المؤلفون: Jan Lohmeyer, Franz Palm, Jean‐Pierre Urbain

المصدر: Wiley Blackwell, Journal of Time Series Analysis. 45(5):691-713

الإتاحة: https://ideas.repec.org/a/bla/jtsera/v45y2024i5p691-713.html

المؤلفون: Jean-Pierre Urbain

المساهمون: Ministère de l'Économie

المصدر: Économie & prévision 94-95(3-4):63-77

URL الوصول: http://www.persee.fr/doc/ecop_0249-4744_1990_num_94_3_5178

المؤلفون: Jean-Pierre Urbain, Stephan Smeekes, Marina Friedrich

المساهمون: Quantitative Economics, QE Econometrics, RS: GSBE Theme Data-Driven Decision-Making, RS: FSE DACS Mathematics Centre Maastricht, Econometrics and Data Science

المصدر: Friedrich, M, Smeekes, S & Urbain, J P 2020, ' Autoregressive wild bootstrap inference for nonparametric trends ', Journal of Econometrics, vol. 214, no. 1, pp. 81-109 . https://doi.org/10.1016/j.jeconom.2019.05.006
Journal of Econometrics, 214(1), 81-109. Elsevier Science
Journal of Econometrics, 214(1), 81-109. Elsevier BV

مصطلحات موضوعية: FOS: Computer and information sciences, Economics and Econometrics, Heteroscedasticity, Time series, 010504 meteorology & atmospheric sciences, Missing data, Econometrics (econ.EM), Inference, Nonparametric Estimation, 01 natural sciences, Weather station, Methodology (stat.ME), FOS: Economics and business, 010104 statistics & probability, Simultaneous confidence bands, Trend analysis, Statistics, Econometrics, Confidence Intervals, 0101 mathematics, CDF-based nonparametric confidence interval, Autoregressive wild bootstrap, Statistics - Methodology, 0105 earth and related environmental sciences, Mathematics, Economics - Econometrics, Pointwise, Applied Mathematics, Nonparametric statistics, Bootstrap, Autoregressive model, Trend estimation

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2f7cad4ffc2106fa9c73d31464d0cc7a
https://research.vu.nl/en/publications/6b8b7c87-faa2-4fae-856b-bde9f204f1a7

المؤلفون: Marina Friedrich, Eric Beutner, Hanno Reuvers, Stephan Smeekes, Jean-Pierre Urbain, Whitney Bader, Bruno Franco, Bernard Lejeune, Emmanuel Mahieu

المصدر: Springer, Climatic Change. 162(1):105-125

الإتاحة: https://ideas.repec.org/a/spr/climat/v162y2020i1d10.1007_s10584-020-02806-2.html

المؤلفون: Jean-Pierre Urbain, Hande Karabiyik, Joakim Westerlund

المساهمون: Econometrics and Operations Research, RS: GSBE other - not theme-related research, Quantitative Economics

المصدر: Karabiyik, H, Urbain, J P & Westerlund, J 2019, ' CCE estimation of factor-augmented regression models with more factors than observables ', Journal of Applied Econometrics, vol. 34, no. 2, pp. 268-284 . https://doi.org/10.1002/jae.2661
Journal of Applied Econometrics, 34(2), 268-284. John Wiley and Sons Ltd
Journal of Applied Econometrics, 34(2), 268-284. Wiley

مصطلحات موضوعية: Economics and Econometrics, Current (mathematics), UNIT-ROOT TESTS, Monte Carlo method, 0502 economics and business, Statistics, cross-sectional dependence, CCE, CONSISTENT VARIABLE SELECTION, 050207 economics, LINKAGES, 050205 econometrics, Mathematics, Series (mathematics), Small number, 05 social sciences, Estimator, HT ESTIMATION, Observable, Regression analysis, HETEROGENEOUS PANELS, Simple extension, factor-augmented panel regressions, DIFFUSION, CROSS, INTRA-EU TRADE, GRAVITY MODELS, INFERENCE, Social Sciences (miscellaneous)

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c42ecb76fa2183ac012cc728934f8722
https://doi.org/10.1002/jae.2661

المؤلفون: Hande Karabiyik, Franz C. Palm, Jean-Pierre Urbain

المصدر: Annual Reviews, Annual Review of Economics. 11(1):495-522

الإتاحة: https://ideas.repec.org/a/anr/reveco/v11y2019p495-522.html

المؤلفون: Jan Lohmeyer, Franz Palm, Hanno Reuvers, Jean-Pierre Urbain

المصدر: Taylor & Francis Journals, Econometric Reviews. 38(7):763-792

الإتاحة: https://ideas.repec.org/a/taf/emetrv/v38y2019i7p763-792.html

المؤلفون: Hande Karabiyik, Jean‐Pierre Urbain, Joakim Westerlund

المصدر: John Wiley & Sons, Ltd., Journal of Applied Econometrics. 34(2):268-284

الإتاحة: https://ideas.repec.org/a/wly/japmet/v34y2019i2p268-284.html

المؤلفون: Eric Beutner, Simon Reese, Jean-Pierre Urbain

المساهمون: QE Math. Economics & Game Theory, RS: GSBE ETBC, QE Econometrics

المصدر: Insurance: Mathematics and Economics, 75, 117-125. Elsevier

مصطلحات موضوعية: FOS: Computer and information sciences, Statistics and Probability, Economics and Econometrics, Process (engineering), Time series model, Lee–Carter model, Latent variable, Expected value, Statistics - Applications, 01 natural sciences, Age period cohort model, 010104 statistics & probability, Age period model, 0502 economics and business, Econometrics, Applications (stat.AP), Identifiability, 0101 mathematics, Time series, Mathematics, Estimation, 050208 finance, Stochastic process, 05 social sciences, Lee Carter model, Plug-in Lee Carter model, Statistics, Probability and Uncertainty, Mathematical economics, 62F99

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::505b5756c5951e99cd71f19a72d7b69c
https://doi.org/10.1016/j.insmatheco.2017.04.006

المؤلفون: Franz Palm, Jean-Pierre Urbain, Hande Karabiyik

المساهمون: QE Econometrics, RS: GSBE Theme Data-Driven Decision-Making

المصدر: Karabiyik, H, Palm, F C & Urbain, J P 2019, ' Econometric Analysis of Panel Data Models with Multifactor Error Structures ', Annual Review of Economics, vol. 11, pp. 495-522 . https://doi.org/10.1146/annurev-economics-063016-104338
Annual Review of Economics, 11, 495-522. Annual Reviews Inc.

مصطلحات موضوعية: Shrinkage estimator, Economics and Econometrics, UNIT-ROOT TESTS, nonstationary panels, COINTEGRATION, Maximum likelihood, TIME-SERIES, panel data, REGRESSION-MODELS, 0502 economics and business, Econometrics, cross-sectional dependence, 050207 economics, stationary panels, 050205 econometrics, Mathematics, principal components, common correlated effects, Cointegration, 05 social sciences, factor-augmented panel regression, Econometric analysis, Regression analysis, CCE ESTIMATION, MAXIMUM-LIKELIHOOD-ESTIMATION, CROSS-SECTIONAL DEPENDENCE, LARGE NUMBER, Principal component analysis, BAYESIAN SHRINKAGE, SLOPE HOMOGENEITY, Panel data

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ef0808f532993a6254cf8be9ff2907f0
https://hdl.handle.net/1871.1/7231b778-5dec-43ab-897c-261711d2406e