Rank

#85

Historical Rank

economics Degrees

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Economics

Joakim Westerlund's Degrees

PhD Economics Uppsala University
Masters Economics Uppsala University
Bachelors Economics Uppsala University

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Joakim Westerlund's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Testing for Error Correction in Panel Data (2006) (3132)
Panel cointegration tests of the Fisher effect (2006) (577)
Error-Correction–Based Cointegration Tests for Panel Data (2008) (549)
New Simple Tests for Panel Cointegration (2005) (539)
A panel bootstrap cointegration test (2007) (521)
A Simple Test for Cointegration in Dependent Panels with Structural Breaks (2008) (437)
Estimating the gravity model without gravity using panel data (2011) (361)
Testing for Panel Cointegration with Multiple Structural Breaks (2006) (285)
Testing for Predictability in Conditionally Heteroskedastic Stock Returns (2015) (221)
Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data (2008) (213)
Does the choice of estimator matter when forecasting returns (2012) (212)
Cross-sectional averages versus principal components ☆ (2011) (125)
Optimization of block layout design problems with unequal areas: A comparison of MILP and MINLP optimization methods (2005) (118)
Testing slope homogeneity in large panels with serial correlation (2013) (110)
New Improved Tests for Cointegration with Structural Breaks (2007) (91)
A Panel CUSUM Test of the Null of Cointegration (2005) (85)
Lessons from a Decade of IPS and LLC (2013) (82)
Some transformation techniques with applications in global optimization (2009) (77)
On the estimation and inference in factor-augmented panel regressions with correlated loadings (2013) (76)
Are Islamic Stock Returns Predictable? A Global Perspective (2016) (71)
A GARCH Model for Testing Market Efficiency (2016) (70)
Is there really a unit root in the inflation rate? More evidence from panel data models (2008) (70)
A GARCH Model for Testing Market Efficiency (2016) (70)
Fiscal stringency and fiscal sustainability: Panel evidence from the American state and local governments (2011) (67)
Panel Cointegration and the Monetary Exchange Rate Model (2009) (63)
A Random Coefficient Approach to the Predictability of Stock Returns in Panels (2015) (60)
Panel cointegration tests of the sustainability hypothesis in rich OECD countries (2010) (60)
Panicca: Panic on Cross-Section Averages (2016) (60)
Error Correction Testing in Panels with Common Stochastic Trends (2016) (57)
Spurious Regression in Nonstationary Panels with Cross-Unit Cointegration (2006) (57)
Class size and student evaluations in Sweden (2006) (52)
Testing the efficient market hypothesis in conditionally heteroskedastic futures markets (2013) (48)
The Tax Spending Nexus: Evidence from a Panel of US State-Local Governments (2011) (44)
Do order imbalances predict Chinese stock returns? New evidence from intraday data (2015) (44)
Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis (2007) (43)
Farmland Prices, Structural Breaks and Panel Data (2007) (42)
Effects of rent dependency on quality of government (2012) (38)
On the implementation and use of factor-augmented regressions in panel data (2013) (38)
Testing for stock return predictability in a large Chinese panel (2015) (36)
Panel Cointegration Tests of the Fisher Hypothesis (2005) (34)
Testing for Predictability in panels with General Predictors (2017) (34)
Testing for Predictability in panels with General Predictors (2017) (34)
On the Role of the Rank Condition in CCE Estimation of Factor-Augmented Panel Regressions (2017) (33)
Testing for panel cointegration with a level break (2006) (32)
A MILP model for N-dimensional allocation (2007) (32)
A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS (2009) (32)
CCE in fixed‐ T panels (2019) (31)
Panel cointegration and the neutrality of money (2009) (30)
Testing for a unit root in a random coefficient panel data model (2012) (30)
On the use of panel cointegration tests in energy economics (2015) (28)
Price discovery and asset pricing (2016) (26)
Scheduling of a continuous plant with recycling of byproducts: A case study from a tissue paper mill (2009) (25)
Heteroscedasticity Robust Panel Unit Root Tests (2014) (24)
A Panel Data Test of the Bank Lending Channel in Sweden (2003) (24)
On the robustness of the pooled CCE estimator (2020) (24)
Data Dependent Endogeneity Correction in Cointegrated Panels (2005) (23)
The effect of recursive detrending on panel unit root tests (2015) (22)
The Local Power of the CADF and CIPS Panel Unit Root Tests (2016) (21)
Application of air quality combination forecasting to Bogota (2014) (20)
A non-stationary panel data investigation of the unemployment-crime relationship. (2014) (19)
A Factor Analytical Approach to the Efficient Futures Market Hypothesis (2015) (19)
CCE estimation of factor‐augmented regression models with more factors than observables (2018) (19)
Panel evidence on the ability of oil returns to predict stock returns in the G7 area (2019) (19)
Cross sectional averages or principal components (2011) (19)
Mixed-Time Mixed-Integer Linear Programming Scheduling Model (2007) (19)
Testing for predictability in panels of any time series dimension (2016) (18)
Testing for predictability in panels of any time series dimension (2016) (18)
Myths and Facts about Panel Unit Root Tests (2009) (18)
A note on the use of the LLC panel unit root test (2008) (17)
CCE in Panels with General Unknown Factors (2018) (16)
A New Poolability Test for Cointegrated Panels (2011) (15)
Mixed Signals Among Tests for Panel Cointegration (2007) (15)
Islamic spot and index futures markets: Where is the price discovery? (2017) (15)
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata (preprint) (2021) (14)
Nonparametric Rank Tests for Non-stationary Panels (2011) (14)
Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model (2007) (13)
The Power of PANIC (2015) (12)
35th Annual meeting of the European Association for the Study of Diabetes. Brussels, Belgium, 28 September-2 October, 1999. Abstracts. (1999) (11)
Why is Chinese Regional Output Diverging (2010) (11)
Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi‐Squared and Normal Limiting Distributions (2016) (11)
Some preliminary evidence of price discovery in Islamic banks (2017) (11)
New tools for understanding the local asymptotic power of panel unit root tests (2015) (10)
New tools for understanding the local asymptotic power of panel unit root tests (2015) (10)
Reducing the size distortions of the panel LM Test for cointegration (2006) (10)
A sequential test for pair-wise convergence in Chinese provincial income (2013) (10)
Lag truncation and the local asymptotic distribution of the ADF test for a unit root (2019) (10)
Using Panel Data to Test for Fiscal Sustainability within the European Union (2009) (9)
On Convex Relaxations in Nonconvex Optimization (2011) (9)
Some cautions on the use of the LLC panel unit root test (2006) (8)
Panel versus GARCH information in unit root testing with an application to financial markets (2014) (8)
GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels (2014) (8)
The Long-Run Relationship Between Public Debt and Economic Growth In Advanced Economies (2017) (7)
Estimation of factor-augmented panel regressions with weakly influential factors (2018) (7)
A problem formulation for optimal mixed-sized box packing (2005) (7)
Testing for Unit Roots in Panel Time‐Series Models with Multiple Level Breaks (2012) (7)
A Factor Analytical Approach to Price Discovery (2017) (7)
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels (2018) (7)
Improved Performance in Process Plant Layout Problems using Symmetry-breaking Constraints (2004) (6)
On the asymptotic distribution of the Dickey Fuller-GLS test statistic (2014) (6)
The Present Value Model, Farmland Prices and Structural Breaks (2005) (6)
Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem (2015) (6)
A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root (2014) (6)
A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (2013) (6)
Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere (2020) (6)
Robust block bootstrap panel predictability tests* (2018) (6)
Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data (2018) (6)
Financial systems and mechanisms of growth in different conditions of country risk (2011) (6)
On CCE estimation of factor-augmented models when regressors are not linear in the factors (2019) (5)
On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects (2018) (5)
A sequential purchasing power parity test for panels of large cross-sections and implications for investors (2015) (5)
Panel bootstrap tests of slope homogeneity (2016) (5)
Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests (2018) (5)
Pooled Panel Unit Root Tests and the Effect of Past Initialization (2016) (5)
Forecasting using cross-section average–augmented time series regressions (2021) (5)
On the choice of test for a unit root when the errors are conditionally heteroskedastic (2014) (5)
Panel data measures of price discovery (2021) (5)
A modified LLC panel unit root test of the PPP hypothesis (2013) (4)
Why is Chinese Provincial Output Diverging ? ∗ (2009) (4)
Alternative representations for cointegrated panels with global stochastic trends (2013) (4)
Optimal panel unit root testing with covariates (2018) (4)
Does Cash Flow Predict Returns (2014) (4)
Simple unit root testing in generally trending data with an application to precious metal prices in Asia (2013) (4)
Are state–local government expenditures converging? New evidence based on sequential unit root tests (2017) (4)
Panel Cointegration Tests with Deterministic Trends and Structural Breaks (2005) (4)
Asymptotic Collinearity in CCE Estimation of Interactive Effects Models (2017) (3)
On the determination of the number of factors using information criteria with data-driven penalty (2017) (3)
On the estimation and testing of predictive panel regressions (2016) (3)
The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR($$p$$p) errors (2016) (3)
Interactive Effects Panel Data Models with General Factors and Regressors (2021) (3)
Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series (2015) (3)
A simple test for nonstationarity in mixed panels: A further investigation (2016) (3)
Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns (2014) (3)
Essays on Panel Cointegration (2008) (3)
Panel multi-predictor test procedures with an application to emerging market sovereign risk (2016) (3)
Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Effects* (2021) (3)
An IV Test for a Unit Root in Generally Trending and Correlated Panels (2016) (2)
Likelihood ratio tests for a unit root in panels with random effects (2017) (2)
THE TRANSITION OF ACADEMIC INFORMATION LITERACY INTO WORKPLACE INFORMATION LITERACY - A CHALLENGE AHEAD (2012) (2)
CCE in heterogenous fixed-T panels (2022) (2)
The factor analytical method for interactive effects dynamic panel models with moving average errors (2019) (2)
The factor analytical approach in near unit root interactive effects panels (2020) (2)
Spurious Regression in Nonstationary Panels time Series with Cross-Member Cointegration (2008) (2)
SEASONAL UNIT ROOT TESTS FOR TRENDING AND BREAKING SERIES WITH APPLICATION TO INDUSTRIAL PRODUCTION (2009) (2)
Testing additive versus interactive effects in fixed-T panels (2019) (2)
Panel stationary tests against changes in persistence (2019) (2)
On the asymptotic distribution of the DF-GLS test statistic (2014) (2)
Panic in the Presence of Uncertainty About the Deterministic Trend (2013) (2)
Indirect Estimation of Semiparametric Binary Choice Models (2014) (2)
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* (2021) (1)
MISPT: a user friendly MILP mixed-time based production planning tool (2007) (1)
The factor analytical approach in trending near unit root panels (2021) (1)
A SIMPLE INFORMATION-INTENSIVE UNIT ROOT TEST ∗ (2011) (1)
Testing for fiscal sustainability within the European Union: new evidence based on panel data (2007) (1)
An item-based decomposition approach to process plant layout problems (2004) (1)
On the use of integer and fractional flexible Fourier form Dickey-Fuller unit root tests (2018) (1)
An Interactive Optimisation Tool for Allocation Problems (2007) (1)
Strategic planning and design using MILP: an industrial application from the tissue manufacturing industry (2006) (1)
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed* (2022) (1)
Testing the Barro-Gordon Model in Breaking and Dependent Panels: Evidence from the OECD Countries ⁄ (2005) (1)
Comparison of some mixed integer non-linear solution approaches applied to process plant layout problems (2006) (1)
Feasible Estimation in Cointegrated Panels (2003) (1)
Essays in honor of Professor Badi H Baltagi (2020) (1)
On the Importance of the First Observation in GLS Detrending in Unit Root Testing (2015) (1)
On the Use of GLS Demeaning in Panel Unit Root Testing (2018) (1)
Technological innovation and the environment (2019) (1)
A problem formulation for optimal N-dimensional allocation. (2005) (0)
Using Information Criteria to Select Averages in CCE (2023) (0)
Production and Inventory Planning for Stock Preparation in the Tissue Paper Industry (2011) (0)
Are Crime Rates Really Stationary (2009) (0)
A TRULY INVARIANT TEST FOR A UNIT ROOT IN GENERALLY TRENDING AND CORRELATED PANELS (2013) (0)
Breaks in persistence in fixed-T panel data (2021) (0)
Panel stationary tests against changes in persistence (2016) (0)
Cointegration and the Neutrality of Money (2006) (0)
Testing Factors in Cce (2023) (0)
The Factor Analytical Approach in Near Unit Root Panels (2020) (0)
Difference-in-Differences via Common Correlated Effects (2023) (0)
POOLED PANEL UNIT ROOT TESTS (2013) (0)
Using Panel Data to Construct Simple and Efficient Unit Root Tests in the Presence of GARCH (2009) (0)
No 384 Testing for Unit Roots in Panel Time Series Models with Multiple Breaks (2009) (0)
A Sequential PPP Test for Panels of Large Cross-Sections and Implications for Investors (2014) (0)
Size and power of two recent unit root tests that allow for structural breaks (2017) (0)
Are state–local government expenditures converging? New evidence based on sequential unit root tests (2016) (0)
A simple test for nonstationarity in mixed panels with incidental trends (2014) (0)
Panel Error Correction Testing with Common (2008) (0)
Effects of rent dependency on quality of government (2012) (0)
On the determination of the number of factors using information criteria with data-driven penalty (2015) (0)
A modified LLC panel unit root test of the PPP hypothesis (2012) (0)
NONSTATIONARITY IN MIXED PANELS: A FURTHER INVESTIGATION”: EXTENSIONS (2014) (0)
Spurious Regression in Non-Stationary Panel Time Series with Cross-Unit Cointegration ⁄ (2008) (0)
Panel bootstrap tests of slope homogeneity (2015) (0)
How Can State of the Art Econometrics Help Time Series Modeling in Neural Connectivity Mapping (2013) (0)
Giving Credit to Credit Financial & Economic Development (2017) (0)
The Relationship between Industrial Ownership and Environmental Pollution : Panel Data Evidence from China 2000-2010 (2016) (0)
A cross‐section average‐based principal components approach for fixed‐ T panels (2020) (0)
Financial Econometrics Series SWP 2014 / 02 HETEROSKEDASTICITY ROBUST PANEL UNIT ROOT TESTS (2014) (0)
Pooled Unit Root Tests in Panels with a Common Factor (2005) (0)
Efficient but getting wet feet: A not-entirely-frivolous note on the side-effects of growth-promoting institutions☆ (2012) (0)
Lag truncation and the local asymptotic distribution of the ADF test for a unit root (2017) (0)
The Recipe for a Successful Thesis in Applied Economics (2009) (0)
No 383 Testing for a Unit Root in a Random Coefficient Panel Data Model (2009) (0)

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Joakim Westerlund's Academic­Influence.com Rankings