19
H index
31
i10 index
1272
Citations
| 19 H index 31 i10 index 1272 Citations RESEARCH PRODUCTION: 43 Articles 39 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Pierre Urbain. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 7 |
Economics Letters | 6 |
Oxford Bulletin of Economics and Statistics | 5 |
Journal of Applied Econometrics | 4 |
Econometric Reviews | 4 |
Journal of Applied Econometrics | 3 |
Year | Title of citing document |
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2021 | . Full description at Econpapers || Download paper |
2021 | The Synergy between Governance and Economic Integration in Promoting Female Economic Inclusion in Sub-Saharan Africa. (2021). Tchamyou, Vanessa ; Asongu, Simplice ; Ofori, Pamela E. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/071. Full description at Econpapers || Download paper |
2021 | The Synergy between Governance and Economic Integration in Promoting Female Economic Inclusion in Sub-Saharan Africa. (2021). Asongu, Simplice ; Tchamyou, Vanessa S ; Ofori, Pamela E. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/071. Full description at Econpapers || Download paper |
2022 | Resource Rents and Economic Growth: Governance and Infrastructure Thresholds. (2022). Diop, Samba ; Asongu, Simplice A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/072. Full description at Econpapers || Download paper |
2021 | Effect of Trade Openness on Ecological Footprint in Sub-Saharan Africa. (2021). Ruhinduka, Remidius Denis ; Lokina, Razack ; Okelele, Daniel Ochudi. In: African Journal of Economic Review. RePEc:ags:afjecr:320575. Full description at Econpapers || Download paper |
2021 | The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715. Full description at Econpapers || Download paper |
2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361. Full description at Econpapers || Download paper |
2021 | A Hybrid Learning Approach to Detecting Regime Switches in Financial Markets. (2021). Hussien, Hussien ; Tang, Yi Zhou ; Akioyamen, Peter. In: Papers. RePEc:arx:papers:2108.05801. Full description at Econpapers || Download paper |
2022 | Linear Panel Regressions with Two-Way Unobserved Heterogeneity. (2021). Weidner, Martin ; Freeman, Hugo. In: Papers. RePEc:arx:papers:2109.11911. Full description at Econpapers || Download paper |
2021 | Simple Alternatives to the Common Correlated Effects Model. (2021). Brown, Nicholas ; Wooldridge, Jeffrey M ; Schmidt, Peter. In: Papers. RePEc:arx:papers:2112.01486. Full description at Econpapers || Download paper |
2022 | A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions. (2022). Jentsch, Carsten ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2204.01373. Full description at Econpapers || Download paper |
2022 | A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577. Full description at Econpapers || Download paper |
2022 | Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2022). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2211.06707. Full description at Econpapers || Download paper |
2021 | Agricultural productivity growth in Latin America and the Caribbean: an analysis of climatic effects, catch?up and convergence. (2021). Bravoureta, Boris E ; Lachaud, Michee A. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:65:y:2021:i:1:p:143-170. Full description at Econpapers || Download paper |
2022 | Economic performance in Africa: The role of fragile financial system. (2022). Inekwe, John Nkwoma. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:6:p:1910-1936. Full description at Econpapers || Download paper |
2021 | Estimating long run effects and the exponent of cross-sectional dependence: an update to xtdcce2. (2021). Ditzen, Jan. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps81. Full description at Econpapers || Download paper |
2021 | On Optimal Currency Areas and Common Cycles: Are the Acceding Countries Ready to Join the Euro?. (2021). Steinkamp, Sven ; Westermann, Frank ; Grimm, Louisa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9016. Full description at Econpapers || Download paper |
2022 | Energy intensity and foreign direct investment nexus: Advanced panel data analysis. (2022). Lobanov, Mikhail M ; Petrovi, Predrag. In: Applied Energy. RePEc:eee:appene:v:311:y:2022:i:c:s0306261922001350. Full description at Econpapers || Download paper |
2022 | Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors. (2022). Zhang, Yanfen ; Li, Muyi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:165:y:2022:i:c:s0167947321001559. Full description at Econpapers || Download paper |
2021 | Can human development and political stability improve environmental quality? New evidence from the MENA region. (2021). Alsamara, Mouyad ; Mnasri, Ayman ; Mimouni, Karim ; Al Samara, Mouyad ; Mrabet, Zouhair. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:28-44. Full description at Econpapers || Download paper |
2021 | On the robustness of the pooled CCE estimator. (2021). Westerlund, Joakim ; Karabiyik, Hande ; Juodis, Artras. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:325-348. Full description at Econpapers || Download paper |
2021 | Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure. (2021). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei ; Norkut, Milda. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:416-446. Full description at Econpapers || Download paper |
2021 | Inferential theory for heterogeneity and cointegration in large panels. (2021). Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:474-503. Full description at Econpapers || Download paper |
2021 | An automated approach towards sparse single-equation cointegration modelling. (2021). Smeekes, Stephan ; Wijler, Etienne. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:247-276. Full description at Econpapers || Download paper |
2021 | The factor analytical approach in near unit root interactive effects panels. (2021). Westerlund, Joakim ; Norkut, Milda. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:569-590. Full description at Econpapers || Download paper |
2021 | Evaluating restricted common factor models for non-stationary data. (2021). Fachin, Stefano ; Di Iorio, Francesca. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:64-75. Full description at Econpapers || Download paper |
2022 | Energy consumption and GDP: a panel data analysis with multi-level cross-sectional dependence. (2022). RodrÃÂÂguez Caballero, Carlos ; RodrÃÂÂÂguez Caballero, Carlos ; RodrÃÂguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:128-146. Full description at Econpapers || Download paper |
2022 | Democracy, growth, heterogeneity, and robustness. (2022). Eberhardt, Markus. In: European Economic Review. RePEc:eee:eecrev:v:147:y:2022:i:c:s0014292122000976. Full description at Econpapers || Download paper |
2022 | How do variable renewable energy technologies affect firm-level day-ahead output decisions: Evidence from the Turkish wholesale electricity market. (2022). Sevindik, Irem ; Uz, Dilek ; Sirin, Selahattin Murat. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200322x. Full description at Econpapers || Download paper |
2021 | Commodity prices and global economic activity: A derived-demand approach. (2021). Gaglianone, Wagner ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira ; Duarte, Angelo Mont'Alverne ; Angelo Mont'alverne Duarte, . In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000256. Full description at Econpapers || Download paper |
2021 | Exogeneity in climate econometrics. (2021). Pretis, Felix. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s014098832100027x. Full description at Econpapers || Download paper |
2021 | The role of party polarization in renewable energy consumption: Fresh evidence across the EU countries. (2021). Pinar, Mehmet ; Apergis, Nicholas. In: Energy Policy. RePEc:eee:enepol:v:157:y:2021:i:c:s0301421521003888. Full description at Econpapers || Download paper |
2022 | The impact on domestic CO2 emissions of domestic government-funded clean energy R&D and of spillovers from foreign government-funded clean energy R&D. (2022). Herzer, Dierk. In: Energy Policy. RePEc:eee:enepol:v:168:y:2022:i:c:s0301421522003512. Full description at Econpapers || Download paper |
2021 | Do economic development and human capital decrease non-renewable energy consumption? Evidence for OECD countries. (2021). Alvarado-Lopez, Maria ; Chamba, Jose ; Bravo, Diana ; Mendez, Priscila ; Tillaguango, Brayan ; Deng, Qiushi ; Ahmad, Munir. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pb:s0360544220322544. Full description at Econpapers || Download paper |
2021 | Finance and European regional economy. (2021). Inekwe, John Nkwoma. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002477. Full description at Econpapers || Download paper |
2021 | Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439. Full description at Econpapers || Download paper |
2021 | Protectionism and international trade: A long-run view. (2021). Gregori, Tullio. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:1-13. Full description at Econpapers || Download paper |
2022 | Forecast combination for VARs in large N and T panels. (2022). Greenaway-McGrevy, Ryan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:142-164. Full description at Econpapers || Download paper |
2022 | Does the yield curve signal recessions? New evidence from an international panel data analysis. (2022). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:9-22. Full description at Econpapers || Download paper |
2021 | Stagnant services and the gradual disinflation of advanced economies. (2021). Thompson, Daniel . In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:59:y:2021:i:c:p:128-148. Full description at Econpapers || Download paper |
2021 | Absolute cost advantage and sectoral competitiveness: Empirical evidence from NAFTA and the European Union. (2021). Boundi Chraki, Fahd ; Perrotini-Hernandez, Ignacio ; Boundi-Chraki, Fahd. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:59:y:2021:i:c:p:162-173. Full description at Econpapers || Download paper |
2022 | The impact of domestic and foreign R&D on TFP in developing countries. (2022). Herzer, Dierk. In: World Development. RePEc:eee:wdevel:v:151:y:2022:i:c:s0305750x21003697. Full description at Econpapers || Download paper |
2021 | The Synergy between Governance and Economic Integration in Promoting Female Economic Inclusion in Sub-Saharan Africa. (2021). Asongu, Simplice ; Tchamyou, Vanessa S ; Ofori, Pamela E. In: Working Papers. RePEc:exs:wpaper:21/071. Full description at Econpapers || Download paper |
2022 | Resource Rents and Economic Growth: Governance and Infrastructure Thresholds. (2022). Diop, Samba ; Asongu, Simplice A. In: Working Papers. RePEc:exs:wpaper:22/072. Full description at Econpapers || Download paper |
2021 | Air Pollution and Mobility, What Carries COVID-19?. (2021). Vera-Valdés, J. Eduardo ; RodrÃÂguez Caballero, Carlos ; RodrÃÂÂguez Caballero, Carlos ; RodrÃÂÂÂguez Caballero, Carlos ; Vera-Valdes, Eduardo J ; Rodriguez-Caballero, Carlos Vladimir. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:37-:d:653517. Full description at Econpapers || Download paper |
2021 | Econometrics of Anthropogenic Emissions, Green Energy-Based Innovations, and Energy Intensity across OECD Countries. (2021). Ajmi, Ahdi Noomen ; Sarkodie, Samuel Asumadu ; Owusu, Phebe Asantewaa ; Adedoyin, Festus Fatai. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4118-:d:531678. Full description at Econpapers || Download paper |
2022 | Environmental Pollution, Terrorism, and Mortality Rate in China, India, Russia, and Türkiye. (2022). Bildirici, Melike E ; Gen, Sema Yilmaz ; Castanho, Rui Alexandre. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12649-:d:933824. Full description at Econpapers || Download paper |
2021 | Interactive R&D Spillovers: an estimation strategy based on forecasting-driven model selection. (2021). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Working Papers. RePEc:hal:wpaper:hal-03224910. Full description at Econpapers || Download paper |
2022 | Predicting European Banks Distress Events: Do Financial Information Producers Matter?. (2022). de Comeres, Quentin Bro. In: Working Papers. RePEc:hal:wpaper:hal-03752678. Full description at Econpapers || Download paper |
2021 | Uniform Theory for CCE under Heterogeneous Slopes and General Unknown Factors. (2021). Stauskas, Ovidijus. In: Working Papers. RePEc:hhs:lunewp:2021_009. Full description at Econpapers || Download paper |
2021 | On Optimal Currency Areas and Common Cycles: Are the Acceding Countries Ready to Join the Euro?. (2001). Steinkamp, Sven ; Westermann, Frank ; Grimm, Louisa. In: IEER Working Papers. RePEc:iee:wpaper:wp0120. Full description at Econpapers || Download paper |
2021 | Linear panel regressions with two-way unobserved heterogeneity. (2021). Weidner, Martin ; Freeman, Hugo. In: CeMMAP working papers. RePEc:ifs:cemmap:39/21. Full description at Econpapers || Download paper |
2021 | Can Financial Soundness Indicators Help Predict Financial Sector Distress?. (2021). Pietrzak, Marcin. In: IMF Working Papers. RePEc:imf:imfwpa:2021/197. Full description at Econpapers || Download paper |
2021 | An Early Warning Signal (EWS) Model for Predicting Financial Crisis in Emerging African Economies. (2021). Tewari, Devi Datt ; Ilesanmi, Kehinde Damilola. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:12:y:2021:i:1:p:101-110. Full description at Econpapers || Download paper |
2021 | Is there really hysteresis in the OECD unemployment rates? New evidence using a Fourier panel unit root test. (2021). Stewart, Chris ; Shahbaz, Muhammad ; Omay, Tolga. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:4:d:10.1007_s10663-021-09510-z. Full description at Econpapers || Download paper |
2021 | Nonlinear Impulse Response Function for Dichotomous Models. (2021). Lajaunie, Quentin. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2852. Full description at Econpapers || Download paper |
2021 | Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects This paper analyses the instrumental variables (IV) approach put forward by Norkut? et al. (2021), in th. (2021). Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda ; Cui, Guowei. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:90. Full description at Econpapers || Download paper |
2021 | Asymptotics for Time-Varying Vector MA(?) Processes. (2021). GAO, Jiti ; Peng, Bin ; Yan, Yayi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-22. Full description at Econpapers || Download paper |
2022 | A Simple Bootstrap Method for Panel Data Inferences. (2022). Yan, Yayi ; Peng, Bin ; Gao, Jiti. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-7. Full description at Econpapers || Download paper |
2022 | A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation. (2022). Linton, Oliver ; Gao, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-9. Full description at Econpapers || Download paper |
2022 | Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components. (2022). Ruiz, Esther ; Poncela, Pilar. In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000039. Full description at Econpapers || Download paper |
2021 | Forecasting using cross-section average–augmented time series regressions. (2021). Westerlund, Joakim ; Karabiyik, Hande. In: Econometrics Journal. RePEc:oup:emjrnl:v:24:y:2021:i:2:p:315-333.. Full description at Econpapers || Download paper |
2022 | Impact of Energy Efficiency on CO2 Emissions: Empirical Evidence from Developing Countries. (2022). Sinha, Avik ; Zafar, Muhammad Wasif ; Kalugina, Olga A ; Khan, Javeria Rehman ; Mirza, Faisal Mehmood. In: MPRA Paper. RePEc:pra:mprapa:111923. Full description at Econpapers || Download paper |
2022 | A method for evaluating the rank condition for CCE estimators. (2022). Sarafidis, Vasilis ; Everaert, Gerdie ; de Vos, Ignace. In: MPRA Paper. RePEc:pra:mprapa:112305. Full description at Econpapers || Download paper |
2022 | Common Components in Co-integrated System and Its Estimation and Application: Evidence from Five Stock Markets in Asia-Pacific Chinese Region. (2022). Tseng, Chien-Kuo ; Liu, Hsiang-Hsi. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:9:y:2022:i:2:p:101-121. Full description at Econpapers || Download paper |
2021 | Reduced Rank Regression Models in Economics and Finance. (2021). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:525. Full description at Econpapers || Download paper |
2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:534. Full description at Econpapers || Download paper |
2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca . In: CEIS Research Paper. RePEc:rtv:ceisrp:534shoc. Full description at Econpapers || Download paper |
2021 | A method for evaluating the rank condition for CCE estimators. (2021). Sarafidis, Vasilis ; De Vos, Ignace ; Everaert, Gerdie. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:21/1013. Full description at Econpapers || Download paper |
2021 | Infrastructure and Trade: An Empirical Study Based on China and Selected Asian Economies. (2021). Junrong, Liu ; Shafi, Mohsin ; Ur, Imran ; Sharma, Buddhi Prasad ; Fahad, Shah ; Tatiani, Enitilina. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211036082. Full description at Econpapers || Download paper |
2021 | Forecasting tourist arrivals: Google Trends meets mixed-frequency data. (2021). Havranek, Tomas ; Zeynalov, Ayaz. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:1:p:129-148. Full description at Econpapers || Download paper |
2021 | Alternative estimation approaches for the factor augmented panel data model with small T. (2021). Breitung, Jörg ; Hansen, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01948-7. Full description at Econpapers || Download paper |
2021 | Exchange rate pass-through to import prices in Europe: a panel cointegration approach. (2021). Arsova, Antonia. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:1:d:10.1007_s00181-020-01858-8. Full description at Econpapers || Download paper |
2022 | Impact of financial development on CO2 emissions: improved empirical results. (2022). Lobanov, Mikhail M ; Petrovi, Predrag. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:24:y:2022:i:5:d:10.1007_s10668-021-01721-5. Full description at Econpapers || Download paper |
2021 | Export Upgrading and Economic Growth: a Panel Cointegration and Causality Analysis. (2021). Chakroun, Mohamed ; Saafi, Sami ; Chrid, Naima. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:12:y:2021:i:2:d:10.1007_s13132-020-00640-6. Full description at Econpapers || Download paper |
2022 | Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects. (2022). Huang, Wei ; Sun, Yan. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:85:y:2022:i:1:d:10.1007_s00184-021-00825-2. Full description at Econpapers || Download paper |
2022 | Intertemporal substitution in import demand and the role of habit formation: an application of Euler equation approach for Pakistan. (2022). Ahmad, Eatzaz ; Khan, Farzana Naheed. In: Portuguese Economic Journal. RePEc:spr:portec:v:21:y:2022:i:1:d:10.1007_s10258-020-00186-0. Full description at Econpapers || Download paper |
2022 | An empirical investigation of tourism-led growth hypothesis in the European countries: evidence from augmented mean group estimator. (2022). Shahzad, Umer ; Adedoyin, Festus Fatai ; Doan, Buhari ; Xia, Wanjun ; Bashir, Muhammad Adnan ; Popoola, Abiodun. In: Portuguese Economic Journal. RePEc:spr:portec:v:21:y:2022:i:2:d:10.1007_s10258-021-00193-9. Full description at Econpapers || Download paper |
2021 | Tests for the explanatory power of latent factors. (2021). Chen, Mingjing. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:6:d:10.1007_s00362-020-01216-x. Full description at Econpapers || Download paper |
2021 | Interactive R&D Spillovers: An estimation strategy based on forecasting-driven model selection. (2021). Gioldasis, Georgios ; Simioni, Michel ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:0621. Full description at Econpapers || Download paper |
2021 | The Feldstein–Horioka hypothesis for African countries: Evidence from recent panel error?correction modelling. (2021). Ketenci, Natalya. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5762-5774. Full description at Econpapers || Download paper |
2022 | A regularization approach to common correlated effects estimation. (2022). Juodis, Artras. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:4:p:788-810. Full description at Econpapers || Download paper |
2022 | Robust inference under time?varying volatility: A real?time evaluation of professional forecasters. (2022). Krusebecher, Robinson ; Hanck, Christoph ; Demetrescu, Matei. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:1010-1030. Full description at Econpapers || Download paper |
2021 | Habit formation and wage determination. (2021). Goerke, Laszlo. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:1:p:61-76. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Econometric Analysis of Panel Data Models with Multifactor Error Structures In: Annual Review of Economics. [Full Text][Citation analysis] | article | 3 |
2019 | Autoregressive Wild Bootstrap Inference for Nonparametric Trends In: Papers. [Full Text][Citation analysis] | paper | 7 |
2020 | Autoregressive wild bootstrap inference for nonparametric trends.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2017 | Autoregressive Wild Bootstrap Inference for Nonparametric Trends.(2017) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2020 | A statistical analysis of time trends in atmospheric ethane In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | A statistical analysis of time trends in atmospheric ethane.(2020) In: Climatic Change. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2008 | Bootstrap Unit?Root Tests: Comparison and Extensions In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 35 |
2006 | Bootstrap unit root tests: comparison and extensions.(2006) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
1992 | On Weak Exogeneity in Error Correction Models. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 138 |
1991 | On Weak Exogeneity in Error Correction Models..(1991) In: Liege - Centre de Recherches Economiques et Demographiques. [Citation analysis] This paper has another version. Agregated cites: 138 | paper | |
2000 | Permanent?transitory Decomposition in Var Models With Cointegration and Common Cycles In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 42 |
2006 | Cointegration Testing in Panels with Common Factors* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 80 |
2011 | Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 12 |
2014 | On the Applicability of the Sieve Bootstrap in Time Series Panels In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
2011 | On the applicability of the sieve bootstrap in time series panels.(2011) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
1992 | Structural invariance and super exogeneity in: macroeconometric model building :MARIBELs consumption function revisited In: Brussels Economic Review. [Full Text][Citation analysis] | article | 0 |
2000 | Testing for Common Cyclical Features in Nonstationary Panel Data Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2001 | Testing for Common Cyclical Features in Var Models with Cointegration In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 27 |
2002 | Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 28 |
2002 | SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES.(2002) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
1999 | Corporate governance structures, control and performance in European markets: a tale of two systems In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 5 |
1999 | Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems.(1999) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
1999 | Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems.(1999) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
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2010 | A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
2007 | A sieve bootstrap test for cointegration in a conditional error correction model.(2007) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
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2019 | CCE estimation of factor?augmented regression models with more factors than observables.(2019) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
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2012 | Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data).(2012) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
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2006 | Spurious regression in nonstationary panels with cross-unit cointegration In: Research Memorandum. [Full Text][Citation analysis] | paper | 24 |
2008 | Panel error correction testing with global stochastic trends In: Research Memorandum. [Full Text][Citation analysis] | paper | 21 |
2011 | Are panel unit root tests useful for real-time data? In: Research Memorandum. [Full Text][Citation analysis] | paper | 1 |
2011 | Cross sectional averages or principal components? In: Research Memorandum. [Full Text][Citation analysis] | paper | 16 |
2012 | Forecasting Mixed Frequency Time Series with ECM-MIDAS Models In: Research Memorandum. [Full Text][Citation analysis] | paper | 24 |
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2016 | Error Correction Testing in Panels with Common Stochastic Trends In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 20 |
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