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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/10009755754
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A multivariate invariance principle for modified wild bootstrap methods with an spplication to unit root testing
Smeekes, Stephan; Urbain, Jean-Pierre - 2014
Persistent link: https://www.econbiz.de/10010386007
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CCE estimation of factor-augmented regression models with more factors than observables
Karabiyik, Hande; Urbain, Jean-Pierre; Westerlund, Joakim - 2014
Persistent link: https://www.econbiz.de/10010386009
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Testing for common cycles in non-stationary VARS with varied frequency data
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - In: VAR models in macroeconomics - new developments and …, (pp. 361-393). 2013
Persistent link: https://www.econbiz.de/10010252319
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On the implementation and use of factor-augmented regressions in panel data
Westerlund, Joakim; Urbain, Jean-Pierre - In: Journal of Asian economics 28 (2013), pp. 3-11
Persistent link: https://www.econbiz.de/10010400873
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Forecasting mixed-frequency time series with ECM-MIDAS models
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - In: Journal of forecasting 33 (2014) 3, pp. 198-213
Persistent link: https://www.econbiz.de/10010424835
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Combining distributions of real-time forecasts : an application to U.S. growth
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - 2014
Persistent link: https://www.econbiz.de/10010488366
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On the applicability of the sieve bootstrap in time series panels
Smeekes, Stephan; Urbain, Jean-Pierre - 2011
Persistent link: https://www.econbiz.de/10009389935
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Cross sectional averages or principal components?
Westerlund, Joakim; Urbain, Jean-Pierre - 2011
In spite of the increased use of factor-augmented regressions in recent years, little is known regarding the relative merits of the two main approaches to estimation and inference, namely, the cross-sectional average and principal components estimators. As a response to this, the current paper...
Persistent link: https://www.econbiz.de/10009389942
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Bridging the gap between OX and Gauss using OxGauss
Laurent, Sébastien; Urbain, Jean-Pierre - In: Journal of applied econometrics 20 (2005) 1, pp. 131-139
Persistent link: https://www.econbiz.de/10003027446