Jean-Pierre Urbain

Available identifiers

zbMath Open urbain.jean-pierreWikidataQ30074843 ScholiaQ30074843MaRDI QIDQ291629

List of research outcomes

Publication	Date of Publication	Type
Consistency of averaged impulse response estimators in vector autoregressive models	2024-09-12	Paper
Focused information criterion for locally misspecified vector autoregressive models	2022-03-04	Paper
Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data	2020-07-10	Paper
Autoregressive wild bootstrap inference for nonparametric trends	2019-12-19	Paper
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models	2018-10-12	Paper
Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type	2017-07-17	Paper
Cross-sectional dependence robust block bootstrap panel unit root tests	2016-08-12	Paper
Common cyclical features analysis in VAR models with cointegration	2016-06-10	Paper
Cross-sectional averages versus principal components	2015-05-06	Paper
Alternative representations for cointegrated panels with global stochastic trends	2014-04-09	Paper
On the estimation and inference in factor-augmented panel regressions with correlated loadings	2014-03-17	Paper
Cross-sectional dependence robust block bootstrap panel unit root tests	2011-07-01	Paper
A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL	2010-07-23	Paper
Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling	2010-04-23	Paper
Bootstrap Unit-Root Tests: Comparison and Extensions	2009-02-28	Paper
Bootstrap Unit-Root Tests: Comparison and Extensions	2008-03-01	Paper
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES	2004-03-22	Paper
Oil price shocks and long run price and import demand behavior	2000-04-10	Paper
Lagrance-multiplier tersts for weak exogeneity: a synthesis	1997-09-17	Paper
Misspecification tests, unit roots and level shifts	1994-04-12	Paper
Exogeneity in error correction models	1993-11-24	Paper

Research outcomes over time

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