Details about Georges BRESSON

Homepage:	http://bresson.u-paris2.fr
Phone:	(33) 1 44 41 89 73
Postal address:	Université PARIS II 12 place du Panthéon 75230 Paris Cedex 05 FRANCE
Workplace:	Centre de Recherche en Économie et Droit (CRED) (Research Center on Economics and Law), Département de Sciences Économiques et de Gestion (Department of Economics and Management), Université Paris-Panthéon-Assas (University of Paris-Pantheon-Assas), (more information at EDIRC) TEPP Fédération de Recherche Théorie et Évaluation des Poliques Publiques (TEPP Institute for Theory and Evaluation of Public Policies), (more information at EDIRC)

Access statistics for papers by Georges BRESSON.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pbr93

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Working Papers

2023

1. Nighttime Light Pollution and Economic Activities: A Spatio-Temporal Model with Common Factors for US Counties
   IZA Discussion Papers, Institute of Labor Economics (IZA)
   Also in CIRANO Working Papers, CIRANO (2023)
2. Robust dynamic space-time panel data models using ε-contamination: An application to crop yields and climate change
   CIRANO Working Papers, CIRANO View citations (1)
   Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2022)
   IZA Discussion Papers, Institute of Labor Economics (IZA) (2022)
3. Using machine learning to predict nosocomial infections and medical accidents in a NICU
   Post-Print, HAL
   Also in CIRANO Working Papers, CIRANO (2020) View citations (1)
   IZA Discussion Papers, Institute of Labor Economics (IZA) (2020) View citations (1)

2022

4. Robust dynamic space\textendashtime panel data models using \textdollar\textdollar\\varepsilon \textdollar\textdollar-contamination: an application to crop yields and climate change
   Post-Print, HAL

2021

5. Infections, accidents and nursing overtime in a neonatal intensive care unit
   Post-Print, HAL
   See also Journal Article Infections, accidents and nursing overtime in a neonatal intensive care unit, The European Journal of Health Economics, Springer (2022) (2022)
6. Robust Dynamic Panel Data Models Using 𝛆𝛆-Contamination
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)

2020

7. Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada
   CIRANO Working Papers, CIRANO View citations (4)
   Also in Papers, arXiv.org (2020) View citations (4)
   Post-Print, HAL (2020)
   IZA Discussion Papers, Institute of Labor Economics (IZA) (2020) View citations (5)
   See also Journal Article Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada, Empirical Economics, Springer (2021) View citations (5) (2021)
8. Growth Empirics: A Bayesian Semiparametric Model with Random Coefficients for a Panel of OECD Countries
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (2)
   See also Chapter Growth Empirics: a Bayesian Semiparametric Model With Random Coefficients for a Panel of OECD Countries, Advances in Econometrics, Emerald Group Publishing Limited (2020) View citations (2) (2020)
9. Infections, Accidents and Nursing Overtime in a Neonatal Intensive Care Unit: A Bayesian Semiparametric Panel Data Logit Model
   IZA Discussion Papers, Institute of Labor Economics (IZA)
   Also in CIRANO Working Papers, CIRANO (2020)
10. Robust Dynamic Panel Data Models Using e-Contamination
    IZA Discussion Papers, Institute of Labor Economics (IZA)
    Also in CIRANO Working Papers, CIRANO (2020)
    See also Chapter Robust Dynamic Panel Data Models Usingε-Contamination, Advances in Econometrics, Emerald Group Publishing Limited (2022) (2022)
11. Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation
    Papers, arXiv.org
    See also Journal Article Seemingly unrelated regression with measurement error: estimation via Markov Chain Monte Carlo and mean field variational Bayes approximation, The International Journal of Biostatistics, De Gruyter (2021) (2021)

2019

12. Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients
    Post-Print, HAL
    See also Journal Article Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients, Annals of Economics and Statistics, GENES (2019) View citations (3) (2019)

2018

13. Robust linear static panel data models using≤ssmml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="mml166" display="inline" overflow="scroll" altimg="si85.gif"\greater≤ssmml:mi\greater\upepsilon≤ss/mml:mi\greater≤ss/mml:math\greater-contamination
    Post-Print, HAL

2017

14. Robust Linear Static Panel Data Models Using ε-Contamination
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
    Also in Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques (2017) View citations (1)
    CIRANO Working Papers, CIRANO (2015)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2014)
    See also Journal Article Robust linear static panel data models using ε-contamination, Journal of Econometrics, Elsevier (2018) View citations (9) (2018)

2016

15. HOW IMPORTANT IS INNOVATION? A BAYESIAN FACTOR-AUGMENTED PRODUCTIVITY MODEL BASED ON PANEL DATA
    Post-Print, HAL
    See also Journal Article HOW IMPORTANT IS INNOVATION? A BAYESIAN FACTOR-AUGMENTED PRODUCTIVITY MODEL BASED ON PANEL DATA, Macroeconomic Dynamics, Cambridge University Press (2016) View citations (2) (2016)

2014

16. 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) View citations (1)
    Also in TEPP Working Paper, TEPP (2011) View citations (1)
    Working Papers, HAL (2011) View citations (1)
17. Robust linear static panel data models using epsilon-contamination
    MPRA Paper, University Library of Munich, Germany

2013

18. 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 View citations (3)
    See also Journal Article Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo‐Panel Model with Nested Random Effects, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) View citations (8) (2015)

2012

19. A Robust Hausman-Taylor Estimator
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (16)
    See also Chapter A Robust Hausman–Taylor Estimator, Advances in Econometrics, Emerald Group Publishing Limited (2012) (2012)

2010

20. 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 of Labor Economics (IZA) View citations (2)
    See also Journal Article 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, Elsevier (2011) View citations (44) (2011)

2009

21. Forecasting with Spatial Panel Data
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (13)
    Also in Working Papers ERMES, ERMES, University Paris 2 (2007)
    See also Journal Article Forecasting with spatial panel data, Computational Statistics & Data Analysis, Elsevier (2012) View citations (31) (2012)
22. 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
23. 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 (4)
    Also in Working Papers ERMES, ERMES, University Paris 2 (2007)
    See also Journal Article Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's Minimum Chi-Squared test, Statistics & Probability Letters, Elsevier (2009) View citations (5) (2009)

2008

24. 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 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, Springer (2011) View citations (14) (2011)
25. 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
26. Households gasoline expenditures in French communes: a two-part hierarchical model with correlated random effects
    Working Papers ERMES, ERMES, University Paris 2

2007

27. 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
    See also Journal Article Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity, AStA Advances in Statistical Analysis, Springer (2011) View citations (8) (2011)
28. L’industrie de croisière aux Caraïbes tend-elle à évincer l’industrie du tourisme de séjour?
    Working Papers ERMES, ERMES, University Paris 2
29. 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

30. Heteroskedasticity and Random Coefficient Model on Panel Data
    Working Papers ERMES, ERMES, University Paris 2
31. Panel Unit Root Tests and Spatial Dependence
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (8)
    Also in Working Papers ERMES, ERMES, University Paris 2 (2005)
    See also Journal Article Panel unit root tests and spatial dependence, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2007) View citations (125) (2007)

2005

32. 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)
    See also Journal Article Joint LM test for homoskedasticity in a one-way error component model, Journal of Econometrics, Elsevier (2006) View citations (29) (2006)
33. Patents and R&D spillovers in some European regions: a dynamic count panel data model
    Working Papers ERMES, ERMES, University Paris 2

2004

34. Adaptive estimation of heteroskedastic error component model
    Working Papers ERMES, ERMES, University Paris 2
    See also Journal Article ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS, Econometric Reviews, Taylor & Francis Journals (2005) View citations (6) (2005)
35. 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
36. Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators
    Post-Print, HAL
    See also Journal Article Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators, Empirical Economics, Springer (2004) View citations (35) (2004)

2003

37. Fixed effects, random effects or Hausman Taylor?
    Post-Print, HAL View citations (13)
38. Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption
    Post-Print, HAL View citations (2)
    Also in 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data (2002) View citations (31)
    See also Journal Article Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption, Empirical Economics, Springer (2003) View citations (63) (2003)
39. 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
40. The main determinants of the demand for public transport: a comparative analysis of England and France using shrinkage estimators
    Post-Print, HAL View citations (2)
    See also Journal Article 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, Elsevier (2003) View citations (38) (2003)

2002

41. Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators
    Post-Print, HAL

Journal Articles

2024

1. A Pretest Estimator for the Two-Way Error Component Model
   Econometrics, 2024, 12, (2), 1-15

2023

2. Robust dynamic space–time panel data models using $$\varepsilon $$ ε -contamination: an application to crop yields and climate change
   Empirical Economics, 2023, 64, (6), 2475-2509

2022

3. Infections, accidents and nursing overtime in a neonatal intensive care unit
   The European Journal of Health Economics, 2022, 23, (4), 627-643
   See also Working Paper Infections, accidents and nursing overtime in a neonatal intensive care unit, Post-Print (2021) (2021)

2021

4. Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada
   Empirical Economics, 2021, 60, (1), 227-259 View citations (5)
   See also Working Paper Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada, CIRANO Working Papers (2020) View citations (4) (2020)
5. Seemingly unrelated regression with measurement error: estimation via Markov Chain Monte Carlo and mean field variational Bayes approximation
   The International Journal of Biostatistics, 2021, 17, (1), 75-97
   See also Working Paper Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation, Papers (2020) (2020)

2019

6. Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients
   Annals of Economics and Statistics, 2019, (134), 43-77 View citations (3)
   See also Working Paper Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients, Post-Print (2019) (2019)

2018

7. Robust linear static panel data models using ε-contamination
   Journal of Econometrics, 2018, 202, (1), 108-123 View citations (9)
   See also Working Paper Robust Linear Static Panel Data Models Using ε-Contamination, Center for Policy Research Working Papers (2017) (2017)

2016

8. HOW IMPORTANT IS INNOVATION? A BAYESIAN FACTOR-AUGMENTED PRODUCTIVITY MODEL BASED ON PANEL DATA
   Macroeconomic Dynamics, 2016, 20, (8), 1987-2009 View citations (2)
   See also Working Paper HOW IMPORTANT IS INNOVATION? A BAYESIAN FACTOR-AUGMENTED PRODUCTIVITY MODEL BASED ON PANEL DATA, Post-Print (2016) (2016)

2015

9. 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 View citations (8)
   See also Working Paper Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo-Panel Model with Nested Random Effects, Center for Policy Research Working Papers (2013) View citations (3) (2013)

2012

10. Forecasting with spatial panel data
    Computational Statistics & Data Analysis, 2012, 56, (11), 3381-3397 View citations (31)
    See also Working Paper Forecasting with Spatial Panel Data, IZA Discussion Papers (2009) View citations (13) (2009)

2011

11. 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 (14)
    See also Working Paper A Functional Connectivity Approach for Modeling Cross-Sectional Dependence with an Application to the Estimation of Hedonic Housing Prices in Paris, Working Papers ERMES (2008) (2008)
12. 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 (8)
    See also Working Paper Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity, Working Papers ERMES (2007) (2007)
13. Crowding-Out Effects of Cruise Tourism on Stay-Over Tourism in the Caribbean: Non-Parametric Panel Data Evidence
    Tourism Economics, 2011, 17, (1), 127-158 View citations (3)
14. 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 (44)
    See also Working Paper 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 (2010) View citations (2) (2010)

2009

15. 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 (5)
    See also Working Paper Testing the Fixed Effects Restrictions? A Monte Carlo Study of Chamberlain's Minimum Chi-Squared Test, Center for Policy Research Working Papers (2009) View citations (4) (2009)

2007

16. Panel unit root tests and spatial dependence
    Journal of Applied Econometrics, 2007, 22, (2), 339-360 View citations (125)
    See also Working Paper Panel Unit Root Tests and Spatial Dependence, Center for Policy Research Working Papers (2006) View citations (8) (2006)
17. Spatial and Technological Spillovers in European Patenting Activities: a Dynamic Count Panel Data Model
    Annals of Economics and Statistics, 2007, (87-88), 167-194 View citations (7)

2006

18. Joint LM test for homoskedasticity in a one-way error component model
    Journal of Econometrics, 2006, 134, (2), 401-417 View citations (29)
    See also Working Paper Joint LM Test for Homoskedasticity in a One-Way error Component Model, Center for Policy Research Working Papers (2005) (2005)

2005

19. ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS
    Econometric Reviews, 2005, 24, (1), 39-58 View citations (6)
    See also Working Paper Adaptive estimation of heteroskedastic error component model, Working Papers ERMES (2004) (2004)

2004

20. 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 (21)
21. Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators
    Empirical Economics, 2004, 29, (1), 107-113 View citations (35)
    See also Working Paper Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators, Post-Print (2004) (2004)

2003

22. Fixed effects, random effects or Hausman-Taylor?: A pretest estimator
    Economics Letters, 2003, 79, (3), 361-369 View citations (174)
23. Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption
    Empirical Economics, 2003, 28, (4), 795-811 View citations (63)
    See also Working Paper Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption, Post-Print (2003) View citations (2) (2003)
24. 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 (38)
    See also Working Paper The main determinants of the demand for public transport: a comparative analysis of England and France using shrinkage estimators, Post-Print (2003) View citations (2) (2003)

2002

25. 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 (70)

1996

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

1992

27. Différenciation horizontale et verticale des produits: Une application à l'industrie automobile
    Annals of Economics and Statistics, 1992, (27), 115-147 View citations (1)
28. Heterogeneous Labor and the Dynamics of Aggregate Labor Demand: Some Estimations Using Panel Data
    Empirical Economics, 1992, 17, (1), 153-68 View citations (22)

Chapters

2024

1. Modelling Housing Using Multi-dimensional Panel Data
   Springer

2022

2. Robust Dynamic Panel Data Models Usingε-Contamination
   A chapter in Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, 2022, vol. 43B, pp 307-336
   See also Working Paper Robust Dynamic Panel Data Models Using e-Contamination, Institute of Labor Economics (IZA) (2020) (2020)

2020

3. Comments on “An Econometrician’s Perspective on Big Data” by Cheng Hsiao
   A chapter in Essays in Honor of Cheng Hsiao, 2020, vol. 41, pp 431-443
4. Growth Empirics: a Bayesian Semiparametric Model With Random Coefficients for a Panel of OECD Countries
   A chapter in Essays in Honor of Cheng Hsiao, 2020, vol. 41, pp 217-253 View citations (2)
   See also Working Paper Growth Empirics: A Bayesian Semiparametric Model with Random Coefficients for a Panel of OECD Countries, Center for Policy Research, Maxwell School, Syracuse University (2020) View citations (2) (2020)

2012

5. A Robust Hausman–Taylor Estimator
   A chapter in Essays in Honor of Jerry Hausman, 2012, pp 175-214
   See also Working Paper A Robust Hausman-Taylor Estimator, Center for Policy Research, Maxwell School, Syracuse University (2012) View citations (16) (2012)

2003

6. A COMPARATIVE STUDY OF PURE AND PRETEST ESTIMATORS FOR A POSSIBLY MISSPECIFIED TWO-WAY ERROR COMPONENT MODEL
   A chapter in Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, 2003, pp 1-27