← All authors Jean-Pierre Urbain Maastricht University (from arXiv:1903.05403, 2019) · OpenAlex
43 papers in scope · 43 published · 1 on the econ.EM arXiv · 2,190 citations · h-index 23 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Marina Friedrich Eric Beutner Hanno Reuvers Sébastien Fries Michael Pahle Ottmar Edenhofer Stephan Smeekes Li Sun Yicong Lin Etiënne Wijler Alain Hecq Luca Margaritella Eduardo Mendes Ines Wilms Marcelo C. Medeiros Ricardo Masini Joann Jasiak Francesco Giancaterini Aryan Manafi Neyazi Gianluca Cubadda Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 43)
Consistency of averaged impulse response estimators in vector autoregressive models
published 2024 · Journal of Time Series Analysis
published 2020 · Climatic Change · 13 citations
published 2019 · Journal of Econometrics · 35 citations · first circulated 2018
CCE estimation of factor‐augmented regression models with more factors than observables
published 2018 · Journal of Applied Econometrics · 27 citations · first circulated 2014
Focused information criterion for locally misspecified vector autoregressive models
published 2017 · Econometric Reviews · 6 citations
Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type
published 2017 · Insurance Mathematics and Economics · 10 citations · first circulated 2016
Combining forecasts from successive data vintages: An application to U.S. growth
published 2015 · International Journal of Forecasting · 6 citations
Error Correction Testing in Panels with Common Stochastic Trends
published 2015 · Journal of Applied Econometrics · 130 citations · first circulated 2008
Cross-sectional averages versus principal components
published 2014 · Journal of Econometrics · 152 citations · first circulated 2011
Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models
published 2014 · Journal of Forecasting · 27 citations · first circulated 2012
On the estimation and inference in factor-augmented panel regressions with correlated loadings
published 2013 · Economics Letters · 86 citations
On the implementation and use of factor-augmented regressions in panel data
published 2013 · Journal of Asian Economics · 43 citations
On the Applicability of the Sieve Bootstrap in Time Series Panels*
published 2013 · Oxford Bulletin of Economics and Statistics · 13 citations · first circulated 2011
Alternative representations for cointegrated panels with global stochastic trends
published 2013 · Economics Letters · 6 citations
Cross-sectional dependence robust block bootstrap panel unit root tests
published 2010 · Journal of Econometrics · 127 citations · first circulated 2008
Factor structures for panel and multivariate time series data
published 2010 · Journal of Econometrics · 4 citations
Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends*
published 2010 · Oxford Bulletin of Economics and Statistics · 15 citations
Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling
published 2009 · Econometric Reviews · 211 citations · first circulated 2004
Nonparametric bootstrap confidence intervals for deterministic trends in temperature time series data
published 2009 · EGUGA
no link
A cautious note on the use of panel models to predict financial crises
published 2008 · Economics Letters · 84 citations
with Jeroen van den Berg, Bertrand Candelon
Bootstrap Unit‐Root Tests: Comparison and Extensions
published 2008 · Journal of Time Series Analysis · 93 citations · first circulated 2006
Cointegration Testing in Panels with Common Factors*
published 2006 · Oxford Bulletin of Economics and Statistics · 131 citations · first circulated 2005
Causality and exogeneity in econometrics
published 2005 · Journal of Econometrics · 7 citations
Common cyclical features analysis in VAR models with cointegration
published 2005 · Journal of Econometrics · 58 citations · first circulated 2001
Bridging the gap between Ox and Gauss using OxGauss
published 2005 · Journal of Applied Econometrics · 4 citations · first circulated 2004
Essays in Econometrics, Collected Papers of Clive W.J. Granger, Volume II: Causality, Integration and Cointegration, and Long Memory
published 2004 · De Economist · 4 citations
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES
published 2002 · Econometric Reviews · 31 citations
Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles
published 2000 · Oxford Bulletin of Economics and Statistics · 81 citations
Notes and Communications – Comovements in International Stock Markets: What can we Learn From a Common Trend-Common Cycle Analysis?
published 2000 · De Economist · 8 citations
Labor market dynamics when effort depends on wage growth comparisons
published 2000 · Empirical Economics · 12 citations · first circulated 1996
Intertemporal substitution in import demand and habit formation
published 1998 · Journal of Applied Econometrics · 27 citations
with David de la Croix
Statistical demand functions for food in the USA and the Netherlands
published 1997 · Journal of Applied Econometrics · 25 citations
Lagrance-multiplier tersts for weak exogeneity: a synthesis
published 1997 · Econometric Reviews · 57 citations
Japanese import behavior and cointegration: A comment
published 1996 · Journal of Policy Modeling · 7 citations
To fine or to punish in the late Middle Ages: a time-series analysis of justice administration in Nivelles, 1424-1536
published 1996 · Applied Economics · 2 citations · first circulated 1994
with David La De Croix, Xavier Rousseaux, David de la Croix
Partial versus full system modelling of cointegrated systems an empirical illustration
published 1995 · Journal of Econometrics · 55 citations
Long run behaviour of Pacific-Basin stock prices
published 1995 · Applied Financial Economics · 72 citations
with Albert Corhay, Alireza Tourani Rad
Common stochastic trends in European stock markets
published 1993 · Economics Letters · 184 citations
with Albert Corhay, Alireza Tourani Rad
Misspecification tests, unit roots and level shifts
published 1993 · Economics Letters · 23 citations
ON WEAK EXOGENEITY IN ERROR CORRECTION MODELS
published 1992 · Oxford Bulletin of Economics and Statistics · 299 citations · first circulated 1991
Structural invariance and super exogeneity in: macroeconometric model building : MARIBEL's consumption function revisited
published 1992 · Brussels economic review · first circulated 1989
with Jérôme Lahaye
no link
Modèles à correction d'erreur et fonctions d'importations agrégées
published 1990 · Économie & prévision · 1 citations
Model selection criteria and granger causality tests
published 1989 · Economics Letters · 14 citations
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