Natalia Bailey
Names
| first: |
Natalia |
| last: |
Bailey |
Identifer
Contact
Affiliations
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Monash University
/ Monash Business School
/ Department of Econometrics and Business Statistics
Research profile
author of:
- Exponent of Cross-sectional Dependence: Estimation and Inference (RePEc:cam:camdae:1206)
by Bailey, N. & Kapetanios, G. & Pesaran, M. H. - A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence (RePEc:cam:camdae:1362)
by Natalia Bailey & Sean Holly & N. Hashem Pesaran - A multiple testing approach to the regularisation of large sample correlation matrices (RePEc:cam:camdae:1413)
by Natalia Bailey & Vanessa Smith & M. Hashem Pesaran - Exponent of Cross-sectional Dependence: Estimation and Inference (RePEc:ces:ceswps:_3722)
by Natalia Bailey & George Kapetanios & M. Hashem Pesaran - A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence (RePEc:ces:ceswps:_4592)
by Natalia Bailey & Sean Holly & M. Hashem Pesaran - A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices (RePEc:ces:ceswps:_4834)
by Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith - Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients (RePEc:ces:ceswps:_5428)
by Michele Aquaro & Natalia Bailey & M. Hashem Pesaran - Exponent of Cross-sectional Dependence for Residuals (RePEc:ces:ceswps:_7223)
by Natalia Bailey & George Kapetanios & M. Hashem Pesaran - Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices (RePEc:ces:ceswps:_7542)
by Michele Aquaro & Natalia Bailey & M. Hashem Pesaran - Measurement of Factor Strenght: Theory and Practice (RePEc:ces:ceswps:_8146)
by Natalia Bailey & George Kapetanios & M. Hashem Pesaran - Spectral approach to parameter-free unit root testing (RePEc:eee:csdana:v:100:y:2016:i:c:p:4-16)
by Bailey, Natalia & Giraitis, Liudas - A multiple testing approach to the regularisation of large sample correlation matrices (RePEc:eee:econom:v:208:y:2019:i:2:p:507-534)
by Bailey, Natalia & Pesaran, M. Hashem & Smith, L. Vanessa - Weak convergence in the near unit root setting (RePEc:eee:stapro:v:83:y:2013:i:5:p:1411-1415)
by Bailey, N. & Giraitis, L. - Exponent of Cross-sectional Dependence: Estimation and Inference (RePEc:iza:izadps:dp6318)
by Bailey, Natalia & Kapetanios, George & Pesaran, M. Hashem - Exponent of cross-sectional dependence for residuals (RePEc:msh:ebswps:2018-13)
by Natalia Bailey & George Kapetanios & M. Hashem Pesaran - Statistical Modelling and Forecast Evaluation of the Impact of Extreme Temperatures on Wheat Crops in North Western Victoria (RePEc:msh:ebswps:2020-18)
by Natalia Bailey & Zvi Hochman & Yufeng Mao & Mervyn J. Silvapulle & Param Silvapulle - Measurement of Factor Strength: Theory and Practice (RePEc:msh:ebswps:2020-7)
by Natalia Bailey & George Kapetanios & M. Hashem Pesaran - Spectral Approach to Parameter-Free Unit Root Testing (RePEc:qmw:qmwecw:746)
by Natalia Bailey & Liudas Giraitis - Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients (RePEc:qmw:qmwecw:749)
by Michele Aquaro & Natalia Bailey & M. Hashem Pesaran - A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices (RePEc:qmw:qmwecw:764)
by Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith - Unknown item RePEc:qmw:qmwecw:wp746 (paper)
- Unknown item RePEc:qmw:qmwecw:wp749 (paper)
- Unknown item RePEc:qmw:qmwecw:wp764 (paper)
- Exponent of Cross-sectional Dependence for Residuals (RePEc:spr:sankhb:v:81:y:2019:i:1:d:10.1007_s13571-019-00196-9)
by Natalia Bailey & George Kapetanios & M. Hashem Pesaran - Correction to: Exponent of Cross-sectional Dependence for Residuals (RePEc:spr:sankhb:v:82:y:2020:i:2:d:10.1007_s13571-019-00220-y)
by Natalia Bailey & George Kapetanios & M. Hashem Pesaran - A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models (RePEc:taf:emetrv:v:41:y:2022:i:5:p:564-582)
by Natalia Bailey & Dandan Jiang & Jianfeng Yao - A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence (RePEc:wly:japmet:v:31:y:2016:i:1:p:249-280)
by Natalia Bailey & Sean Holly & M. Hashem Pesaran - Exponent of Cross‐Sectional Dependence: Estimation and Inference (RePEc:wly:japmet:v:31:y:2016:i:6:p:929-960)
by Natalia Bailey & George Kapetanios & M. Hashem Pesaran - Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices (RePEc:wly:japmet:v:36:y:2021:i:1:p:18-44)
by Michele Aquaro & Natalia Bailey & M. Hashem Pesaran - Measurement of factor strength: Theory and practice (RePEc:wly:japmet:v:36:y:2021:i:5:p:587-613)
by Natalia Bailey & George Kapetanios & M. Hashem Pesaran