Edit Profile (opens in new tab) Westerlund, Joakim Compute Distance To: Compute Author ID: westerlund.joakim Published as: Westerlund, Joakim Documents Indexed: 37 Publications since 2005 Co-Authors: 25 Co-Authors with 23 Joint Publications 142 Co-Co-Authors all top 5 Co-Authors 13 single-authored 4 Larsson, Rolf 3 Urbain, Jean-Pierre 2 Costantini, Mauro 2 Edgerton, David L. 2 Karabiyik, Hande 2 Reese, Simon 2 Smeekes, Stephan 1 Aylar, Emre 1 Blomquist, Johan 1 Cerqueti, Roy 1 De Vos, Ignace 1 Gengenbach, Christian 1 Gutierrez, Luciano 1 Juodis, Artūras 1 Lundell, Andreas 1 Lyhagen, Johan 1 Mishra, Sagarika 1 Narayan, Paresh Kumar 1 Nordström, Marcus 1 Norkutė, Milda 1 Papageorgiou, Lazaros G. 1 Pedroni, Peter L. 1 Popp, Stephan 1 Vogelsang, Timothy J. 1 Wagner, Martin Franz-Xaver 1 Westerlund, Tapio all top 5 Serials 9 Journal of Econometrics 9 Economics Letters 4 Journal of Time Series Analysis 4 Statistical Papers 3 Econometric Reviews 2 Statistics 1 Journal of Statistical Planning and Inference 1 Journal of Global Optimization 1 Communications in Statistics. Simulation and Computation 1 Computational Statistics and Data Analysis 1 Econometric Theory Fields 33 Statistics (62-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Numerical analysis (65-XX) 2 Operations research, mathematical programming (90-XX) 1 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 23 Publications have been cited 106 times in 82 Documents Cited by ▼ Year ▼ Some transformation techniques with applications in global optimization. Zbl 1169.90453Lundell, Andreas; Westerlund, Joakim; Westerlund, Tapio 24 2009 Cross-sectional averages versus principal components. Zbl 1331.62488Westerlund, Joakim; Urbain, Jean-Pierre 12 2015 Testing for a unit root in a random coefficient panel data model. Zbl 1441.62902Westerlund, Joakim; Larsson, Rolf 10 2012 New simple tests for panel cointegration. Zbl 1072.62087Westerlund, Joakim 6 2005 On the role of the rank condition in CCE estimation of factor-augmented panel regressions. Zbl 1443.62474Karabiyik, Hande; Reese, Simon; Westerlund, Joakim 6 2017 On the estimation and inference in factor-augmented panel regressions with correlated loadings. Zbl 1283.62072Westerlund, Joakim; Urbain, Jean-Pierre 6 2013 A note on the pooling of individual panic unit root tests. Zbl 1179.62131Westerlund, Joakim; Larsson, Rolf 6 2009 The effect of recursive detrending on panel unit root tests. Zbl 1332.62349Westerlund, Joakim 5 2015 New tools for understanding the local asymptotic power of panel unit root tests. Zbl 1337.62283Westerlund, Joakim; Larsson, Rolf 5 2015 Testing slope homogeneity in large panels with serial correlation. Zbl 1288.62122Blomquist, Johan; Westerlund, Joakim 4 2013 New improved tests for cointegration with structural breaks. Zbl 1150.62054Westerlund, Joakim; Edgerton, David L. 4 2007 On the asymptotic distribution of the Dickey Fuller-GLS test statistic. Zbl 1305.62086Westerlund, Joakim 3 2014 A panel bootstrap cointegration test. Zbl 1255.62389Westerlund, Joakim; Edgerton, David L. 3 2007 The power of PANIC. Zbl 1332.62350Westerlund, Joakim 2 2015 A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending. Zbl 1277.62199Westerlund, Joakim 2 2013 Testing additive versus interactive effects in fixed-\(T\) panels. Zbl 1429.62075Westerlund, Joakim 1 2019 Lag truncation and the local asymptotic distribution of the ADF test for a unit root. Zbl 1432.62282Aylar, Emre; Smeekes, Stephan; Westerlund, Joakim 1 2019 Nonparametric rank tests for non-stationary panels. Zbl 1332.62337Pedroni, Peter L.; Vogelsang, Timothy J.; Wagner, Martin; Westerlund, Joakim 1 2015 A simple test for nonstationarity in mixed panels with incidental trends. Zbl 1311.62135Westerlund, Joakim 1 2014 Alternative representations for cointegrated panels with global stochastic trends. Zbl 1284.62553Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, Joakim 1 2013 The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors. Zbl 1349.62387Westerlund, Joakim 1 2016 On the determination of the number of factors using information criteria with data-driven penalty. Zbl 1394.62081Westerlund, Joakim; Mishra, Sagarika 1 2017 Reducing the size distortions of the panel LM test for cointegration. Zbl 1255.62388Westerlund, Joakim 1 2006 Testing additive versus interactive effects in fixed-\(T\) panels. Zbl 1429.62075Westerlund, Joakim 1 2019 Lag truncation and the local asymptotic distribution of the ADF test for a unit root. Zbl 1432.62282Aylar, Emre; Smeekes, Stephan; Westerlund, Joakim 1 2019 On the role of the rank condition in CCE estimation of factor-augmented panel regressions. Zbl 1443.62474Karabiyik, Hande; Reese, Simon; Westerlund, Joakim 6 2017 On the determination of the number of factors using information criteria with data-driven penalty. Zbl 1394.62081Westerlund, Joakim; Mishra, Sagarika 1 2017 The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors. Zbl 1349.62387Westerlund, Joakim 1 2016 Cross-sectional averages versus principal components. Zbl 1331.62488Westerlund, Joakim; Urbain, Jean-Pierre 12 2015 The effect of recursive detrending on panel unit root tests. Zbl 1332.62349Westerlund, Joakim 5 2015 New tools for understanding the local asymptotic power of panel unit root tests. Zbl 1337.62283Westerlund, Joakim; Larsson, Rolf 5 2015 The power of PANIC. Zbl 1332.62350Westerlund, Joakim 2 2015 Nonparametric rank tests for non-stationary panels. Zbl 1332.62337Pedroni, Peter L.; Vogelsang, Timothy J.; Wagner, Martin; Westerlund, Joakim 1 2015 On the asymptotic distribution of the Dickey Fuller-GLS test statistic. Zbl 1305.62086Westerlund, Joakim 3 2014 A simple test for nonstationarity in mixed panels with incidental trends. Zbl 1311.62135Westerlund, Joakim 1 2014 On the estimation and inference in factor-augmented panel regressions with correlated loadings. Zbl 1283.62072Westerlund, Joakim; Urbain, Jean-Pierre 6 2013 Testing slope homogeneity in large panels with serial correlation. Zbl 1288.62122Blomquist, Johan; Westerlund, Joakim 4 2013 A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending. Zbl 1277.62199Westerlund, Joakim 2 2013 Alternative representations for cointegrated panels with global stochastic trends. Zbl 1284.62553Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, Joakim 1 2013 Testing for a unit root in a random coefficient panel data model. Zbl 1441.62902Westerlund, Joakim; Larsson, Rolf 10 2012 Some transformation techniques with applications in global optimization. Zbl 1169.90453Lundell, Andreas; Westerlund, Joakim; Westerlund, Tapio 24 2009 A note on the pooling of individual panic unit root tests. Zbl 1179.62131Westerlund, Joakim; Larsson, Rolf 6 2009 New improved tests for cointegration with structural breaks. Zbl 1150.62054Westerlund, Joakim; Edgerton, David L. 4 2007 A panel bootstrap cointegration test. Zbl 1255.62389Westerlund, Joakim; Edgerton, David L. 3 2007 Reducing the size distortions of the panel LM test for cointegration. Zbl 1255.62388Westerlund, Joakim 1 2006 New simple tests for panel cointegration. Zbl 1072.62087Westerlund, Joakim 6 2005 all cited Publications top 5 cited Publications all top 5 Cited by 128 Authors 17 Westerlund, Joakim 4 Bai, Jushan 4 Floudas, Christodoulos Achilleus 4 Lin, Ming-Hua 3 Chen, Mingjing 3 Horváth, Lajos 3 Lundell, Andreas 3 Misener, Ruth 3 Tsai, Jung-Fa 3 Yamagata, Takashi 2 Castro, Pedro M. 2 Juodis, Artūras 2 Karabiyik, Hande 2 Kronqvist, Jan 2 Larsson, Rolf 2 Lu, Hao-Chun 2 Matos, Henrique A. 2 Norkutė, Milda 2 Pesaran, M. Hashem 2 Reese, Simon 2 Sahinidis, Nikolaos V. 2 Sarafidis, Vasilis 2 Shen, Peiping 2 Teles, João P. 2 Wagner, Martin Franz-Xaver 2 Westerlund, Tapio 1 Ando, Tomohiro 1 Aristidou, Chrystalleni 1 Arsova, Antonia 1 Aylar, Emre 1 Baltagi, Badi H. 1 Banerjee, Anindya 1 Becheri, I. Gaia 1 Blomquist, Johan 1 Boistard, Hélène 1 Boukouvala, Fani 1 Bourguignon, Marcelo 1 Cai, Zongwu 1 Carollo, Angelo C. M. 1 Carrion-i-Silvestre, Josep Lluís 1 Cerqueti, Roy 1 Chambers, Marcus J. 1 Chan, Julian 1 Chang, Yoosoon 1 Chen, Xiao 1 Chen, Xingyi 1 Chen, Zhanming 1 Consiglio, Andrea 1 Costantini, Mauro 1 Cui, Guowei 1 DeSilva, Sirilath J. 1 Drost, Feike C. 1 Du, Chonghua 1 Du, Lingjie 1 Edgerton, David L. 1 Fang, Ying 1 Feng, Qu 1 Giannellis, Nikolaos 1 Gounaris, Chrysanthos E. 1 Gutierrez, Luciano 1 Hadri, Kaddour 1 Hanck, Christoph 1 Harvey, David I. 1 He, Zekai 1 Herwartz, Helmut 1 Hlouskova, Jaroslava 1 Holly, Sean 1 Hsiao, Cheng 1 Hsu, Hao-Jan 1 Hu, Yi 1 Huang, Yao-Huei 1 Hušková, Marie 1 Kao, Chihwa 1 Karaman Örsal, Deniz Dilan 1 Karavias, Yiannis 1 Khajavirad, Aida 1 Koukouritakis, Minoas 1 Lee, Chien-Chiang 1 Lee, Eva K. 1 Lee, Junsoo 1 Lévy-Leduc, Céline 1 Leybourne, Stephen J. 1 Li, Haiqi 1 Li, Kunpeng 1 Li, Xiaoai 1 Liang, Jufang 1 Liao, Yuan 1 Lyhagen, Johan 1 Michalek, Jeremy J. 1 Nazlioglu, Saban 1 Ng, Serena 1 Nguyen, Chi Mai 1 Nohra, Carlos J. 1 Onatski, Alexei 1 Pang, Tianxiao 1 Pedroni, Peter L. 1 Poldermans, Rutger W. 1 Qi, Mingyao 1 Reisen, Valdério Anselmo 1 Rice, Gregory ...and 28 more Authors all top 5 Cited in 31 Serials 17 Journal of Econometrics 10 Journal of Global Optimization 9 Economics Letters 6 European Journal of Operational Research 4 Journal of Time Series Analysis 4 Econometric Reviews 4 Statistical Papers 2 Journal of Statistical Planning and Inference 2 Statistics 2 Mathematical Problems in Engineering 2 Econometric Theory 1 Metrika 1 The Annals of Statistics 1 Journal of Optimization Theory and Applications 1 Computational Statistics 1 Communications in Statistics. Theory and Methods 1 Computational Statistics and Data Analysis 1 Mathematical Programming. Series A. Series B 1 Computational Optimization and Applications 1 Test 1 Applied Mathematics. Series B (English Edition) 1 Open Economies Review 1 INFORMS Journal on Computing 1 The Econometrics Journal 1 Journal of Applied Statistics 1 Macroeconomic Dynamics 1 Communications in Nonlinear Science and Numerical Simulation 1 Methodology and Computing in Applied Probability 1 Optimization and Engineering 1 Quantitative Finance 1 Journal of Time Series Econometrics all top 5 Cited in 9 Fields 54 Statistics (62-XX) 24 Operations research, mathematical programming (90-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Numerical analysis (65-XX) 2 Probability theory and stochastic processes (60-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year