Browsing All of EconStor by Author Bailey, Natalia
Showing results 1 to 11 of 11
Year of Publication | Title | Author(s) |
2012 | Exponent of cross-sectional dependence: Estimation and inference | Bailey, Natalia; Kapetanios, George; Pesaran, Hashem |
2012 | Exponent of cross-sectional dependence: Estimation and inference | Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem |
2014 | A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence | Bailey, Natalia; Holly, Sean; Pesaran, M. Hashem |
2014 | A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices | Bailey, Natalia; Pesaran, M. Hashem; Smith, L. Vanessa |
2015 | A multiple testing approach to the regularisation of large sample correlation matrices | Bailey, Natalia; Pesaran, M. Hashem; Smith, L. Vanessa |
2015 | Quasi maximum likelihood estimation of spatial models with heterogeneous coefficients | Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem |
2015 | Spectral approach to parameter-free unit root testing | Bailey, Natalia; Giraitis, Liudas |
2015 | Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients | Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem |
2018 | Exponent of Cross-sectional Dependence for Residuals | Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem |
2019 | Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices | Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem |
2020 | Measurement of Factor Strenght: Theory and Practice | Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem |