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Jean-Pierre Urbain
Jean-Pierre Urbain
Professor of Time Series Econometrics
Dirección de correo verificada de maastrichtuniversity.nl - Página principal
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Weak Exogeneity in Error Correction Models
JP Urbain
Exogeneity in Error Correction Models, 43-81, 1993
3371993
Common stochastic trends in European stock markets
A Corhay, AT Rad, JP Urbain
Economics Letters 42 (4), 385-390, 1993
2861993
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
2742009
Error correction testing in panels with global stochastic trends
C Gengenbach, JP Urbain, J Westerlund
Research Memoranda 51, 2009
168*2009
Cross-sectional averages versus principal components
J Westerlund, JP Urbain
Journal of Econometrics 185 (2), 372-377, 2015
1622015
Cointegration Testing in Panels with Common Factors*
C Gengenbach, FC Palm, JP Urbain
Oxford Bulletin of Economics and Statistics 68 (s1), 683-719, 2006
1522006
Cross-sectional dependence robust block bootstrap panel unit root tests
FC Palm, S Smeekes, JP Urbain
Journal of Econometrics 163 (1), 85-104, 2011
1482011
Long run behaviour of Pacific-Basin stock prices
A Corhay, AT Rad, JP Urbain
Applied Financial Economics 5 (1), 11-18, 1995
1371995
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
1192008
On the estimation and inference in factor-augmented panel regressions with correlated loadings
J Westerlund, JP Urbain
Economics Letters 119 (3), 247-250, 2013
922013
Bootstrap Unit‐Root Tests: Comparison and Extensions
FC Palm, S Smeekes, JP Urbain
Journal of Time Series Analysis 29 (2), 371-401, 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
842000
Common cyclical features analysis in VAR models with cointegration
A Hecq, FC Palm, JP Urbain
Journal of Econometrics 132 (1), 117-141, 2006
812006
Lagrance-multiplier tersts for weak exogeneity: a synthesis
H Peter Boswijk, JP Urbain
Econometric Reviews 16 (1), 21-38, 1997
781997
Spurious regression in nonstationary panels with cross-unit cointegration
JP Urbain, J Westerlund
METEOR, Maastricht research school of Economics of TEchnology and ORganizations, 2006
712006
Partial versus full system modelling of cointegrated systems An empirical illustration
JP Urbain
Journal of Econometrics 69 (1), 177-210, 1995
711995
Exogeneity in error correction models
JP Urbain
Lecture notes in economics and mathematical systems, 1993
62*1993
Application of air quality combination forecasting to Bogota
J Westerlund, JP Urbain, J Bonilla
Atmospheric Environment 89, 22-28, 2014
462014
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
462002
Separation, Weak Exogeneity and PT Decomposition in Cointegrated Var Systems
A Hecq, FC Palm, JP Urbain
CES, 2002
46*2002
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