Details about Jean-Pierre Urbain
This author is deceased (2016-10-01). Access statistics for papers by Jean-Pierre Urbain.
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Short-id: pur1
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Working Papers
2020
- A statistical analysis of time trends in atmospheric ethane
Papers, arXiv.org View citations (4)
See also Journal Article A statistical analysis of time trends in atmospheric ethane, Climatic Change, Springer (2020) View citations (4) (2020)
2019
- Autoregressive Wild Bootstrap Inference for Nonparametric Trends
Papers, arXiv.org View citations (2)
Also in Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2017) View citations (2)
See also Journal Article Autoregressive wild bootstrap inference for nonparametric trends, Journal of Econometrics, Elsevier (2020) View citations (13) (2020)
2014
- A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing
Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) View citations (12)
- CCE estimation of factor-augmented regression models with more factors than observables
Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) View citations (6)
See also Journal Article CCE estimation of factor‐augmented regression models with more factors than observables, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) View citations (12) (2019)
- Combining distributions of real-time forecasts: An application to U.S. growth
Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) 
Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2012) View citations (2)
2013
- Testing for common cycles in non-stationary VARs with varied frecquency data
Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) View citations (20)
See also Chapter Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data, Advances in Econometrics, Emerald Group Publishing Limited (2013) (2013)
2012
- Forecasting Mixed Frequency Time Series with ECM-MIDAS Models
Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (7)
See also Journal Article Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models, Journal of Forecasting, John Wiley & Sons, Ltd. (2014) View citations (22) (2014)
2011
- Are panel unit root tests useful for real-time data?
Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (1)
- Cross sectional averages or principal components?
Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (16)
- On the applicability of the sieve bootstrap in time series panels
Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (2)
See also Journal Article On the Applicability of the Sieve Bootstrap in Time Series Panels, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2014) View citations (6) (2014)
2008
- Cross-sectional dependence robust block bootstrap panel unit root tests
Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (16)
See also Journal Article Cross-sectional dependence robust block bootstrap panel unit root tests, Journal of Econometrics, Elsevier (2011) View citations (57) (2011)
- Panel error correction testing with global stochastic trends
Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (24)
2007
- A sieve bootstrap test for cointegration in a conditional error correction model
Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (4)
See also Journal Article A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL, Econometric Theory, Cambridge University Press (2010) View citations (14) (2010)
2006
- Bootstrap unit root tests: comparison and extensions
Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (2)
See also Journal Article Bootstrap Unit‐Root Tests: Comparison and Extensions, Journal of Time Series Analysis, Wiley Blackwell (2008) View citations (42) (2008)
- Spurious regression in nonstationary panels with cross-unit cointegration
Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (28)
2005
- Machine scheduling with resource dependent processing times
Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (9)
2004
- Bridging the gap between Ox and Gauss using OxGauss
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 
See also Journal Article Bridging the gap between Ox and Gauss using OxGauss, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2005) View citations (1) (2005)
- Minimal manipulability: anonymity and surjectivity
Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (1)
- Stochastic Online Scheduling on Parallel Machines
Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (17)
2002
- Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features
CESifo Working Paper Series, CESifo View citations (28)
See also Journal Article SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES, Econometric Reviews, Taylor & Francis Journals (2002) View citations (30) (2002)
2001
- Testing for Common Cyclical Features in Var Models with Cointegration
CESifo Working Paper Series, CESifo View citations (29)
2000
- Testing for Common Cyclical Features in Nonstationary Panel Data Models
CESifo Working Paper Series, CESifo View citations (6)
1999
- Corporate Governance Structures, Control and Performance in European Markets: A Tale of Two Systems
Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1999) View citations (3) LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1999) View citations (4)
1997
- Oil Price Shocks and Long Run Price and Import Demand Behavior
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
See also Journal Article Oil Price Shocks and Long Run Price and Import Demand Behavior, Annals of the Institute of Statistical Mathematics, Springer (1999) View citations (1) (1999)
1996
- Intertemporal Substitution in Import Demand and Habit Formation
LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (5)
See also Journal Article Intertemporal substitution in import demand and habit formation, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1998) View citations (15) (1998)
- Labor market dynamics when effort depends on wage growth comparisons
LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (1)
See also Journal Article Labor market dynamics when effort depends on wage growth comparisons, Empirical Economics, Springer (2000) View citations (7) (2000)
- Stackelberg and Cournot competition under equilibrium limit pricing
Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (3)
1994
- To fine or to punish in the Late Middle Ages. A Time Series Analysis of Justice Administration in Nivelles, 1424-1536
LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
1991
- Finite Sample Behaviour of some Unit Root Tests in the Presence of Arch Effects
Working Papers, Liege - Centre de Recherches Economiques et Demographiques
- On Weak Exogeneity in Error Correction Models
Working Papers, Liege - Centre de Recherches Economiques et Demographiques View citations (25)
See also Journal Article On Weak Exogeneity in Error Correction Models, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1992) View citations (133) (1992)
1990
- ASSESSING LONG RUN PURCHASING POWER PARITY USING COINTEGRATION ANALYSIS: THE CASE OF SMALL AND OPEN ECONOMY
Working Papers, Liege - Centre de Recherches Economiques et Demographiques
1989
- ERRORS CORRECTION MODELS FOR AGGREGATE IMPORTS: FUTHER EVIDENCE USING MULTIVARIATE COINTEGRATION TECHNIQUES
Working Papers, Liege - Centre de Recherches Economiques et Demographiques
- STRUCTURAL INVARIANCE AND SUPER EXOGENEITY::: MARIBEL'S CONSUMPTION FUNCTION REVISITED
Working Papers, Liege - Centre de Recherches Economiques et Demographiques
1988
- ERROR CORRECTION MODELS FOR AGGREGATE IMPORTS: THE CASE OF TWO SMALL OPEN EUROPEAN ECONOMIES
Working Papers, Liege - Centre de Recherches Economiques et Demographiques View citations (3)
- FURTHER RESULTS ON THE INSTABILITY OF THE DEMAND FOR MONEY DURING THE GERMAN HYPERINFLATION
Working Papers, Liege - Centre de Recherches Economiques et Demographiques
Journal Articles
2020
- A statistical analysis of time trends in atmospheric ethane
Climatic Change, 2020, 162, (1), 105-125 View citations (4)
See also Working Paper A statistical analysis of time trends in atmospheric ethane, Papers (2020) View citations (4) (2020)
- Autoregressive wild bootstrap inference for nonparametric trends
Journal of Econometrics, 2020, 214, (1), 81-109 View citations (13)
See also Working Paper Autoregressive Wild Bootstrap Inference for Nonparametric Trends, Papers (2019) View citations (2) (2019)
2019
- CCE estimation of factor‐augmented regression models with more factors than observables
Journal of Applied Econometrics, 2019, 34, (2), 268-284 View citations (12)
See also Working Paper CCE estimation of factor-augmented regression models with more factors than observables, Research Memorandum (2014) View citations (6) (2014)
- Econometric Analysis of Panel Data Models with Multifactor Error Structures
Annual Review of Economics, 2019, 11, (1), 495-522 View citations (7)
- Focused information criterion for locally misspecified vector autoregressive models
Econometric Reviews, 2019, 38, (7), 763-792 View citations (2)
2017
- Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type
Insurance: Mathematics and Economics, 2017, 75, (C), 117-125 View citations (3)
2016
- Combining forecasts from successive data vintages: An application to U.S. growth
International Journal of Forecasting, 2016, 32, (1), 61-74 View citations (5)
- Error Correction Testing in Panels with Common Stochastic Trends
Journal of Applied Econometrics, 2016, 31, (6), 982-1004 View citations (28)
2015
- Cross-sectional averages versus principal components
Journal of Econometrics, 2015, 185, (2), 372-377 View citations (80)
2014
- Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models
Journal of Forecasting, 2014, 33, (3), 198-213 View citations (22)
See also Working Paper Forecasting Mixed Frequency Time Series with ECM-MIDAS Models, Research Memorandum (2012) View citations (7) (2012)
- On the Applicability of the Sieve Bootstrap in Time Series Panels
Oxford Bulletin of Economics and Statistics, 2014, 76, (1), 139-151 View citations (6)
See also Working Paper On the applicability of the sieve bootstrap in time series panels, Research Memorandum (2011) View citations (2) (2011)
2013
- Alternative representations for cointegrated panels with global stochastic trends
Economics Letters, 2013, 118, (3), 485-488 View citations (2)
- On the estimation and inference in factor-augmented panel regressions with correlated loadings
Economics Letters, 2013, 119, (3), 247-250 View citations (116)
- On the implementation and use of factor-augmented regressions in panel data
Journal of Asian Economics, 2013, 28, (C), 3-11 View citations (73)
2011
- Cross-sectional dependence robust block bootstrap panel unit root tests
Journal of Econometrics, 2011, 163, (1), 85-104 View citations (57)
See also Working Paper Cross-sectional dependence robust block bootstrap panel unit root tests, Research Memorandum (2008) View citations (16) (2008)
- Factor structures for panel and multivariate time series data
Journal of Econometrics, 2011, 163, (1), 1-3 View citations (1)
- Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends
Oxford Bulletin of Economics and Statistics, 2011, 73, (1), 119-139 View citations (12)
2010
- A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL
Econometric Theory, 2010, 26, (3), 647-681 View citations (14)
See also Working Paper A sieve bootstrap test for cointegration in a conditional error correction model, Research Memorandum (2007) View citations (4) (2007)
- Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling
Econometric Reviews, 2010, 29, (2), 111-145 View citations (55)
2008
- A cautious note on the use of panel models to predict financial crises
Economics Letters, 2008, 101, (1), 80-83 View citations (62)
- Bootstrap Unit‐Root Tests: Comparison and Extensions
Journal of Time Series Analysis, 2008, 29, (2), 371-401 View citations (42)
See also Working Paper Bootstrap unit root tests: comparison and extensions, Research Memorandum (2006) View citations (2) (2006)
2006
- Causality and exogeneity in econometrics
Journal of Econometrics, 2006, 132, (2), 305-309 View citations (5)
- Cointegration Testing in Panels with Common Factors*
Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 683-719 View citations (82)
- Common cyclical features analysis in VAR models with cointegration
Journal of Econometrics, 2006, 132, (1), 117-141 View citations (69)
2005
- Book Reviews: Eric Ghysels, Norman R. Swanson and Mark W.Watson, Essays in Econometrics, Collected Papers of Clive W.J. Granger, Volume II: Causality, Integration and Cointegration, and Long Memory, Cambridge University Press, Cambridge, 2001, GBP 30.00 (ISBN 0 52179 649 0)
De Economist, 2005, 153, (1), 125-127
- Bridging the gap between Ox and Gauss using OxGauss
Journal of Applied Econometrics, 2005, 20, (1), 131-139 View citations (1)
Also in Journal of Applied Econometrics, 2005, 20, (1), 131-139 (2005) 
See also Working Paper Bridging the gap between Ox and Gauss using OxGauss, LIDAM Discussion Papers CORE (2004) (2004)
2002
- SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES
Econometric Reviews, 2002, 21, (3), 273-307 View citations (30)
See also Working Paper Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features, CESifo Working Paper Series (2002) View citations (28) (2002)
2000
- Labor market dynamics when effort depends on wage growth comparisons
Empirical Economics, 2000, 25, (3), 393-419 View citations (7)
See also Working Paper Labor market dynamics when effort depends on wage growth comparisons, LIDAM Discussion Papers IRES (1996) View citations (1) (1996)
- Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles
Oxford Bulletin of Economics and Statistics, 2000, 62, (4), 511-532 View citations (58)
1999
- Oil Price Shocks and Long Run Price and Import Demand Behavior
Annals of the Institute of Statistical Mathematics, 1999, 51, (3), 399-417 View citations (1)
See also Working Paper Oil Price Shocks and Long Run Price and Import Demand Behavior, Econometric Institute Research Papers (1997) (1997)
1998
- Intertemporal substitution in import demand and habit formation
Journal of Applied Econometrics, 1998, 13, (6), 589-612 View citations (15)
See also Working Paper Intertemporal Substitution in Import Demand and Habit Formation, LIDAM Discussion Papers IRES (1996) View citations (5) (1996)
1997
- Lagrance-multiplier tersts for weak exogeneity: a synthesis
Econometric Reviews, 1997, 16, (1), 21-38 View citations (15)
- Statistical Demand Functions for Food in the USA and the Netherlands
Journal of Applied Econometrics, 1997, 12, (5), 615-37 View citations (16)
- Statistical Demand Functions for Food in the USA and the Netherlands: Reply
Journal of Applied Econometrics, 1997, 12, (5), 643-45 View citations (12)
1996
- Japanese import behavior and cointegration: A comment
Journal of Policy Modeling, 1996, 18, (6), 583-601 View citations (4)
1995
- Partial versus full system modelling of cointegrated systems an empirical illustration
Journal of Econometrics, 1995, 69, (1), 177-210 View citations (39)
1993
- Common stochastic trends in European stock markets
Economics Letters, 1993, 42, (4), 385-390 View citations (86)
- Misspecification tests, unit roots and level shifts
Economics Letters, 1993, 43, (2), 129-135 View citations (9)
1992
- On Weak Exogeneity in Error Correction Models
Oxford Bulletin of Economics and Statistics, 1992, 54, (2), 187-207 View citations (133)
See also Working Paper On Weak Exogeneity in Error Correction Models, Working Papers (1991) View citations (25) (1991)
- Structural invariance and super exogeneity in: macroeconometric model building:MARIBEL's consumption function revisited
Brussels Economic Review, 1992, 134, 209-234
1990
- Modèles à correction d'erreur et fonctions d'importations agrégées
Économie et Prévision, 1990, 94, (3), 63-77 View citations (1)
1989
- Model selection criteria and granger causality tests: An empirical note
Economics Letters, 1989, 29, (4), 317-320 View citations (6)
Chapters
2013
- Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data
A chapter in VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, 2013, vol. 32, pp 361-393 
See also Working Paper Testing for common cycles in non-stationary VARs with varied frecquency data, Maastricht University, Graduate School of Business and Economics (GSBE) (2013) View citations (20) (2013)
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