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Jean-Pierre Urbain

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Personal Details

First Name: Jean-Pierre
Middle Name:
Last Name: Urbain
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RePEc Short-ID: pur1

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Homepage: http://www.personeel.unimaas.nl/J.Urbain
Postal Address: Department of Quantitative Economics Maastricht University SBE P.O. Box 616 6200 MD maastricht The Netherlands
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Affiliation

Works


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Working papers

  1. Götz Thomas & Hecq Alain & Urbain Jean-Pierre, 2012. "Forecasting Mixed Frequency Time Series with ECM-MIDAS Models," Research Memoranda 012, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
  2. Gengenbach Christian & Hecq Alain & Urbain Jean-Pierre, 2011. "Are Panel Unit Root Tests Useful for Real-Time Data?," Research Memoranda 012, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
  3. Westerlund Joakim & Urbain Jean-Pierre, 2011. "Cross sectional averages or principal components?," Research Memoranda 053, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
  4. Smeekes Stephan & Urbain Jean-Pierre, 2011. "On the Applicability of the Sieve Bootstrap in Time series Panels," Research Memoranda 055, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
  5. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2008. "Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests," Research Memoranda 048, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
  6. Berg, Jeroen van den & Candelon, Bertrand & Urbain, Jean-Pierre, 2008. "A cautious note on the use of panel models to predict financial crises," Open Access publications from Maastricht University urn:nbn:nl:ui:27-16464, Maastricht University.
  7. Gengenbach, Christian & Urbain, Jean-Pierre & Westerlund, Joakim, 2008. "Panel Error Correction Testing with Global Stochastic Trends," Research Memoranda 051, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
  8. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2007. "A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model," Research Memoranda 054, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
  9. Urbain, Jean-Pierre, 2007. "What can commonalities among time series teach us?," Open Access publications from Maastricht University urn:nbn:nl:ui:27-16600, Maastricht University.
  10. Gengenbach, Christian & Palm, Franz C. & Urbain, Jean-Pierre, 2006. "Cointegration Testing in Panels with Common Factors," Open Access publications from Maastricht University urn:nbn:nl:ui:27-15641, Maastricht University.
  11. Urbain, Jean-Pierre & Westerlund, Joakim, 2006. "Spurious Regression in Nonstationary Panels with Cross-Unit Cointegration," Research Memoranda 057, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
  12. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2006. "Bootstrap Unit Root Tests: Comparison and Extensions," Research Memoranda 015, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
  13. Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2005. "Common cyclical features analysis in VAR models with cointegration," Open Access publications from Maastricht University urn:nbn:nl:ui:27-5783, Maastricht University.
  14. Gengenbach,Christian & Palm,Franz C. & Urbain,Jean-Pierre, 2005. "Panel Cointegration Testing in the Presence of Common Factors," Research Memoranda 050, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
  15. Gengenbach,Christian & Palm,Franz & Urbain,Jean-Pierre, 2004. "Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling," Research Memoranda 040, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
  16. Urbain,Jean-Pierre & Laurent,Sébastien, 2004. "Bridging the Gap Between Ox and Gauss using OxGauss," Research Memoranda 007, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
  17. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features," CESifo Working Paper Series 660, CESifo Group Munich.
  18. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2001. "Testing for Common Cyclical Features in Var Models with Cointegration," CESifo Working Paper Series 451, CESifo Group Munich.
  19. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2000. "Testing for Common Cyclical Features in Nonstationary Panel Data Models," CESifo Working Paper Series 248, CESifo Group Munich.
  20. Hecq, A. & Palm, F.C. & Urbain, J.P., 2000. "Comovements in international stock markets: what can we learn from a common trend-common cycle analysis?," Open Access publications from Maastricht University urn:nbn:nl:ui:27-5767, Maastricht University.
  21. Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2000. "Permanent-transitory decompositions in VAR models with cointegration and common cycles," Open Access publications from Maastricht University urn:nbn:nl:ui:27-5777, Maastricht University.
  22. CRAMA, Yves & LERUTH, Luc & RENNEBOOG, Luc & URBAIN, Jean-Pierre, 1999. "Corporate governance structures, control and performance in European markets: a tale of two systems ," CORE Discussion Papers 1999042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  23. Crombrugghe, Dennis de & Palm, Franz C. & Urbain, Jean-Pierre, 1997. "Statistical demand functions for food in the USA and The Netherlands," Open Access publications from Maastricht University urn:nbn:nl:ui:27-5774, Maastricht University.
  24. Kleibergen, F.R. & Urbain, J-P. & Dijk, H.K. van, 1997. "Oil Price Shocks and Long Run Price and Import Demand Behavior," Econometric Institute Report EI 9709-/A, Erasmus University Rotterdam, Econometric Institute.
  25. Croix,David,de la & Urbain,Jean-Pierre, 1996. "Intertemporal substitution in import demand and habit formation ," Research Memoranda 003, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
  26. Croix,David,de la & Palm,Franz & Urbain,Jean-Pierre, 1996. "Labor market dynamics when effort depends on wage growth comparisons," Research Memoranda 016, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
  27. de la Croix, David & Rousseaux, Xavier & Urbain, Jean-Pierre, 1994. "To fine or to punish in the Late Middle Ages. A Time Series Analysis of Justice Administration in Nivelles, 1424-1536," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1994005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  28. Hecq, Alain & Urbain, Jean-Pierre, 1993. "Misspecification tests, unit roots and level shifts," Open Access publications from Maastricht University urn:nbn:nl:ui:27-15788, Maastricht University.
  29. Urbain, J-P., 1991. "On Weak Exogeneity in Error Correction Models," Papers 9103, Liege - Centre de Recherches Economiques et Demographiques.
  30. Urbain, J-P., 1991. "Finite Sample Behaviour of some Unit Root Tests in the Presence of Arch Effects," Papers 9104, Liege - Centre de Recherches Economiques et Demographiques.
  31. Delhausse, B. & Urbain, J-P., 1990. "Assessing Long Run Purchasing Power Parity Using Cointegration Analysis: The Case Of Small And Open Economy," Papers 9002, Liege - Centre de Recherches Economiques et Demographiques.
  32. Urbain, J-P., 1989. "Errors Correction Models For Aggregate Imports: Futher Evidence Using Multivariate Cointegration Techniques," Papers 8906, Liege - Centre de Recherches Economiques et Demographiques.
  33. Urbain, J-P. & Lahaye, J.M., 1989. "Structural Invariance And Super Exogeneity::: Maribel'S Consumption Function Revisited," Papers 8905, Liege - Centre de Recherches Economiques et Demographiques.
  34. Urbain, J.P., 1988. "Further Results On The Instability Of The Demand For Money During The German Hyperinflation," Papers 8801, Liege - Centre de Recherches Economiques et Demographiques.
  35. Urbain, J-P., 1988. "Error Correction Models For Aggregate Imports: The Case Of Two Small Open European Economies," Papers 8804, Liege - Centre de Recherches Economiques et Demographiques.

Articles

  1. Palm, Franz C. & Urbain, Jean-Pierre, 2011. "Factor structures for panel and multivariate time series data," Journal of Econometrics, Elsevier, vol. 163(1), pages 1-3, July.
  2. Jean‐Pierre Urbain & Joakim Westerlund, 2011. "Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(1), pages 119-139, 02.
  3. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2011. "Cross-sectional dependence robust block bootstrap panel unit root tests," Journal of Econometrics, Elsevier, vol. 163(1), pages 85-104, July.
  4. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2010. "A Sieve Bootstrap Test For Cointegration In A Conditional Error Correction Model," Econometric Theory, Cambridge University Press, vol. 26(03), pages 647-681, June.
  5. Christian Gengenbach & Franz Palm & Jean-Pierre Urbain, 2010. "Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling," Econometric Reviews, Taylor and Francis Journals, vol. 29(2), pages 111-145.
  6. Franz C. Palm & Stephan Smeekes & Jean-Pierre Urbain, 2008. "Bootstrap Unit-Root Tests: Comparison and Extensions," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(2), pages 371-401, 03.
  7. van den Berg, Jeroen & Candelon, Bertrand & Urbain, Jean-Pierre, 2008. "A cautious note on the use of panel models to predict financial crises," Economics Letters, Elsevier, vol. 101(1), pages 80-83, October.
  8. Christian Gengenbach & Franz C. Palm & Jean-Pierre Urbain, 2006. "Cointegration Testing in Panels with Common Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 683-719, December.
  9. Bauwens, Luc & Peter Boswijk, H. & Urbain, Jean-Pierre, 2006. "Causality and exogeneity in econometrics," Journal of Econometrics, Elsevier, vol. 132(2), pages 305-309, June.
  10. Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2006. "Common cyclical features analysis in VAR models with cointegration," Journal of Econometrics, Elsevier, vol. 132(1), pages 117-141, May.
  11. Jean-Pierre Urbain & Sébastien Laurent, 2005. "Bridging the gap between Ox and Gauss using OxGauss," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 131-139.
  12. Jean-Pierre Urbain, 2005. "Book Reviews: Eric Ghysels, Norman R. Swanson and Mark W.Watson, Essays in Econometrics, Collected Papers of Clive W.J. Granger, Volume II: Causality, Integration and Cointegration, and Long Memory, C," De Economist, Springer, vol. 153(1), pages 125-127, December.
  13. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features," Econometric Reviews, Taylor and Francis Journals, vol. 21(3), pages 273-307.
  14. Hecq, Alain & Palm, Franz C & Urbain, Jean-Pierre, 2000. " Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(4), pages 511-32, September.
  15. Jean-Pierre Urbain & Franz Palm & David de la Croix, 2000. "Labor market dynamics when effort depends on wage growth comparisons," Empirical Economics, Springer, vol. 25(3), pages 393-419.
  16. Frank Kleibergen & Herman van Dijk & Jean-Pierre Urbain, 1999. "Oil Price Shocks and Long Run Price and Import Demand Behavior," Annals of the Institute of Statistical Mathematics, Springer, vol. 51(3), pages 399-417, September.
  17. David De La Croix & Jean-Pierre Urbain, 1998. "Intertemporal substitution in import demand and habit formation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(6), pages 589-612.
  18. de Crombrugghe, Denis & Palm, Franz C & Urbain, Jean-Pierre, 1997. "Statistical Demand Functions for Food in the USA and the Netherlands: Reply," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 643-45, Sept.-Oct.
  19. de Crombrugghe, Denis & Palm, Franz C & Urbain, Jean-Pierre, 1997. "Statistical Demand Functions for Food in the USA and the Netherlands," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 615-37, Sept.-Oct.
  20. H. Peter Boswijk & Jean-Pierre Urbain, 1997. "Lagrance-multiplier tersts for weak exogeneity: a synthesis," Econometric Reviews, Taylor and Francis Journals, vol. 16(1), pages 21-38.
  21. Urbain, Jean-Pierre, 1996. "Japanese import behavior and cointegration: A comment," Journal of Policy Modeling, Elsevier, vol. 18(6), pages 583-601, December.
  22. Urbain, Jean-Pierre, 1995. "Partial versus full system modelling of cointegrated systems an empirical illustration," Journal of Econometrics, Elsevier, vol. 69(1), pages 177-210, September.
  23. Corhay, A. & Tourani Rad, A. & Urbain, J. -P., 1993. "Common stochastic trends in European stock markets," Economics Letters, Elsevier, vol. 42(4), pages 385-390.
  24. Hecq, Alain & Urbain, Jean-Pierre, 1993. "Misspecification tests, unit roots and level shifts," Economics Letters, Elsevier, vol. 43(2), pages 129-135.
  25. J. M. Lahaye & J. P. Urbain, 1992. "Structural invariance and super exogeneity in: macroeconometric model building :MARIBEL's consumption function revisited," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 134, pages 209-234.
  26. Urbain, Jean-Pierre, 1992. "On Weak Exogeneity in Error Correction Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(2), pages 187-207, May.
  27. Urbain, J. P., 1989. "Model selection criteria and granger causality tests : An empirical note," Economics Letters, Elsevier, vol. 29(4), pages 317-320.

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2006-04-29
  2. NEP-CFN: Corporate Finance (1) 1999-11-08
  3. NEP-CMP: Computational Economics (1) 2004-04-18
  4. NEP-ECM: Econometrics (11) 2004-03-28 2004-09-30 2006-01-01 2007-01-23 2008-02-02 2008-12-14 2009-01-03 2011-02-26 2012-01-03 2012-01-25 2012-03-14 Author is listed
  5. NEP-ETS: Econometric Time Series (10) 2004-03-28 2004-09-30 2006-01-01 2007-01-23 2008-02-02 2008-12-14 2009-01-03 2011-02-26 2012-01-25 2012-03-14 Author is listed
  6. NEP-FIN: Finance (1) 1999-11-08
  7. NEP-FMK: Financial Markets (1) 2006-04-29
  8. NEP-FOR: Forecasting (1) 2012-03-14
  9. NEP-IND: Industrial Organization (1) 1999-11-15
  10. NEP-MAC: Macroeconomics (1) 2011-02-26
  11. NEP-MST: Market Microstructure (1) 2012-03-14
  12. NEP-UPT: Utility Models & Prospect Theory (1) 2006-04-29

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