Jean-Pierre Urbain
Jean-Pierre Urbain
Professor of Time Series Econometrics
Verified email at maastrichtuniversity.nl - Homepage
Title
Cited by
Cited by
Year
Weak Exogeneity in Error Correction Models
JP Urbain
Exogeneity in Error Correction Models, 43-81, 1993
3121993
Common stochastic trends in European stock markets
A Corhay, AT Rad, JP Urbain
Economics Letters 42 (4), 385-390, 1993
2611993
Panel unit root tests in the presence of cross-sectional dependencies: Comparison and implications for modelling
C Gengenbach, FC Palm, JP Urbain
Econometric Reviews 29 (2), 111-145, 2009
1912009
Long run behaviour of Pacific-Basin stock prices
A Corhay, AT Rad, JP Urbain
Applied Financial Economics 5 (1), 11-18, 1995
1251995
Cointegration Testing in Panels with Common Factors*
C Gengenbach, FC Palm, JP Urbain
Oxford Bulletin of Economics and Statistics 68 (s1), 683-719, 2006
1202006
Cross-sectional dependence robust block bootstrap panel unit root tests
FC Palm, S Smeekes, JP Urbain
Journal of Econometrics 163 (1), 85-104, 2011
1002011
Cross-sectional averages versus principal components
J Westerlund, JP Urbain
Journal of Econometrics 185 (2), 372-377, 2015
902015
A cautious note on the use of panel models to predict financial crises
J Van den Berg, B Candelon, JP Urbain
Economics Letters 101 (1), 80-83, 2008
892008
Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles
A Hecq, FC Palm, JP Urbain
Oxford Bulletin of Economics and Statistics 62 (4), 511-532, 2000
782000
Lagrance-multiplier tersts for weak exogeneity: a synthesis
H Peter Boswijk, JP Urbain
Econometric Reviews 16 (1), 21-38, 1997
771997
Common cyclical features analysis in VAR models with cointegration
A Hecq, FC Palm, JP Urbain
Journal of Econometrics 132 (1), 117-141, 2006
752006
Bootstrap Unit‐Root Tests: Comparison and Extensions
FC Palm, S Smeekes, JP Urbain
Journal of Time Series Analysis 29 (2), 371-401, 2008
682008
Partial versus full system modelling of cointegrated systems An empirical illustration
JP Urbain
Journal of Econometrics 69 (1), 177-210, 1995
661995
On the estimation and inference in factor-augmented panel regressions with correlated loadings
J Westerlund, JP Urbain
Economics Letters 119 (3), 247-250, 2013
562013
Exogeneity in error correction models
JP Urbain
Lecture notes in economics and mathematical systems, 1993
55*1993
Separation, weak exogeneity, and PT decomposition in cointegrated VAR systems with common features
A Hecq, FC Palm, JP Urbain
Econometric Reviews 21 (3), 273-307, 2002
432002
Separation, Weak Exogeneity and PT Decomposition in Cointegrated Var Systems
A Hecq, FC Palm, JP Urbain
CES, 2002
43*2002
Error correction testing in panels with global stochastic trends
C Gengenbach, JP Urbain, J Westerlund
Research Memoranda 51, 2009
42*2009
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models
TB Götz, A Hecq, JP Urbain
Journal of Forecasting 33 (3), 198-213, 2014
372014
Error correction models for aggregate imports: the case of two small and open economies
JP Urbain
International trade modelling, 237-278, 1992
371992
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