Simon Reese

Universitetslektor, Biträdande
Fler filtreringsmöjligheter
  1. 2018
  2. Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors

    Simon Reese & Joakim Westerlund, 2018 maj 28, I : Econometric Reviews. 37, 5, s. 401-465

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  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, I : Insurance: Mathematics and Economics. 75, s. 117-125 9 s.

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  5. A Factor Analytical Approach to Price Discovery

    Joakim Westerlund, Simon Reese & Narayan, P., 2017 jun, I : Oxford Bulletin of Economics and Statistics. 79, 3, s. 366-394

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

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

    Simon Reese, 2017 mar 2, Lund: Lund University (Media-Tryck). 227 s.

    Forskningsoutput: AvhandlingDoktorsavhandling (sammanläggning)

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

    Joakim Westerlund, Simon Reese & Karabiyik, H., 2017 mar, I : Journal of Econometrics. 197, 1, s. 60-64 5 s.

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

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

    Simon Reese, Joakim Westerlund & Narayan, P., 2015, Department of Economics, Lund Universtiy, 35 s. (Working Paper / Department of Economics, School of Economics and Management, Lund University; nr. 4).

    Forskningsoutput: Working paper

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

    Simon Reese, 2015, Department of Economics, Lund Universtiy, 29 s. (Working Paper / Department of Economics, School of Economics and Management, Lund University; nr. 16).

    Forskningsoutput: Working paper

  11. Panicca: Panic on Cross-Section Averages

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

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  12. PANICCA - PANIC on Cross-Section Averages

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

    Forskningsoutput: Working paper

  13. Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements

    Simon Reese & Li, Y., 2015, I : Journal of Statistical Computation and Simulation. 85, 17, s. 3468-3479

    Forskningsoutput: TidskriftsbidragArtikel i vetenskaplig tidskrift

  14. 2014