J. Urbain

发表

Japanese import behavior and cointegration: A comment

J. Urbain, 1996 .

Statistical Demand Functions for Food in the USA and the Netherlands

Jean-Pierre Urbain, Franz C. Palm, F. Palm, 1997 .

Partial versus full system modelling of cointegrated systems an empirical illustration

J. Urbain, 1995 .

Cross-sectional averages versus principal components ☆

J. Urbain, J. Westerlund, 2011 .

On the estimation and inference in factor-augmented panel regressions with correlated loadings

J. Urbain, J. Westerlund, 2013 .

Application of air quality combination forecasting to Bogota

Joakim Westerlund, Jean-Pierre Urbain, J. Bonilla, 2014 .

Autoregressive wild bootstrap inference for nonparametric trends

J. Urbain, Stephan Smeekes, Marina Friedrich, 2017, Journal of Econometrics.

Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends

J. Urbain, 2010 .

SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES

F. Palm, J. Urbain, Alain Hecq, 2002, SSRN Electronic Journal.

Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests

F. Palm, J. Urbain, Stephan Smeekes, 2008 .

On the Applicability of the Sieve Bootstrap in Time Series Panels

J. Urbain, Stephan Smeekes, 2014 .

Bridging the Gap Between Ox and Gauss Using Oxgauss

S. Laurent, J. Urbain, 2004 .

Alternative representations for cointegrated panels with global stochastic trends

J. Urbain, J. Westerlund, C. Gengenbach, 2013 .

Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type

E. Beutner, J. Urbain, Simon R. Reese, 2016, 1612.04091.

Spurious Regression in Nonstationary Panels with Cross-Unit Cointegration

J. Urbain, J. Westerlund, 2006 .

A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing

J. Urbain, Stephan Smeekes, 2014 .

Corporate control concentration measurement and firm performance

Yves Crama, Luc Leruth, Jean-Pierre Urbain, 2003 .

Panel Cointegration Testing in the Presence of Common Factors

F. Palm, J. Urbain, C. Gengenbach, 2005 .

Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling

F. Palm, J. Urbain, C. Gengenbach, 2009 .

To fine or to punish in the late Middle Ages: a time-series analysis of justice administration in Nivelles, 1424-1536

David de la Croix, J. Urbain, Xavier Rousseaux, 1996 .

punish in the late Middle Ages : a time-series analysis of justice administration in Ni v elles

David de la Croix, J. Urbain, Xavier Rousseaux, 2001 .

On the implementation and use of factor-augmented regressions in panel data

Joakim Westerlund, Jean-Pierre Urbain, J. Urbain, 2013 .

Cointegration Testing in Panels with Common Factors

F. Palm, J. Urbain, C. Gengenbach, 2006 .

A statistical analysis of time trends in atmospheric ethane

E. Mahieu, E. Beutner, B. Lejeune, 2019, Climatic Change.

Econometric Analysis of Panel Data Models with Multifactor Error Structures

F. Palm, J. Urbain, Hande Karabıyık, 2019, Annual Review of Economics.

ON WEAK EXOGENEITY IN ERROR CORRECTION MODELS

Jean-Pierre Urbain, J. Urbain, 2009 .

Weak Exogeneity in Error Correction Models

J. Urbain, 1993 .

Focused information criterion for locally misspecified vector autoregressive models

Jean-Pierre Urbain, Franz C. Palm, Jan Lohmeyer, 2019 .

Labor market dynamics when effort depends on wage growth comparisons

David de la Croix, F. Palm, J. Urbain, 1996 .

A cautious note on the use of panel models to predict financial crises

Bertrand Candelon, Jean-Pierre Urbain, B. Candelon, 2008 .

Oil Price Shocks and Long Run Price and Import Demand Behavior

F. Kleibergen, J. Urbain, H. van Dijk, 1999 .

A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL

F. Palm, J. Urbain, Stephan Smeekes, 2009, Econometric Theory.

Testing for common cycles in non-stationary VARs with varied frequency data

T. Fomby, L. Kilian, J. Urbain, 2013 .

Lagrange-multiplier tests for weak exogeneity : a synthesis

H. P. Boswijk, J. Urbain, H. Boswijk, 1995 .

CCE estimation of factor‐augmented regression models with more factors than observables

Joakim Westerlund, Jean-Pierre Urbain, J. Urbain, 2018, Journal of Applied Econometrics.

Nonparametric estimation and bootstrap inference on trends in atmospheric time series: an application to ethane

E. Mahieu, E. Beutner, B. Lejeune, 2019, 1903.05403.

Common cyclical features analysis in VAR models with cointegration

Alain Hecq, Jean-Pierre Urbain, Franz C. Palm, 2006 .

Testing for Common Cyclical Features in VAR Models with Cointegration

F. Palm, J. Urbain, Alain Hecq, 2001, SSRN Electronic Journal.

Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles

Alain Hecq, Jean-Pierre Urbain, Franz C. Palm, 2000 .

Notes and Communications – Comovements in International Stock Markets: What can we Learn From a Common Trend-Common Cycle Analysis?

F. Palm, J. Urbain, Alain Hecq, 2000 .

Testing for Common Cyclical Features in Nonstationary Panel Data Models

Alain Hecq, Franz C. Palm, Jean-Pierre Urbain, 2000, SSRN Electronic Journal.

Error Correction Testing in Panels with Common Stochastic Trends

Christian Gengenbach, Jean-Pierre Urbain, Joakim Westerlund, 2016 .

Bootstrap Unit‐Root Tests: Comparison and Extensions

Stephan Smeekes, Jean-Pierre Urbain, F. Palm, 2008 .

Exogeneity in error correction models

J. Urbain, 1993 .

Intertemporal Substitution in Import Demand and Habit Formation

David de la Croix, J. Urbain, 1998 .

Combining distributions of real-time forecasts: An application to U.S. growth

Alain Hecq, Thomas B. Götz, Jean-Pierre Urbain, 2014 .

Corporate Governance Structures, Control and Performance in European Markets: A Tale of Two Systems

Y. Crama, L. Leruth, J. Urbain, 1999 .

Error Correction Models For Aggregate Imports: The Case Of Two Small Open European Economies

J. Urbain, 1988 .

Spurious Regression in Non-Stationary Panel Time Series with Cross-Unit Cointegration ⁄

J. Urbain, J. Westerlund, 2008 .

Panel Error Correction Testing with Global Stochastic Trends

Christian Gengenbach, Jean-Pierre Urbain, J. Urbain, 2008 .

Panel Error Correction Testing with Common

J. Urbain, J. Westerlund, C. Gengenbach, 2008 .

Corporate Governance Structures, Control and Performance in European Markets: A Tale of Two Systems

Y. Crama, L. Leruth, J. Urbain, 1999 .

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)

J. Urbain, 2005 .

Common stochastic trends in European stock markets

J. Urbain, A. Rad, Albert Corhay, 1993 .