Joakim Westerlund

Joakim Westerlund

Professor

PhD Economics Lund University, Sweden

Campus: Melbourne Burwood Campus
Phone: +61 3 924 46973
Email: j.westerlund@deakin.edu.au

  • Westerlund, J., and R. Larsson (2011). Testing for Unit Roots in a Panel Random Coefficient Model. Forthcoming in Journal of Econometrics.
  • Westerlund, J., and J. Breitung (2011). Lessons from a Decade of IPS and LLC. Forthcoming in Econometric Reviews.
  • Westerlund, J., and W. Hess (2011). A New Poolability Test for Cointegrated Panels. Journal of Applied Econometrics 26, 56–88.
  • Westerlund, J., and J.-P. Urbain (2011). Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends. Oxford Bulletin of Economics and Statistics 73, 119–139.
  • Westerlund, J., and R. Larsson (2009). A Note on the Pooling of Individual PANIC Unit Root Tests. Econometric Theory 25, 1851–1868.
  • Westerlund, J. (2008). Panel Cointegration Tests of the Fisher Hypothesis. Journal of Applied Econometrics 23, 193–233, 2008.

Teaching Interests

  • Financial Econometrics

Research Interests

  • Models with time series and panel data
  • Unit root testing
  • Cointegration testing and estimation
  • Non-stationary time series models with heteroskedasticity
  • Common factor models
  • Factor-augmented panel regression models
  • Predictive regressions

Deakin University acknowledges the traditional land owners of present campus sites.

1st February 2012