Simon Reese

Beyond Truth-telling: A Replication Study on School Choice

Tommy Andersson, Dany Kessel, Nils Lager, Elisabet Olme, Simon Reese
(2024) Working Papers , p.1-13
Working paper

xtnumfac : A battery of estimators for the number of common factors in time series and panel-data models

Jan Ditzen, Simon Reese
(2023) Stata Journal, 23 p.438-454
Artikel i tidskrift

The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation

Artūras Juodis, Simon Reese
(2022) Journal of Business and Economic Statistics, 40 p.1191-1203
Artikel i tidskrift

Detection of units with pervasive effects in large panel data models

G. Kapetanios, M. H. Pesaran, S. Reese
(2021) Journal of Econometrics, 221 p.510-541
Artikel i tidskrift

Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors

Simon Reese, Joakim Westerlund
(2018) Econometric Reviews, 37 p.401-465
Artikel i tidskrift

Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type

Eric Beutner, Simon Reese, Jean-Pierre Urbain
(2017) Insurance: Mathematics and Economics, 75 p.117-125
Artikel i tidskrift

Estimation and Testing in Panel Data with Cross-Section Dependence

Simon Reese
(2017)
Doktorsavhandling

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

Joakim Westerlund, Simon Reese, Hande Karabiyik
(2017) Journal of Econometrics, 197 p.60-64
Artikel i tidskrift

Panicca: Panic on Cross-Section Averages

Simon Reese, Joakim Westerlund
(2015) Journal of Applied Econometrics , p.1-21
Artikel i tidskrift

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

Simon Reese, Yushu Li
(2015) Journal of Statistical Computation and Simulation, 85 p.3468-3479
Artikel i tidskrift

PANICCA - PANIC on Cross-Section Averages

Simon Reese, Joakim Westerlund
(2015)
Working paper

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

Simon Reese
(2015) Working Paper / Department of Economics, School of Economics and Management, Lund University
Working paper

A Factor Analytical Approach to Price Discovery

Simon Reese, Joakim Westerlund, Paresh Narayan
(2015) Working Paper / Department of Economics, School of Economics and Management, Lund University
Working paper

Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction

Yushu Li, Simon Reese
(2014) Computational Statistics, 29 p.1481-1496
Artikel i tidskrift