S
Study
Academic Library
Search
Dashboard
Shelves
Open access
My library
Review
Jean‐Pierre Urbain · Study
Home
/
Author
Jean‐Pierre Urbain
21 works
· latest 2015
· 2 institutions
cluster: provisional
Works
21 shown
Error Correction Testing in Panels with Common Stochastic Trends
Journal of Applied Econometrics
·
2015
·
3 authors
·
Open access
132
citations
Cross-sectional averages versus principal components
Journal of Econometrics
·
2014
·
2 authors
152
citations
On the estimation and inference in factor-augmented panel regressions with correlated loadings
Economics Letters
·
2013
·
2 authors
82
citations
Cross-sectional dependence robust block bootstrap panel unit root tests
Journal of Econometrics
·
2010
·
3 authors
·
Open access
125
citations
Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling
Econometric Reviews
·
2009
·
3 authors
213
citations
A cautious note on the use of panel models to predict financial crises
Economics Letters
·
2008
·
2 authors
82
citations
Bootstrap Unit‐Root Tests: Comparison and Extensions
Journal of Time Series Analysis
·
2008
·
3 authors
·
Open access
90
citations
Cointegration Testing in Panels with Common Factors*
Oxford Bulletin of Economics and Statistics
·
2006
·
3 authors
129
citations
Common cyclical features analysis in VAR models with cointegration
Journal of Econometrics
·
2005
·
3 authors
59
citations
Corporate control concentration measurement and firm performance
Data Archiving and Networked Services (DANS)
·
2003
·
4 authors
·
report
·
Open access
25
citations
Separation, Weak Exogeneity and P-T Decompositions in Cointegrated VAR Systems with Common Features
Research Publications (Maastricht University)
·
2002
·
3 authors
·
Open access
31
citations
Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles
Oxford Bulletin of Economics and Statistics
·
2000
·
3 authors
·
Open access
79
citations
Intertemporal substitution in import demand and habit formation
Journal of Applied Econometrics
·
1998
·
2 authors
·
Open access
29
citations
Lagrance-multiplier tersts for weak exogeneity: a synthesis
Econometric Reviews
·
1997
·
2 authors
56
citations
Partial versus full system modelling of cointegrated systems an empirical illustration
Journal of Econometrics
·
1995
·
1 author
53
citations
Long run behaviour of Pacific-Basin stock prices
Applied Financial Economics
·
1995
·
3 authors
·
Open access
68
citations
Common stochastic trends in European stock markets
Economics Letters
·
1993
·
3 authors
·
Open access
183
citations
Exogeneity in Error Correction Models
Lecture notes in economics and mathematical systems
·
1993
·
1 author
·
book
37
citations
Misspecification tests, unit roots and level shifts
Economics Letters
·
1993
·
2 authors
25
citations
Weak Exogeneity in Error Correction Models
Lecture notes in economics and mathematical systems
·
1993
·
1 author
·
chapter
23
citations
ON WEAK EXOGENEITY IN ERROR CORRECTION MODELS
Oxford Bulletin of Economics and Statistics
·
1992
·
1 author
303
citations