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Natalia Bailey
Natalia Bailey
Associate Professor, Department of Econometrics and Business Statistics, Monash University
Verified email at monash.edu
Title
Cited by
Cited by
Year
Exponent of cross‐sectional dependence: Estimation and inference
N Bailey, G Kapetanios, MH Pesaran
Journal of Applied Econometrics 31 (6), 929-960, 2016
2632016
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
2182016
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
110*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
572019
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
282021
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
2*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
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