Jean-Pierre Urbain
Jean-Pierre Urbain
Professor of Time Series Econometrics
Adresse e-mail validée de maastrichtuniversity.nl - Page d'accueil
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Weak Exogeneity in Error Correction Models
JP Urbain
Exogeneity in Error Correction Models, 43-81, 1993
3161993
Common stochastic trends in European stock markets
A Corhay, AT Rad, JP Urbain
Economics Letters 42 (4), 385-390, 1993
2671993
Panel unit root tests in the presence of cross-sectional dependencies: Comparison and implications for modelling
C Gengenbach, FC Palm, JP Urbain
Econometric Reviews 29 (2), 111-145, 2009
1962009
Long run behaviour of Pacific-Basin stock prices
A Corhay, AT Rad, JP Urbain
Applied Financial Economics 5 (1), 11-18, 1995
1261995
Cointegration Testing in Panels with Common Factors*
C Gengenbach, FC Palm, JP Urbain
Oxford Bulletin of Economics and Statistics 68 (s1), 683-719, 2006
1212006
Cross-sectional dependence robust block bootstrap panel unit root tests
FC Palm, S Smeekes, JP Urbain
Journal of Econometrics 163 (1), 85-104, 2011
1052011
Cross-sectional averages versus principal components
J Westerlund, JP Urbain
Journal of Econometrics 185 (2), 372-377, 2015
972015
A cautious note on the use of panel models to predict financial crises
J Van den Berg, B Candelon, JP Urbain
Economics Letters 101 (1), 80-83, 2008
902008
Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles
A Hecq, FC Palm, JP Urbain
Oxford Bulletin of Economics and Statistics 62 (4), 511-532, 2000
792000
Lagrance-multiplier tersts for weak exogeneity: a synthesis
H Peter Boswijk, JP Urbain
Econometric Reviews 16 (1), 21-38, 1997
771997
Common cyclical features analysis in VAR models with cointegration
A Hecq, FC Palm, JP Urbain
Journal of Econometrics 132 (1), 117-141, 2006
762006
Bootstrap Unit‐Root Tests: Comparison and Extensions
FC Palm, S Smeekes, JP Urbain
Journal of Time Series Analysis 29 (2), 371-401, 2008
692008
Partial versus full system modelling of cointegrated systems An empirical illustration
JP Urbain
Journal of Econometrics 69 (1), 177-210, 1995
661995
On the estimation and inference in factor-augmented panel regressions with correlated loadings
J Westerlund, JP Urbain
Economics Letters 119 (3), 247-250, 2013
582013
Exogeneity in error correction models
JP Urbain
Lecture notes in economics and mathematical systems, 1993
56*1993
Error correction testing in panels with global stochastic trends
C Gengenbach, JP Urbain, J Westerlund
Research Memoranda 51, 2009
49*2009
Separation, weak exogeneity, and PT decomposition in cointegrated VAR systems with common features
A Hecq, FC Palm, JP Urbain
Econometric Reviews 21 (3), 273-307, 2002
432002
Separation, Weak Exogeneity and PT Decomposition in Cointegrated Var Systems
A Hecq, FC Palm, JP Urbain
CES, 2002
43*2002
Spurious regression in nonstationary panels with cross-unit cointegration
JP Urbain, J Westerlund
METEOR, Maastricht research school of Economics of TEchnology and ORganizations, 2006
382006
Error correction models for aggregate imports: the case of two small and open economies
JP Urbain
International trade modelling, 237-278, 1992
381992
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