Exponent of cross‐sectional dependence: Estimation and inference N Bailey, G Kapetanios, MH Pesaran Journal of Applied Econometrics 31 (6), 929-960, 2016 | 278 | 2016 |
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 | 233 | 2016 |
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 | 116* | 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 | 64 | 2019 |
Exponent of cross-sectional dependence for residuals N Bailey, G Kapetanios, MH Pesaran Sankhya B 81 (Suppl 1), 46-102, 2019 | 36 | 2019 |
Measurement of factor strength: Theory and practice N Bailey, G Kapetanios, MH Pesaran Journal of Applied Econometrics 36 (5), 587-613, 2021 | 32 | 2021 |
Spectral approach to parameter-free unit root testing N Bailey, L Giraitis Computational Statistics & Data Analysis 100, 4-16, 2016 | 5 | 2016 |
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 | 4* | 2022 |
Estimation of random cycles in persistent time series KM Abadir, N Bailey, W Distaso, L Giraitis Monash University, Department of Econometrics and Business Statistics, 2023 | 2 | 2023 |
Correction to: Exponent of Cross-sectional Dependence for Residuals N Bailey, G Kapetanios, MH Pesaran Sankhya B 82, 380-380, 2020 | 1 | 2020 |
Impact of climate change on agriculture in Australia: an interactive fixed effects model approach N Bailey, Z Hochman, Y Mao, M Silvapulle, P Silvapulle Applied Economics, 1-14, 2024 | | 2024 |
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 |