Alex Ronen Horenstein : Citation Profile


Are you Alex Ronen Horenstein?

University of Miami

2

H index

1

i10 index

287

Citations

RESEARCH PRODUCTION:

6

Articles

7

Papers

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 31
   Journals where Alex Ronen Horenstein has often published
   Relations with other researchers
   Recent citing documents: 109.    Total self citations: 1 (0.35 %)

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   Permalink: http://citec.repec.org/pho341
   Updated: 2022-06-22    RAS profile: 2021-12-17    
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Relations with other researchers


Works with:

Foucault, Thierry (2)

Rakowski, David (2)

Park, Andreas (2)

Vilkov, Grigory (2)

Xiu, Dacheng (2)

CAPELLE-BLANCARD, Gunther (2)

Bos, Charles (2)

Regis, Luca (2)

Hurlin, Christophe (2)

Pelizzon, Loriana (2)

Wolff, Christian (2)

Lof, Matthijs (2)

Caporin, Massimiliano (2)

Schwarz, Marco (2)

Liew, Chee (2)

Frijns, Bart (2)

Talavera, Oleksandr (2)

Zhou, Chen (2)

Xia, Shuo (2)

Harris, Jeffrey (2)

Ranaldo, Angelo (2)

Stefanova, Denitsa (2)

Reitz, Stefan (2)

Wong, Wing-Keung (2)

Wilhelmsson, Anders (2)

Deev, Oleg (2)

Palan, Stefan (2)

Bohorquez Correa, Santiago (2)

Nielsson, Ulf (2)

Gehrig, Thomas (2)

Moinas, Sophie (2)

Ferrara, Gerardo (2)

van Kervel, Vincent (2)

Jalkh, Naji (2)

Bouri, Elie (2)

Lopez-Lira, Alejandro (2)

Chow, Nikolai Sheung-Chi (2)

Tonks, Ian (2)

Dreber, Anna (2)

Holzmeister, Felix (2)

Schenk-Hoppé, Klaus (2)

Putnins, Talis (2)

Smales, Lee (2)

Verousis, Thanos (2)

LINTON, OLIVER (2)

Pasquariello, Paolo (2)

Patel, Vinay (2)

Lajaunie, Quentin (2)

Dimpfl, Thomas (2)

Heath, Davidson (2)

Jurkatis, Simon (2)

Rinne, Kalle (2)

Gerritsen, Dirk (2)

Gorbenko, Arseny (2)

Scaillet, Olivier (2)

Walther, Thomas (2)

Kassner, Bernhard (2)

FERROUHI, EL MEHDI (2)

PASCUAL, ROBERTO (2)

Theissen, Erik (2)

Taylor, Nick (2)

Pastor, Lubos (2)

Davies, Ryan (2)

Hautsch, Nikolaus (2)

Johannesson, Magnus (2)

Sarno, Lucio (2)

Dumitrescu, Ariadna (2)

Adrian, Tobias (2)

Ait-Sahalia, Yacine (2)

Menkveld, Albert (2)

Patton, Andrew (2)

Alexeev, Vitali (2)

Abudy, Menachem (2)

Colliard, Jean-Edouard (2)

Brownlees, Christian (2)

Roy, Saurabh (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alex Ronen Horenstein.

Is cited by:

Sarafidis, Vasilis (12)

Barigozzi, Matteo (10)

Forni, Mario (9)

Yamagata, Takashi (9)

Fan, Jianqing (9)

Lippi, Marco (9)

Gonzalo, Jesus (7)

Dolado, Juan (7)

Rodríguez Caballero, Carlos (6)

Weidner, Martin (6)

Hallin, Marc (6)

Cites to:

Campbell, John (11)

Dreber, Anna (8)

Ho, Teck (8)

Johannesson, Magnus (8)

Tirole, Jean (6)

Rubinstein, Ariel (6)

Lusardi, Annamaria (5)

French, Kenneth (5)

Fama, Eugene (5)

Ramadorai, Tarun (4)

Wu, Hang (4)

Main data


Where Alex Ronen Horenstein has published?


Working Papers Series with more than one paper published# docs
Working Papers / University of Miami, Department of Economics5

Recent works citing Alex Ronen Horenstein (2021 and 2020)


YearTitle of citing document
2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

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2020Statistical challenges of stress test financial stability assessments. (2020). Kupiec, Paul H. In: AEI Economics Working Papers. RePEc:aei:rpaper:008586461.

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2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2020State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248.

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2020Time series models for realized covariance matrices based on the matrix-F distribution. (2019). Zhu, Ke ; Li, Wai Keung ; Jiang, Feiyu ; Zhou, Jiayuan. In: Papers. RePEc:arx:papers:1903.12077.

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2020Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173.

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2021Detecting Latent Communities in Network Formation Models. (2020). Su, Liangjun ; Zhang, Yichong ; Ma, Shujie. In: Papers. RePEc:arx:papers:2005.03226.

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2020Simpler Proofs for Approximate Factor Models of Large Dimensions. (2020). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2008.00254.

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2020Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103.

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2022Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction. (2020). Masini, Ricardo P ; Fan, Jianqing ; Medeiros, Marcelo C. In: Papers. RePEc:arx:papers:2011.03996.

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2021Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

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2021Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2021). Han, XU ; Bai, Jushan ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:2102.12666.

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2021Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2103.14626.

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2022Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia. (2021). Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2108.10250.

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2021Approximate Factor Models with Weaker Loadings. (2021). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2109.03773.

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2021Fixed $T$ Estimation of Linear Panel Data Models with Interactive Fixed Effects. (2021). Higgins, Ayden. In: Papers. RePEc:arx:papers:2110.05579.

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2021CP Factor Model for Dynamic Tensors. (2021). Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517.

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2021Semiparametric Conditional Factor Models: Estimation and Inference. (2021). Wang, Xiaoliang ; Roussanov, Nikolai ; Chen, Qihui. In: Papers. RePEc:arx:papers:2112.07121.

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2022Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605.

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2022A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482.

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2022Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data. (2022). Lamarche, Carlos ; Muris, Chris ; Harding, Matthew. In: Papers. RePEc:arx:papers:2203.03051.

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2022Robust Estimation of Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2204.00801.

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2020Alternative measures of underlying inflation in the euro area. (2020). Conflitti, Cristina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_593_20.

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2020Estimating the rank of a beta matrix: a GMM approach. (2020). Wang, Qin ; Ren, YU. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4147-4173.

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2020Using sufficient direction factor model to analyze latent activities associated with breast cancer survival. (2020). Ho, Yenyi ; Baek, Seungchul ; Ma, Yanyuan. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:4:p:1340-1350.

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2021Structural factor equation models for causal network construction via directed acyclic mixed graphs. (2021). Wen, Xiaoquan ; Xk, Peter ; Zhou, Yan. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:2:p:573-586.

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2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293.

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2021The Direction and Intensity of China’s Monetary Policy: A Dynamic Factor Modelling Approach*. (2021). Tsang, Andrew ; Funke, Michael. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:316:p:100-122.

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2021Accurate Confidence Regions for Principal Components Factors. (2021). Ruiz, Esther ; Maldonado, Javier. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1432-1453.

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2020Carbon pricing and the elasticity of CO2 emissions. (2020). Dolphin, G ; Rafaty, R ; Pretis, F. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20116.

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2021Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898.

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2020Estimation of Weak Factor Models. (2020). Uematsu, Yoshimasa ; Yamagata, Takashi. In: ISER Discussion Paper. RePEc:dpr:wpaper:1053r.

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2020Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects. (2020). Sarafidis, Vasilis ; Yamagata, Takashi ; Norkute, Milda ; Cui, Guowei. In: ISER Discussion Paper. RePEc:dpr:wpaper:1101.

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2021The evolution of pay premiums for managerial attributes. (2021). Perez, M. Fabricio ; Li, SI. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001012.

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2020Dimensionality determination: A thresholding double ridge ratio approach. (2020). Zhu, Lixing ; Wang, Tao ; Guo, XU. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:146:y:2020:i:c:s0167947320300013.

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2020High-dimensional two-sample mean vectors test and support recovery with factor adjustment. (2020). Zhang, Mingjuan ; He, Yong ; Zhou, Wang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:151:y:2020:i:c:s0167947320300955.

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2021Estimation of high dimensional factor model with multiple threshold-type regime shifts. (2021). Wu, Jianhong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302449.

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2020Government spending and heterogeneous consumption dynamics. (2020). Laumer, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300373.

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2021The Daily Economic Indicator: tracking economic activity daily during the lockdown. (2021). Rua, Antonio ; Loureno, Nuno. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000894.

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2022Estimation of high-dimensional factor models with multiple structural changes. (2022). Wu, Jianhong ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321003321.

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2020Testing for the null of block zero restrictions in common factor models. (2020). Kim, Dukpa ; Han, Chirok. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176519304550.

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2020Determining the number of factors in approximate factor models by twice K-fold cross validation. (2020). Chen, Hui ; Wei, Jie. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301191.

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2020A time-varying diffusion index forecasting model. (2020). Zhang, Yonghui ; Wei, Jie. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302172.

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2020A robust procedure to build dynamic factor models with cluster structure. (2020). Galeano, Pedro ; Alonso, Andres M ; Pea, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:35-52.

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2020Factor-adjusted regularized model selection. (2020). Ke, Yuan ; Fan, Jianqing ; Wang, Kaizheng. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:71-85.

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2020Efficient estimation of heterogeneous coefficients in panel data models with common shocks. (2020). Cui, Guowei ; Li, Kunpeng ; Lu, Lina. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:327-353.

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2020Estimating latent asset-pricing factors. (2020). Pelger, Markus ; Lettau, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:1-31.

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2020Panel threshold models with interactive fixed effects. (2020). Su, Liangjun ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:137-170.

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2021Nonlinear factor models for network and panel data. (2021). Fernandez-Val, Ivan ; Weidner, Martin ; Chen, Mingli. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:296-324.

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2021Estimating and testing high dimensional factor models with multiple structural changes. (2021). Baltagi, Badi ; Wang, FA ; Kao, Chihwa. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:349-365.

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2021Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors. (2021). Ghysels, Eric ; Andreou, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:366-398.

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2021Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure. (2021). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei ; Norkut, Milda. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:416-446.

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2021Detecting granular time series in large panels. (2021). Mesters, Geert ; Brownlees, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:544-561.

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2021Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors. (2021). Lippi, Marco ; Barigozzi, Matteo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:455-482.

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2021Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks. (2021). Ouyang, Min ; Li, QI ; Hou, Lei. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:483-509.

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2021Augmented factor models with applications to validating market risk factors and forecasting bond risk premia. (2021). Liao, Yuan ; Ke, Yuan ; Fan, Jianqing. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:269-294.

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2021Autoencoder asset pricing models. (2021). Xiu, Dacheng ; Kelly, Bryan ; Gu, Shihao. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:429-450.

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2021High dimensional minimum variance portfolio estimation under statistical factor models. (2021). Zheng, Xinghua ; Li, Yingying ; Ding, YI. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:502-515.

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2021On factor models with random missing: EM estimation, inference, and cross validation. (2021). Su, Liangjun ; Jin, Sainan ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:745-777.

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2021Nonparametric estimation of large covariance matrices with conditional sparsity. (2021). Leng, Chenlei ; Li, Degui ; Peng, Bin ; Wang, Hanchao. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:53-72.

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2021Follow the leader: Index tracking with factor models. (2021). Perez, M. Fabricio ; Jiang, Pan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:337-350.

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2021Forecasting regional long-run energy demand: A functional coefficient panel approach. (2021). Choi, Yongok ; Park, Joon Y ; Miller, Isaac J ; Kim, Chang Sik ; Chang, Yoosoon. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000220.

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2022Financial integration in the EU28 equity markets: Measures and drivers. (2022). Ossola, Elisa ; Papanagiotou, E ; Nardo, M. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100015x.

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2020Macroeconomic forecasting using approximate factor models with outliers. (2020). Yen, Yu-Min ; Chou, Ray Yeutien. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:267-291.

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2020Quantile forecasting with mixed-frequency data. (2020). Lima, Luiz ; Godeiro, Lucas ; Meng, Fanning. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1149-1162.

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2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

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2021Factors and risk premia in individual international stock returns. (2021). Scaillet, Olivier ; Chaieb, Ines ; Langlois, Hugues. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:669-692.

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2020Macroeconomic forecasting using factor models and machine learning: an application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:58:y:2020:i:c:s0889158320300411.

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2020Unconventional monetary policy in the Euro Area: Shadow rate and light effets. (2020). Lubochinsky, Catherine ; Boucher, Christophe ; Ouerk, Salima. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301452.

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2020Revisiting the relationship between land price and parcel size in agriculture. (2020). Odening, Martin ; Hüttel, Silke ; Huttel, Silke ; Ritter, Matthias ; Seifert, Stefan. In: Land Use Policy. RePEc:eee:lauspo:v:97:y:2020:i:c:s0264837719304302.

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2020Commodity-price comovement and global economic activity. (2020). Coibion, Olivier ; Bhattarai, Saroj ; Alquist, Ron. In: Journal of Monetary Economics. RePEc:eee:moneco:v:112:y:2020:i:c:p:41-56.

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2020Sequential testing for structural stability in approximate factor models. (2020). Trapani, Lorenzo ; Barigozzi, Matteo. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:8:p:5149-5187.

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2021Determining the number of factors in high-dimensional generalized latent factor models. (2021). Chen, Yunxiao ; Li, Xiaoou. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111574.

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2020Identification Through Sparsity in Factor Models. (2020). Freyaldenhoven, Simon. In: Working Papers. RePEc:fip:fedpwp:88229.

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2021Monetary Policy Shocks and Economic Growth in Morocco: A Factor-Augmented Vector Autoregression (FAVAR) Approach. (2021). Benyacoub, Bouchra ; Daoui, Marouane. In: Post-Print. RePEc:hal:journl:hal-03277727.

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2020Factor and factor loading augmented estimators for panel regression. (2020). Gautier, Eric ; Beyhum, Jad. In: Working Papers. RePEc:hal:wpaper:hal-02957008.

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2022Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis. (2022). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Bereau, Sophie. In: Working Papers. RePEc:hal:wpaper:halshs-03513049.

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2020Quantile Factor Models. (2020). Dolado, Juan J ; Chen, Liang ; Gonzalo, Jesus. In: IZA Discussion Papers. RePEc:iza:izadps:dp13870.

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2021Determining the Number of Factors in Static Approximate Factor Models Using Discrete Fourier Transforms and Pseudo-Eigenvalues. (2021). Qian, Hou ; Weihua, Ruan. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:241:y:2021:i:1:p:71-117:n:3.

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2020Financial integration in the EU28 equity markets: measures and drivers. (2020). Papanagiotou, Evangalia ; Ossola, Elisa ; Nardo, Michela. In: Working Papers. RePEc:jrs:wpaper:202009.

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2021When do investors go green? Evidence from a time-varying asset-pricing model. (2021). Ossola, Elisa ; Alessi, Lucia ; Panzica, Roberto. In: Working Papers. RePEc:jrs:wpaper:202113.

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2020Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother. (2020). Solberger, Martin ; Spnberg, Erik. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09912-z.

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2021Time-Varying Dictionary and the Predictive Power of FED Minutes. (2021). Mohsin, Mohammed ; Godeiro, Lucas Lucio ; Lima, Luiz Renato. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10039-9.

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2022COVID-19 Infection Spread and Human Mobility. (2021). Ogisu, Yoshitaka ; Hayaki, Shoka ; Shibamoto, Masahiko. In: Discussion Paper Series. RePEc:kob:dpaper:dp2021-16.

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2021Housing Demand Shocks and Households’ Balance Sheets. (2021). Anderes, Marc. In: KOF Working papers. RePEc:kof:wpskof:21-492.

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2021Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects This paper analyses the instrumental variables (IV) approach put forward by Norkut? et al. (2021), in th. (2021). Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda ; Cui, Guowei. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:90.

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2020Application of the Absorption Ratio to Illustrate Financial Connectedness and Interlinkages. (2020). Apps, Emma. In: Working Papers. RePEc:liv:livedp:202022.

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2020IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude. (2020). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-11.

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2020A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors. (2020). Sarafidis, Vasilis ; Juodis, Arturas. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-5.

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2021Conducting large, repeated, multi-game economic experiments using mobile platforms. (2021). Duffy, John ; Wang, Dongwu ; Kong, Si-Yuan ; Lin, Po-Hsuan. In: PLOS ONE. RePEc:plo:pone00:0250668.

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2022Profiling dynamic decision-makers. (2022). Horenstein, Alex ; Grabiszewski, Konrad. In: PLOS ONE. RePEc:plo:pone00:0266366.

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2020The Intergenerational Welfare Implications of Disease Contagion. (2020). Pretnar, Nick. In: MPRA Paper. RePEc:pra:mprapa:101862.

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2020IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk. (2020). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei. In: MPRA Paper. RePEc:pra:mprapa:102488.

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2020Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects. (2020). Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda ; Cui, Guowei. In: MPRA Paper. RePEc:pra:mprapa:102827.

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2022A method for evaluating the rank condition for CCE estimators. (2022). Sarafidis, Vasilis ; Everaert, Gerdie ; de Vos, Ignace. In: MPRA Paper. RePEc:pra:mprapa:112305.

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2021A method for evaluating the rank condition for CCE estimators. (2021). Sarafidis, Vasilis ; De Vos, Ignace ; Everaert, Gerdie. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:21/1013.

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2020Canonical Correlation-based Model Selection for the Multilevel Factors. (2020). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Working Papers. RePEc:sgo:wpaper:2008.

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2020Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors. (2020). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Working Papers. RePEc:sgo:wpaper:2009.

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2021Interdependence among mental health care providers: evidence from a spatial dynamic panel data model with interactive fixed effects. (2021). Wu, Lizi ; Lin, XU. In: The Annals of Regional Science. RePEc:spr:anresc:v:67:y:2021:i:1:d:10.1007_s00168-020-01043-w.

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2020Are exchange rates disconnected from macroeconomic variables? Evidence from the factor approach. (2020). Park, Cheolbeom ; Kim, Yunjung. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1596-3.

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2021Alternative estimation approaches for the factor augmented panel data model with small T. (2021). Hansen, Philipp ; Breitung, Jorg. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01948-7.

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More than 100 citations found, this list is not complete...

Works by Alex Ronen Horenstein:


YearTitleTypeCited
2018Beta Matrix and Common Factors in Stock Returns In: Journal of Financial and Quantitative Analysis.
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2013Eigenvalue Ratio Test for the Number of Factors In: Econometrica.
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2017Portfolio choice in Mexico In: Journal of Behavioral and Experimental Finance.
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article0
2020Effort is not a monotonic function of skills: Results from a global mobile experiment In: Journal of Economic Behavior & Organization.
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article2
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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2021Non-Standard Errors.(2021) In: Working Papers.
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2015Parcel Size and Land Value: A Comparison of Approaches In: Journal of Real Estate Research.
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article1
2012A Cross-Country Analysis of Health Care Expenditures In: Working Papers.
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2016Product-Consumer Substitution and Safety Regulation: Theory and Evidence from Simulation In: Working Papers.
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2017Product-Consumer Substitution and Safety Regulation In: Working Papers.
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2017Asset Pricing and Excess Returns over the Market Return In: Working Papers.
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2017Betting Against Alpha In: Working Papers.
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2019Understanding Growth Patterns in US Health Care Expenditures In: Journal of the European Economic Association.
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article2

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