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Yunus Emre Ergemen
Yunus Emre Ergemen
CREATES, Aarhus University Department of Economics and Business Economics
Verified email at econ.au.dk - Homepage
Title
Cited by
Cited by
Year
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
YE Ergemen, C Velasco
Journal of Econometrics 196 (2), 248-258, 2017
282017
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads
YE Ergemen, N Haldrup, CV Rodríguez-Caballero
Energy Economics 60, 79-96, 2016
202016
System estimation of panel data models under long-range dependence
YE Ergemen
Journal of Business & Economic Statistics 37 (1), 13-26, 2019
192019
Forecasting causes of death by using compositional data analysis: the case of cancer deaths
S Kjærgaard, YE Ergemen, M Kallestrup‐Lamb, J Oeppen, ...
Journal of the Royal Statistical Society: Series C (Applied Statistics) 68 …, 2019
132019
Estimation of a dynamic multilevel factor model with possible long-range dependence
CV Rodríguez-Caballero, YE Ergemen
Technical report, Universidad Carlos III de Madrid. Departamento de Estadística, 2017
7*2017
A dynamic multi-level factor model with long-range dependence
YE Ergemen, CV Rodríguez-Caballero
Department of Economics and Business Ecoomics, Aarhus University, 2016
62016
Longevity forecasting by socio‐economic groups using compositional data analysis
S Kjærgaard, YE Ergemen, MP Bergeron‐Boucher, J Oeppen, ...
Journal of the Royal Statistical Society: Series A (Statistics in Society …, 2020
32020
Generalized efficient inference on factor models with long-range dependence
YE Ergemen
CREATES Research Papers 5, 2016
32016
Persistence heterogeneity testing in panels with interactive fixed effects
YE Ergemen, C Velasco
Journal of Time Series Analysis 40 (4), 573-589, 2019
12019
Forecasting inflation rates with multi-level international dependence
YE Ergemen
Economics Letters 214, 110456, 2022
2022
Predictive Regressions under Arbitrary Persistence and Stock Return Predictability
D Borup, BJ Christensen, YE Ergemen
Available at SSRN 3802472, 2021
2021
Assessing predictive accuracy in panel data models with long-range dependence
D Borup, BJ Christensen, YE Ergemen
Department of Economics and Business Economics, Aarhus University, 2019
2019
Supplemental Material to System Estimation of Panel Data Models under Long-Range Dependence
YE Ergemen
2016
Panel data models with long-range dependence
YE Ergemen
2015
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Articles 1–14