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

1. A statistical analysis of time trends in atmospheric ethane
   Papers, arXiv.org View citations (5)
   See also Journal Article A statistical analysis of time trends in atmospheric ethane, Climatic Change, Springer (2020) View citations (5) (2020)

2019

2. 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 (14) (2020)

2014

3. 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)
4. 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)
5. 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

6. 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

7. 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

8. 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)
9. Cross sectional averages or principal components?
   Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (16)
10. 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

11. 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)
12. 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

13. 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

14. 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)
15. 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 (30)

2005

16. 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

17. 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) (2005)
18. Minimal manipulability: anonymity and surjectivity
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (1)
19. Stochastic Online Scheduling on Parallel Machines
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (17)

2002

20. 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

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

2000

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

1999

23. Corporate Governance Structures, Control and Performance in European Markets: A Tale of Two Systems
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1999) View citations (4)
    Discussion Paper, Tilburg University, Center for Economic Research (1999) View citations (4)

1997

24. 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

25. 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)
26. 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)
27. 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

28. 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

29. Finite Sample Behaviour of some Unit Root Tests in the Presence of Arch Effects
    Working Papers, Liege - Centre de Recherches Economiques et Demographiques
30. 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

31. 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

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

1988

34. 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)
35. 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. A statistical analysis of time trends in atmospheric ethane
   Climatic Change, 2020, 162, (1), 105-125 View citations (5)
   See also Working Paper A statistical analysis of time trends in atmospheric ethane, Papers (2020) View citations (5) (2020)
2. Autoregressive wild bootstrap inference for nonparametric trends
   Journal of Econometrics, 2020, 214, (1), 81-109 View citations (14)
   See also Working Paper Autoregressive Wild Bootstrap Inference for Nonparametric Trends, Papers (2019) View citations (2) (2019)

2019

3. 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)
4. Econometric Analysis of Panel Data Models with Multifactor Error Structures
   Annual Review of Economics, 2019, 11, (1), 495-522 View citations (9)
5. Focused information criterion for locally misspecified vector autoregressive models
   Econometric Reviews, 2019, 38, (7), 763-792 View citations (2)

2017

6. 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

7. Combining forecasts from successive data vintages: An application to U.S. growth
   International Journal of Forecasting, 2016, 32, (1), 61-74 View citations (6)
8. Error Correction Testing in Panels with Common Stochastic Trends
   Journal of Applied Econometrics, 2016, 31, (6), 982-1004 View citations (29)

2015

9. Cross-sectional averages versus principal components
   Journal of Econometrics, 2015, 185, (2), 372-377 View citations (80)

2014

10. 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)
11. 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

12. Alternative representations for cointegrated panels with global stochastic trends
    Economics Letters, 2013, 118, (3), 485-488 View citations (2)
13. On the estimation and inference in factor-augmented panel regressions with correlated loadings
    Economics Letters, 2013, 119, (3), 247-250 View citations (117)
14. 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

15. 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)
16. Factor structures for panel and multivariate time series data
    Journal of Econometrics, 2011, 163, (1), 1-3 View citations (1)
17. 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

18. 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)
19. 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 (57)

2008

20. A cautious note on the use of panel models to predict financial crises
    Economics Letters, 2008, 101, (1), 80-83 View citations (62)
21. 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

22. Causality and exogeneity in econometrics
    Journal of Econometrics, 2006, 132, (2), 305-309 View citations (5)
23. Cointegration Testing in Panels with Common Factors*
    Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 683-719 View citations (83)
24. Common cyclical features analysis in VAR models with cointegration
    Journal of Econometrics, 2006, 132, (1), 117-141 View citations (69)

2005

25. 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
26. Bridging the gap between Ox and Gauss using OxGauss
    Journal of Applied Econometrics, 2005, 20, (1), 131-139
    Also in Journal of Applied Econometrics, 2005, 20, (1), 131-139 (2005) View citations (1)
    See also Working Paper Bridging the gap between Ox and Gauss using OxGauss, LIDAM Discussion Papers CORE (2004) (2004)

2002

27. 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

28. 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)
29. 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

30. 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

31. 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

32. Lagrance-multiplier tersts for weak exogeneity: a synthesis
    Econometric Reviews, 1997, 16, (1), 21-38 View citations (15)
33. Statistical Demand Functions for Food in the USA and the Netherlands
    Journal of Applied Econometrics, 1997, 12, (5), 615-37 View citations (16)
34. 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

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

1995

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

1993

37. Common stochastic trends in European stock markets
    Economics Letters, 1993, 42, (4), 385-390 View citations (86)
38. Misspecification tests, unit roots and level shifts
    Economics Letters, 1993, 43, (2), 129-135 View citations (9)

1992

39. 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)
40. Structural invariance and super exogeneity in: macroeconometric model building:MARIBEL's consumption function revisited
    Brussels Economic Review, 1992, 134, 209-234

1990

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

1989

42. Model selection criteria and granger causality tests: An empirical note
    Economics Letters, 1989, 29, (4), 317-320 View citations (6)

Chapters

2013

1. 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)