Jean-Pierre Urbain

Available identifiers

zbMath Open urbain.jean-pierreWikidataQ30074843 ScholiaQ30074843MaRDI QIDQ291629

List of research outcomes

Publication	Date of Publication	Type
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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Jean-Pierre Urbain