Jean-Pierre Urbain

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Consistency of averaged impulse response estimators in vector autoregressive models Journal of Time Series Analysis	2024-09-12	Paper
Focused information criterion for locally misspecified vector autoregressive models Econometric Reviews	2022-03-04	Paper
Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims	2020-07-10	Paper
Autoregressive wild bootstrap inference for nonparametric trends Journal of Econometrics	2019-12-19	Paper
Autoregressive wild bootstrap inference for nonparametric trends Journal of Econometrics	2019-12-19	Paper
Forecasting mixed-frequency time series with ECM-MIDAS models Journal of Forecasting	2018-10-12	Paper
Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type Insurance Mathematics & Economics	2017-07-17	Paper
Cross-sectional dependence robust block bootstrap panel unit root tests Journal of Econometrics	2016-08-12	Paper
Common cyclical features analysis in VAR models with cointegration Journal of Econometrics	2016-06-10	Paper
Cross-sectional averages versus principal components Journal of Econometrics	2015-05-06	Paper
Alternative representations for cointegrated panels with global stochastic trends Economics Letters	2014-04-09	Paper
On the estimation and inference in factor-augmented panel regressions with correlated loadings Economics Letters	2014-03-17	Paper
Cross-sectional dependence robust block bootstrap panel unit root tests Journal of Econometrics	2011-07-01	Paper
A sieve bootstrap test for cointegration in a conditional error correction model Econometric Theory	2010-07-23	Paper
Panel unit root tests in the presence of cross-sectional dependencies: comparison and implications for modelling Econometric Reviews	2010-04-23	Paper
Bootstrap Unit-Root Tests: Comparison and Extensions Journal of Time Series Analysis	2009-02-28	Paper
Bootstrap Unit-Root Tests: Comparison and Extensions Journal of Time Series Analysis	2008-03-01	Paper
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES Econometric Reviews	2004-03-22	Paper
Oil price shocks and long run price and import demand behavior Annals of the Institute of Statistical Mathematics	2000-04-10	Paper
Lagrance-multiplier tersts for weak exogeneity: a synthesis Econometric Reviews	1997-09-17	Paper
Misspecification tests, unit roots and level shifts Economics Letters	1994-04-12	Paper
Exogeneity in error correction models Lecture Notes in Economics and Mathematical Systems	1993-11-24	Paper

Research outcomes over time

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