Access Statistics for Jean-Pierre Urbain

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing 0 5 12 106 1 8 30 234
A sieve bootstrap test for cointegration in a conditional error correction model 0 1 1 118 0 2 9 304
A statistical analysis of time trends in atmospheric ethane 0 0 0 19 3 3 7 17
ASSESSING LONG RUN PURCHASING POWER PARITY USING COINTEGRATION ANALYSIS: THE CASE OF SMALL AND OPEN ECONOMY 0 0 0 0 0 1 1 553
Are panel unit root tests useful for real-time data? 0 0 0 52 1 2 5 152
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 1 3 1 2 9 15
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 103 0 1 5 57
Bootstrap unit root tests: comparison and extensions 0 0 0 234 2 2 10 708
Bridging the gap between Ox and Gauss using OxGauss 0 0 0 43 1 2 13 159
CCE estimation of factor-augmented regression models with more factors than observables 0 1 8 109 4 15 80 368
Combining distributions of real-time forecasts: An application to U.S. growth 0 0 1 75 5 6 17 116
Corporate Governance Structures, Control and Performance in European Markets: A Tale of Two Systems 0 0 0 5 2 2 7 42
Corporate governance structures, control and performance in European markets: a tale of two systems 0 0 0 23 1 1 9 816
Cross sectional averages or principal components? 0 0 1 137 2 4 16 259
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 2 110 3 6 12 373
ERROR CORRECTION MODELS FOR AGGREGATE IMPORTS: THE CASE OF TWO SMALL OPEN EUROPEAN ECONOMIES 0 0 0 0 0 0 1 348
ERRORS CORRECTION MODELS FOR AGGREGATE IMPORTS: FUTHER EVIDENCE USING MULTIVARIATE COINTEGRATION TECHNIQUES 0 0 0 0 0 0 1 282
FURTHER RESULTS ON THE INSTABILITY OF THE DEMAND FOR MONEY DURING THE GERMAN HYPERINFLATION 0 0 0 0 1 2 4 289
Finite Sample Behaviour of some Unit Root Tests in the Presence of Arch Effects 0 0 0 0 0 0 2 166
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 2 7 227 7 16 41 550
Intertemporal Substitution in Import Demand and Habit Formation 0 0 0 142 0 0 6 599
Labor market dynamics when effort depends on wage growth comparisons 0 0 0 66 1 1 7 364
Machine scheduling with resource dependent processing times 0 0 0 480 2 4 8 1,396
Minimal manipulability: anonymity and surjectivity 0 0 0 498 2 2 6 1,191
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 26 0 0 7 114
On Weak Exogeneity in Error Correction Models 0 0 0 2 1 3 9 788
On the applicability of the sieve bootstrap in time series panels 0 0 0 40 0 1 8 130
Panel error correction testing with global stochastic trends 2 2 5 250 2 6 17 556
Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) 0 0 1 94 0 2 15 303
STRUCTURAL INVARIANCE AND SUPER EXOGENEITY::: MARIBEL'S CONSUMPTION FUNCTION REVISITED 0 0 0 0 0 0 2 302
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 0 0 1 99 0 0 4 348
Spurious regression in nonstationary panels with cross-unit cointegration 0 0 1 171 1 3 11 444
Stackelberg and Cournot competition under equilibrium limit pricing 0 0 0 203 0 0 8 765
Testing for Common Cyclical Features in Nonstationary Panel Data Models 0 0 0 90 1 1 6 390
Testing for Common Cyclical Features in Var Models with Cointegration 0 1 1 128 1 4 7 448
Testing for common cycles in non-stationary VARs with varied frecquency data 0 0 1 176 2 3 10 230
To fine or to punish in the Late Middle Ages. A Time Series Analysis of Justice Administration in Nivelles, 1424-1536 0 0 0 1 3 4 8 1,202
Total Working Papers 2 12 43 3,830 50 109 418 15,378
2 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL 0 0 0 30 0 0 4 108
A cautious note on the use of panel models to predict financial crises 0 0 5 96 1 3 15 243
Alternative representations for cointegrated panels with global stochastic trends 0 0 0 15 0 0 2 51
Autoregressive wild bootstrap inference for nonparametric trends 0 0 2 2 2 5 12 12
Book 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, Cambridge University Press, Cambridge, 2001, GBP 30.00 (ISBN 0 52179 649 0) 0 0 0 21 0 0 0 140
Bootstrap Unit‐Root Tests: Comparison and Extensions 0 0 0 42 1 1 4 135
Bridging the gap between Ox and Gauss using OxGauss 0 1 1 119 0 1 3 332
CCE estimation of factor‐augmented regression models with more factors than observables 0 0 1 1 1 3 10 15
Causality and exogeneity in econometrics 0 1 2 197 0 1 4 530
Cointegration Testing in Panels with Common Factors* 0 0 0 132 0 0 2 340
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 23 0 1 2 63
Common cyclical features analysis in VAR models with cointegration 0 1 2 48 0 2 8 160
Common stochastic trends in European stock markets 0 0 2 244 0 2 9 688
Cross-sectional averages versus principal components 0 2 21 72 2 10 48 198
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 3 124 1 1 12 453
Error Correction Testing in Panels with Common Stochastic Trends 0 0 0 22 0 1 4 45
Factor structures for panel and multivariate time series data 0 0 0 55 0 0 4 141
Focused information criterion for locally misspecified vector autoregressive models 0 0 1 1 0 0 6 7
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 0 2 4 33 0 2 8 96
Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type 0 1 2 5 1 2 8 24
Intertemporal substitution in import demand and habit formation 0 0 1 88 0 0 8 441
Japanese import behavior and cointegration: A comment 0 0 0 13 0 0 2 74
Labor market dynamics when effort depends on wage growth comparisons 0 0 0 52 0 1 5 299
Lagrance-multiplier tersts for weak exogeneity: a synthesis 0 1 1 75 1 3 7 314
Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends 0 0 0 0 0 0 2 71
Misspecification tests, unit roots and level shifts 0 0 0 24 0 0 1 82
Model selection criteria and granger causality tests: An empirical note 0 0 0 38 0 0 0 90
Modèles à correction d'erreur et fonctions d'importations agrégées 0 0 0 5 0 2 5 59
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 0 2 7 122
On Weak Exogeneity in Error Correction Models 0 0 0 7 0 2 12 931
On the Applicability of the Sieve Bootstrap in Time Series Panels 0 1 1 2 0 1 2 36
On the estimation and inference in factor-augmented panel regressions with correlated loadings 0 0 2 47 1 2 10 121
On the implementation and use of factor-augmented regressions in panel data 0 0 0 20 0 2 11 81
Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling 0 0 1 138 0 1 5 331
Partial versus full system modelling of cointegrated systems an empirical illustration 0 0 2 64 0 0 4 181
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 1 49 0 1 8 226
Statistical Demand Functions for Food in the USA and the Netherlands 0 0 0 54 0 0 1 420
Statistical Demand Functions for Food in the USA and the Netherlands: Reply 0 0 1 38 0 1 6 366
Structural invariance and super exogeneity in: macroeconometric model building:MARIBEL's consumption function revisited 0 0 0 5 0 0 1 14
Total Journal Articles 0 10 56 2,042 11 53 262 8,040
1 registered items for which data could not be found


Statistics updated 2020-09-04