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Natalia Bailey

Personal Details

First Name:Natalia
Middle Name:
Last Name:Bailey
Suffix:
RePEc Short-ID:pba1417

Affiliation

Department of Econometrics and Business Statistics
Monash Business School
Monash University

Melbourne, Australia
http://business.monash.edu/econometrics-and-business-statistics
RePEc:edi:dxmonau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Natalia Bailey & Zvi Hochman & Yufeng Mao & Mervyn J. Silvapulle & Param Silvapulle, 2020. "Statistical Modelling and Forecast Evaluation of the Impact of Extreme Temperatures on Wheat Crops in North Western Victoria," Monash Econometrics and Business Statistics Working Papers 18/20, Monash University, Department of Econometrics and Business Statistics.
  2. Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2020. "Measurement of Factor Strenght: Theory and Practice," CESifo Working Paper Series 8146, CESifo.
  3. Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2019. "Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices," CESifo Working Paper Series 7542, CESifo.
  4. Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2018. "Exponent of cross-sectional dependence for residuals," Monash Econometrics and Business Statistics Working Papers 13/18, Monash University, Department of Econometrics and Business Statistics.
  5. Natalia Bailey & Liudas Giraitis, 2015. "Spectral Approach to Parameter-Free Unit Root Testing," Working Papers 746, Queen Mary University of London, School of Economics and Finance.
  6. Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2015. "Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients," CESifo Working Paper Series 5428, CESifo.
  7. Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith, 2014. "A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices," CESifo Working Paper Series 4834, CESifo.
  8. Natalia Bailey & Sean Holly & N. Hashem Pesaran, 2013. "A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence," Cambridge Working Papers in Economics 1362, Faculty of Economics, University of Cambridge.
  9. Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2012. "Exponent of Cross-sectional Dependence: Estimation and Inference," CESifo Working Paper Series 3722, CESifo.

    repec:qmw:qmwecw:wp764 is not listed on IDEAS
    repec:qmw:qmwecw:wp749 is not listed on IDEAS
    repec:qmw:qmwecw:wp746 is not listed on IDEAS

Articles

  1. Natalia Bailey & Dandan Jiang & Jianfeng Yao, 2022. "A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models," Econometric Reviews, Taylor & Francis Journals, vol. 41(5), pages 564-582, June.
  2. Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2021. "Measurement of factor strength: Theory and practice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 587-613, August.
  3. Michele Aquaro & Natalia Bailey & M. Hashem Pesaran, 2021. "Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 18-44, January.
  4. Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2020. "Correction to: Exponent of Cross-sectional Dependence for Residuals," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 82(2), pages 380-380, November.
  5. Bailey, Natalia & Pesaran, M. Hashem & Smith, L. Vanessa, 2019. "A multiple testing approach to the regularisation of large sample correlation matrices," Journal of Econometrics, Elsevier, vol. 208(2), pages 507-534.
  6. Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2019. "Exponent of Cross-sectional Dependence for Residuals," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 46-102, September.
  7. Bailey, Natalia & Giraitis, Liudas, 2016. "Spectral approach to parameter-free unit root testing," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 4-16.
  8. Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2016. "A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 249-280, January.
  9. Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2016. "Exponent of Cross‐Sectional Dependence: Estimation and Inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 929-960, September.
  10. Bailey, N. & Giraitis, L., 2013. "Weak convergence in the near unit root setting," Statistics & Probability Letters, Elsevier, vol. 83(5), pages 1411-1415.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (8) 2012-02-20 2014-07-21 2015-05-30 2015-06-27 2018-10-01 2019-03-18 2020-04-06 2020-05-04. Author is listed
  2. NEP-GEO: Economic Geography (3) 2013-12-29 2015-06-27 2019-03-18
  3. NEP-ORE: Operations Research (3) 2015-06-27 2020-04-06 2020-05-04
  4. NEP-URE: Urban and Real Estate Economics (3) 2013-12-29 2015-06-27 2019-03-18
  5. NEP-ETS: Econometric Time Series (2) 2015-05-30 2020-04-06
  6. NEP-MAC: Macroeconomics (2) 2020-04-06 2020-05-04
  7. NEP-AGR: Agricultural Economics (1) 2020-05-18
  8. NEP-ENV: Environmental Economics (1) 2020-05-18
  9. NEP-FOR: Forecasting (1) 2020-05-18

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