| Testing for error correction in panel data J Westerlund Oxford Bulletin of Economics and statistics 69 (6), 709-748, 2007 | 5880 | 2007 |
| A panel bootstrap cointegration test J Westerlund, DL Edgerton Economics letters 97 (3), 185-190, 2007 | 1228 | 2007 |
| Panel cointegration tests of the Fisher effect J Westerlund Journal of applied econometrics 23 (2), 193-233, 2008 | 1215 | 2008 |
| New simple tests for panel cointegration J Westerlund Econometric Reviews 24 (3), 297-316, 2005 | 1190 | 2005 |
| Error-correction–based cointegration tests for panel data D Persyn, J Westerlund The STATA journal 8 (2), 232-241, 2008 | 884 | 2008 |
| A simple test for cointegration in dependent panels with structural breaks J Westerlund, DL Edgerton Oxford Bulletin of Economics and statistics 70 (5), 665-704, 2008 | 848 | 2008 |
| Estimating the gravity model without gravity using panel data J Westerlund, F Wilhelmsson Applied Economics 43 (6), 641-649, 2011 | 541 | 2011 |
| Testing for panel cointegration with multiple structural breaks J Westerlund Oxford Bulletin of Economics and Statistics 68 (1), 101-132, 2006 | 485 | 2006 |
| Testing slope homogeneity in large panels with serial correlation J Blomquist, J Westerlund Economics Letters 121 (3), 374-378, 2013 | 458 | 2013 |
| Testing for predictability in conditionally heteroskedastic stock returns J Westerlund, P Narayan Journal of Financial Econometrics 13 (2), 342-375, 2015 | 297 | 2015 |
| Does the choice of estimator matter when forecasting returns? J Westerlund, PK Narayan Journal of Banking & Finance 36 (9), 2632-2640, 2012 | 281 | 2012 |
| Testing for convergence in carbon dioxide emissions using a century of panel data J Westerlund, SA Basher Environmental and Resource Economics 40, 109-120, 2008 | 272 | 2008 |
| Introduktion till ekonometri J Westerlund Studentlitteratur AB, 2005 | 213 | 2005 |
| Do oil prices predict economic growth? New global evidence PK Narayan, S Sharma, WC Poon, J Westerlund Energy economics 41, 137-146, 2014 | 185 | 2014 |
| Error correction testing in panels with common stochastic trends C Gengenbach, JP Urbain, J Westerlund Journal of Applied Econometrics 31 (6), 982-1004, 2016 | 166 | 2016 |
| Cross-sectional averages versus principal components J Westerlund, JP Urbain Journal of Econometrics 185 (2), 372-377, 2015 | 164 | 2015 |
| A panel CUSUM test of the null of cointegration J Westerlund Oxford Bulletin of Economics and Statistics 67 (2), 231-262, 2005 | 151 | 2005 |
| Testing and estimating structural breaks in time series and panel data in Stata J Ditzen, Y Karavias, J Westerlund arXiv preprint arXiv:2110.14550, 2021 | 144 | 2021 |
| Panicca: Panic on cross‐section averages S Reese, J Westerlund Journal of Applied Econometrics 31 (6), 961-981, 2016 | 144 | 2016 |
| New improved tests for cointegration with structural breaks J Westerlund, DL Edgerton Journal of time series Analysis 28 (2), 188-224, 2007 | 142 | 2007 |
