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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 2021-02-25. 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 (1)
    Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2020) Downloads View citations (1)
  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 (2)
    See also Journal Article in Journal of Applied Econometrics (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 in Sankhya B: The Indian Journal of Statistics (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
    Also in CESifo Working Paper Series, CESifo (2014) Downloads View citations (22)
    Working Papers, Queen Mary University of London, School of Economics and Finance (2015) Downloads View citations (3)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2014) Downloads View citations (6)

    See also Journal Article in Journal of Econometrics (2019)
  2. Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (13)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2015) Downloads View citations (21)
    CESifo Working Paper Series, CESifo (2015) Downloads View citations (22)
  3. Spectral Approach to Parameter-Free Unit Root Testing
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2015) Downloads

    See also Journal Article in Computational Statistics & Data Analysis (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 in Journal of Applied Econometrics (2016)

2012

  1. Exponent of Cross-sectional Dependence: Estimation and Inference
    CESifo Working Paper Series, CESifo Downloads View citations (8)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2012) Downloads View citations (66)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2012) Downloads View citations (8)

    See also Journal Article in Journal of Applied Econometrics (2016)

Journal Articles

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 (1)
    See also Working Paper (2019)

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 (8)
    See also Working Paper (2015)
  2. Exponent of Cross-sectional Dependence for Residuals
    Sankhya B: The Indian Journal of Statistics, 2019, 81, (1), 46-102 Downloads View citations (3)
    See also Working Paper (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 (47)
    See also Working Paper (2014)
  2. Exponent of Cross‐Sectional Dependence: Estimation and Inference
    Journal of Applied Econometrics, 2016, 31, (6), 929-960 Downloads View citations (37)
    See also Working Paper (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 (2015)

2013

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