Vanessa Smith — York Research Database

Phone(01904) 323754
Emailvanessa.smithyork.acuk

17 Article
2 Chapter
1 Working paper

Short T Dynamic Panel Data Models with Individual, Time and Interactive Effects
Smith, L. V., Hayakawa, K. & Pesaran, M. H., 2023, In: Journal of Applied Econometrics.
Research output: Contribution to journal › Article › peer-review
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions
Smith, L. V., Tarui, N. & Yamagata, T., 1 May 2021, In: Energy economics. 97, 19 p., 105170.
Research output: Contribution to journal › Article › peer-review

Open Access
File
A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, N., Pesaran, M. H. & Smith, L. V., 1 Feb 2019, In: Journal of Econometrics. 208, 2, p. 507-534 28 p.
Research output: Contribution to journal › Article › peer-review

Open Access
File

Cross sectional dependence in panel data models: Analysis of short T panels and tests of weak and strong cross section dependence
Smith, V.
ECONOMIC AND SOCIAL RESEARCH COUNCIL (ESRC)
1/10/13 → 31/03/14
Project: Research project (funded) › Research
International Economic Linkages and Synchronisation in Business Cycles
Smith, V.
1/06/04 → 31/12/05
Project: Other project › Project from former institution

28 Conference participation
19 Seminar/workshop/course
16 Invited talk
8 Conference
More

Model Ready Energy Economics Data Workshop
Vanessa Smith (Invited speaker)
Oct 2018
Activity: Participating in or organising an event › Seminar/workshop/course
Centre for Panel Data Analysis (PanDA) & Econometrics Cluster, University of York & Economics, Hiroshima University, Joint Symposium on Statistical Penalisation Methods and Dimension Reduction Methods for Economic and Financial Analysis
Vanessa Smith (Speaker)
Sept 2018
Activity: Participating in or organising an event › Symposium
Delivery of the Global VAR Modelling Course to Bank of Italy
Vanessa Smith (Lecturer)
Jul 2018
Activity: Other › Public engagement and outreach (general)

York ESRC IAA (Impact Acceleration Account) Grant in support of ‘The Symposium on Statistical Penalisation Methods and Dimension Reduction Methods for Economic and Financial Analysis’, £2,814.28
Smith, Vanessa (Recipient), Yamagata, Takashi (Recipient) & Chen, Jia (Recipient), Sept 2018
Prize: Prize (including medals and awards)
Research and Impact Support Fund, Department of Economics, University of York, £1,780
Smith, Vanessa (Recipient), Jun 2018
Prize: Prize (including medals and awards)
Research and Impact Support Fund, Department of Economics, University of York, £500
Smith, Vanessa (Recipient), Aug 2015
Prize: Prize (including medals and awards)