Follow
Yunus Emre Ergemen
Yunus Emre Ergemen
CREATES, Aarhus University Department of Economics and Business Economics
Verified email at econ.au.dk - Homepage
Title
Cited by
Cited by
Year
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
YE Ergemen, C Velasco
Journal of Econometrics 196 (2), 248-258, 2017
412017
Forecasting causes of death by using compositional data analysis: the case of cancer deaths
S Kjærgaard, YE Ergemen, M Kallestrup-Lamb, J Oeppen, ...
Journal of the Royal Statistical Society Series C: Applied Statistics 68 (5 …, 2019
382019
System estimation of panel data models under long-range dependence
YE Ergemen
Journal of Business & Economic Statistics 37 (1), 13-26, 2019
272019
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads
YE Ergemen, N Haldrup, CV Rodríguez-Caballero
Energy Economics 60, 79-96, 2016
272016
Longevity forecasting by socio-economic groups using compositional data analysis
S Kjærgaard, YE Ergemen, MP Bergeron-Boucher, J Oeppen, ...
Journal of the Royal Statistical Society Series A: Statistics in Society 183 …, 2020
152020
Estimation of a dynamic multi-level factor model with possible long-range dependence
YE Ergemen, CV Rodríguez-Caballero
International Journal of Forecasting 39 (1), 405-430, 2023
13*2023
Forecasting inflation rates with multi-level international dependence
YE Ergemen
Economics Letters 214, 110456, 2022
72022
A dynamic multi-level factor model with long-range dependence
YE Ergemen, CV Rodríguez-Caballero
Department of Economics and Business Ecoomics, Aarhus University, 2016
62016
Generalized efficient inference on factor models with long-range dependence
YE Ergemen
32016
Parametric estimation of long memory in factor models
YE Ergemen
Journal of Econometrics 235 (2), 1483-1499, 2023
22023
Predictive Regressions under Arbitrary Persistence and Stock Return Predictability
D Borup, BJ Christensen, YE Ergemen
Available at SSRN 3802472, 2021
12021
Persistence heterogeneity testing in panels with interactive fixed effects
YE Ergemen, C Velasco
Journal of Time Series Analysis 40 (4), 573-589, 2019
12019
Assessing predictive accuracy in panel data models with long-range dependence
D Borup, BJ Christensen, YE Ergemen
2019
Supplemental Material to System Estimation of Panel Data Models under Long-Range Dependence
YE Ergemen
2016
Panel data models with long-range dependence
YE Ergemen
Universidad Carlos III de Madrid, 2015
2015
The system can't perform the operation now. Try again later.
Articles 1–15