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Author ID: westerlund.joakim Recent zbMATH articles by "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

Publications by Year

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 1169.90453
Lundell, Andreas; Westerlund, Joakim; Westerlund, Tapio
24
2009
Cross-sectional averages versus principal components. Zbl 1331.62488
Westerlund, Joakim; Urbain, Jean-Pierre
12
2015
Testing for a unit root in a random coefficient panel data model. Zbl 1441.62902
Westerlund, Joakim; Larsson, Rolf
10
2012
New simple tests for panel cointegration. Zbl 1072.62087
Westerlund, Joakim
6
2005
On the role of the rank condition in CCE estimation of factor-augmented panel regressions. Zbl 1443.62474
Karabiyik, Hande; Reese, Simon; Westerlund, Joakim
6
2017
On the estimation and inference in factor-augmented panel regressions with correlated loadings. Zbl 1283.62072
Westerlund, Joakim; Urbain, Jean-Pierre
6
2013
A note on the pooling of individual panic unit root tests. Zbl 1179.62131
Westerlund, Joakim; Larsson, Rolf
6
2009
The effect of recursive detrending on panel unit root tests. Zbl 1332.62349
Westerlund, Joakim
5
2015
New tools for understanding the local asymptotic power of panel unit root tests. Zbl 1337.62283
Westerlund, Joakim; Larsson, Rolf
5
2015
Testing slope homogeneity in large panels with serial correlation. Zbl 1288.62122
Blomquist, Johan; Westerlund, Joakim
4
2013
New improved tests for cointegration with structural breaks. Zbl 1150.62054
Westerlund, Joakim; Edgerton, David L.
4
2007
On the asymptotic distribution of the Dickey Fuller-GLS test statistic. Zbl 1305.62086
Westerlund, Joakim
3
2014
A panel bootstrap cointegration test. Zbl 1255.62389
Westerlund, Joakim; Edgerton, David L.
3
2007
The power of PANIC. Zbl 1332.62350
Westerlund, Joakim
2
2015
A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending. Zbl 1277.62199
Westerlund, Joakim
2
2013
Testing additive versus interactive effects in fixed-\(T\) panels. Zbl 1429.62075
Westerlund, Joakim
1
2019
Lag truncation and the local asymptotic distribution of the ADF test for a unit root. Zbl 1432.62282
Aylar, Emre; Smeekes, Stephan; Westerlund, Joakim
1
2019
Nonparametric rank tests for non-stationary panels. Zbl 1332.62337
Pedroni, Peter L.; Vogelsang, Timothy J.; Wagner, Martin; Westerlund, Joakim
1
2015
A simple test for nonstationarity in mixed panels with incidental trends. Zbl 1311.62135
Westerlund, Joakim
1
2014
Alternative representations for cointegrated panels with global stochastic trends. Zbl 1284.62553
Gengenbach, 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 1349.62387
Westerlund, Joakim
1
2016
On the determination of the number of factors using information criteria with data-driven penalty. Zbl 1394.62081
Westerlund, Joakim; Mishra, Sagarika
1
2017
Reducing the size distortions of the panel LM test for cointegration. Zbl 1255.62388
Westerlund, Joakim
1
2006
Testing additive versus interactive effects in fixed-\(T\) panels. Zbl 1429.62075
Westerlund, Joakim
1
2019
Lag truncation and the local asymptotic distribution of the ADF test for a unit root. Zbl 1432.62282
Aylar, Emre; Smeekes, Stephan; Westerlund, Joakim
1
2019
On the role of the rank condition in CCE estimation of factor-augmented panel regressions. Zbl 1443.62474
Karabiyik, Hande; Reese, Simon; Westerlund, Joakim
6
2017
On the determination of the number of factors using information criteria with data-driven penalty. Zbl 1394.62081
Westerlund, Joakim; Mishra, Sagarika
1
2017
The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors. Zbl 1349.62387
Westerlund, Joakim
1
2016
Cross-sectional averages versus principal components. Zbl 1331.62488
Westerlund, Joakim; Urbain, Jean-Pierre
12
2015
The effect of recursive detrending on panel unit root tests. Zbl 1332.62349
Westerlund, Joakim
5
2015
New tools for understanding the local asymptotic power of panel unit root tests. Zbl 1337.62283
Westerlund, Joakim; Larsson, Rolf
5
2015
The power of PANIC. Zbl 1332.62350
Westerlund, Joakim
2
2015
Nonparametric rank tests for non-stationary panels. Zbl 1332.62337
Pedroni, Peter L.; Vogelsang, Timothy J.; Wagner, Martin; Westerlund, Joakim
1
2015
On the asymptotic distribution of the Dickey Fuller-GLS test statistic. Zbl 1305.62086
Westerlund, Joakim
3
2014
A simple test for nonstationarity in mixed panels with incidental trends. Zbl 1311.62135
Westerlund, Joakim
1
2014
On the estimation and inference in factor-augmented panel regressions with correlated loadings. Zbl 1283.62072
Westerlund, Joakim; Urbain, Jean-Pierre
6
2013
Testing slope homogeneity in large panels with serial correlation. Zbl 1288.62122
Blomquist, Johan; Westerlund, Joakim
4
2013
A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending. Zbl 1277.62199
Westerlund, Joakim
2
2013
Alternative representations for cointegrated panels with global stochastic trends. Zbl 1284.62553
Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, Joakim
1
2013
Testing for a unit root in a random coefficient panel data model. Zbl 1441.62902
Westerlund, Joakim; Larsson, Rolf
10
2012
Some transformation techniques with applications in global optimization. Zbl 1169.90453
Lundell, Andreas; Westerlund, Joakim; Westerlund, Tapio
24
2009
A note on the pooling of individual panic unit root tests. Zbl 1179.62131
Westerlund, Joakim; Larsson, Rolf
6
2009
New improved tests for cointegration with structural breaks. Zbl 1150.62054
Westerlund, Joakim; Edgerton, David L.
4
2007
A panel bootstrap cointegration test. Zbl 1255.62389
Westerlund, Joakim; Edgerton, David L.
3
2007
Reducing the size distortions of the panel LM test for cointegration. Zbl 1255.62388
Westerlund, Joakim
1
2006
New simple tests for panel cointegration. Zbl 1072.62087
Westerlund, Joakim
6
2005
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

Citations by Year