Jean-Pierre Urbain

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 = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	0.00	0.00	0.00	-
Last 10 Years	1.35	2.02	0.00	3.36	60%
All Time	13.45	10.09	3.03	26.57	95%

Publication Statistics

Raw Publications 24

Coauthorship-Adjusted Count 22.87

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	Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles	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