Eben Lazarus : Citation Profile

University of California-Berkeley

5

H index

3

i10 index

203

Citations

RESEARCH PRODUCTION:

4

Articles

2

Papers

RESEARCH ACTIVITY:

   6 years (2018 - 2024). See details.
   Cites by year: 33
   Journals where Eben Lazarus has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 2 (0.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla883
   Updated: 2025-03-08    RAS profile: 2023-09-21    
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Relations with other researchers

Works with:

Gormsen, Niels (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Eben Lazarus.

Is cited by:

Lewis, Daniel (10)

Perron, Pierre (9)

Mertens, Karel (9)

Wang, Xuexin (7)

Phillips, Peter (6)

Iacone, Fabrizio (6)

Coroneo, Laura (6)

Hwang, Jungbin (6)

Stock, James (6)

Shin, Youngki (5)

Lee, Sokbae (Simon) (5)

Cites to:

Gormsen, Niels (4)

Lewis, Daniel (4)

Giglio, Stefano (3)

Sun, Yixiao (3)

Kiefer, Nicholas (3)

Vogelsang, Timothy (3)

West, Kenneth (3)

Xiu, Dacheng (3)

Zhang, Lu (2)

Velasco, Carlos (2)

Marfe, Roberto (2)

Main data

Production by document typepaperarticle20182019202020212022202320240123Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201820192020202120222023202402.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20182019202020212022202320240100200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents123456050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250302.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Eben Lazarus has published?

Journals with more than one article published# docs
Journal of Business & Economic Statistics2

Recent works citing Eben Lazarus (2025 and 2024)

Year  ↓Title of citing document  ↓
2025A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Minimax MSE Bounds and Nonlinear VAR Prewhitening for Long-Run Variance Estimation Under Nonstationarity. (2021). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2024Min(d)ing the President: A text analytic approach to measuring tax news. (2021). Smeekes, Stephan ; Bacsturk, Nalan ; Almeida, Rui Jorge ; Lieb, Lenard ; Jassem, Adam. In: Papers. RePEc:arx:papers:2104.03261.

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2024On Robust Inference in Time Series Regression. (2022). Baillie, Richard T ; Ho, Kun ; Kapetanios, George ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2203.04080.

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2024Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2023). Vogelsang, Timothy J ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707.

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2024High-Dimensional Mean-Variance Spanning Tests. (2024). Sessinou, Rosnel ; Laurent, S'Ebastien ; Ardia, David. In: Papers. RePEc:arx:papers:2403.17127.

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2024Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved. (2024). Patel, Kaushil ; Epstein, Larry G. In: Papers. RePEc:arx:papers:2405.09500.

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2024On Prior Confidence and Belief Updating. (2024). Reddinger, Jonathan ; Chan, Kenneth ; Dave, Chetan ; Charness, Gary. In: Papers. RePEc:arx:papers:2412.10662.

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2024Motivated Procrastination. (2024). Schudy, Simeon ; Cordes, Charlotte ; Friedrichsen, Jana. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11072.

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2024High-dimensional IV cointegration estimation and inference. (2024). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300338x.

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2024The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity. (2024). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300341x.

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2024Bias in local projections. (2024). Johannsen, Benjamin K ; Herbst, Edward P. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000010.

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2024Is Newey–West optimal among first-order kernels?. (2024). Walker, Christopher D ; Stock, James H ; Kolokotrones, Thomas. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000301.

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2024Fixed-b asymptotics for panel models with two-way clustering. (2024). Vogelsang, Timothy J ; Chen, Kaicheng. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001763.

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2024Do price caps assist monetary authorities to control inflation? Examining the impact of the natural gas price cap on TTF spikes. (2024). Pisera, Stefano ; Paltrinieri, Andrea ; Gurdgiev, Constantin ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000677.

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2024Survey density forecast comparison in small samples. (2024). Iacone, Fabrizio ; Coroneo, Laura ; Profumo, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1486-1504.

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2025Do oil price shocks drive systematic risk premia in stock markets? A novel investment application. (2025). Demirer, Riza ; Polat, Onur ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003842.

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2024On Prior Confidence and Belief Updating. (2024). Reddinger, Jonathan ; Dave, Chetan ; Chan, Kenneth ; Charness, Gary. In: Working Papers. RePEc:ris:albaec:2024_010.

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Works by Eben Lazarus:

Year  ↓Title  ↓Type  ↓Cited  ↓
2024Overinference from Weak Signals and Underinference from Strong Signals In: Papers.
[Full Text][Citation analysis]		paper8
2023Duration‐Driven Returns In: Journal of Finance.
[Full Text][Citation analysis]		article8
2023Forward Return Expectations In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2018HAR Inference: Recommendations for Practice In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article97
2018HAR Inference: Recommendations for Practice Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article73
2021The Size‐Power Tradeoff in HAR Inference In: Econometrica.
[Full Text][Citation analysis]		article15

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team