| Estimation of fractionally integrated panels with fixed effects and cross-section dependence YE Ergemen, C Velasco Journal of Econometrics 196 (2), 248-258, 2017 | 33 | 2017 |
| Forecasting causes of death using compositional data analysis: the case of cancer deaths S Kjærgaard, YE Ergemen, M Kallestrup-Lamb, J Oeppen, ... Department of Economics and Business Economics, Aarhus University, 2019 | 24 | 2019 |
| 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 | 24 | 2016 |
| System estimation of panel data models under long-range dependence YE Ergemen Journal of Business & Economic Statistics 37 (1), 13-26, 2019 | 21 | 2019 |
| Longevity forecasting by socio-economic groups using compositional data analysis S Kjærgaard, YE Ergemen, MPB Boucher, J Oeppenand, ... Department of Economics and Business Economics, Aarhus University, 2019 | 10 | 2019 |
| 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 | 9* | 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 | 6 | 2016 |
| Generalized efficient inference on factor models with long-range dependence YE Ergemen CREATES Research Papers 5, 2016 | 3 | 2016 |
| Forecasting inflation rates with multi-level international dependence YE Ergemen Economics Letters 214, 110456, 2022 | 2 | 2022 |
| Persistence heterogeneity testing in panels with interactive fixed effects YE Ergemen, C Velasco Journal of Time Series Analysis 40 (4), 573-589, 2019 | 1 | 2019 |
| Parametric estimation of long memory in factor models YE Ergemen Journal of Econometrics, 2023 | | 2023 |
| 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 |
Carlos Vladimir Rodríguez CaballeroDepartment of Statistics at ITAM, Mexico & CREATES, DenmarkVerified email at itam.mx
