Jean-Pierre Urbain : Citation Profile


Deceased: 2016-10-01

17

H index

24

i10 index

883

Citations

RESEARCH PRODUCTION:

37

Articles

38

Papers

RESEARCH ACTIVITY:

   28 years (1988 - 2016). See details.
   Cites by year: 31
   Journals where Jean-Pierre Urbain has often published
   Relations with other researchers
   Recent citing documents: 101.    Total self citations: 22 (2.43 %)

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   Permalink: http://citec.repec.org/pur1
   Updated: 2019-10-15    RAS profile:    
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Relations with other researchers


Works with:

Westerlund, Joakim (5)

Götz, Thomas (4)

Hecq, Alain (4)

Smeekes, Stephan (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Pierre Urbain.

Is cited by:

Asongu, Simplice (71)

Hecq, Alain (58)

Guillén, Osmani (34)

Issler, João (27)

Tchamyou, Vanessa (26)

Nwachukwu, Jacinta (24)

Cubadda, Gianluca (23)

Dreger, Christian (21)

Herzer, Dierk (21)

Smeekes, Stephan (18)

Candelon, Bertrand (16)

Cites to:

Pesaran, M (50)

Phillips, Peter (33)

Hecq, Alain (26)

Palm, Franz (26)

Bai, Jushan (25)

Engle, Robert (20)

Johansen, Soren (19)

Moon, Hyungsik (17)

Ng, Serena (17)

Vahid, Farshid (15)

Banerjee, Anindya (15)

Main data


Where Jean-Pierre Urbain has published?


Journals with more than one article published# docs
Journal of Econometrics6
Economics Letters6
Oxford Bulletin of Economics and Statistics5
Journal of Applied Econometrics4
Econometric Reviews3

Working Papers Series with more than one paper published# docs
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)15
Research Memorandum / Maastricht University, Graduate School of Business and Economics (GSBE)5
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)3
CESifo Working Paper Series / CESifo Group Munich3

Recent works citing Jean-Pierre Urbain (2018 and 2017)


YearTitle of citing document
2018Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach. (2018). Varneskov, Rasmus T ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2018-16.

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2018The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta ; le Roux, Sara. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/029.

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2019Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Okafor, Chinelo ; Efobi, Uchenna ; Tanankem, Belmondo. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/009.

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2018The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta C ; le Roux, Sara. In: AFEA Working Papers. RePEc:afe:wpaper:18/024.

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2017The Role of Openness in the Effect of ICT on Governance. (2017). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/050.

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2018The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Nwachukwu, Jacinta ; le Roux, Sara ; Asongu, Simplice ; Pyke, Chris. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/029.

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2019Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/009.

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2019Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/022.

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2018Competitiveness of local food: an empirical analysis of the tomato market dynamics. (2018). Fang, Xin ; Leung, Pingsun ; Huang, Hui. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:266451.

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2018Autoregressive Wild Bootstrap Inference for Nonparametric Trends. (2018). Smeekes, Stephan ; Urbain, Jean-Pierre ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1807.02357.

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2019Robust Nearly-Efficient Estimation of Large Panels with Factor Structures. (2019). Zaffaroni, Paolo ; Avarucci, Marco . In: Papers. RePEc:arx:papers:1902.11181.

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2019Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels. (2019). Serlenga, Laura ; Shin, Yongcheol ; Kapetanios, George. In: SERIES. RePEc:bai:series:series_wp_02-2019.

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2018Banks holdings of and trading in government bonds. (2018). Manna, Michele ; Nobili, Stefano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1166_18.

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2017INCOME INEQUALITY, MEDIA FRAGMENTATION, AND INCREASED POLITICAL POLARIZATION. (2017). Saving, Jason ; Duca, John. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:2:p:392-413.

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2017THE EFFECT OF MINIMUM WAGES ON EMPLOYMENT: A FACTOR MODEL APPROACH. (2017). Totty, Evan. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:4:p:1712-1737.

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2017A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model. (2017). Solberger, Martin ; Zhou, Xingwu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:22-50.

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2017Testing for Panel Cointegration Using Common Correlated Effects Estimators. (2017). Carrion-i-Silvestre, Josep ; Banerjee, Anindya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:610-636.

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2017Assessing Market Integration in ASEAN with Retail Price Data. (2017). , Vinh ; Yang, YU. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:510-532.

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2017A long-run analysis of push and pull factors of internal migration in Italy. Estimation of a gravity model with human capital using homogeneous and heterogeneous approaches. (2017). Piras, Romano. In: Papers in Regional Science. RePEc:bla:presci:v:96:y:2017:i:3:p:571-602.

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2018The leverage ratio, risk-taking and bank stability. (2018). Lang, Jan Hannes ; Grill, Michael ; Acosta-Smith, Jonathan. In: Bank of England working papers. RePEc:boe:boeewp:0766.

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2018Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area. (2018). Mammi, Irene ; Golinelli, Roberto ; Musolesi, A. In: Working Papers. RePEc:bol:bodewp:wp1120.

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2018Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries. (2018). Giannellis, Nikolaos ; Koukouritakis, Minoas. In: Working Papers. RePEc:crt:wpaper:1806.

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2017Discovering pervasive and non-pervasive common cycles. (2017). Terrades, Antoni Espasa ; Real, Guillermo Carlomagno. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:25392.

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2018Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. (2018). Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda . In: ISER Discussion Paper. RePEc:dpr:wpaper:1019.

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2019Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. (2019). Cui, Guowei ; Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda. In: ISER Discussion Paper. RePEc:dpr:wpaper:1019r.

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2018A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects. (2018). Yamagata, Takashi ; Hayakawa, Kazuhiko ; Nagata, Shuichi . In: ISER Discussion Paper. RePEc:dpr:wpaper:1037.

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2019A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects. (2019). Yamagata, Takashi ; Nagata, Shuichi ; Hayakawa, Kazuhiko ; Cui, Guowei. In: ISER Discussion Paper. RePEc:dpr:wpaper:1037r.

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2017The Impact of Money Supply on Nigeria Economy: A Comparison of Mixed Data Sampling (MIDAS) and ARDL Approach. (2017). Oluseyi, Adeniji Sesan ; Eweke, Gamaliel O ; Olasehinde, Timilehin John. In: EuroEconomica. RePEc:dug:journl:y:2017:i:2:p:123-134.

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2017The leverage ratio, risk-taking and bank stability. (2017). Lang, Jan Hannes ; Smith, Jonathan Acosta ; Grill, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20172079.

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2017Liberalization, bankers’ motivation and productivity: A simple model with an application. (2017). Bajracharya, Pushkar ; Luintel, Kul B ; Selim, Sheikh . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:102-112.

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2018Asymmetric import cost pass-through in GCC countries: Evidence from nonlinear panel analysis. (2018). Al Samara, Mouyad ; Dombrecht, Michel ; Mrabet, Zouhair ; Alsamara, Mouyad. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:432-440.

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2019Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:209-224.

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2018Capital market integration in ASEAN: A non-stationary panel data analysis. (2018). Chan, Kenneth S ; Lai, Jennifer T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:249-260.

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2017Nonlinear error correction based cointegration test in panel data. (2017). Omay, Tolga ; Emirmahmutoglu, Furkan ; Denaux, Zulal S. In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:1-4.

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2018On bootstrap implementation of likelihood ratio test for a unit root. (2018). Skrobotov, Anton. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:154-158.

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2018A novel approach for testing the parity relationship between CDS and credit spread. (2018). Castagnetti, Carolina. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:115-117.

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2019Unbiased CCE estimator for Interactive Fixed Effects panels. (2019). Yan, Jingzhou ; Chen, Mingjing. In: Economics Letters. RePEc:eee:ecolet:v:175:y:2019:i:c:p:1-4.

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2019Separate cointegration in a VAR system subject to structural breaks. (2019). Kurita, Takamitsu. In: Economics Letters. RePEc:eee:ecolet:v:179:y:2019:i:c:p:19-23.

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2017On the role of the rank condition in CCE estimation of factor-augmented panel regressions. (2017). Reese, Simon ; Karabiyik, Hande ; Westerlund, Joakim. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:60-64.

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2017Inferences in panel data with interactive effects using large covariance matrices. (2017). Bai, Jushan ; Liao, Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:59-78.

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2018Panel models with interactive effects. (2018). Hsiao, Cheng. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:645-673.

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2018Simple robust tests for the specification of high-frequency predictors of a low-frequency series. (2018). Miller, J.. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:45-66.

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2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:72-86.

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2019Panel evidence on the ability of oil returns to predict stock returns in the G7 area. (2019). Sharma, Susan Sunila ; Westerlund, Joakim. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:3-12.

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2019Urbanization and non-renewable energy demand: A comparison of developed and emerging countries. (2019). Saleh, Ali Salman ; Alsamara, Mouyad ; Al Samara, Mouyad ; Mrabet, Zouhair ; Anwar, Sajid. In: Energy. RePEc:eee:energy:v:170:y:2019:i:c:p:832-839.

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2017Institutional investors’ allocation to emerging markets: A panel approach to asset demand. (2017). Bonizzi, Bruno. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:47-64.

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2017Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries. (2017). Kouretas, Georgios ; Zarangas, Leonidas ; Stavroyiannis, Stavros ; Drakos, Anastassios A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:76-88.

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2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

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2018What drives economic policy uncertainty in the long and short runs: European and U.S. evidence over several decades. (2018). Saving, Jason ; Duca, John. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:128-145.

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2019Testing for news and noise in non-stationary time series subject to multiple historical revisions. (2019). Hecq, Alain ; Stamatogiannis, Michalis P. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:396-407.

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2019Remittances, finance and industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Okafor, Chinelo ; Efobi, Uchenna ; Tanankem, Belmondo. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:54-66.

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2017Corporate innovation and economic freedom: Cross-country comparisons. (2017). Zhu, Hui. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:50-65.

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2018Long-run and short-run relationships between oil prices, producer prices, and consumer prices: What can we learn from a permanent-transitory decomposition?. (2018). Myers, Robert J ; Baumes, Harry ; Helmar, Michael ; Johnson, Stanley R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:175-190.

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2018The knotty interplay between credit and housing. (2018). Lastauskas, Povilas ; Constantinescu, Mihnea. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:241-266.

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2019Linear process bootstrap unit root test. (2019). Zou, Nan ; Politis, Dimitris N. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:74-80.

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2017Enhancing ICT for inclusive human development in Sub-Saharan Africa. (2017). le Roux, Sara ; Asongu, Simplice. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:118:y:2017:i:c:p:44-54.

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2019Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna R. In: Working Papers. RePEc:exs:wpaper:19/009.

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2019Foreign aid, instability and governance in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:exs:wpaper:19/022.

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2017An Empirical Analysis of Relationships between the Forward Exchange Rates and Present and Future Spot Exchange Rates Example of CZK/USD and CZK/EUR. (2017). Arlt, Josef ; Mandel, Martin . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:3:p:199-220.

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2017Equity Regulation and U.S. Venture Capital Investment. (2017). Duca, John ; Atkinson, Tyler. In: Working Papers. RePEc:fip:feddwp:1707.

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2018On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root. (2018). Skrobotov, Anton ; Anton, Skrobotov. In: Working Papers. RePEc:gai:wpaper:wpaper-2018-302.

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2019Detection of Lead-Lag Relationships Using Both Time Domain and Time-Frequency Domain; An Application to Wealth-To-Income Ratio. (2019). Skoura, Angeliki. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:28-:d:219048.

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2017Common correlated effects and international risk sharing. (2017). Ventura, Luigi ; Fuleky, Peter ; Zhao, Qianxue . In: Working Papers. RePEc:hae:wpaper:2017-5r.

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2017Finite Sample Critical Values of the Generalized KPSS Stationarity Test. (2017). Sephton, Peter. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:1:d:10.1007_s10614-016-9586-z.

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2018Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors. (2018). shin, yongcheol ; Omay, Tolga ; Hasanov, Mübariz. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9667-7.

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2018How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach. (2018). Vides, Jose Carlos ; Iglesias, Jesus ; Golpe, Antonio A. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:4:d:10.1007_s10663-017-9386-2.

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2017Natural Resources and Economic Development: New Panel Evidence. (2017). Lin, Shu-Chin ; Kim, Dong-Hyeon. In: Environmental & Resource Economics. RePEc:kap:enreec:v:66:y:2017:i:2:d:10.1007_s10640-015-9954-5.

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2018Oil Abundance and Income Inequality. (2018). Kim, Dong-Hyeon ; Lin, Shu-Chin. In: Environmental & Resource Economics. RePEc:kap:enreec:v:71:y:2018:i:4:d:10.1007_s10640-017-0185-9.

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2018Currency Misalignments in the BRIICS Countries: Fixed Vs. Floating Exchange Rates. (2018). Giannellis, Nikolaos ; Koukouritakis, Minoas. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:5:d:10.1007_s11079-018-9477-0.

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2017Mixed-Frequency Macro-Financial Spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1704.

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2018Bootstrap Model Averaging Unit Root Inference. (2018). Racine, Jeffrey ; Hansen, Bruce E. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2018-09.

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2017The Price Convergence of Individual Goods in the Russian Regions. (2017). Skrobotov, Anton ; Perevyshin, YU. In: Journal of the New Economic Association. RePEc:nea:journl:y:2017:i:35:p:71-102.

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2017The Magnitude of the Task Ahead: Macro Implications of Heterogeneous Technology. (2017). Eberhardt, Markus ; Teal, Francis . In: Discussion Papers. RePEc:not:notgep:17/16.

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2018A novel approach for testing the parity relationship between CDS and credit spread. (2018). Castagnetti, Carolina. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0161.

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2017Detecting Co-Movements in Noncausal Time Series. (2017). Telg, Sean ; Hecq, Alain ; Cubadda, Gianluca. In: MPRA Paper. RePEc:pra:mprapa:77254.

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2017Macroeconomic Trends and Factors of Production Affecting Potato Producer Price in Developing Countries. (2017). Salmensuu, Olli . In: MPRA Paper. RePEc:pra:mprapa:79163.

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2017The Role of Openness in the Effect of ICT on Governance. (2017). Nwachukwu, Jacinta ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:84344.

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2018Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes. (2018). Hecq, Alain ; Götz, Thomas ; Goetz, Thomas. In: MPRA Paper. RePEc:pra:mprapa:87746.

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2018Forecasting Tourist Arrivals: Google Trends Meets Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: MPRA Paper. RePEc:pra:mprapa:90205.

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2019Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Andres, Antonio ; Amavilah, Voxi Heinrich. In: MPRA Paper. RePEc:pra:mprapa:93236.

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2019Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna. In: MPRA Paper. RePEc:pra:mprapa:93533.

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2019Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andres, Antonio. In: MPRA Paper. RePEc:pra:mprapa:93662.

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2018Crude oil price and speculative activity: a cointegration analysis. (2018). Socha, Robert ; Wdowiski, Piotr. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:10:y:2018:i:3:p:263-304.

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2019Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Hassani, Hossein ; Rua, Antonio. In: Working Papers. RePEc:ptu:wpaper:w201913.

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2018Detecting Co-Movements in Noncausal Time Series. (2018). Telg, Sean ; Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:430.

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2018Tendencje zmian cen na światowym rynku ropy naftowej po 2000 roku. (2018). Socha, Robert ; Wdowiski, Piotr. In: Gospodarka Narodowa. RePEc:sgh:gosnar:y:2018:i:1:p:103-135.

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2018A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility. (2018). Walle, Yabibal ; Herwartz, Helmut. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0784-5.

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2017Are state–local government expenditures converging? New evidence based on sequential unit root tests. (2017). Mahdavi, Saeid ; Westerlund, Joakim. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1123-3.

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2017A new approach to testing unemployment hysteresis. (2017). Furuoka, Fumitaka. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1164-7.

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2018Short- and long-run heterogeneous investment dynamics. (2018). Jona-Lasinio, Cecilia ; Golinelli, Roberto ; Bontempi, Maria ; Bacchini, Fabio. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1211-4.

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2017Robust Dickey–Fuller tests based on ranks for time series with additive outliers. (2017). Boistard, H ; Bourguignon, M ; Levy-Leduc, C ; Reisen, V A. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:1:d:10.1007_s00184-016-0594-8.

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2017Testing economic convergence in non-stationary panel. (2017). Niang, Abdou-Aziz . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:26:y:2017:i:1:d:10.1007_s10260-016-0361-z.

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2017Testing weak exogeneity in multiplicative error models. (2017). Xu, Yongdeng ; Luintel, Kul B. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:10:p:1617-1630.

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2017Mixed-frequency macro-financial spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Working Papers. RePEc:ucd:wpaper:201704.

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2017Autoregressive Wild Bootstrap Inference for Nonparametric Trends. (2017). Smeekes, Stephan ; Urbain, Jean-Pierre ; Friedrich, Marina. In: Research Memorandum. RePEc:unm:umagsb:2017010.

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2018AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES. (2018). Douady, Raphael ; Kornprobst, Antoine. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:03:n:s021902491850022x.

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2018A note on the predictive power of survey data in nowcasting euro area GDP. (2018). Kurz-Kim, Jeong-Ryeol. In: Discussion Papers. RePEc:zbw:bubdps:102018.

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2018Large mixed-frequency VARs with a parsimonious time-varying parameter structure. (2018). Götz, Thomas ; Hauzenberger, Klemens ; Gotz, Thomas B. In: Discussion Papers. RePEc:zbw:bubdps:402018.

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2018Forecasting Tourist Arrivals with Google Trends and Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: EconStor Preprints. RePEc:zbw:esprep:187420.

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More than 100 citations found, this list is not complete...

Works by Jean-Pierre Urbain:


YearTitleTypeCited
2018Autoregressive Wild Bootstrap Inference for Nonparametric Trends In: Papers.
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2017Autoregressive Wild Bootstrap Inference for Nonparametric Trends.(2017) In: Research Memorandum.
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2008Bootstrap Unit-Root Tests: Comparison and Extensions In: Journal of Time Series Analysis.
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2006Bootstrap unit root tests: comparison and extensions.(2006) In: Research Memorandum.
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1992On Weak Exogeneity in Error Correction Models. In: Oxford Bulletin of Economics and Statistics.
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1991On Weak Exogeneity in Error Correction Models..(1991) In: Liege - Centre de Recherches Economiques et Demographiques.
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2000 Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles. In: Oxford Bulletin of Economics and Statistics.
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2006Cointegration Testing in Panels with Common Factors In: Oxford Bulletin of Economics and Statistics.
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article55
2011Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends In: Oxford Bulletin of Economics and Statistics.
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article8
2014On the Applicability of the Sieve Bootstrap in Time Series Panels In: Oxford Bulletin of Economics and Statistics.
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article4
2011On the Applicability of the Sieve Bootstrap in Time series Panels.(2011) In: Research Memorandum.
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paper
1992Structural invariance and super exogeneity in: macroeconometric model building :MARIBELs consumption function revisited In: Brussels Economic Review.
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2000Testing for Common Cyclical Features in Nonstationary Panel Data Models In: CESifo Working Paper Series.
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paper3
2001Testing for Common Cyclical Features in Var Models with Cointegration In: CESifo Working Paper Series.
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paper27
2002Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features In: CESifo Working Paper Series.
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paper23
2002SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES.(2002) In: Econometric Reviews.
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article
1999Corporate governance structures, control and performance in European markets: a tale of two systems In: CORE Discussion Papers.
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paper2
1999Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems.(1999) In: Discussion Paper.
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2004Bridging the gap between Ox and Gauss using OxGauss In: CORE Discussion Papers.
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2005Bridging the gap between Ox and Gauss using OxGauss.(2005) In: Journal of Applied Econometrics.
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article
2004Bridging the Gap Between Ox and Gauss using OxGauss.(2004) In: Research Memorandum.
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paper
1994To fine or to punish in the Late Middle Ages. A Time Series Analysis of Justice Administration in Nivelles, 1424-1536 In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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paper0
1996Intertemporal Substitution in Import Demand and Habit Formation In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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paper14
1998Intertemporal substitution in import demand and habit formation.(1998) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 14
article
1996Intertemporal substitution in import demand and habit formation *.(1996) In: Research Memorandum.
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1996Labor market dynamics when effort depends on wage growth comparisons In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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2000Labor market dynamics when effort depends on wage growth comparisons.(2000) In: Empirical Economics.
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article
1996Labor market dynamics when effort depends on wage growth comparisons.(1996) In: Research Memorandum.
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paper
2010A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL In: Econometric Theory.
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article10
2007A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model.(2007) In: Research Memorandum.
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2013On the implementation and use of factor-augmented regressions in panel data In: Journal of Asian Economics.
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2008A cautious note on the use of panel models to predict financial crises In: Economics Letters.
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2013Alternative representations for cointegrated panels with global stochastic trends In: Economics Letters.
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article2
2013On the estimation and inference in factor-augmented panel regressions with correlated loadings In: Economics Letters.
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article46
1989Model selection criteria and granger causality tests : An empirical note In: Economics Letters.
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1993Common stochastic trends in European stock markets In: Economics Letters.
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1993Misspecification tests, unit roots and level shifts In: Economics Letters.
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article7
2006Common cyclical features analysis in VAR models with cointegration In: Journal of Econometrics.
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article41
2006Causality and exogeneity in econometrics In: Journal of Econometrics.
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article3
2011Factor structures for panel and multivariate time series data In: Journal of Econometrics.
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article1
2011Cross-sectional dependence robust block bootstrap panel unit root tests In: Journal of Econometrics.
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article38
2008Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests.(2008) In: Research Memorandum.
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paper
2015Cross-sectional averages versus principal components In: Journal of Econometrics.
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article25
1995Partial versus full system modelling of cointegrated systems an empirical illustration In: Journal of Econometrics.
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article34
2017Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type In: Insurance: Mathematics and Economics.
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2016Combining forecasts from successive data vintages: An application to U.S. growth In: International Journal of Forecasting.
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article4
1996Japanese import behavior and cointegration: A comment In: Journal of Policy Modeling.
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article4
1997Oil Price Shocks and Long Run Price and Import Demand Behavior In: Econometric Institute Research Papers.
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paper1
1999Oil Price Shocks and Long Run Price and Import Demand Behavior.(1999) In: Annals of the Institute of Statistical Mathematics.
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article
1988FURTHER RESULTS ON THE INSTABILITY OF THE DEMAND FOR MONEY DURING THE GERMAN HYPERINFLATION In: Liege - Centre de Recherches Economiques et Demographiques.
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1988ERROR CORRECTION MODELS FOR AGGREGATE IMPORTS: THE CASE OF TWO SMALL OPEN EUROPEAN ECONOMIES. In: Liege - Centre de Recherches Economiques et Demographiques.
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paper3
1989STRUCTURAL INVARIANCE AND SUPER EXOGENEITY::: MARIBELS CONSUMPTION FUNCTION REVISITED. In: Liege - Centre de Recherches Economiques et Demographiques.
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1989ERRORS CORRECTION MODELS FOR AGGREGATE IMPORTS: FUTHER EVIDENCE USING MULTIVARIATE COINTEGRATION TECHNIQUES. In: Liege - Centre de Recherches Economiques et Demographiques.
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paper0
1990ASSESSING LONG RUN PURCHASING POWER PARITY USING COINTEGRATION ANALYSIS: THE CASE OF SMALL AND OPEN ECONOMY. In: Liege - Centre de Recherches Economiques et Demographiques.
[Citation analysis]
paper0
1991Finite Sample Behaviour of some Unit Root Tests in the Presence of Arch Effects. In: Liege - Centre de Recherches Economiques et Demographiques.
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1997Statistical Demand Functions for Food in the USA and the Netherlands. In: Journal of Applied Econometrics.
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article15
1997Statistical Demand Functions for Food in the USA and the Netherlands: Reply. In: Journal of Applied Econometrics.
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article11
2005Book Reviews: Eric Ghysels, Norman R. Swanson and Mark W.Watson, Essays in Econometrics, Collected Papers of Clive W.J. Granger, Volume II: Causality, Integration and Cointegration, and Long Memory, C In: De Economist.
[Full Text][Citation analysis]
article0
1990Modèles à correction derreur et fonctions dimportations agrégées In: Économie et Prévision.
[Full Text][Citation analysis]
article0
1997Lagrance-multiplier tersts for weak exogeneity: a synthesis In: Econometric Reviews.
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article9
2010Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling In: Econometric Reviews.
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article46
2004Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling.(2004) In: Research Memorandum.
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This paper has another version. Agregated cites: 46
paper
2013Testing for common cycles in non-stationary VARs with varied frecquency data In: Research Memorandum.
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paper17
2014CCE estimation of factor-augmented regression models with more factors than observables In: Research Memorandum.
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paper3
2014A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing In: Research Memorandum.
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paper7
2014Combining distributions of real-time forecasts: An application to U.S. growth In: Research Memorandum.
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paper1
2012Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data).(2012) In: Research Memorandum.
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This paper has another version. Agregated cites: 1
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2005Panel Cointegration Testing in the Presence of Common Factors In: Research Memorandum.
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paper9
2006Spurious Regression in Nonstationary Panels with Cross-Unit Cointegration In: Research Memorandum.
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paper16
2008Panel Error Correction Testing with Global Stochastic Trends In: Research Memorandum.
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paper11
2011Are Panel Unit Root Tests Useful for Real-Time Data? In: Research Memorandum.
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paper1
2011Cross sectional averages or principal components? In: Research Memorandum.
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paper10
2012Forecasting Mixed Frequency Time Series with ECM-MIDAS Models In: Research Memorandum.
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paper21
2014Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models.(2014) In: Journal of Forecasting.
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article
2016Error Correction Testing in Panels with Common Stochastic Trends In: Journal of Applied Econometrics.
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