Simon Reese

Associate Senior Lecturer
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  1. 2018
  2. Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors

    Simon Reese & Joakim Westerlund, 2018 May 28, In : Econometric Reviews. 37, 5, p. 401-465

    Research output: Contribution to journalArticle

  3. 2017
  4. Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type

    Beutner, E., Simon Reese & Urbain, J-P., 2017 Jul 1, In : Insurance: Mathematics and Economics. 75, p. 117-125 9 p.

    Research output: Contribution to journalArticle

  5. A Factor Analytical Approach to Price Discovery

    Joakim Westerlund, Simon Reese & Narayan, P., 2017 Jun, In : Oxford Bulletin of Economics and Statistics. 79, 3, p. 366-394

    Research output: Contribution to journalArticle

  6. Estimation and Testing in Panel Data with Cross-Section Dependence

    Simon Reese, 2017 Mar 2, Lund: Lund University (Media-Tryck). 227 p.

    Research output: ThesisDoctoral Thesis (compilation)

  7. On the Role of the Rank Condition in CCE Estimation of Factor-Augmented Panel Regressions

    Joakim Westerlund, Simon Reese & Karabiyik, H., 2017 Mar, In : Journal of Econometrics. 197, 1, p. 60-64 5 p.

    Research output: Contribution to journalArticle

  8. 2015
  9. A Factor Analytical Approach to Price Discovery

    Simon Reese, Joakim Westerlund & Narayan, P., 2015, Department of Economics, Lund Universtiy, 35 p. (Working Paper / Department of Economics, School of Economics and Management, Lund University; no. 4).

    Research output: Working paper

  10. Asymptotic Inference in the Lee-Carter Model for Modelling Mortality Rates

    Simon Reese, 2015, Department of Economics, Lund Universtiy, 29 p. (Working Paper / Department of Economics, School of Economics and Management, Lund University; no. 16).

    Research output: Working paper

  11. Panicca: Panic on Cross-Section Averages

    Simon Reese & Joakim Westerlund, 2015, In : Journal of Applied Econometrics. Online: 26 AUG, p. 1-21

    Research output: Contribution to journalArticle

  12. PANICCA - PANIC on Cross-Section Averages

    Simon Reese & Joakim Westerlund, 2015, Department of Economics, Lund Universtiy, 21 p. (Journal of Applied Econometrics).

    Research output: Working paper

  13. 2014