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Details about Natalia Bailey

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Workplace:Department of Econometrics and Business Statistics, Monash Business School, Monash University, (more information at EDIRC)

Access statistics for papers by Natalia Bailey.

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

Short-id: pba1417


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Working Papers

2020

  1. Measurement of Factor Strenght: Theory and Practice
    CESifo Working Paper Series, CESifo Downloads View citations (3)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2020) Downloads View citations (3)

    See also Journal Article Measurement of factor strength: Theory and practice, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2021) Downloads View citations (6) (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 Downloads

2019

  1. Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices
    CESifo Working Paper Series, CESifo Downloads 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) Downloads View citations (27) (2021)

2018

  1. Exponent of Cross-sectional Dependence for Residuals
    CESifo Working Paper Series, CESifo Downloads
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2018) Downloads

    See also Journal Article Exponent of Cross-sectional Dependence for Residuals, Sankhya B: The Indian Journal of Statistics, Springer (2019) Downloads View citations (12) (2019)

2015

  1. A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (3)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2014) Downloads View citations (10)
    CESifo Working Paper Series, CESifo (2014) Downloads View citations (22)

    See also Journal Article A multiple testing approach to the regularisation of large sample correlation matrices, Journal of Econometrics, Elsevier (2019) Downloads View citations (19) (2019)
  2. Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients
    CESifo Working Paper Series, CESifo Downloads View citations (26)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2015) Downloads View citations (26)
  3. Spectral Approach to Parameter-Free Unit Root Testing
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    See also Journal Article Spectral approach to parameter-free unit root testing, Computational Statistics & Data Analysis, Elsevier (2016) Downloads View citations (1) (2016)

2014

  1. A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence
    CESifo Working Paper Series, CESifo Downloads View citations (2)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2013) Downloads 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) Downloads View citations (85) (2016)

2012

  1. Exponent of Cross-sectional Dependence: Estimation and Inference
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (69)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2012) Downloads View citations (27)
    CESifo Working Paper Series, CESifo (2012) Downloads View citations (27)

    See also Journal Article Exponent of Cross‐Sectional Dependence: Estimation and Inference, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016) Downloads 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 Downloads

2021

  1. Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices
    Journal of Applied Econometrics, 2021, 36, (1), 18-44 Downloads View citations (27)
    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) Downloads View citations (6) (2019)
  2. Measurement of factor strength: Theory and practice
    Journal of Applied Econometrics, 2021, 36, (5), 587-613 Downloads View citations (6)
    See also Working Paper Measurement of Factor Strenght: Theory and Practice, CESifo Working Paper Series (2020) Downloads View citations (3) (2020)

2020

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

2019

  1. A multiple testing approach to the regularisation of large sample correlation matrices
    Journal of Econometrics, 2019, 208, (2), 507-534 Downloads View citations (19)
    See also Working Paper A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices, Working Papers (2015) Downloads View citations (3) (2015)
  2. Exponent of Cross-sectional Dependence for Residuals
    Sankhya B: The Indian Journal of Statistics, 2019, 81, (1), 46-102 Downloads View citations (12)
    See also Working Paper Exponent of Cross-sectional Dependence for Residuals, CESifo Working Paper Series (2018) Downloads (2018)

2016

  1. A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence
    Journal of Applied Econometrics, 2016, 31, (1), 249-280 Downloads 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) Downloads View citations (2) (2014)
  2. Exponent of Cross‐Sectional Dependence: Estimation and Inference
    Journal of Applied Econometrics, 2016, 31, (6), 929-960 Downloads View citations (70)
    See also Working Paper Exponent of Cross-sectional Dependence: Estimation and Inference, Cambridge Working Papers in Economics (2012) Downloads View citations (69) (2012)
  3. Spectral approach to parameter-free unit root testing
    Computational Statistics & Data Analysis, 2016, 100, (C), 4-16 Downloads View citations (1)
    See also Working Paper Spectral Approach to Parameter-Free Unit Root Testing, Working Papers (2015) Downloads (2015)

2013

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