Narrow search
Showing 1 - 8 of 8
Cover Image
System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 13-26
Persistent link: https://www.econbiz.de/10012175866
Cover Image
Forecasting inflation rates with multi-level international dependence
Ergemen, Yunus Emre - In: Economics letters 214 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013448147
Cover Image
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre - In: Journal of econometrics 235 (2023) 2, pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Cover Image
Estimation of a dynamic multi-level factor model with possible long-range dependence
Ergemen, Yunus Emre; Rodríguez-Caballero, Carlos Vladimir - In: International journal of forecasting 39 (2023) 1, pp. 405-430
Persistent link: https://www.econbiz.de/10014462789
Cover Image
Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects
Ergemen, Yunus Emre; Velasco, Carlos - In: Journal of Time Series Analysis 40 (2018) 4, pp. 573-589
Persistent link: https://www.econbiz.de/10012094960
Cover Image
Longevity forecasting by socio‐economic groups using compositional data analysis
Kjærgaard, S⊘ren; Ergemen, Yunus Emre; … - In: Journal of the Royal Statistical Society: Series A … 183 (2020) 3, pp. 1167-1187
Persistent link: https://www.econbiz.de/10012284155
Cover Image
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads
Ergemen, Yunus Emre; Haldrup, Niels; … - In: Energy economics 60 (2016), pp. 79-96
Persistent link: https://www.econbiz.de/10011699799
Cover Image
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre; Velasco, Carlos - In: Journal of econometrics 196 (2017) 2, pp. 248-258
Persistent link: https://www.econbiz.de/10011818289