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Alternative representations for cointegrated panels with global stochastic trends
Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, … - In: Economics letters 118 (2013) 3, pp. 485-488
Persistent link: https://www.econbiz.de/10010083468
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Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling
Gengenbach, Christian; Palm, Franz C.; Urbain, Jean-Pierre - In: Econometric reviews 29 (2009) 2, pp. 111-146
Persistent link: https://www.econbiz.de/10009266508
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SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES
Hecq, Alain; Palm, Franz; Urbain, Jean-Pierre - In: Econometric reviews 21 (2002) 3, pp. 273-308
Persistent link: https://www.econbiz.de/10006892694
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Labor market dynamics when effort depends on wage growth comparisons
de la Croix, David; Palm, Franz; Urbain, Jean-Pierre - In: Empirical economics : a journal of the Institute for … 25 (2000) 3, pp. 393-420
Persistent link: https://www.econbiz.de/10006285998
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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...
Urbain, Jean-Pierre - In: De economist : Netherlands economic review ; quarterly … 153 (2005) 1, pp. 125-132
Persistent link: https://www.econbiz.de/10006607728
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Causality and exogeneity in econometrics
Bauwens, Luc; Peter Boswijk, H.; Urbain, Jean-Pierre - In: Journal of econometrics 132 (2006) 2, pp. 305-310
Persistent link: https://www.econbiz.de/10007286191
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Economic time series - Oil price shocks and long run price and import demand behavior
Kleibergen, Frank; Dijk, Herman K.van; Urbain, Jean-Pierre - In: Annals of the Institute of Statistical Mathematics : AISM 51 (1999) 3, pp. 399-418
Persistent link: https://www.econbiz.de/10006572378
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Partial versus full system modelling of cointegrated systems: An empirical illustration
Urbain, Jean-Pierre - In: Journal of econometrics 69 (1995) 1, pp. 177-210
Persistent link: https://www.econbiz.de/10006797928
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A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL
Palm, Franz C.; Smeekes, Stephan; Urbain, Jean-Pierre - In: Econometric theory 26 (2010) 3, pp. 647-682
Persistent link: https://www.econbiz.de/10008415360
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On the estimation and inference in factor-augmented panel regressions with correlated loadings
Westerlund, Joakim; Urbain, Jean-Pierre - In: Economics letters 119 (2013) 3, pp. 247-250
Persistent link: https://www.econbiz.de/10010108381