Jean‐Pierre Urbain

Author

Jean‐Pierre Urbain

Also Known As

J-P. Urbain, J.-P. Urbain, J.P. Urbain, J.R.Y.J. Urbain, Jean-Pierre Urbain, Jean‐Pierre Urbain, Urbain, J.R.Y.J., Urbain, Jean-Pierre

Publications

2.3K

Citations

H-Index

Concepts

All Affiliations

Maastricht University Deakin University University of Liège Lund University Fund for Scientific Research

About

Jean‐Pierre Urbain is an author at Maastricht University specializing in business, economics, and econometrics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	18	22	1.7K
2	Engineering	9	9	431
3	Education	2	2	115
4	Health Sciences	1	1	25
5	Biostatistics	1	1	92

Jean‐Pierre Urbain

Publications

2.1K

Citations

H-Index

Page 1

	Year	Citations
ON WEAK EXOGENEITY IN ERROR CORRECTION MODELS Jean‐Pierre Urbain Oxford Bulletin of Economics and Statistics Econometric ModelEconomicsRobust StatisticBusinessEconomic Analysis	1992	282
Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling Christian Gengenbach, Franz C. Palm, Jean‐Pierre Urbain Econometric Reviews	2009	207
Common stochastic trends in European stock markets Albert Corhay, Alireza Tourani Rad, Jean‐Pierre Urbain Economics Letters EconomicsFinancial EconomicsAsset PricingMarket TrendBusiness	1993	184
Cross-sectional averages versus principal components Joakim Westerlund, Jean‐Pierre Urbain Journal of Econometrics EconomicsBusinessEconometricsEconomic AnalysisMultidimensional Analysis	2014	148
Cointegration Testing in Panels with Common Factors* Christian Gengenbach, Franz C. Palm, Jean‐Pierre Urbain Oxford Bulletin of Economics and Statistics Econometric ModelEconomicsCommon Factor CointegrationInternational EconomicsFinance	2006	129
Error Correction Testing in Panels with Common Stochastic Trends Christian Gengenbach, Jean‐Pierre Urbain, Joakim Westerlund Journal of Applied Econometrics EngineeringEconomic FluctuationPanel Data TestsPanel DataError Correction Testing	2015	125
Cross-sectional dependence robust block bootstrap panel unit root tests Franz C. Palm, Stephan Smeekes, Jean‐Pierre Urbain Journal of Econometrics ReliabilityEconomicsBootstrap ResamplingEngineeringBusiness	2010	123
Bootstrap Unit‐Root Tests: Comparison and Extensions Franz C. Palm, Stephan Smeekes, Jean‐Pierre Urbain Journal of Time Series Analysis Bootstrap TestsBootstrap ResamplingBacktestingComparative TestStationary Bootstrap	2008	92
On the estimation and inference in factor-augmented panel regressions with correlated loadings Joakim Westerlund, Jean‐Pierre Urbain Economics Letters Econometric ModelEconomicsCorrelated LoadingsEconometricsBusiness	2013	85
A cautious note on the use of panel models to predict financial crises Jeroen van den Berg, Bertrand Candelon, Jean‐Pierre Urbain Economics Letters EconomicsFinancial EconomicsPanel DataShock (Economics)Business	2008	83

Page 1