Estimation of fractionally integrated panels with fixed effects and cross-section dependence YE Ergemen, C Velasco Journal of Econometrics 196 (2), 248-258, 2017 | 41 | 2017 |
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 | 38 | 2019 |
System estimation of panel data models under long-range dependence YE Ergemen Journal of Business & Economic Statistics 37 (1), 13-26, 2019 | 27 | 2019 |
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 | 27 | 2016 |
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 | 15 | 2020 |
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 | 7 | 2022 |
A dynamic multi-level factor model with long-range dependence YE Ergemen, CV Rodríguez-Caballero Department of Economics and Business Ecoomics, Aarhus University, 2016 | 6 | 2016 |
Generalized efficient inference on factor models with long-range dependence YE Ergemen | 3 | 2016 |
Parametric estimation of long memory in factor models YE Ergemen Journal of Econometrics 235 (2), 1483-1499, 2023 | 2 | 2023 |
Predictive Regressions under Arbitrary Persistence and Stock Return Predictability D Borup, BJ Christensen, YE Ergemen Available at SSRN 3802472, 2021 | 1 | 2021 |
Persistence heterogeneity testing in panels with interactive fixed effects YE Ergemen, C Velasco Journal of Time Series Analysis 40 (4), 573-589, 2019 | 1 | 2019 |
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 |