Details about Georges BRESSON

Access statistics for papers by Georges BRESSON.

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Short-id: pbr93

Working Papers

2015

1. Robust linear static panel data models using ε-contamination
   CIRANO Working Papers, CIRANO
   Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2014)

2014

2. How important is innovation? A Bayesian factor-augmented productivity model on panel data
   MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT)
   Also in TEPP Working Paper, TEPP (2011) View citations (1)
   Working Papers, HAL (2011) View citations (1)
3. Robust linear static panel data models using epsilon-contamination
   MPRA Paper, University Library of Munich, Germany

2013

4. Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo-Panel Model with Nested Random Effects
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
   See also Journal Article in Journal of Applied Econometrics (2015)

2012

5. A Robust Hausman-Taylor Estimator
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (3)

2010

6. Maximum Likelihood Estimation and Lagrange Multiplier Tests for Panel Seemingly Unrelated Regressions with Spatial Lag and Spatial Errors: An Application to Hedonic Housing Prices in Paris
   IZA Discussion Papers, Institute for the Study of Labor (IZA)
   See also Journal Article in Journal of Urban Economics (2011)

2009

7. Forecasting with Spatial Panel Data
   IZA Discussion Papers, Institute for the Study of Labor (IZA) View citations (5)
   Also in Working Papers ERMES, ERMES, University Paris 2 (2007)
   See also Journal Article in Computational Statistics & Data Analysis (2012)
8. ML estimation and LM tests for panel SUR with spatial lag and spatial errors: An application to hedonic housing prices in Paris
   Working Papers ERMES, ERMES, University Paris 2
9. Testing the Fixed Effects Restrictions? A Monte Carlo Study of Chamberlain's Minimum Chi-Squared Test
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
   Also in Working Papers ERMES, ERMES, University Paris 2 (2007)
   See also Journal Article in Statistics & Probability Letters (2009)

2008

10. A Functional Connectivity Approach for Modeling Cross-Sectional Dependence with an Application to the Estimation of Hedonic Housing Prices in Paris
    Working Papers ERMES, ERMES, University Paris 2
    See also Journal Article in AStA Advances in Statistical Analysis (2011)
11. Crowding-out effects of cruise tourism on stay-over tourism within the Caribbean. A non parametric panel data evidence
    Working Papers ERMES, ERMES, University Paris 2
12. Households gasoline expenditures in French communes: a two-part hierarchical model with correlated random effects
    Working Papers ERMES, ERMES, University Paris 2

2007

13. Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity
    Working Papers ERMES, ERMES, University Paris 2 View citations (2)
    See also Journal Article in AStA Advances in Statistical Analysis (2011)
14. L’industrie de croisière aux Caraïbes tend-elle à évincer l’industrie du tourisme de séjour?
    Working Papers ERMES, ERMES, University Paris 2
15. Two-part hierarchical model with correlated random effects: an Application on households gasoline expenditures in French communes
    Working Papers ERMES, ERMES, University Paris 2

2006

16. Heteroskedasticity and Random Coefficient Model on Panel Data
    Working Papers ERMES, ERMES, University Paris 2
17. Panel Unit Root Tests and Spatial Dependence
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (6)
    Also in Working Papers ERMES, ERMES, University Paris 2 (2005)
    See also Journal Article in Journal of Applied Econometrics (2007)

2005

18. Joint LM Test for Homoskedasticity in a One-Way error Component Model
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
    Also in Working Papers ERMES, ERMES, University Paris 2 (2004) View citations (5)
    See also Journal Article in Journal of Econometrics (2006)
19. Patents and R&D spillovers in some European regions: a dynamic count panel data model
    Working Papers ERMES, ERMES, University Paris 2 View citations (2)

2004

20. Adaptive estimation of heteroskedastic error component model
    Working Papers ERMES, ERMES, University Paris 2 View citations (2)
    See also Journal Article in Econometric Reviews (2005)
21. Is urban sprawl stimulated by economic growth ? A hierarchical Bayes estimation on the largest metropolitan areas in France
    Working Papers ERMES, ERMES, University Paris 2

2003

22. Hétérogénéité de l'offre et de la demande touristiques des communes de la Martinique: une estimation non paramétrique sur données de panel
    Working Papers ERMES, ERMES, University Paris 2

2002

23. Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption
    10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data View citations (31)
    See also Journal Article in Empirical Economics (2003)

Journal Articles

2016

1. HOW IMPORTANT IS INNOVATION? A BAYESIAN FACTOR-AUGMENTED PRODUCTIVITY MODEL BASED ON PANEL DATA
   Macroeconomic Dynamics, 2016, 20, (08), 1987-2009

2015

2. Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo‐Panel Model with Nested Random Effects
   Journal of Applied Econometrics, 2015, 30, (3), 509-528
   See also Working Paper (2013)

2012

3. Forecasting with spatial panel data
   Computational Statistics & Data Analysis, 2012, 56, (11), 3381-3397 View citations (11)
   See also Working Paper (2009)

2011

4. A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris
   AStA Advances in Statistical Analysis, 2011, 95, (4), 501-529 View citations (8)
   See also Working Paper (2008)
5. Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity
   AStA Advances in Statistical Analysis, 2011, 95, (4), 435-452 View citations (5)
   See also Working Paper (2007)
6. Maximum likelihood estimation and Lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: An application to hedonic housing prices in Paris
   Journal of Urban Economics, 2011, 69, (1), 24-42 View citations (14)
   See also Working Paper (2010)

2009

7. Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's Minimum Chi-Squared test
   Statistics & Probability Letters, 2009, 79, (10), 1358-1362 View citations (1)
   See also Working Paper (2009)

2007

8. Panel unit root tests and spatial dependence
   Journal of Applied Econometrics, 2007, 22, (2), 339-360 View citations (75)
   See also Working Paper (2006)
9. Spatial and Technological Spillovers in European Patenting Activities: a Dynamic Count Panel Data Model
   Annals of Economics and Statistics, 2007, (87-88), 167-194

2006

10. Joint LM test for homoskedasticity in a one-way error component model
    Journal of Econometrics, 2006, 134, (2), 401-417 View citations (15)
    See also Working Paper (2005)

2005

11. ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS
    Econometric Reviews, 2005, 24, (1), 39-58 View citations (4)
    See also Working Paper (2004)

2004

12. Economic and structural determinants of the demand for public transport: an analysis on a panel of French urban areas using shrinkage estimators
    Transportation Research Part A: Policy and Practice, 2004, 38, (4), 269-285 View citations (13)
13. Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators
    Empirical Economics, 2004, 29, (1), 107-113 View citations (22)

2003

14. Fixed effects, random effects or Hausman-Taylor?: A pretest estimator
    Economics Letters, 2003, 79, (3), 361-369 View citations (96)
15. Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption
    Empirical Economics, 2003, 28, (4), 795-811 View citations (37)
    See also Working Paper (2002)
16. The main determinants of the demand for public transport: a comparative analysis of England and France using shrinkage estimators
    Transportation Research Part A: Policy and Practice, 2003, 37, (7), 605-627 View citations (22)

2002

17. Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: Some empirical evidence from US electricity and natural-gas consumption
    Economics Letters, 2002, 76, (3), 375-382 View citations (43)

1996

18. Compte rendu d'ouvrage - Dynamic Econometrics
    Cahiers d'Economie et de Sociologie Rurales (CESR), 1996, 41
    Also in Cahiers d'Economie et Sociologie Rurales, 1996, 41, 149-150 (1996)

1992

19. Différenciation horizontale et verticale des produits: Une application à l'industrie automobile
    Annals of Economics and Statistics, 1992, (27), 115-147
20. Heterogeneous Labor and the Dynamics of Aggregate Labor Demand: Some Estimations Using Panel Data
    Empirical Economics, 1992, 17, (1), 153-68 View citations (18)