Seguir
Natalia Bailey
Natalia Bailey
Associate Professor, Department of Econometrics and Business Statistics, Monash University
Dirección de correo verificada de monash.edu
Título
Citado por
Citado por
Año
Exponent of cross‐sectional dependence: Estimation and inference
N Bailey, G Kapetanios, MH Pesaran
Journal of Applied Econometrics 31 (6), 929-960, 2016
2652016
A two‐stage approach to spatio‐temporal analysis with strong and weak cross‐sectional dependence
N Bailey, S Holly, MH Pesaran
Journal of Applied Econometrics 31 (1), 249-280, 2016
2252016
Estimation and inference for spatial models with heterogeneous coefficients: an application to US house prices
M Aquaro, N Bailey, MH Pesaran
Journal of Applied Econometrics 36 (1), 18-44, 2021
112*2021
A multiple testing approach to the regularisation of large sample correlation matrices
N Bailey, MH Pesaran, LV Smith
Journal of Econometrics 208 (2), 507-534, 2019
652019
Exponent of cross-sectional dependence for residuals
N Bailey, G Kapetanios, MH Pesaran
Sankhya B 81 (Suppl 1), 46-102, 2019
312019
Measurement of factor strength: Theory and practice
N Bailey, G Kapetanios, MH Pesaran
Journal of Applied Econometrics 36 (5), 587-613, 2021
272021
Spectral approach to parameter-free unit root testing
N Bailey, L Giraitis
Computational statistics & data analysis 100, 4-16, 2016
52016
A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models
N Bailey, D Jiang, J Yao
Econometric Reviews 41 (5), 564-582, 2022
3*2022
Correction to: Exponent of Cross-sectional Dependence for Residuals
N Bailey, G Kapetanios, MH Pesaran
Sankhya B 82, 380-380, 2020
12020
Estimation of random cycles in persistent time series
KM Abadir, N Bailey, W Distaso, L Giraitis
2023
Statistical modelling and forecast evaluation of the impact of extreme temperatures on wheat crops in North Western Victoria
N Bailey, Z Hochman, Y Mao, MJ Silvapulle, P Silvapulle
Monash University, 2020
2020
Weak convergence in the near unit root setting
N Bailey, L Giraitis
Statistics & Probability Letters 83 (5), 1411-1415, 2013
2013
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–12