Natalia Bailey : Citation Profile


Monash University

8

H index

8

i10 index

245

Citations

RESEARCH PRODUCTION:

8

Articles

20

Papers

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 24
   Journals where Natalia Bailey has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 10 (3.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1417
   Updated: 2025-01-10    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 (62)

Chudik, Alexander (32)

Kapetanios, George (14)

Elhorst, J.Paul (13)

Rebucci, Alessandro (11)

LeSage, James (11)

Smith, Ronald (10)

Cesa-Bianchi, Ambrogio (9)

Mohaddes, Kamiar (8)

Chih, Yao-Yu (6)

Su, Liangjun (6)

Cites to:

Pesaran, Mohammad (68)

Phillips, Peter (21)

Lee, Lung-Fei (21)

Yamagata, Takashi (15)

Kapetanios, George (15)

Prucha, Ingmar (14)

Chudik, Alexander (13)

Yu, Jihai (10)

Baltagi, Badi (9)

Tosetti, Elisa (9)

Giraitis, Liudas (9)

Main data


Production by document typepaperarticle201220132014201520162017201820192020202120220510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201220132014201520162017201820192020202120220102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20122013201420152016201720182019202020212022202320240204060Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201220132014201520162017201820192020202120220255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 8Most cited documents123456789100255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025010510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Natalia Bailey has published?


Journals with more than one article published# docs
Journal of Applied Econometrics2
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)


Year  ↓Title of citing document  ↓
2024Does 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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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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2024Testing Spatial Dynamic Panel Data Models with Heterogeneous Spatial and Regression Coefficients. (2024). Parrella, Maria Lucia ; Niglio, Marcella ; Giordano, Francesco. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:771-799.

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2024Deciphering the U.S. metropolitan house price dynamics. (2024). Plakandaras, Vasilios ; Pragidis, Ioannis ; Karypidis, Paris. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:2:p:434-485.

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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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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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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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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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2024Panel data models with time-varying latent group structures. (2024). Su, Liangjun ; Wang, Yiren. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000319.

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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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2024Is artificial intelligence technology innovation a recipe for low-carbon energy transition? A global perspective. (2024). Dong, Kangyin ; Wang, Kun ; Yang, Senmiao ; Fu, Xiaowen. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224013124.

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2023Frontier markets sovereign risk: New evidence from spatial econometric models. (2023). Telila, Henok Fasil. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010371.

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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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2024Competing for manufacturing value added: How strong is competitive cost pressure on sectoral level?. (2024). Keil, Sascha. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:197-212.

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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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2023.

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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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2024Dynamics of Capital Flows and Global Factors: Case of Emerging Economies. (2024). Verma, Neha ; Dua, Pami. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:4:d:10.1007_s40953-024-00409-7.

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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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Works by Natalia Bailey:


Year  ↓Title  ↓Type  ↓Cited  ↓
2012Exponent of Cross-sectional Dependence: Estimation and Inference In: Cambridge Working Papers in Economics.
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paper66
2012Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 66
paper
2012Exponent of Cross-sectional Dependence: Estimation and Inference.(2012) In: IZA Discussion Papers.
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This paper has nother version. Agregated cites: 66
paper
2013A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence In: Cambridge Working Papers in Economics.
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paper26
2014A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence.(2014) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 26
paper
2014A multiple testing approach to the regularisation of large sample correlation matrices In: Cambridge Working Papers in Economics.
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paper39
2014A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices.(2014) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 39
paper
2019A multiple testing approach to the regularisation of large sample correlation matrices.(2019) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 39
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: 39
paper
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: CESifo Working Paper Series.
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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.
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paper13
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: 13
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: 13
article
2019Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices In: CESifo Working Paper Series.
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paper37
2021Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices.(2021) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 37
article
2020Measurement of Factor Strenght: Theory and Practice In: CESifo Working Paper Series.
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paper11
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: 11
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: 11
article
2016Spectral approach to parameter-free unit root testing In: Computational Statistics & Data Analysis.
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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.
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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.
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paper0
2015Spectral Approach to Parameter-Free Unit Root Testing In: Working Papers.
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paper0
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients In: Working Papers.
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paper24
2015A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices In: Working Papers.
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paper3
2020Correction to: Exponent of Cross-sectional Dependence for Residuals In: Sankhya B: The Indian Journal of Statistics.
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article0
2022A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* In: Econometric Reviews.
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article0

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