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Jean-Pierre Urbain

Global rank #3546 96%

Institution: Unknown

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1989

Most Recent: 2020

RePEc ID: pur1 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.67 2.01 0.00 3.35
All Time 0.00 6.70 10.05 0.00 26.48

Publication Statistics

Raw Publications 24
Coauthorship-Adjusted Count 23.90

Publications (24)

Year Article Journal Tier Authors
2020 Autoregressive wild bootstrap inference for nonparametric trends Journal of Econometrics A 3
2019 CCE estimation of factor‐augmented regression models with more factors than observables Journal of Applied Econometrics B 3
2016 Combining forecasts from successive data vintages: An application to U.S. growth International Journal of Forecasting B 3
2016 Error Correction Testing in Panels with Common Stochastic Trends Journal of Applied Econometrics B 3
2015 Cross-sectional averages versus principal components Journal of Econometrics A 2
2014 On the Applicability of the Sieve Bootstrap in Time Series Panels Oxford Bulletin of Economics and Statistics B 2
2013 Alternative representations for cointegrated panels with global stochastic trends Economics Letters C 3
2013 On the estimation and inference in factor-augmented panel regressions with correlated loadings Economics Letters C 2
2011 Factor structures for panel and multivariate time series data Journal of Econometrics A 2
2011 Cross-sectional dependence robust block bootstrap panel unit root tests Journal of Econometrics A 3
2011 Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends Oxford Bulletin of Economics and Statistics B 2
2010 A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL Econometric Theory B 3
2008 A cautious note on the use of panel models to predict financial crises Economics Letters C 3
2006 Causality and exogeneity in econometrics Journal of Econometrics A 3
2006 Common cyclical features analysis in VAR models with cointegration Journal of Econometrics A 3
2006 Cointegration Testing in Panels with Common Factors* Oxford Bulletin of Economics and Statistics B 3
2005 Bridging the gap between Ox and Gauss using OxGauss Journal of Applied Econometrics B 2
2000 repec:bla:obuest:v:62:y:2000:i:4:p:511-32 Oxford Bulletin of Economics and Statistics B 2
2000 Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles Oxford Bulletin of Economics and Statistics B 3
1995 Partial versus full system modelling of cointegrated systems an empirical illustration Journal of Econometrics A 1
1993 Common stochastic trends in European stock markets Economics Letters C 3
1993 Misspecification tests, unit roots and level shifts Economics Letters C 2
1992 On Weak Exogeneity in Error Correction Models. Oxford Bulletin of Economics and Statistics B 1
1989 Model selection criteria and granger causality tests : An empirical note Economics Letters C 1