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Details about Jean-Pierre Urbain

This author is deceased (2016-10-01).

Access statistics for papers by Jean-Pierre Urbain.

Last updated 2020-03-20. Update your information in the RePEc Author Service.

Short-id: pur1


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Working Papers

2020

  1. A statistical analysis of time trends in atmospheric ethane
    Papers, arXiv.org Downloads

2019

  1. Autoregressive Wild Bootstrap Inference for Nonparametric Trends
    Papers, arXiv.org Downloads View citations (1)
    Also in Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2017) Downloads

    See also Journal Article in Journal of Econometrics (2020)

2014

  1. 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) Downloads View citations (9)
  2. CCE estimation of factor-augmented regression models with more factors than observables
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) Downloads View citations (3)
    See also Journal Article in Journal of Applied Econometrics (2019)
  3. Combining distributions of real-time forecasts: An application to U.S. growth
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) Downloads
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2012) Downloads View citations (2)

2013

  1. Testing for common cycles in non-stationary VARs with varied frecquency data
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) Downloads View citations (18)

2012

  1. Forecasting Mixed Frequency Time Series with ECM-MIDAS Models
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (6)
    See also Journal Article in Journal of Forecasting (2014)

2011

  1. Are panel unit root tests useful for real-time data?
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (1)
  2. Cross sectional averages or principal components?
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (10)
  3. 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) Downloads View citations (1)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2014)

2008

  1. Cross-sectional dependence robust block bootstrap panel unit root tests
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (14)
    See also Journal Article in Journal of Econometrics (2011)
  2. Panel error correction testing with global stochastic trends
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (13)

2007

  1. 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) Downloads View citations (4)
    See also Journal Article in Econometric Theory (2010)

2006

  1. Bootstrap unit root tests: comparison and extensions
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (2)
    See also Journal Article in Journal of Time Series Analysis (2008)
  2. Spurious regression in nonstationary panels with cross-unit cointegration
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (16)

2005

  1. Machine scheduling with resource dependent processing times
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (9)

2004

  1. Bridging the gap between Ox and Gauss using OxGauss
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    See also Journal Article in Journal of Applied Econometrics (2005)
  2. Minimal manipulability: anonymity and surjectivity
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads
  3. Stochastic Online Scheduling on Parallel Machines
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (18)

2002

  1. Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features
    CESifo Working Paper Series, CESifo Downloads View citations (23)
    See also Journal Article in Econometric Reviews (2002)

2001

  1. Testing for Common Cyclical Features in Var Models with Cointegration
    CESifo Working Paper Series, CESifo Downloads View citations (29)

2000

  1. Testing for Common Cyclical Features in Nonstationary Panel Data Models
    CESifo Working Paper Series, CESifo Downloads View citations (6)

1999

  1. Corporate Governance Structures, Control and Performance in European Markets: A Tale of Two Systems
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1999) Downloads View citations (1)

1997

  1. 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 in Annals of the Institute of Statistical Mathematics (1999)

1996

  1. Intertemporal Substitution in Import Demand and Habit Formation
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (4)
    See also Journal Article in Journal of Applied Econometrics (1998)
  2. 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) Downloads View citations (1)
    See also Journal Article in Empirical Economics (2000)
  3. Stackelberg and Cournot competition under equilibrium limit pricing
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (2)

1994

  1. 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

  1. Finite Sample Behaviour of some Unit Root Tests in the Presence of Arch Effects
    Working Papers, Liege - Centre de Recherches Economiques et Demographiques
  2. On Weak Exogeneity in Error Correction Models
    Working Papers, Liege - Centre de Recherches Economiques et Demographiques View citations (26)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (1992)

1990

  1. 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

  1. ERRORS CORRECTION MODELS FOR AGGREGATE IMPORTS: FUTHER EVIDENCE USING MULTIVARIATE COINTEGRATION TECHNIQUES
    Working Papers, Liege - Centre de Recherches Economiques et Demographiques
  2. STRUCTURAL INVARIANCE AND SUPER EXOGENEITY::: MARIBEL'S CONSUMPTION FUNCTION REVISITED
    Working Papers, Liege - Centre de Recherches Economiques et Demographiques

1988

  1. 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)
  2. 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

  1. Autoregressive wild bootstrap inference for nonparametric trends
    Journal of Econometrics, 2020, 214, (1), 81-109 Downloads View citations (3)
    See also Working Paper (2019)

2019

  1. CCE estimation of factor‐augmented regression models with more factors than observables
    Journal of Applied Econometrics, 2019, 34, (2), 268-284 Downloads View citations (2)
    See also Working Paper (2014)
  2. Focused information criterion for locally misspecified vector autoregressive models
    Econometric Reviews, 2019, 38, (7), 763-792 Downloads

2017

  1. Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type
    Insurance: Mathematics and Economics, 2017, 75, (C), 117-125 Downloads View citations (2)

2016

  1. Combining forecasts from successive data vintages: An application to U.S. growth
    International Journal of Forecasting, 2016, 32, (1), 61-74 Downloads View citations (5)
  2. Error Correction Testing in Panels with Common Stochastic Trends
    Journal of Applied Econometrics, 2016, 31, (6), 982-1004 Downloads View citations (14)

2015

  1. Cross-sectional averages versus principal components
    Journal of Econometrics, 2015, 185, (2), 372-377 Downloads View citations (38)

2014

  1. Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models
    Journal of Forecasting, 2014, 33, (3), 198-213 Downloads View citations (21)
    See also Working Paper (2012)
  2. On the Applicability of the Sieve Bootstrap in Time Series Panels
    Oxford Bulletin of Economics and Statistics, 2014, 76, (1), 139-151 Downloads View citations (4)
    See also Working Paper (2011)

2013

  1. Alternative representations for cointegrated panels with global stochastic trends
    Economics Letters, 2013, 118, (3), 485-488 Downloads View citations (2)
  2. On the estimation and inference in factor-augmented panel regressions with correlated loadings
    Economics Letters, 2013, 119, (3), 247-250 Downloads View citations (83)
  3. On the implementation and use of factor-augmented regressions in panel data
    Journal of Asian Economics, 2013, 28, (C), 3-11 Downloads View citations (68)

2011

  1. Cross-sectional dependence robust block bootstrap panel unit root tests
    Journal of Econometrics, 2011, 163, (1), 85-104 Downloads View citations (32)
    See also Working Paper (2008)
  2. Factor structures for panel and multivariate time series data
    Journal of Econometrics, 2011, 163, (1), 1-3 Downloads View citations (1)
  3. 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 (9)

2010

  1. A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL
    Econometric Theory, 2010, 26, (3), 647-681 Downloads View citations (8)
    See also Working Paper (2007)
  2. Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling
    Econometric Reviews, 2010, 29, (2), 111-145 Downloads View citations (34)

2008

  1. A cautious note on the use of panel models to predict financial crises
    Economics Letters, 2008, 101, (1), 80-83 Downloads View citations (39)
  2. Bootstrap Unit‐Root Tests: Comparison and Extensions
    Journal of Time Series Analysis, 2008, 29, (2), 371-401 Downloads View citations (39)
    See also Working Paper (2006)

2006

  1. Causality and exogeneity in econometrics
    Journal of Econometrics, 2006, 132, (2), 305-309 Downloads View citations (4)
  2. Cointegration Testing in Panels with Common Factors*
    Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 683-719 Downloads View citations (60)
  3. Common cyclical features analysis in VAR models with cointegration
    Journal of Econometrics, 2006, 132, (1), 117-141 Downloads View citations (44)

2005

  1. 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 Downloads
  2. Bridging the gap between Ox and Gauss using OxGauss
    Journal of Applied Econometrics, 2005, 20, (1), 131-139 Downloads View citations (1)
    See also Working Paper (2004)

2002

  1. SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES
    Econometric Reviews, 2002, 21, (3), 273-307 Downloads View citations (26)
    See also Working Paper (2002)

2000

  1. Labor market dynamics when effort depends on wage growth comparisons
    Empirical Economics, 2000, 25, (3), 393-419 Downloads View citations (6)
    See also Working Paper (1996)

1999

  1. Oil Price Shocks and Long Run Price and Import Demand Behavior
    Annals of the Institute of Statistical Mathematics, 1999, 51, (3), 399-417 Downloads View citations (1)
    See also Working Paper (1997)

1998

  1. Intertemporal substitution in import demand and habit formation
    Journal of Applied Econometrics, 1998, 13, (6), 589-612 Downloads View citations (11)
    See also Working Paper (1996)

1997

  1. Lagrance-multiplier tersts for weak exogeneity: a synthesis
    Econometric Reviews, 1997, 16, (1), 21-38 Downloads View citations (15)
  2. Statistical Demand Functions for Food in the USA and the Netherlands
    Journal of Applied Econometrics, 1997, 12, (5), 615-37 Downloads View citations (16)
  3. Statistical Demand Functions for Food in the USA and the Netherlands: Reply
    Journal of Applied Econometrics, 1997, 12, (5), 643-45 Downloads View citations (12)

1996

  1. Japanese import behavior and cointegration: A comment
    Journal of Policy Modeling, 1996, 18, (6), 583-601 Downloads View citations (4)

1995

  1. Partial versus full system modelling of cointegrated systems an empirical illustration
    Journal of Econometrics, 1995, 69, (1), 177-210 Downloads View citations (39)

1993

  1. Common stochastic trends in European stock markets
    Economics Letters, 1993, 42, (4), 385-390 Downloads View citations (75)
  2. Misspecification tests, unit roots and level shifts
    Economics Letters, 1993, 43, (2), 129-135 Downloads View citations (9)

1992

  1. On Weak Exogeneity in Error Correction Models
    Oxford Bulletin of Economics and Statistics, 1992, 54, (2), 187-207 View citations (112)
    See also Working Paper (1991)
  2. Structural invariance and super exogeneity in: macroeconometric model building:MARIBEL's consumption function revisited
    Brussels Economic Review, 1992, 134, 209-234 Downloads

1990

  1. Modèles à correction d'erreur et fonctions d'importations agrégées
    Économie et Prévision, 1990, 94, (3), 63-77 Downloads View citations (1)

1989

  1. Model selection criteria and granger causality tests: An empirical note
    Economics Letters, 1989, 29, (4), 317-320 Downloads View citations (5)
 
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