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 9 121 0 0 17 279
A sieve bootstrap test for cointegration in a conditional error correction model 0 0 0 118 0 0 0 306
A statistical analysis of time trends in atmospheric ethane 1 1 1 20 1 1 1 22
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 1 53 0 0 1 155
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 0 4 0 0 0 20
Autoregressive Wild Bootstrap Inference for Nonparametric Trends 0 0 1 105 0 0 2 61
Bootstrap unit root tests: comparison and extensions 0 0 0 236 0 0 0 714
Bridging the gap between Ox and Gauss using OxGauss 0 0 0 43 0 0 1 162
CCE estimation of factor-augmented regression models with more factors than observables 0 1 6 126 3 5 41 465
Combining distributions of real-time forecasts: An application to U.S. growth 0 0 0 76 0 0 0 124
Corporate Governance Structures, Control and Performance in European Markets: A Tale of Two Systems 0 0 0 6 0 0 1 45
Corporate Governance Structures, Control and Performance in European Markets: A Tale of Two Systems 0 0 0 0 0 0 0 2
Corporate governance structures, control and performance in European markets: a tale of two systems 0 0 0 24 0 0 1 829
Cross sectional averages or principal components? 0 0 2 143 0 0 5 277
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 0 111 0 0 3 399
ERROR CORRECTION MODELS FOR AGGREGATE IMPORTS: THE CASE OF TWO SMALL OPEN EUROPEAN ECONOMIES 0 0 0 0 0 0 1 356
ERRORS CORRECTION MODELS FOR AGGREGATE IMPORTS: FUTHER EVIDENCE USING MULTIVARIATE COINTEGRATION TECHNIQUES 0 0 0 0 0 0 0 283
FURTHER RESULTS ON THE INSTABILITY OF THE DEMAND FOR MONEY DURING THE GERMAN HYPERINFLATION 0 0 0 0 0 0 0 292
Finite Sample Behaviour of some Unit Root Tests in the Presence of Arch Effects 0 0 0 0 0 0 1 167
Forecasting Mixed Frequency Time Series with ECM-MIDAS Models 0 0 6 239 0 1 33 646
Intertemporal Substitution in Import Demand and Habit Formation 0 0 0 142 0 0 0 601
Labor market dynamics when effort depends on wage growth comparisons 0 0 0 66 0 1 1 369
Machine scheduling with resource dependent processing times 0 0 2 482 1 1 5 1,408
Minimal manipulability: anonymity and surjectivity 0 0 0 498 1 1 1 1,193
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 0 0 3 804
On the applicability of the sieve bootstrap in time series panels 0 0 0 40 0 0 2 137
Panel error correction testing with global stochastic trends 0 0 2 255 0 0 5 575
Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) 0 0 0 94 0 0 3 317
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 3 355
Spurious regression in nonstationary panels with cross-unit cointegration 0 0 0 174 0 1 5 458
Stackelberg and Cournot competition under equilibrium limit pricing 0 0 0 204 0 1 1 773
Stochastic Online Scheduling on Parallel Machines 0 0 0 599 0 0 4 1,474
Testing for Common Cyclical Features in Nonstationary Panel Data Models 0 0 0 91 0 0 1 395
Testing for Common Cyclical Features in Var Models with Cointegration 0 0 5 135 0 0 16 474
Testing for common cycles in non-stationary VARs with varied frecquency data 0 1 3 187 1 2 4 252
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 1 1,210
Total Working Papers 1 3 38 4,520 7 14 163 17,372


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 1 111
A cautious note on the use of panel models to predict financial crises 0 2 2 99 1 3 4 256
A statistical analysis of time trends in atmospheric ethane 0 0 0 0 0 0 4 14
Alternative representations for cointegrated panels with global stochastic trends 0 0 0 15 0 0 0 56
Autoregressive wild bootstrap inference for nonparametric trends 0 0 2 7 1 1 7 29
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 43 0 0 2 140
Bridging the gap between Ox and Gauss using OxGauss 0 0 1 1 0 0 2 2
Bridging the gap between Ox and Gauss using OxGauss 0 0 1 121 0 0 2 339
CCE estimation of factor‐augmented regression models with more factors than observables 0 0 2 3 0 0 5 29
Causality and exogeneity in econometrics 0 0 0 201 0 0 0 537
Cointegration Testing in Panels with Common Factors* 0 0 3 137 0 0 7 356
Combining forecasts from successive data vintages: An application to U.S. growth 0 0 0 25 0 0 1 69
Common cyclical features analysis in VAR models with cointegration 0 1 5 54 1 2 8 171
Common stochastic trends in European stock markets 0 0 0 247 1 1 3 702
Cross-sectional averages versus principal components 2 4 23 107 2 6 39 272
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 3 130 0 0 10 483
Econometric Analysis of Panel Data Models with Multifactor Error Structures 0 0 0 2 0 0 3 14
Error Correction Testing in Panels with Common Stochastic Trends 0 0 2 26 0 1 6 58
Factor structures for panel and multivariate time series data 0 1 2 58 0 2 3 145
Focused information criterion for locally misspecified vector autoregressive models 0 0 0 1 0 0 0 10
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models 0 0 2 37 0 2 4 110
Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type 0 2 2 7 0 3 3 30
Intertemporal substitution in import demand and habit formation 0 0 0 89 0 0 1 448
Japanese import behavior and cointegration: A comment 0 0 0 13 0 0 0 76
Labor market dynamics when effort depends on wage growth comparisons 0 0 0 52 0 0 1 301
Lagrance-multiplier tersts for weak exogeneity: a synthesis 0 0 0 76 0 0 0 324
Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends 0 0 0 0 0 0 1 75
Misspecification tests, unit roots and level shifts 0 0 0 24 0 0 0 85
Model selection criteria and granger causality tests: An empirical note 0 0 0 38 0 0 0 91
Modèles à correction d'erreur et fonctions d'importations agrégées 0 0 0 5 0 0 1 67
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 0 0 0 122
On Weak Exogeneity in Error Correction Models 0 0 0 7 0 0 7 949
On the Applicability of the Sieve Bootstrap in Time Series Panels 0 0 0 2 0 0 0 39
On the estimation and inference in factor-augmented panel regressions with correlated loadings 0 0 3 52 3 6 19 159
On the implementation and use of factor-augmented regressions in panel data 0 0 2 24 0 1 4 95
Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling 0 0 0 139 0 1 4 342
Partial versus full system modelling of cointegrated systems an empirical illustration 0 0 0 65 0 0 1 188
Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles 1 1 1 3 1 1 3 7
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 0 49 0 0 1 230
Statistical Demand Functions for Food in the USA and the Netherlands 0 0 0 56 0 0 0 422
Statistical Demand Functions for Food in the USA and the Netherlands: Reply 0 0 0 40 0 0 0 369
Structural invariance and super exogeneity in: macroeconometric model building:MARIBEL's consumption function revisited 0 0 0 5 0 0 0 17
Total Journal Articles 3 11 57 2,152 10 30 157 8,484


Statistics updated 2022-12-04