Natalia Bailey : Citation Profile

Are you Natalia Bailey?

Monash University

8

H index

6

i10 index

360

Citations

RESEARCH PRODUCTION:

10

Articles

20

Papers

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 36
   Journals where Natalia Bailey has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 10 (2.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1417
   Updated: 2024-04-18    RAS profile: 2022-07-06    
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Relations with other researchers

Works with:

Pesaran, Mohammad (8)

Kapetanios, George (5)

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

Is cited by:

Pesaran, Mohammad (74)

Chudik, Alexander (38)

Elhorst, J.Paul (19)

Kapetanios, George (18)

Bhattacharjee, Arnab (15)

Mohaddes, Kamiar (13)

Rebucci, Alessandro (11)

Smith, Ronald (11)

LeSage, James (11)

shin, yongcheol (10)

Yang, Cynthia Fan (9)

Cites to:

Pesaran, Mohammad (68)

Lee, Lung-Fei (21)

Phillips, Peter (19)

Kapetanios, George (15)

Yamagata, Takashi (15)

Prucha, Ingmar (14)

Chudik, Alexander (13)

Yu, Jihai (10)

Baltagi, Badi (9)

Tosetti, Elisa (9)

Giraitis, Liudas (9)

Main data

Where Natalia Bailey has published?

Journals with more than one article published# docs
Journal of Applied Econometrics4
Sankhya B: The Indian Journal of Statistics2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo7
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics3

Recent works citing Natalia Bailey (2024 and 2023)

YearTitle of citing document
2023Regresiones SUR Espaciales. Análisis espacio-temporal del empleo sectorial en Argentina. (2023). Herrera-Gómez, Marcos ; Pablo, Fernandez. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4660.

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2023Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605.

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2023Unified and robust Lagrange multiplier type tests for cross-sectional independence in large panel data models. (2023). Yao, Jianfeng ; Li, Zhaoyuan ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14387.

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2023Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863.

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2023Identifying spatial interdependence in panel data with large N and small T. (2023). Gefang, Deborah ; Tavlas, George S ; Hall, Stephen G. In: Papers. RePEc:arx:papers:2309.03740.

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2023Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32.

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2023The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors. (2023). Smith, R P ; Pesaran, M H. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2317.

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2023Variable Selection in High Dimensional Linear Regressions with Parameter Instability. (2023). Sharifvaghefi, Mahrad ; Pesaran, Hashem M ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10223.

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2023The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors. (2023). Pesaran, Mohammad ; Smith, Ron P. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10282.

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2023Regional Productivity Network in the EU. (2023). Shin, Yongcheol ; Serlenga, Laura ; Mastromarco, Camilla. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10404.

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2023Robust dynamic space-time panel data models using ?-contamination: An application to crop yields and climate change. (2023). Chaturvedi, Anoop ; Lacroix, Guy ; Bresson, Georges ; Baltagi, Badi H. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-01.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2364.

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2023Grouped spatial autoregressive model. (2023). Zhang, BO ; Jing, Bingyi ; Hu, Wei ; Huang, Danyang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001815.

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2023Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182.

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2023Cross-border Italian sovereign risk transmission in EMU countries. (2023). Napolitano, Oreste ; Fiorelli, Cristiana ; D'Uva, Marcella ; Capasso, Salvatore. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365.

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2023A spatial panel quantile model with unobserved heterogeneity. (2023). Lu, Lina ; Li, Kunpeng ; Ando, Tomohiro. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:191-213.

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2023Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44.

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2023Spatial autoregressions with an extended parameter space and similarity-based weights. (2023). Lieberman, Offer ; Rossi, Francesca. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1770-1798.

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2023Identifying latent group structures in spatial dynamic panels. (2023). Su, Liangjun ; Xu, Xingbai ; Wang, Wuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1955-1980.

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2023News-implied linkages and local dependency in the equity market. (2023). Linton, Oliver ; Ge, Shuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:779-815.

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2023Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia from portfolios. (2023). Pesaran, Mohammad ; Smith, Ron P. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:17-30.

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2023Peer effects on corporate R&D investment policies: A spatial panel model approach. (2023). Lv, Chengshuang ; He, Chengying ; Shi, Zhanzhong ; Li, Junbao. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000255.

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2023Revisiting the Great Ratios Hypothesis. (2022). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: Globalization Institute Working Papers. RePEc:fip:feddgw:93887.

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2023A Novel Hybrid House Price Prediction Model. (2023). Erdogan, Birsen Eygi ; Akyuz, Sureyya Ozour ; Ata, Pinar Karadayi ; Yildiz, Ozlem. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10298-8.

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2023NiReMS: A Regional Model at Household Level Combining Spatial Econometrics with Dynamic Microsimulation. (2023). , Geoffrey ; Szendrei, Tibor ; Pabst, Adrian ; Bhattacharjee, Arnab. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:547.

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2023Dynamic Quantile Panel Data Models with Interactive Effects. (2023). Zheng, Chaowen ; Shin, Yongcheol ; Author-Name, Jia Chen. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-06.

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2023Unemployment and Suicide in the United States: The Import of Addressing Cross-Sectional Dependence. (2023). Kunce, Mitch. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:10:y:2023:i:1:p:1-19.

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2023Observed-data DIC for spatial panel data models. (2023). Tapinar, Suleyman ; Doan, Osman ; Yang, YE. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02286-6.

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2023Do current and capital account liberalizations affect economic growth in the long run?. (2023). Giansoldati, Marco ; Gregori, Tullio. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02324-3.

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2023Does trade integration imply growth in Latin America? Evidence from a dynamic spatial spillover model. (2023). Sampi, James ; Koopman, S J ; Gorgi, P ; Blasques, F. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230007.

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2023Tests of no cross-sectional error dependence in panel quantile regressions. (2023). , Paulo ; Hosseinkouchack, Mehdi ; Demetrescu, Matei. In: Ruhr Economic Papers. RePEc:zbw:rwirep:1041.

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Works by Natalia Bailey:

YearTitleTypeCited
2012Exponent of Cross-sectional Dependence: Estimation and Inference In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper121
2012Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 121		paper
2012Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 121		paper
2016Exponent of Cross?Sectional Dependence: Estimation and Inference.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 121		article
2013A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper98
2014A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence.(2014) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98		paper
2016A Two?Stage Approach to Spatio?Temporal Analysis with Strong and Weak Cross?Sectional Dependence.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98		article
2014A multiple testing approach to the regularisation of large sample correlation matrices In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper37
2014A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2014) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2019A multiple testing approach to the regularisation of large sample correlation matrices.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2015A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper25
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2018Exponent of Cross-sectional Dependence for Residuals In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper9
2018Exponent of cross-sectional dependence for residuals.(2018) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2019Exponent of Cross-sectional Dependence for Residuals.(2019) In: Sankhya B: The Indian Journal of Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2019Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper33
2021Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices.(2021) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2020Measurement of Factor Strenght: Theory and Practice In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper9
2020Measurement of Factor Strength: Theory and Practice.(2020) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2021Measurement of factor strength: Theory and practice.(2021) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2016Spectral approach to parameter-free unit root testing In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article1
2015Spectral Approach to Parameter-Free Unit Root Testing.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2013Weak convergence in the near unit root setting In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2020Statistical Modelling and Forecast Evaluation of the Impact of Extreme Temperatures on Wheat Crops in North Western Victoria In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2015Spectral Approach to Parameter-Free Unit Root Testing In: Working Papers.
[Full Text][Citation analysis]		paper0
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: Working Papers.
[Full Text][Citation analysis]		paper24
2015A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices In: Working Papers.
[Full Text][Citation analysis]		paper3
2020Correction to: Exponent of Cross-sectional Dependence for Residuals In: Sankhya B: The Indian Journal of Statistics.
[Full Text][Citation analysis]		article0
2022A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* In: Econometric Reviews.
[Full Text][Citation analysis]		article0

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