Weak Exogeneity in Error Correction Models JP Urbain Exogeneity in Error Correction Models, 43-81, 1993 | 337 | 1993 |
Common stochastic trends in European stock markets A Corhay, AT Rad, JP Urbain Economics Letters 42 (4), 385-390, 1993 | 286 | 1993 |
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 | 274 | 2009 |
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 | 162 | 2015 |
Cointegration Testing in Panels with Common Factors* C Gengenbach, FC Palm, JP Urbain Oxford Bulletin of Economics and Statistics 68 (s1), 683-719, 2006 | 152 | 2006 |
Cross-sectional dependence robust block bootstrap panel unit root tests FC Palm, S Smeekes, JP Urbain Journal of Econometrics 163 (1), 85-104, 2011 | 148 | 2011 |
Long run behaviour of Pacific-Basin stock prices A Corhay, AT Rad, JP Urbain Applied Financial Economics 5 (1), 11-18, 1995 | 137 | 1995 |
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 | 119 | 2008 |
On the estimation and inference in factor-augmented panel regressions with correlated loadings J Westerlund, JP Urbain Economics Letters 119 (3), 247-250, 2013 | 92 | 2013 |
Bootstrap Unit‐Root Tests: Comparison and Extensions FC Palm, S Smeekes, JP Urbain Journal of Time Series Analysis 29 (2), 371-401, 2008 | 89 | 2008 |
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 | 84 | 2000 |
Common cyclical features analysis in VAR models with cointegration A Hecq, FC Palm, JP Urbain Journal of Econometrics 132 (1), 117-141, 2006 | 81 | 2006 |
Lagrance-multiplier tersts for weak exogeneity: a synthesis H Peter Boswijk, JP Urbain Econometric Reviews 16 (1), 21-38, 1997 | 78 | 1997 |
Spurious regression in nonstationary panels with cross-unit cointegration JP Urbain, J Westerlund METEOR, Maastricht research school of Economics of TEchnology and ORganizations, 2006 | 71 | 2006 |
Partial versus full system modelling of cointegrated systems An empirical illustration JP Urbain Journal of Econometrics 69 (1), 177-210, 1995 | 71 | 1995 |
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 | 46 | 2014 |
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 | 46 | 2002 |
Separation, Weak Exogeneity and PT Decomposition in Cointegrated Var Systems A Hecq, FC Palm, JP Urbain CES, 2002 | 46* | 2002 |