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Simon Reese
Simon Reese
Lund University, Department of Economics
Verifierad e-postadress på nek.lu.se - Startsida
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PANICCA-PANIC on Cross-Section Averages
S Reese, J Westerlund
Journal of Applied Econometrics, 1-21, 2015
1182015
The incidental parameters problem in testing for remaining cross-section correlation
A Juodis, S Reese
Journal of Business & Economic Statistics 40 (3), 1191-1203, 2022
832022
On the role of the rank condition in CCE estimation of factor-augmented panel regressions
H Karabiyik, S Reese, J Westerlund
Journal of Econometrics 197 (1), 60-64, 2017
542017
Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type
E Beutner, S Reese, JP Urbain
Insurance: Mathematics and Economics 75, 117-125, 2017
192017
Detection of units with pervasive effects in large panel data models
G Kapetanios, MH Pesaran, S Reese
Journal of econometrics 221 (2), 510-541, 2021
132021
Estimation of factor-augmented panel regressions with weakly influential factors
S Reese, J Westerlund
Econometric Reviews 37 (5), 401-465, 2018
122018
A Factor Analytical Approach to Price Discovery
S Reese, J Westerlund, P Narayan
12*2015
xtnumfac: A battery of estimators for the number of common factors in time series and panel-data models
J Ditzen, S Reese
The Stata Journal 23 (2), 438-454, 2023
32023
Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements
S Reese, Y Li
Journal of Statistical Computation and Simulation 85 (17), 3468-3479, 2015
32015
Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction
Y Li, S Reese
Computational Statistics 29 (6), 1481-1496, 2014
32014
A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models
G Kapetanios, MH Pesaran, S Reese
CESifo Working Paper, 2018
22018
Beyond Truth-telling: A Replication Study on School Choice
T Andersson, D Kessel, N Lager, E Olme, S Reese
Lund University, Department of Economics Working Papers, 2024
2024
XTNUMFAC: Stata module to estimate the number of factors in panel data
J Ditzen, S Reese
Boston College Department of Economics, 2023
2023
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Artiklar 1–13