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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
332017
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
242019
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
242016
System estimation of panel data models under long-range dependence
YE Ergemen
Journal of Business & Economic Statistics 37 (1), 13-26, 2019
212019
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
102019
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
62016
Generalized efficient inference on factor models with long-range dependence
YE Ergemen
CREATES Research Papers 5, 2016
32016
Forecasting inflation rates with multi-level international dependence
YE Ergemen
Economics Letters 214, 110456, 2022
22022
Persistence heterogeneity testing in panels with interactive fixed effects
YE Ergemen, C Velasco
Journal of Time Series Analysis 40 (4), 573-589, 2019
12019
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
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