Jean-Pierre Urbain
Names
| first: |
Jean-Pierre |
| last: |
Urbain |
Identifer
Contact
| postal address: |
Department of Quantitative Economics
Maastricht University SBE
P.O. Box 616
6200 MD maastricht
The Netherlands |
Research profile
author of:
- Econometric Analysis of Panel Data Models with Multifactor Error Structures (RePEc:anr:reveco:v:11:y:2019:p:495-522)
by Hande Karabiyik & Franz C. Palm & Jean-Pierre Urbain - Autoregressive Wild Bootstrap Inference for Nonparametric Trends (RePEc:arx:papers:1807.02357)
by Marina Friedrich & Stephan Smeekes & Jean-Pierre Urbain - A statistical analysis of time trends in atmospheric ethane (RePEc:arx:papers:1903.05403)
by Marina Friedrich & Eric Beutner & Hanno Reuvers & Stephan Smeekes & Jean-Pierre Urbain & Whitney Bader & Bruno Franco & Bernard Lejeune & Emmanuel Mahieu - Bootstrap Unit‐Root Tests: Comparison and Extensions (RePEc:bla:jtsera:v:29:y:2008:i:2:p:371-401)
by Franz C. Palm & Stephan Smeekes & Jean‐Pierre Urbain - On Weak Exogeneity in Error Correction Models (RePEc:bla:obuest:v:54:y:1992:i:2:p:187-207)
by Urbain, Jean-Pierre - Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles (RePEc:bla:obuest:v:62:y:2000:i:4:p:511-532)
by Alain Hecq & Franz C. Palm & Jean‐Pierre Urbain - Cointegration Testing in Panels with Common Factors (RePEc:bla:obuest:v:68:y:2006:i:s1:p:683-719)
by Christian Gengenbach & Franz C. Palm & Jean‐Pierre Urbain - Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends (RePEc:bla:obuest:v:73:y:2011:i:1:p:119-139)
by Jean‐Pierre Urbain & Joakim Westerlund - On the Applicability of the Sieve Bootstrap in Time Series Panels (RePEc:bla:obuest:v:76:y:2014:i:1:p:139-151)
by Stephan Smeekes & Jean-Pierre Urbain - Structural invariance and super exogeneity in: macroeconometric model building :MARIBEL's consumption function revisited (RePEc:bxr:bxrceb:2013/12857)
by J. M. Lahaye & J. P. Urbain - Testing for Common Cyclical Features in Nonstationary Panel Data Models (RePEc:ces:ceswps:_248)
by Alain Hecq & Franz Palm & Jean-Pierre Urbain - Testing for Common Cyclical Features in Var Models with Cointegration (RePEc:ces:ceswps:_451)
by Alain Hecq & Franz Palm & Jean-Pierre Urbain - Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features (RePEc:ces:ceswps:_660)
by Alain Hecq & Franz Palm & Jean-Pierre Urbain - Corporate governance structures, control and performance in European markets: a tale of two systems (RePEc:cor:louvco:1999042)
by CRAMA, Yves & LERUTH, Luc & RENNEBOOG, Luc & URBAIN, Jean-Pierre - Bridging the gap between Ox and Gauss using OxGauss (RePEc:cor:louvco:2004012)
by LAURENT, Sébastien & URBAIN, Jean-Pierre - To fine or to punish in the Late Middle Ages. A Time Series Analysis of Justice Administration in Nivelles, 1424-1536 (RePEc:ctl:louvir:1994005)
by de la Croix, David & Rousseaux, Xavier & Urbain, Jean-Pierre - Intertemporal Substitution in Import Demand and Habit Formation (RePEc:ctl:louvir:1996002)
by de la Croix, David & Urbain, Jean-Pierre - Labor market dynamics when effort depends on wage growth comparisons (RePEc:ctl:louvir:1996019)
by de la Croix, David & Palm, Franz & Urbain, Jean-Pierre - A Sieve Bootstrap Test For Cointegration In A Conditional Error Correction Model (RePEc:cup:etheor:v:26:y:2010:i:03:p:647-681_99)
by Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre - On the implementation and use of factor-augmented regressions in panel data (RePEc:eee:asieco:v:28:y:2013:i:c:p:3-11)
by Westerlund, Joakim & Urbain, Jean-Pierre - A cautious note on the use of panel models to predict financial crises (RePEc:eee:ecolet:v:101:y:2008:i:1:p:80-83)
by van den Berg, Jeroen & Candelon, Bertrand & Urbain, Jean-Pierre - Alternative representations for cointegrated panels with global stochastic trends (RePEc:eee:ecolet:v:118:y:2013:i:3:p:485-488)
by Gengenbach, Christian & Urbain, Jean-Pierre & Westerlund, Joakim - On the estimation and inference in factor-augmented panel regressions with correlated loadings (RePEc:eee:ecolet:v:119:y:2013:i:3:p:247-250)
by Westerlund, Joakim & Urbain, Jean-Pierre - Model selection criteria and granger causality tests : An empirical note (RePEc:eee:ecolet:v:29:y:1989:i:4:p:317-320)
by Urbain, J. P. - Common stochastic trends in European stock markets (RePEc:eee:ecolet:v:42:y:1993:i:4:p:385-390)
by Corhay, A. & Tourani Rad, A. & Urbain, J. -P. - Misspecification tests, unit roots and level shifts (RePEc:eee:ecolet:v:43:y:1993:i:2:p:129-135)
by Hecq, Alain & Urbain, Jean-Pierre - Common cyclical features analysis in VAR models with cointegration (RePEc:eee:econom:v:132:y:2006:i:1:p:117-141)
by Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre - Causality and exogeneity in econometrics (RePEc:eee:econom:v:132:y:2006:i:2:p:305-309)
by Bauwens, Luc & Peter Boswijk, H. & Urbain, Jean-Pierre - Factor structures for panel and multivariate time series data (RePEc:eee:econom:v:163:y:2011:i:1:p:1-3)
by Palm, Franz C. & Urbain, Jean-Pierre - Cross-sectional dependence robust block bootstrap panel unit root tests (RePEc:eee:econom:v:163:y:2011:i:1:p:85-104)
by Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre - Cross-sectional averages versus principal components (RePEc:eee:econom:v:185:y:2015:i:2:p:372-377)
by Westerlund, Joakim & Urbain, Jean-Pierre - Autoregressive wild bootstrap inference for nonparametric trends (RePEc:eee:econom:v:214:y:2020:i:1:p:81-109)
by Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre - Partial versus full system modelling of cointegrated systems an empirical illustration (RePEc:eee:econom:v:69:y:1995:i:1:p:177-210)
by Urbain, Jean-Pierre - Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type (RePEc:eee:insuma:v:75:y:2017:i:c:p:117-125)
by Beutner, Eric & Reese, Simon & Urbain, Jean-Pierre - Combining forecasts from successive data vintages: An application to U.S. growth (RePEc:eee:intfor:v:32:y:2016:i:1:p:61-74)
by Götz, Thomas B. & Hecq, Alain & Urbain, Jean-Pierre - Japanese import behavior and cointegration: A comment (RePEc:eee:jpolmo:v:18:y:1996:i:6:p:583-601)
by Urbain, Jean-Pierre - Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data (RePEc:eme:aecozz:s0731-9053(2013)0000031010)
by Thomas B. Götz & Alain Hecq & Jean-Pierre Urbain - Oil Price Shocks and Long Run Price and Import Demand Behavior (RePEc:ems:eureir:1418)
by Kleibergen, F.R. & Urbain, J-P. & van Dijk, H.K. - Further Results On The Instability Of The Demand For Money During The German Hyperinflation (RePEc:fth:lieged:8801)
by Urbain, J.P. - Error Correction Models For Aggregate Imports: The Case Of Two Small Open European Economies (RePEc:fth:lieged:8804)
by Urbain, J-P. - Structural Invariance And Super Exogeneity::: Maribel'S Consumption Function Revisited (RePEc:fth:lieged:8905)
by Urbain, J-P. & Lahaye, J.M. - Errors Correction Models For Aggregate Imports: Futher Evidence Using Multivariate Cointegration Techniques (RePEc:fth:lieged:8906)
by Urbain, J-P. - Assessing Long Run Purchasing Power Parity Using Cointegration Analysis: The Case Of Small And Open Economy (RePEc:fth:lieged:9002)
by Delhausse, B. & Urbain, J-P. - On Weak Exogeneity in Error Correction Models (RePEc:fth:lieged:9103)
by Urbain, J-P. - Finite Sample Behaviour of some Unit Root Tests in the Presence of Arch Effects (RePEc:fth:lieged:9104)
by Urbain, J-P. - Statistical Demand Functions for Food in the USA and the Netherlands (RePEc:jae:japmet:v:12:y:1997:i:5:p:615-37)
by de Crombrugghe, Denis & Palm, Franz C & Urbain, Jean-Pierre - Statistical Demand Functions for Food in the USA and the Netherlands: Reply (RePEc:jae:japmet:v:12:y:1997:i:5:p:643-45)
by de Crombrugghe, Denis & Palm, Franz C & Urbain, Jean-Pierre - Intertemporal substitution in import demand and habit formation (RePEc:jae:japmet:v:13:y:1998:i:6:p:589-612)
by David De La Croix & Jean-Pierre Urbain - Bridging the gap between Ox and Gauss using OxGauss (RePEc:jae:japmet:v:20:y:2005:i:1:p:131-139)
by Jean-Pierre Urbain & Sébastien Laurent - 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, and Long Memory, C (RePEc:kap:decono:v:153:y:2005:i:1:p:125-127)
by Jean-Pierre Urbain - Modèles à correction d'erreur et fonctions d'importations agrégées (RePEc:prs:ecoprv:ecop_0249-4744_1990_num_94_3_5178)
by Jean-Pierre Urbain - Oil Price Shocks and Long Run Price and Import Demand Behavior (RePEc:spr:aistmt:v:51:y:1999:i:3:p:399-417)
by Frank Kleibergen & Herman van Dijk & Jean-Pierre Urbain - A statistical analysis of time trends in atmospheric ethane (RePEc:spr:climat:v:162:y:2020:i:1:d:10.1007_s10584-020-02806-2)
by Marina Friedrich & Eric Beutner & Hanno Reuvers & Stephan Smeekes & Jean-Pierre Urbain & Whitney Bader & Bruno Franco & Bernard Lejeune & Emmanuel Mahieu - Labor market dynamics when effort depends on wage growth comparisons (RePEc:spr:empeco:v:25:y:2000:i:3:p:393-419)
by Jean-Pierre Urbain & Franz Palm & David de la Croix - Lagrance-multiplier tersts for weak exogeneity: a synthesis (RePEc:taf:emetrv:v:16:y:1997:i:1:p:21-38)
by H. Peter Boswijk & Jean-Pierre Urbain - Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features (RePEc:taf:emetrv:v:21:y:2002:i:3:p:273-307)
by Alain Hecq & Franz Palm & Jean-Pierre Urbain - Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (RePEc:taf:emetrv:v:29:y:2010:i:2:p:111-145)
by Christian Gengenbach & Franz C. Palm & Jean-Pierre Urbain - Focused information criterion for locally misspecified vector autoregressive models (RePEc:taf:emetrv:v:38:y:2019:i:7:p:763-792)
by Jan Lohmeyer & Franz Palm & Hanno Reuvers & Jean-Pierre Urbain - Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems (RePEc:tiu:tiucen:fa209920-43a1-40ad-bf2e-fd8d8343ce24)
by Crama, Y. & Leruth, L. & Renneboog, L.D.R. & Urbain, J-P. - Corporate Governance Structures, Control and Performance in European Markets : A Tale of Two Systems (RePEc:tiu:tiutis:fa209920-43a1-40ad-bf2e-fd8d8343ce24)
by Crama, Y. & Leruth, L. & Renneboog, L.D.R. & Urbain, J-P. - Testing for common cycles in non-stationary VARs with varied frecquency data (RePEc:unm:umagsb:2013002)
by Götz, T.B. & Hecq, A.W. & Urbain, J.R.Y.J. - CCE estimation of factor-augmented regression models with more factors than observables (RePEc:unm:umagsb:2014007)
by Karabiyik, H. & Urbain, J.R.Y.J. & Westerlund, J. - A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing (RePEc:unm:umagsb:2014008)
by Smeekes, S. & Urbain, J.R.Y.J. - Combining distributions of real-time forecasts: An application to U.S. growth (RePEc:unm:umagsb:2014027)
by Götz, T.B. & Hecq, A.W. & Urbain, J.R.Y.J. - Autoregressive Wild Bootstrap Inference for Nonparametric Trends (RePEc:unm:umagsb:2017010)
by Friedrich, Marina & Smeekes, Stephan & Urbain, Jean-Pierre - Stackelberg and Cournot competition under equilibrium limit pricing (RePEc:unm:umamet:1996003)
by Haan, M. & Maks, J.A.H. - Minimal manipulability: anonymity and surjectivity (RePEc:unm:umamet:2004007)
by Maus, S. & Peters, H.J.M. & Storcken, A.J.A. - Stochastic Online Scheduling on Parallel Machines (RePEc:unm:umamet:2004040)
by Megow, N. & Uetz, M.J. & Vredeveld, T. - Machine scheduling with resource dependent processing times (RePEc:unm:umamet:2005050)
by Grigoriev, A. & Sviridenko, M. & Uetz, M.J. - Bootstrap unit root tests: comparison and extensions (RePEc:unm:umamet:2006015)
by Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J. - Spurious regression in nonstationary panels with cross-unit cointegration (RePEc:unm:umamet:2006057)
by Urbain, J.R.Y.J. & Westerlund, J. - A sieve bootstrap test for cointegration in a conditional error correction model (RePEc:unm:umamet:2007054)
by Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J. - Cross-sectional dependence robust block bootstrap panel unit root tests (RePEc:unm:umamet:2008048)
by Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J. - Panel error correction testing with global stochastic trends (RePEc:unm:umamet:2008051)
by Gengenbach, C. & Urbain, J.R.Y.J. & Westerlund, J. - Are panel unit root tests useful for real-time data? (RePEc:unm:umamet:2011012)
by Hecq, A.W. & Urbain, J.R.Y.J. & Gengenbach, C. - Cross sectional averages or principal components? (RePEc:unm:umamet:2011053)
by Westerlund, J. & Urbain, J.R.Y.J. - On the applicability of the sieve bootstrap in time series panels (RePEc:unm:umamet:2011055)
by Smeekes, S. & Urbain, J.R.Y.J. - Forecasting Mixed Frequency Time Series with ECM-MIDAS Models (RePEc:unm:umamet:2012012)
by Hecq, A.W. & Götz, T.B. & Urbain, J.R.Y.J. - Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) (RePEc:unm:umamet:2012021)
by Hecq, A.W. & Götz, T.B. & Urbain, J.R.Y.J. - Bridging the gap between Ox and Gauss using OxGauss (RePEc:wly:japmet:v:20:y:2005:i:1:p:131-139)
by Sébastien Laurent & Jean‐Pierre Urbain - Error Correction Testing in Panels with Common Stochastic Trends (RePEc:wly:japmet:v:31:y:2016:i:6:p:982-1004)
by Christian Gengenbach & Jean‐Pierre Urbain & Joakim Westerlund - CCE estimation of factor‐augmented regression models with more factors than observables (RePEc:wly:japmet:v:34:y:2019:i:2:p:268-284)
by Hande Karabiyik & Jean‐Pierre Urbain & Joakim Westerlund - Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models (RePEc:wly:jforec:v:33:y:2014:i:3:p:198-213)
by Thomas B. Götz & Alain Hecq & Jean‐Pierre Urbain