Details about Natalia Bailey

Access statistics for papers by Natalia Bailey.

Last updated 2022-07-06. Update your information in the RePEc Author Service.

Short-id: pba1417

Working Papers

2020

1. Measurement of Factor Strenght: Theory and Practice
   CESifo Working Paper Series, CESifo View citations (3)
   Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2020) View citations (3)
   See also Journal Article Measurement of factor strength: Theory and practice, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2021) View citations (8) (2021)
2. Statistical Modelling and Forecast Evaluation of the Impact of Extreme Temperatures on Wheat Crops in North Western Victoria
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2019

3. Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices
   CESifo Working Paper Series, CESifo View citations (6)
   See also Journal Article Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2021) View citations (31) (2021)

2018

4. Exponent of Cross-sectional Dependence for Residuals
   CESifo Working Paper Series, CESifo
   Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2018)
   See also Journal Article Exponent of Cross-sectional Dependence for Residuals, Sankhya B: The Indian Journal of Statistics, Springer (2019) View citations (15) (2019)

2015

5. A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices
   Working Papers, Queen Mary University of London, School of Economics and Finance View citations (3)
   Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2014) View citations (10)
   CESifo Working Paper Series, CESifo (2014) View citations (22)
   See also Journal Article A multiple testing approach to the regularisation of large sample correlation matrices, Journal of Econometrics, Elsevier (2019) View citations (21) (2019)
6. Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients
   Working Papers, Queen Mary University of London, School of Economics and Finance View citations (26)
   Also in CESifo Working Paper Series, CESifo (2015) View citations (26)
7. Spectral Approach to Parameter-Free Unit Root Testing
   Working Papers, Queen Mary University of London, School of Economics and Finance
   See also Journal Article Spectral approach to parameter-free unit root testing, Computational Statistics & Data Analysis, Elsevier (2016) View citations (1) (2016)

2014

8. A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence
   CESifo Working Paper Series, CESifo View citations (2)
   Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2013) View citations (26)
   See also Journal Article A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016) View citations (85) (2016)

2012

9. Exponent of Cross-sectional Dependence: Estimation and Inference
   CESifo Working Paper Series, CESifo View citations (27)
   Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2012) View citations (27)
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2012) View citations (69)
   See also Journal Article Exponent of Cross‐Sectional Dependence: Estimation and Inference, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016) View citations (70) (2016)

Journal Articles

2022

1. A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models*
   Econometric Reviews, 2022, 41, (5), 564-582

2021

2. Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices
   Journal of Applied Econometrics, 2021, 36, (1), 18-44 View citations (31)
   See also Working Paper Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices, CESifo Working Paper Series (2019) View citations (6) (2019)
3. Measurement of factor strength: Theory and practice
   Journal of Applied Econometrics, 2021, 36, (5), 587-613 View citations (8)
   See also Working Paper Measurement of Factor Strenght: Theory and Practice, CESifo Working Paper Series (2020) View citations (3) (2020)

2020

4. Correction to: Exponent of Cross-sectional Dependence for Residuals
   Sankhya B: The Indian Journal of Statistics, 2020, 82, (2), 380-380

2019

5. A multiple testing approach to the regularisation of large sample correlation matrices
   Journal of Econometrics, 2019, 208, (2), 507-534 View citations (21)
   See also Working Paper A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices, Working Papers (2015) View citations (3) (2015)
6. Exponent of Cross-sectional Dependence for Residuals
   Sankhya B: The Indian Journal of Statistics, 2019, 81, (1), 46-102 View citations (15)
   See also Working Paper Exponent of Cross-sectional Dependence for Residuals, CESifo Working Paper Series (2018) (2018)

2016

7. A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence
   Journal of Applied Econometrics, 2016, 31, (1), 249-280 View citations (85)
   See also Working Paper A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence, CESifo Working Paper Series (2014) View citations (2) (2014)
8. Exponent of Cross‐Sectional Dependence: Estimation and Inference
   Journal of Applied Econometrics, 2016, 31, (6), 929-960 View citations (70)
   See also Working Paper Exponent of Cross-sectional Dependence: Estimation and Inference, CESifo Working Paper Series (2012) View citations (27) (2012)
9. Spectral approach to parameter-free unit root testing
   Computational Statistics & Data Analysis, 2016, 100, (C), 4-16 View citations (1)
   See also Working Paper Spectral Approach to Parameter-Free Unit Root Testing, Working Papers (2015) (2015)

2013

10. Weak convergence in the near unit root setting
    Statistics & Probability Letters, 2013, 83, (5), 1411-1415