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 0 10 140 0 1 18 324
A sieve bootstrap test for cointegration in a conditional error correction model 0 0 0 118 1 1 3 311
A statistical analysis of time trends in atmospheric ethane 0 0 0 21 1 3 4 29
ASSESSING LONG RUN PURCHASING POWER PARITY USING COINTEGRATION ANALYSIS: THE CASE OF SMALL AND OPEN ECONOMY 0 0 0 0 0 0 0 555
Are panel unit root tests useful for real-time data? 0 0 0 53 0 1 1 159
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 105 1 2 2 71
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 4 0 2 4 24
Bootstrap unit root tests: comparison and extensions 0 0 1 237 1 1 3 719
Bridging the gap between Ox and Gauss using OxGauss 0 0 0 44 0 0 2 165
CCE estimation of factor-augmented regression models with more factors than observables 0 0 0 130 0 0 1 482
Combining distributions of real-time forecasts: An application to U.S. growth 0 0 0 76 1 1 1 126
Corporate Governance Structures, Control and Performance in European Markets: A Tale of Two Systems 0 0 0 4 0 0 1 8
Corporate Governance Structures, Control and Performance in European Markets: A Tale of Two Systems 0 0 0 6 1 1 2 47
Corporate governance structures, control and performance in European markets: a tale of two systems 0 0 0 24 0 0 0 829
Cross sectional averages or principal components? 0 0 0 143 0 0 0 277
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 0 113 1 1 3 406
ERROR CORRECTION MODELS FOR AGGREGATE IMPORTS: THE CASE OF TWO SMALL OPEN EUROPEAN ECONOMIES 0 0 0 0 0 0 0 358
ERRORS CORRECTION MODELS FOR AGGREGATE IMPORTS: FUTHER EVIDENCE USING MULTIVARIATE COINTEGRATION TECHNIQUES 0 0 0 0 1 1 1 285
FURTHER RESULTS ON THE INSTABILITY OF THE DEMAND FOR MONEY DURING THE GERMAN HYPERINFLATION 0 0 0 0 0 0 0 293
Finite Sample Behaviour of some Unit Root Tests in the Presence of Arch Effects 0 0 0 0 0 0 0 167
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 1 4 249 1 3 15 682
Intertemporal Substitution in Import Demand and Habit Formation 0 0 0 143 0 0 0 607
Labor market dynamics when effort depends on wage growth comparisons 0 0 0 66 0 1 2 372
Machine scheduling with resource dependent processing times 0 0 0 482 0 0 1 1,411
Minimal manipulability: anonymity and surjectivity 0 0 0 500 0 0 0 1,195
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 26 0 0 0 115
On Weak Exogeneity in Error Correction Models 0 0 0 2 1 1 4 821
On the applicability of the sieve bootstrap in time series panels 0 0 0 40 0 0 0 137
Panel error correction testing with global stochastic trends 0 0 1 256 0 1 3 581
Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) 0 0 1 96 0 0 1 325
STRUCTURAL INVARIANCE AND SUPER EXOGENEITY::: MARIBEL'S CONSUMPTION FUNCTION REVISITED 0 0 0 0 0 0 0 303
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 0 0 0 99 0 0 0 360
Spurious regression in nonstationary panels with cross-unit cointegration 0 0 0 178 0 1 2 479
Stackelberg and Cournot competition under equilibrium limit pricing 0 0 0 204 0 0 3 779
Stochastic Online Scheduling on Parallel Machines 0 0 0 599 0 0 0 1,477
Testing for Common Cyclical Features in Nonstationary Panel Data Models 0 0 0 91 0 2 3 399
Testing for Common Cyclical Features in Var Models with Cointegration 0 0 0 137 1 1 2 482
Testing for common cycles in non-stationary VARs with varied frecquency data 0 0 1 188 0 1 3 257
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 0 0 2 1,213
Total Working Papers 0 1 18 4,575 11 26 87 17,630


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 31 0 1 5 118
A cautious note on the use of panel models to predict financial crises 0 0 1 103 0 0 3 265
A statistical analysis of time trends in atmospheric ethane 0 0 0 0 0 0 1 18
Alternative representations for cointegrated panels with global stochastic trends 0 0 0 15 0 1 2 59
Autoregressive wild bootstrap inference for nonparametric trends 0 0 1 10 0 0 3 40
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 0 145
Bootstrap Unit‐Root Tests: Comparison and Extensions 0 0 1 45 0 1 4 148
Bridging the gap between Ox and Gauss using OxGauss 0 0 0 2 0 1 1 5
Bridging the gap between Ox and Gauss using OxGauss 0 0 0 122 0 0 1 342
CCE estimation of factor‐augmented regression models with more factors than observables 0 0 0 6 0 0 3 38
Causality and exogeneity in econometrics 0 0 1 204 0 0 2 543
Cointegration Testing in Panels with Common Factors* 0 0 1 139 0 0 4 363
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 25 0 1 6 76
Common cyclical features analysis in VAR models with cointegration 0 0 0 54 0 0 0 172
Common stochastic trends in European stock markets 0 1 1 250 1 2 2 708
Cross-sectional averages versus principal components 0 0 1 120 0 0 9 310
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 4 138 0 0 8 502
Econometric Analysis of Panel Data Models with Multifactor Error Structures 0 0 0 3 0 1 3 21
Error Correction Testing in Panels with Common Stochastic Trends 0 0 0 28 0 3 7 77
Factor structures for panel and multivariate time series data 0 0 0 58 0 1 2 148
Focused information criterion for locally misspecified vector autoregressive models 0 0 0 2 0 0 2 14
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 0 1 4 43 0 3 11 132
Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type 0 0 1 10 0 1 3 37
Intertemporal substitution in import demand and habit formation 0 0 0 90 0 0 2 454
Japanese import behavior and cointegration: A comment 0 0 0 14 0 0 0 77
Labor market dynamics when effort depends on wage growth comparisons 0 0 0 53 0 2 4 308
Lagrance-multiplier tersts for weak exogeneity: a synthesis 0 0 1 77 0 1 5 333
Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends 0 0 0 0 0 0 0 77
Misspecification tests, unit roots and level shifts 0 0 0 24 1 2 2 88
Model selection criteria and granger causality tests: An empirical note 0 0 0 38 0 1 2 93
Modèles à correction d'erreur et fonctions d'importations agrégées 0 0 0 5 0 0 3 72
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 0 1 2 124
On Weak Exogeneity in Error Correction Models 0 0 0 7 2 2 7 972
On the Applicability of the Sieve Bootstrap in Time Series Panels 0 0 1 4 1 1 5 45
On the estimation and inference in factor-augmented panel regressions with correlated loadings 0 0 2 55 1 2 9 184
On the implementation and use of factor-augmented regressions in panel data 0 0 3 27 1 1 7 103
Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling 0 2 2 147 2 5 10 365
Partial versus full system modelling of cointegrated systems an empirical illustration 0 0 0 65 0 1 3 192
Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles 0 0 0 4 1 2 2 14
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 0 49 0 1 1 233
Statistical Demand Functions for Food in the USA and the Netherlands 0 0 0 56 0 3 3 425
Statistical Demand Functions for Food in the USA and the Netherlands: Reply 0 0 0 40 0 2 2 372
Structural invariance and super exogeneity in: macroeconometric model building:MARIBEL's consumption function revisited 0 0 0 5 0 0 1 18
Total Journal Articles 0 4 25 2,230 10 43 152 8,830
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data 0 0 1 2 0 2 4 10
Total Chapters 0 0 1 2 0 2 4 10


Statistics updated 2025-09-05