Simon Reese
Associate senior lecturer
Publications
Displaying of publications. Sorted by year, then title.
Five lessons for applied researchers from twenty years of common correlated effects estimation
Artūras Juodis, Simon Reese
(2026) Journal of Econometrics, 253
Journal articleBeyond 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 paperxtnumfac : 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
Journal articleThe 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
Journal articleDetection 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
Journal articleEstimation of Factor-Augmented Panel Regressions with Weakly Influential Factors
Simon Reese, Joakim Westerlund
(2018) Econometric Reviews, 37 p.401-465
Journal articleIdentifiability 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
Journal articleA Factor Analytical Approach to Price Discovery
Joakim Westerlund, Simon Reese, Paresh Narayan
(2017) Oxford Bulletin of Economics and Statistics, 79 p.366-394
Journal articleOn 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
Journal articlePanicca: Panic on Cross-Section Averages
Simon Reese, Joakim Westerlund
(2015) Journal of Applied Econometrics , p.1-21
Journal articleTesting 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
Journal articleA 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 paperAsymptotic 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 paperWavelet 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
Journal article