Simon Reese
Associate senior lecturer
Publications
Displaying of publications. Sorted by year, then title.
Beyond Truth-Telling : A Replication Study on School Choice
Tommy Andersson, Dany Kessel, Nils Lager, Elisabet Olme, Simon Reese
(2026) Journal of Applied Econometrics, 41 p.323-329
ArticleFive lessons for applied researchers from twenty years of common correlated effects estimation
Artūras Juodis, Simon Reese
(2026) Journal of Econometrics, 253
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
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
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
ArticleEstimation of Factor-Augmented Panel Regressions with Weakly Influential Factors
Simon Reese, Joakim Westerlund
(2018) Econometric Reviews, 37 p.401-465
ArticleA Factor Analytical Approach to Price Discovery
Joakim Westerlund, Simon Reese, Paresh Narayan
(2017) Oxford Bulletin of Economics and Statistics, 79 p.366-394
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
ArticleEstimation and Testing in Panel Data with Cross-Section Dependence
Simon Reese
(2017)
Doctoral Thesis (compilation)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
ArticleAsymptotic 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 paperA 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 paperPanicca: Panic on Cross-Section Averages
Simon Reese, Joakim Westerlund
(2015) Journal of Applied Econometrics , p.1-21
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
ArticleWavelet 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
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