The following pages link to Jean-Pierre Urbain (Q291629):
Displayed 18 items.
- Bootstrap Unit-Root Tests: Comparison and Extensions (Q102087) (← links)
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
- Exogeneity in error correction models (Q1308648) (← links)
- Misspecification tests, unit roots and level shifts (Q1319617) (← links)
- Oil price shocks and long run price and import demand behavior (Q1962597) (← links)
- Autoregressive wild bootstrap inference for nonparametric trends (Q2280604) (← links)
- Cross-sectional averages versus principal components (Q2343814) (← links)
- Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type (Q2364014) (← links)
- On the estimation and inference in factor-augmented panel regressions with correlated loadings (Q2439796) (← links)
- Alternative representations for cointegrated panels with global stochastic trends (Q2444337) (← links)
- Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data (Q3295732) (← links)
- Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (Q3557574) (← links)
- A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL (Q3577697) (← links)
- Lagrance-multiplier tersts for weak exogeneity: a synthesis (Q4355142) (← links)
- SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES (Q4443964) (← links)
- Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models (Q4687501) (← links)
- Focused information criterion for locally misspecified vector autoregressive models (Q5860943) (← links)