Joakim Westerlund : Citation Profile

Are you Joakim Westerlund?

Deakin University (20% share)
Lunds Universitet (80% share)

28

H index

58

i10 index

5703

Citations

RESEARCH PRODUCTION:

117

Articles

77

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   20 years (2003 - 2023). See details.
   Cites by year: 285
   Journals where Joakim Westerlund has often published
   Relations with other researchers
   Recent citing documents: 1104.    Total self citations: 75 (1.3 %)

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   Permalink: http://citec.repec.org/pwe289
   Updated: 2024-12-03    RAS profile: 2023-12-05    
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Relations with other researchers

Works with:

Karavias, Yiannis (7)

Ditzen, Jan (5)

Brown, Nicholas (4)

Sarafidis, Vasilis (2)

Su, Liangjun (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Joakim Westerlund.

Is cited by:

Asongu, Simplice (208)

Salisu, Afees (146)

Rault, Christophe (80)

Narayan, Paresh (68)

Afonso, Antonio (67)

GUPTA, RANGAN (55)

Sinha, Avik (52)

Shahbaz, Muhammad (52)

Tchamyou, Vanessa (48)

Murshed, Muntasir (41)

Sharma, Susan (41)

Cites to:

Pesaran, Mohammad (189)

Phillips, Peter (183)

Bai, Jushan (139)

Moon, Hyungsik (128)

Ng, Serena (83)

Narayan, Paresh (75)

Perron, Benoit (55)

Pedroni, Peter (43)

Perron, Pierre (42)

Kapetanios, George (42)

Kao, Chihwa (41)

Main data

Where Joakim Westerlund has published?

Journals with more than one article published# docs
Economics Letters12
Oxford Bulletin of Economics and Statistics12
Journal of Econometrics9
Journal of Business & Economic Statistics7
Econometric Reviews7
Empirical Economics6
Economic Modelling6
Pacific-Basin Finance Journal5
Journal of Applied Econometrics5
Journal of Financial Econometrics4
Journal of Time Series Analysis4
Statistical Papers3
Journal of Asian Economics3
The Econometrics Journal3
Energy Economics3
Emerging Markets Review2
Journal of Futures Markets2
Journal of International Financial Markets, Institutions and Money2
Applied Economics2
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Lund University, Department of Economics20
Working Papers / Deakin University, Department of Economics15
Working Papers in Economics / University of Gothenburg, Department of Economics7
MPRA Paper / University Library of Munich, Germany7
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)7
Papers / arXiv.org5
Research Memorandum / Maastricht University, Graduate School of Business and Economics (GSBE)2
Working Paper / Economics Department, Queen's University2
Working Papers / Deakin University, Department of Economics2
Bank of Lithuania Working Paper Series / Bank of Lithuania2
Discussion Papers / Department of Economics, University of Birmingham2

Recent works citing Joakim Westerlund (2024 and 2023)

YearTitle of citing document
2023.

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2023Ecological footprint and population health outcomes: an analysis of E7 countries. (2023). Kirsten, Frederich ; Udimal, Thomas ; Zwane, Talent ; Biyase, Mduduzi ; Masron, Tajul. In: Economics Working Papers. RePEc:ady:wpaper:edwrg-07-2023.

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2023The Synergy between Governance and Trade Openness in Promoting Female Economic Inclusion in Sub-Saharan Africa. (2023). Asongu, Simplice ; Salahodjaev, Raufhon ; Tchamyou, Vanessa S ; Ofori, Pamela E. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/001.

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2023Promoting Environmental Sustainability in Africa: Evidence from Governance Synergy. (2023). Asongu, Simplice ; Ndour, Cheikh T ; Traor, Awa. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/002.

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2023Extending the Frontiers of Financial Development for Sustainability of the MENA States: The Roles of Resource Abundance and Institutional Quality. (2023). Asongu, Simplice ; Haouas, Ilham ; Gyamfi, Bright A ; Onifade, Stephen T. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/055.

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2024Assessment of the influence of Institutions and Globalization on environmental pollution for Open and Closed economies. (2024). Asongu, Simplice ; Gyamfi, Bright A ; Bekun, Festus V ; Ali, Ernest B ; Agozie, Divine Q. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/005.

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2024Environmental impact of ISO 14001 certification in promoting Sustainable development: The moderating role of innovation and structural change in BRICS and MINT, and G7 economies. (2024). Asongu, Simplice ; Ofori, Elvis K ; Ahakwa, Isaac ; Gyamfi, Bright A ; Ali, Ernest B. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/014.

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2023The effects of geopolitical risks on tourism revenues of the Middle East and Asian countries. (2023). Kovacs, Peter ; Gocer, Ismet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(634):y:2023:i:1(634):p:77-90.

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2023The Impact of urbanization on banking development: Evidence from the West African Economic and Monetary Union (WAEMU). (2023). Stephane, Koffi Yao ; Ying, Haihua ; Dechun, Huang ; Arnaud, Anobua Acha. In: International Journal of Science and Business. RePEc:aif:journl:v:22:y:2023:i:1:p:1-13.

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2023Sektorowe zró?nicowanie efektu interwa?u akcji spó?ek z GPW w dobie pandemii COVID-19. (2023). Lisicki, Bartomiej. In: Ekonomista. RePEc:aoq:ekonom:y:2023:i:2:p:174-194.

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2023A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482.

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2023Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023Unveiling the critical role of forest areas amidst climate change: The Latin American case. (2023). Parra-Amado, Daniel ; Melo-Velandia, Luis ; Alonso-Sanabria, Juan David. In: Borradores de Economia. RePEc:bdr:borrec:1254.

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2023The two-regime view of inflation. (2023). Zakrajsek, Egon ; Yetman, James ; Lombardi, Marco Jacopo ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:133.

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2024Revisiting the nexus between domestic investment, foreign direct investment and external debt in SSA countries: PMG?ARDL approach. (2021). dinga, gildas ; Ngum, Vahsegmi Carolle ; Fonchamnyo, Dobdinga Cletus. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:3:p:479-491.

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2023Technological advancement and regulatory quality. (2023). Liu, Runze ; Shen, Jiahao ; Ibrahim, Ridwan Lanre ; Lin, Yanling. In: African Development Review. RePEc:bla:afrdev:v:35:y:2023:i:4:p:336-350.

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2023Income–environmental nexus in Africa: The integrating role of renewable energy transition and governance quality. (2023). Mohamed, Nora Yusma ; Iorember, Paul Terhemba. In: African Development Review. RePEc:bla:afrdev:v:35:y:2023:i:4:p:376-389.

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2023Does good governance and trade openness contribute to poverty reduction in BRICS? An empirical analysis. (2023). Kumar, Arya ; Giri, Arun Kumar ; Chhabra, Megha. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:650-667.

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2024Empowering sustainability practices through energy transition: The role of digital economy and technological innovation among BRICS economies. (2024). Guo, Zilu ; Qiu, Yiting ; Baloch, Muhammad Awais. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:2:p:283-301.

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2023The decoupling between labour compensation and productivity in high?income countries: Why is the nexus broken?. (2023). Stirati, Antonella ; Paternesi Meloni, Walter. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:61:y:2023:i:2:p:425-463.

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2023The role of biomass energy consumption and economic complexity on environmental sustainability in G7 economies. (2023). Dogan, Buhari ; Ghosh, Sudeshna ; Swart, Julia ; Elheddad, Mohamed ; Shahzad, Umer. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:781-801.

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2023FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis. (2023). Maktouf, Samir ; Ochi, Anis ; Saidi, Yosra. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:426-449.

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2024.

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2024Recognizing the nexus between grid infrastructure, renewable energy, net interregional transmission and carbon emissions: Evidence from China. (2024). Wang, Yongpei ; Liang, Jia. In: Growth and Change. RePEc:bla:growch:v:55:y:2024:i:1:n:e12698.

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2024Systems of innovation: Path of economic transition and differences in institutions in central and Eastern Europe?. (2024). Wedemeier, Jan ; Steffens, Lasse ; Shkolnykova, Mariia. In: Growth and Change. RePEc:bla:growch:v:55:y:2024:i:1:n:e12703.

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2023A pulse check on recent developments in time series econometrics. (2023). Chan, Felix ; Oxley, Les. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:3-6.

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2023Complete Theory for CCE Under Heterogeneous Slopes and General Unknown Factors. (2023). Stauskas, Ovidijus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:283-303.

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2024Oil Exports, Non-Oil GDP, and Investment in the GCC Countries. (2009). Harb, Nasri. In: Review of Development Economics. RePEc:bla:rdevec:v:13:y:2009:i:4:p:695-708.

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2024.

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2024.

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2023Reflections on Testing for Unit Roots in Heterogeneous Panels. (2023). Shin, Y ; Pesaran, M H ; Im, K S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2310.

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2024The Dynamic Causal Impact of Climate Change on Economic Activity - A Disaggregated Panel Analysis of India. (2024). Maiti, Dibyendu ; Kumar, Naveen. In: Working papers. RePEc:cde:cdewps:345.

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2023Economic Growth and Pollutant Emissions: New Panel Evidence from the Union for the Mediterranean Countries. (2023). Belaid, Fateh ; Rault, Christophe ; ben Abdeljelil, Mouna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10201.

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2023Reflections on “Testing for Unit Roots in Heterogeneous Panels”. (2023). Shin, Yongcheol ; Pesaran, Hashem M ; So, Kyung. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10228.

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2023The Economic Consequences of Fiscal Rules. (2023). Potrafke, Niklas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10765.

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2023How many people on earth? World population 1800-1938. (2023). Junguito, Antonio Tena ; Federico, Giovanni. In: IFCS - Working Papers in Economic History.WH. RePEc:cte:whrepe:36431.

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2023Examining structural stability and time-varying causality between economic policy uncertainty and Asia-Pacific Islamic stock price. (2023). Raifu, Isiaka Akande. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00609.

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2023The long and short run effects of foreign direct investment on economic complexity in Sub-Saharan African countries.. (2023). Mekam, Mathurin Aime ; Ndeffo, Luc Nembot ; Kouam, Jasnine Mogem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00222.

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2023Pollution and income: Looking into the environmental Kuznets curve in south Asian countries. (2023). Kar, Ashim Kumar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00227.

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2024Macro and micro of external finance premium and monetary policy transmission. (2024). Quaedvlieg, Rogier ; Gurkaynak, Refet S ; Altavilla, Carlo. In: Working Paper Series. RePEc:ecb:ecbwps:20242934.

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2023Does External Debt Affect Economic Growth: Evidence from South Asian Countries. (2023). Nessa, Hazera-Tun ; Islam, Md Shafiqul ; Ale, Sonia Afrin. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-10.

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2023Public Policy and Economic Misery Nexus: A Comparative Analysis of Developed and Developing World. (2023). Audi, Marc ; Ali, Amjad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-03-6.

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2023Assessing the Connection between Nuclear and Renewable Energy on Ecological Footprint within the EKC Framework: Implications for Sustainable Policy in Leading Nuclear Energy-producing Countries. (2023). Mahmood, Haider ; Saqib, Najia ; Duran, Ivan A. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-28.

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2023Nexus among Crypto Trading, Environmental Degradation, Economic Growth and Energy Usage: Analysis of Top 10 Cryptofriendly Asian Economies. (2023). Ishrat, Kehkashan ; Astini, Rina ; Keong, Ooi Chee ; Chong, Kwong Wing ; Tafiprios, Tafiprios ; Ramli, Yanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-39.

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2023Conditional Effect of Environmental Degradation and Institutional Environment on Human Development in Developing Countries: Evidence from Method of the Moment-Quantile Regression with Fixed Effect. (2023). Binti, Wan Hakimah ; Kamalu, Kabiru. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-70.

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2023Μοdeling Environmental Degradation: The Effects of Electricity Consumption, Economic Growth and Globalization. (2023). Stamatiou, Pavlos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-9.

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2023Determinants of Energy Consumption in Central Asian Countries: Panel Data Analysis. (2023). Omarova, Aizhan ; Abubakirova, Aktolkin ; Esturlieva, Aigul ; Saubetova, Bibigul ; Amaniyazova, Gulimai. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-30.

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2023Oil Volatility and Economic Growth: Evidences from Top Oil Trading Countries. (2023). Bagadeem, Salim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-40.

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2023Green Hydrogen Production and Public Health Expenditure in Hydrogen-Exporting Countries. (2023). Raouf, Engy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-5.

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2023The role of renewable and nuclear energy R&D expenditures and income on environmental quality in Germany: Scrutinizing the EKC and LCC hypotheses with smooth structural changes. (2023). Kartal, Mustafa ; Pata, Ugur Korkut ; Sarkodie, Samuel Asumadu ; Erdogan, Sinan. In: Applied Energy. RePEc:eee:appene:v:342:y:2023:i:c:s0306261923005020.

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2024Digital inclusion and environmental taxes: A dynamic duo for energy transition in green economies. (2024). Meo, Muhammad Saeed ; Niu, Ben ; Ullah, Sami. In: Applied Energy. RePEc:eee:appene:v:361:y:2024:i:c:s0306261924002940.

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2024Investigating the relationship between macroeconomic indicators, renewables and pollution across diverse regions in the globalization era. (2024). Bara, Adela ; Oprea, Simona-Vasilica ; Georgescu, Irinaalexandra. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004604.

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2024Accelerating renewables: Unveiling the role of green energy markets. (2024). Kumar, Satish ; Karim, Sitara ; Rao, Amar. In: Applied Energy. RePEc:eee:appene:v:366:y:2024:i:c:s030626192400669x.

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2023Are greenhouse gas emissions converging in Latin America? Implications for environmental policies. (2023). Molina, José Alberto ; Belloc, Ignacio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:337-356.

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2023A comprehensive analysis of the correlation between foreign aid and energy security in emerging countries: Does institutional quality matter?. (2023). Ha, Le Thanh ; Lan, Tran Thi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:952-968.

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2023Does green manufacturing technology innovation decrease energy intensity for sustainable development?. (2023). Veglianti, Eleonora ; Abban, Olivier Joseph ; Cobbinah, Joana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1010-1025.

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2023Green financing and resources utilization: A story of N-11 economies in the climate change era. (2023). Yue, Xiao-Guang ; Mirza, Nawazish ; Umar, Muhammad ; Li, Tianyu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1174-1184.

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2023Does clean energy and technological innovation matter for economic growth? An Asian countries perspective. (2023). Halteh, Khaled ; Abu-Rumman, Ayman ; Cong, Phan The ; Leong, Lin Woon ; Sun, Shiquan ; He, XU. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1195-1208.

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2023Testing three views about the determinants of informal economy: New evidence at global level and by country groups using the CS-ARDL approach. (2023). Muffatto, Moreno ; Changoluisa, Javier ; Ortiz, Cristian ; Salinas, Aldo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:438-455.

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2023Does it hurt or help? Revisiting the effects of ICT on economic growth and energy consumption: A nonlinear panel ARDL approach. (2023). Vo, Xuan Vinh ; Farouk, Sherine ; Nghiem, Xuan-Hoa ; Bakry, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:597-617.

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2023Does energy efficiency mediate a green economic recovery? Evidence from China. (2023). Hossain, Md Shamim ; Quynh, Le Nhu ; Khudoykulov, Khurshid ; Cong, Phan The ; Alarifi, Ghadah Abdulrahman ; Liu, Zhihong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:802-815.

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2024Climate commitments and financial moderation: A deep dive into renewable energys influence on OECD carbon footprints. (2024). Umar, Muhammad ; Safi, Adnan ; Tian, Shanwu ; Hassan, Hassan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1484-1495.

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2024The role of higher education and institutional quality for carbon neutrality: Evidence from emerging economies. (2024). Khaddage-Soboh, Nada ; Safi, Adnan ; Umar, Muhammad ; Zheng, Liya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:406-417.

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More than 100 citations found, this list is not complete...

Joakim Westerlund is editor of

Journal
Empirical Economics

Works by Joakim Westerlund:

YearTitleTypeCited
2005The Present Value Model, Farmland Prices and Structural Breaks In: 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark.
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2021Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata In: Papers.
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2021Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata.(2021) In: Discussion Papers.
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This paper has nother version. Agregated cites: 29		paper
2021Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 In: Papers.
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2023Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19.(2023) In: Journal of Business & Economic Statistics.
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2021Interactive Effects Panel Data Models with General Factors and Regressors In: Papers.
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.() In: .
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2021Interactive Effects Panel Data Models with General Factors and Regressors.(2021) In: Monash Econometrics and Business Statistics Working Papers.
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2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending In: Papers.
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2023Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending.(2023) In: Discussion Papers.
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2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending.(2023) In: BEMPS - Bozen Economics & Management Paper Series.
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2023Simple Difference-in-Differences Estimation in Fixed-T Panels In: Papers.
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2007New Improved Tests for Cointegration with Structural Breaks In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article43
2006New Improved Tests for Cointegration with Structural Breaks.(2006) In: Working Papers.
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2013A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending In: Journal of Time Series Analysis.
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2019On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects In: Journal of Time Series Analysis.
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2022The factor analytical approach in trending near unit root panels In: Journal of Time Series Analysis.
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2021The Factor Analytical Approach in Trending Near Unit Root Panels.(2021) In: Bank of Lithuania Working Paper Series.
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2012TESTING FOR UNIT ROOTS IN PANEL TIME-SERIES MODELS WITH MULTIPLE LEVEL BREAKS In: Manchester School.
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2005A Panel CUSUM Test of the Null of Cointegration In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article19
2003A Panel CUSUM Test of the Null of Cointegration.(2003) In: Working Papers.
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2005Data Dependent Endogeneity Correction in Cointegrated Panels In: Oxford Bulletin of Economics and Statistics.
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2006Testing for Panel Cointegration with Multiple Structural Breaks* In: Oxford Bulletin of Economics and Statistics.
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2005Testing for Panel Cointegration with Multiple Structural Breaks.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 155		paper
2007Testing for Error Correction in Panel Data* In: Oxford Bulletin of Economics and Statistics.
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2005Testing for Error Correction in Panel Data.(2005) In: Working Papers.
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2006Testing for error correction in panel data.(2006) In: Research Memorandum.
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2008A Simple Test for Cointegration in Dependent Panels with Structural Breaks* In: Oxford Bulletin of Economics and Statistics.
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2007Simple Tests for Cointegration in Dependent Panels with Structural Breaks.(2007) In: Working Papers.
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2011Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article12
2013PANIC in the Presence of Uncertainty about the Deterministic Trend In: Oxford Bulletin of Economics and Statistics.
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2014Indirect Estimation of Semiparametric Binary Choice Models In: Oxford Bulletin of Economics and Statistics.
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2015On the Importance of the First Observation in GLS Detrending in Unit Root Testing In: Oxford Bulletin of Economics and Statistics.
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2014On the importance of the first observation in GLS detrending in unit root testing.(2014) In: Working Papers.
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2016Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions In: Oxford Bulletin of Economics and Statistics.
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2016An IV Test for a Unit Root in Generally Trending and Correlated Panels In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article1
2017A Factor Analytical Approach to Price Discovery In: Oxford Bulletin of Economics and Statistics.
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2009A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS In: Econometric Theory.
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2007A Note on the Pooling of Individual PANIC Unit Root Tests.(2007) In: Working Papers.
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2012Does the choice of estimator matter when forecasting returns? In: Working Papers.
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2012Does the choice of estimator matter when forecasting returns?.(2012) In: Journal of Banking & Finance.
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2015Testing for Predictability in Conditionally Heteroskedastic Stock Returns.(2015) In: Journal of Financial Econometrics.
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2014Heteroscedasticity Robust Panel Unit Root Tests.(2014) In: Journal of Business & Economic Statistics.
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2014On the asymptotic distribution of the DF-GLS test statistic In: Working Papers.
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2014The local power of the CADF and CIPS panel unit root tests In: Working Papers.
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2016The Local Power of the CADF and CIPS Panel Unit Root Tests.(2016) In: Econometric Reviews.
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2014Pooled panel unit root tests and the effect of past initialization In: Working Papers.
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2016Pooled Panel Unit Root Tests and the Effect of Past Initialization.(2016) In: Econometric Reviews.
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2014Do oil prices predict economic growth? New global evidence In: Working Papers.
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2014Do oil prices predict economic growth? New global evidence.(2014) In: Energy Economics.
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2014A random coefficient approach to the predictability of stock returns in panels In: Working Papers.
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2015A Random Coefficient Approach to the Predictability of Stock Returns in Panels.(2015) In: Journal of Financial Econometrics.
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2014A factor analytical approach to the efficient futures market hypothesis In: Working Papers.
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2015A Factor Analytical Approach to the Efficient Futures Market Hypothesis.(2015) In: Journal of Futures Markets.
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2014Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns In: Working Papers.
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2014A practical note on the determination of the number of factors using information criteria with data-driven penalty In: Working Papers.
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2015Does cash flow predict returns? In: Working Papers.
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2015Testing for predictability in panels with general predictors In: Working Papers.
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2017Testing for Predictability in panels with General Predictors.(2017) In: Journal of Applied Econometrics.
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2015Testing For Stock Return Predictability In A Large Chinese Panel In: Working Papers.
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2014Testing slope homogeneity in large panels with serial correlation In: Working Papers.
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2013Testing slope homogeneity in large panels with serial correlation.(2013) In: Economics Letters.
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2015Testing for stock return predictability in a large Chinese panel In: Working Papers.
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2015Testing for stock return predictability in a large Chinese panel.(2015) In: Emerging Markets Review.
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2010Why is Chinese provincial output diverging? In: Journal of Asian Economics.
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2013Simple unit root testing in generally trending data with an application to precious metal prices in Asia In: Journal of Asian Economics.
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2013On the implementation and use of factor-augmented regressions in panel data In: Journal of Asian Economics.
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2014On the choice of test for a unit root when the errors are conditionally heteroskedastic In: Computational Statistics & Data Analysis.
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2008Mixed signals among tests for panel cointegration In: Economic Modelling.
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2007Mixed Signals Among Tests for Panel Cointegration.(2007) In: MPRA Paper.
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2009Panel cointegration and the monetary exchange rate model In: Economic Modelling.
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2008Panel Cointegration and the Monetary Exchange Rate Model.(2008) In: MPRA Paper.
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2011The tax-spending nexus: Evidence from a panel of US state-local governments In: Economic Modelling.
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2009The Tax-Spending Nexus: Evidence from a Panel of US State- Local Governments.(2009) In: Working Papers in Economics.
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2008The Tax Spending Nexus: Evidence from a Panel of US State-Local Governments.(2008) In: Working Papers.
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2018Asymptotic collinearity in CCE estimation of interactive effects models In: Economic Modelling.
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2018Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests In: Economic Modelling.
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2012Efficient but getting wet feet: A not-entirely-frivolous note on the side-effects of growth-promoting institutions In: Economics Letters.
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2013Alternative representations for cointegrated panels with global stochastic trends In: Economics Letters.
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2006Reducing the size distortions of the panel LM Test for cointegration In: Economics Letters.
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2006Testing for panel cointegration with a level break In: Economics Letters.
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2007A panel bootstrap cointegration test In: Economics Letters.
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2012Testing for a unit root in a random coefficient panel data model In: Journal of Econometrics.
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2009Testing for a Unit Root in a Random Coefficient Panel Data Model.(2009) In: Working Papers in Economics.
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2015Cross-sectional averages versus principal components In: Journal of Econometrics.
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2015Nonparametric rank tests for non-stationary panels In: Journal of Econometrics.
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2011Nonparametric Rank Tests for Non-stationary Panels.(2011) In: Economics Series.
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2015The effect of recursive detrending on panel unit root tests In: Journal of Econometrics.
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2015The power of PANIC In: Journal of Econometrics.
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2015New tools for understanding the local asymptotic power of panel unit root tests In: Journal of Econometrics.
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2017On the role of the rank condition in CCE estimation of factor-augmented panel regressions In: Journal of Econometrics.
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2019The factor analytical method for interactive effects dynamic panel models with moving average errors In: Econometrics and Statistics.
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2016Panel multi-predictor test procedures with an application to emerging market sovereign risk In: Emerging Markets Review.
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2015On the use of panel cointegration tests in energy economics In: Energy Economics.
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2019Panel evidence on the ability of oil returns to predict stock returns in the G7 area In: Energy Economics.
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2016A GARCH model for testing market efficiency In: Journal of International Financial Markets, Institutions and Money.
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2016On the estimation and testing of predictive panel regressions In: Journal of International Financial Markets, Institutions and Money.
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2016Testing for predictability in panels of any time series dimension In: International Journal of Forecasting.
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2011Fiscal stringency and fiscal sustainability: Panel evidence from the American state and local governments In: Journal of Policy Modeling.
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2015Do order imbalances predict Chinese stock returns? New evidence from intraday data In: Pacific-Basin Finance Journal.
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2016Are Islamic stock returns predictable? A global perspective In: Pacific-Basin Finance Journal.
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2016Price discovery and asset pricing In: Pacific-Basin Finance Journal.
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2018Some preliminary evidence of price discovery in Islamic banks In: Pacific-Basin Finance Journal.
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2018Islamic spot and index futures markets: Where is the price discovery? In: Pacific-Basin Finance Journal.
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2009Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production In: Working Papers in Economics.
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2009Using Panel Data to Construct Simple and Efficient Unit Root Tests in the Presence of GARCH In: Working Papers in Economics.
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2009Myths and Facts about Panel Unit Root Tests In: Working Papers in Economics.
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2009Are Crime Rates Really Stationary? In: Working Papers in Economics.
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2009Are Crime Rates Really Stationary?.(2009) In: Working Papers.
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2009Testing for Unit Roots in Panel Time Series Models with Multiple Breaks In: Working Papers in Economics.
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2003Feasible Estimation in Cointegrated Panels In: Working Papers.
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2003A Panel Data Test of the Bank Lending Channel in Sweden In: Working Papers.
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2005New Simple Tests for Panel Cointegration In: Working Papers.
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2005New Simple Tests for Panel Cointegration.(2005) In: Econometric Reviews.
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2005Pooled Unit Root Tests in Panels with a Common Factor In: Working Papers.
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2005Panel Cointegration Tests of the Fisher Hypothesis In: Working Papers.
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2005Panel Cointegration Tests with Deterministic Trends and Structural Breaks In: Working Papers.
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2006Panel Cointegration and the Neutrality of Money In: Working Papers.
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2009Panel cointegration and the neutrality of money.(2009) In: Empirical Economics.
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2008Why is Chinese Regional Output Diverging? In: Working Papers.
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2014Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors In: Working Papers.
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2018Estimation of factor-augmented panel regressions with weakly influential factors.(2018) In: Econometric Reviews.
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2014A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root In: Working Papers.
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2015PANICCA - PANIC on Cross-Section Averages In: Working Papers.
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2021Estimation of Panel Data Models with Interactive Effects and Multiple Structural Breaks When T Is Fixed In: Working Papers.
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2008Panel cointegration tests of the Fisher effect In: Journal of Applied Econometrics.
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2006Panel cointegration tests of the Fisher effect.(2006) In: Research Memorandum.
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2007Can panel data really improve the predictability of the monetary exchange rate model? In: Journal of Forecasting.
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2006Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?.(2006) In: MPRA Paper.
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2008Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data In: Environmental & Resource Economics.
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2007Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data.(2007) In: MPRA Paper.
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2023A factor-augmented new Keynesian Phillips curve for the European Union countries In: Bank of Lithuania Working Paper Series.
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2009Using Panel Data to Test for Fiscal Sustainability within the European Union In: FinanzArchiv: Public Finance Analysis.
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2019Optimal panel unit root testing with covariates In: The Econometrics Journal.
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2022Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Effects* In: Journal of Financial Econometrics.
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2020Essays in Honor of Professor Badi H Baltagi: Editorial In: MPRA Paper.
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2006Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models In: MPRA Paper.
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2007Is there really a unit root in the inflation rate? More evidence from panel data models.(2007) In: Applied Economics Letters.
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2014GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels In: MPRA Paper.
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2012Effects of rent dependency on quality of government In: Economics of Governance.
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2009A note on the use of the LLC panel unit root test In: Empirical Economics.
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2013A modified LLC panel unit root test of the PPP hypothesis In: Empirical Economics.
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2016Panel bootstrap tests of slope homogeneity In: Empirical Economics.
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2017Are state–local government expenditures converging? New evidence based on sequential unit root tests In: Empirical Economics.
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2017On the determination of the number of factors using information criteria with data-driven penalty In: Statistical Papers.
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2019Panel stationary tests against changes in persistence In: Statistical Papers.
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2019Lag truncation and the local asymptotic distribution of the ADF test for a unit root In: Statistical Papers.
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2011Financial systems and mechanisms of growth in different conditions of country risk In: Applied Economics Letters.
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2010Panel cointegration tests of the sustainability hypothesis in rich OECD countries In: Applied Economics.
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2009Estimating the gravity model without gravity using panel data In: Applied Economics.
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2007Class size and student evaluations in Sweden In: Education Economics.
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2013Lessons from a Decade of IPS and LLC In: Econometric Reviews.
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2019Robust block bootstrap panel predictability tests In: Econometric Reviews.
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2013Robust block bootstrap panel predictability tests.(2013) In: Research Memorandum.
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2015A sequential purchasing power parity test for panels of large cross-sections and implications for investors In: The European Journal of Finance.
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2015Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem In: Journal of Business & Economic Statistics.
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2018On the Use of GLS Demeaning in Panel Unit Root Testing In: Journal of Business & Economic Statistics.
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2018Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels In: Journal of Business & Economic Statistics.
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2008Error-correction–based cointegration tests for panel data In: Stata Journal.
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2014CCE estimation of factor-augmented regression models with more factors than observables In: Research Memorandum.
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2019CCE estimation of factor‐augmented regression models with more factors than observables.(2019) In: Journal of Applied Econometrics.
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2006Some cautions on the use of the LLC panel unit root test In: Research Memorandum.
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2006Spurious regression in nonstationary panels with cross-unit cointegration In: Research Memorandum.
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2008Spurious Regression in Nonstationary Panels time Series with Cross-Member Cointegration In: Research Memorandum.
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2008Panel error correction testing with global stochastic trends In: Research Memorandum.
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2011Cross sectional averages or principal components? In: Research Memorandum.
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2018CCE in panels with general unknown factors In: Econometrics Journal.
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2011A new poolability test for cointegrated panels In: Journal of Applied Econometrics.
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2016Error Correction Testing in Panels with Common Stochastic Trends In: Journal of Applied Econometrics.
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2020Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere In: Journal of Applied Econometrics.
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2013Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets In: Journal of Futures Markets.
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