Friedrich, Marina; Smeekes, Stephan; Urbain, Jean-Pierre Autoregressive wild bootstrap inference for nonparametric trends. (English) Zbl 1456.62080 J. Econom. 214, No. 1, 81-109 (2020). MSC: 62G09 62M10 62G05 62G15 62G20 62P12 PDFBibTeX XMLCite \textit{M. Friedrich} et al., J. Econom. 214, No. 1, 81--109 (2020; Zbl 1456.62080) Full Text: DOI arXiv Link
Lohmeyer, Jan; Palm, Franz; Reuvers, Hanno; Urbain, Jean-Pierre Focused information criterion for locally misspecified vector autoregressive models. (English) Zbl 1490.62260 Econom. Rev. 38, No. 7, 763-792 (2019). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{J. Lohmeyer} et al., Econom. Rev. 38, No. 7, 763--792 (2019; Zbl 1490.62260) Full Text: DOI
Beutner, Eric; Reese, Simon; Urbain, Jean-Pierre Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type. (English) Zbl 1394.91188 Insur. Math. Econ. 75, 117-125 (2017). MSC: 91B30 91D20 62P05 PDFBibTeX XMLCite \textit{E. Beutner} et al., Insur. Math. Econ. 75, 117--125 (2017; Zbl 1394.91188) Full Text: DOI arXiv
Westerlund, Joakim; Urbain, Jean-Pierre Cross-sectional averages versus principal components. (English) Zbl 1331.62488 J. Econom. 185, No. 2, 372-377 (2015). MSC: 62P20 62H12 62H25 PDFBibTeX XMLCite \textit{J. Westerlund} and \textit{J.-P. Urbain}, J. Econom. 185, No. 2, 372--377 (2015; Zbl 1331.62488) Full Text: DOI
Götz, Thomas B.; Hecq, Alain; Urbain, Jean-Pierre Forecasting mixed-frequency time series with ECM-MIDAS models. (English) Zbl 1397.62306 J. Forecast. 33, No. 3, 198-213 (2014). MSC: 62M10 62P20 91B84 PDFBibTeX XMLCite \textit{T. B. Götz} et al., J. Forecast. 33, No. 3, 198--213 (2014; Zbl 1397.62306) Full Text: DOI Link
Götz, Thomas B.; Hecq, Alain; Urbain, Jean-Pierre Testing for common cycles in non-stationary VARs with varied frequency data. (English) Zbl 1443.62151 Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 361-393 (2013). MSC: 62H12 62M10 62M02 62P20 PDFBibTeX XMLCite \textit{T. B. Götz} et al., Adv. Econom. 32, 361--393 (2013; Zbl 1443.62151) Full Text: DOI
Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, Joakim Alternative representations for cointegrated panels with global stochastic trends. (English) Zbl 1284.62553 Econ. Lett. 118, No. 3, 485-488 (2013). MSC: 62M10 PDFBibTeX XMLCite \textit{C. Gengenbach} et al., Econ. Lett. 118, No. 3, 485--488 (2013; Zbl 1284.62553) Full Text: DOI
Westerlund, Joakim; Urbain, Jean-Pierre On the estimation and inference in factor-augmented panel regressions with correlated loadings. (English) Zbl 1283.62072 Econ. Lett. 119, No. 3, 247-250 (2013). MSC: 62G05 62J05 62H12 91B82 PDFBibTeX XMLCite \textit{J. Westerlund} and \textit{J.-P. Urbain}, Econ. Lett. 119, No. 3, 247--250 (2013; Zbl 1283.62072) Full Text: DOI
Palm, Franz C.; Smeekes, Stephan; Urbain, Jean-Pierre Cross-sectional dependence robust block bootstrap panel unit root tests. (English) Zbl 1441.62826 J. Econom. 163, No. 1, 85-104 (2011). MSC: 62P20 62M10 62G09 62M07 PDFBibTeX XMLCite \textit{F. C. Palm} et al., J. Econom. 163, No. 1, 85--104 (2011; Zbl 1441.62826) Full Text: DOI Link
Palm, Franz C. (ed.); Urbain, Jean-Pierre (ed.) Editorial. Factor structures for panel and multivariate time series data. (English) Zbl 1471.00027 J. Econom. 163, No. 1, 1-3 (2011). MSC: 00B25 62-06 62P20 62M10 62H25 PDFBibTeX XMLCite \textit{F. C. Palm} (ed.) and \textit{J.-P. Urbain} (ed.), J. Econom. 163, No. 1, 1--3 (2011; Zbl 1471.00027) Full Text: DOI
Palm, Franz C.; Smeekes, Stephan; Urbain, Jean-Pierre A sieve bootstrap test for cointegration in a conditional error correction model. (English) Zbl 1191.62151 Econom. Theory 26, No. 3, 647-681 (2010). MSC: 62M10 62G10 62G09 62G20 65C60 PDFBibTeX XMLCite \textit{F. C. Palm} et al., Econom. Theory 26, No. 3, 647--681 (2010; Zbl 1191.62151) Full Text: DOI
Gengenbach, Christian; Palm, Franz C.; Urbain, Jean-Pierre Panel unit root tests in the presence of cross-sectional dependencies: comparison and implications for modelling. (English) Zbl 1205.91138 Econom. Rev. 29, No. 2, 111-145 (2010). MSC: 91B84 62M10 62P20 PDFBibTeX XMLCite \textit{C. Gengenbach} et al., Econom. Rev. 29, No. 2, 111--145 (2010; Zbl 1205.91138) Full Text: DOI
Palm, Franz C.; Smeekes, Stephan; Urbain, Jean-Pierre Bootstrap unit-root tests: comparison and extensions. (English) Zbl 1164.62051 J. Time Ser. Anal. 29, No. 2, 371-401 (2008). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62M10 62G09 62G10 62F40 65C60 PDFBibTeX XMLCite \textit{F. C. Palm} et al., J. Time Ser. Anal. 29, No. 2, 371--401 (2008; Zbl 1164.62051) Full Text: DOI Link
Bauwens, Luc (ed.); Boswijk, H. Peter (ed.); Urbain, Jean-Pierre (ed.) Editorial: Causality and exogeneity in econometrics. (English) Zbl 1338.00062 J. Econom. 132, No. 2, 305-309 (2006). MSC: 00B25 62-06 91-06 62P20 PDFBibTeX XMLCite \textit{L. Bauwens} (ed.) et al., J. Econom. 132, No. 2, 305--309 (2006; Zbl 1338.00062) Full Text: DOI
Hecq, Alain; Palm, Franz C.; Urbain, Jean-Pierre Common cyclical features analysis in VAR models with cointegration. (English) Zbl 1337.62266 J. Econom. 132, No. 1, 117-141 (2006). MSC: 62M10 62M07 62L10 62P20 91B82 PDFBibTeX XMLCite \textit{A. Hecq} et al., J. Econom. 132, No. 1, 117--141 (2006; Zbl 1337.62266) Full Text: DOI
Kleibergen, Frank; van Dijk, Herman K.; Urbain, Jean-Pierre Oil price shocks and long run price and import demand behavior. (English) Zbl 0955.62119 Ann. Inst. Stat. Math. 51, No. 3, 399-417 (1999). MSC: 62P20 91B84 PDFBibTeX XMLCite \textit{F. Kleibergen} et al., Ann. Inst. Stat. Math. 51, No. 3, 399--417 (1999; Zbl 0955.62119) Full Text: DOI
Boswijk, H. Peter; Urbain, Jean-Pierre Lagrange-multiplier tests for weak exogeneity: A synthesis. (English) Zbl 0896.62130 Econom. Rev. 16, No. 1, 21-38 (1997). MSC: 62P20 91B84 62H15 PDFBibTeX XMLCite \textit{H. P. Boswijk} and \textit{J.-P. Urbain}, Econom. Rev. 16, No. 1, 21--38 (1997; Zbl 0896.62130) Full Text: DOI
Hecq, Alain; Urbain, Jean-Pierre Misspecification tests, unit roots and level shifts. (English) Zbl 0800.62780 Econ. Lett. 43, No. 2, 129-135 (1993). MSC: 62P20 PDFBibTeX XMLCite \textit{A. Hecq} and \textit{J.-P. Urbain}, Econ. Lett. 43, No. 2, 129--135 (1993; Zbl 0800.62780) Full Text: DOI
Urbain, Jean-Pierre Exogeneity in error correction models. (English) Zbl 0783.62101 Lecture Notes in Economics and Mathematical Systems. 398. Berlin: Springer-Verlag. x, 189 p. (1993). Reviewer: R.Fahrion (Heidelberg) MSC: 62P20 62-02 91B84 PDFBibTeX XMLCite \textit{J.-P. Urbain}, Exogeneity in error correction models. Berlin: Springer-Verlag (1993; Zbl 0783.62101)