Browsing All of EconStor by Author Bailey, Natalia


Showing results 1 to 11 of 11
Year of PublicationTitleAuthor(s)
2012Exponent of cross-sectional dependence: Estimation and inferenceBailey, Natalia; Kapetanios, George; Pesaran, Hashem
2012Exponent of cross-sectional dependence: Estimation and inferenceBailey, Natalia; Kapetanios, George; Pesaran, M. Hashem
2014A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional DependenceBailey, Natalia; Holly, Sean; Pesaran, M. Hashem
2014A Multiple Testing Approach to the Regularisation of Large Sample Correlation MatricesBailey, Natalia; Pesaran, M. Hashem; Smith, L. Vanessa
2015Spectral approach to parameter-free unit root testingBailey, Natalia; Giraitis, Liudas
2015A multiple testing approach to the regularisation of large sample correlation matricesBailey, Natalia; Pesaran, M. Hashem; Smith, L. Vanessa
2015Quasi maximum likelihood estimation of spatial models with heterogeneous coefficientsAquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem
2015Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous CoefficientsAquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem
2018Exponent of Cross-sectional Dependence for ResidualsBailey, Natalia; Kapetanios, George; Pesaran, M. Hashem
2019Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house pricesAquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem
2020Measurement of Factor Strenght: Theory and PracticeBailey, Natalia; Kapetanios, George; Pesaran, M. Hashem