Yunus Emre Ergemen

ESTIMATION OF A DYNAMIC MULTI- LEVEL FACTOR MODEL WITH POSSIBLE LONG-RANGE DEPENDENCE

Yunus Emre Ergemen, C. Rodríguez-Caballero, 2017 .

Estimation of fractionally integrated panels with fixed effects and cross-section dependence

C. Velasco, Yunus Emre Ergemen, Carlos Velasco, 2015 .

A Dynamic Multi-Level Factor Model with Long-Range Dependence

Yunus Emre Ergemen, C. Rodríguez-Caballero, 2016 .

Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads

N. Haldrup, Yunus Emre Ergemen, C. Rodríguez-Caballero, 2015 .

Longevity forecasting by socio‐economic groups using compositional data analysis

J. Oeppen, Yunus Emre Ergemen, Malene Kallestrup-Lamb, 2020, Journal of the Royal Statistical Society: Series A (Statistics in Society).

Forecasting causes of death by using compositional data analysis: the case of cancer deaths

J. Oeppen, S. Kjærgaard, Yunus Emre Ergemen, 2018, Journal of the Royal Statistical Society: Series C (Applied Statistics).

Predictive Regressions under Arbitrary Persistence and Stock Return Predictability

B. Christensen, Yunus Emre Ergemen, Daniel D. Borup, 2021 .

Assessing predictive accuracy in panel data models with long-range dependence

B. Christensen, Yunus Emre Ergemen, Daniel D. Borup, 2019 .

Fractionally Integrated Panel Data Systems

Yunus Emre Ergemen, 2015 .

Parametric estimation of long memory in factor models

Yunus Emre Ergemen, 2023, Journal of Econometrics.

Forecasting causes of death by using compositional data analysis: the case of cancer deaths

J. Oeppen, S. Kjærgaard, Yunus Emre Ergemen, 2019, Journal of the Royal Statistical Society: Series C (Applied Statistics).