Hannes Leeb : Citation Profile


Are you Hannes Leeb?

Universität Wien

7

H index

6

i10 index

441

Citations

RESEARCH PRODUCTION:

9

Articles

11

Papers

RESEARCH ACTIVITY:

   15 years (1999 - 2014). See details.
   Cites by year: 29
   Journals where Hannes Leeb has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 9 (2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple110
   Updated: 2022-05-21    RAS profile: 2014-12-12    
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Relations with other researchers


Works with:

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

Is cited by:

Chernozhukov, Victor (39)

Pötscher, Benedikt (29)

Hendry, David (15)

Kock, Anders (12)

Magnus, Jan (11)

Andrews, Donald (11)

Wan, Alan (11)

DiTraglia, Francis (11)

Hansen, Bruce (10)

Schneider, Ulrike (10)

Liu, Chu-An (10)

Cites to:

Pötscher, Benedikt (22)

Schneider, Ulrike (3)

Fan, Jianqing (2)

Guggenberger, Patrik (2)

Andrews, Donald (2)

DiTraglia, Francis (1)

Main data


Where Hannes Leeb has published?


Journals with more than one article published# docs
Econometric Theory6

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Econometrics / University Library of Munich, Germany2

Recent works citing Hannes Leeb (2021 and 2020)


YearTitle of citing document
2022Cluster-Robust Inference: A Guide to Empirical Practice. (2022). Nielsen, Morten Orregaard ; MacKINNON, James . In: CREATES Research Papers. RePEc:aah:create:2022-08.

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2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-05.

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2020Genetically Modified Rootworm-Resistant Corn, Risk, and Weather: Evidence from High Dimensional Methods. (2020). Rejesus, Roderick ; Goodwin, Barry K ; Aglasan, Serkan. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:305181.

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2020Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems. (2018). Chernozhukov, Victor ; Kato, Kengo ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1304.0282.

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2021Estimation and Inference of Treatment Effects with $L_2$-Boosting in High-Dimensional Settings. (2017). Spindler, Martin ; Luo, YE. In: Papers. RePEc:arx:papers:1801.00364.

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2020Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (2019). Smeekes, Stephan ; Margaritella, Luca ; Hecq, Alain. In: Papers. RePEc:arx:papers:1902.10991.

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2021Omitted variable bias of Lasso-based inference methods: A finite sample analysis. (2021). Zhu, Ying ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1903.08704.

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2022Lasso Inference for High-Dimensional Time Series. (2020). Smeekes, Stephan ; Wilms, Ines ; Adamek, Robert. In: Papers. RePEc:arx:papers:2007.10952.

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2020A Generalized Focused Information Criterion for GMM. (2020). Ditraglia, Francis J ; Chang, Minsu. In: Papers. RePEc:arx:papers:2011.07085.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2021Phase transition of the monotonicity assumption in learning local average treatment effects. (2021). Zhu, Yinchu. In: Papers. RePEc:arx:papers:2103.13369.

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2021Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552.

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2020Doubly robust tests of exposure effects under high?dimensional confounding. (2020). Avagyan, Vahe ; Dukes, Oliver ; Vansteelandt, Stijn. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:4:p:1190-1200.

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2020Taming the Factor Zoo: A Test of New Factors. (2020). Xiu, Dacheng ; Giglio, Stefano ; Feng, Guanhao. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370.

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2021A double machine learning approach to estimate the effects of musical practice on student’s skills. (2021). Knaus, Michael. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:282-300.

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2021Mark my words: the transmission of central bank communication to the general public via the print media. (2021). Munday, Tim ; Brookes, James. In: Bank of England working papers. RePEc:boe:boeewp:0944.

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2020Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments. (2020). Romero, Mauricio ; Muralidharan, Karthik ; Wuthrich, Kaspar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8137.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8153.

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2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14460.

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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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2020Inference in Weak Factor Models. (2020). Yamagata, Takashi ; Uematsu, Yoshimasa. In: ISER Discussion Paper. RePEc:dpr:wpaper:1080.

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2021Economic predictions with big data: the illusion of sparsity. (2021). Giannone, Domenico ; Primiceri, Giorgio E ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20212542.

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2020The LASSO on latent indices for regression modeling with ordinal categorical predictors. (2020). Welsh, A H ; Muller, Samuel ; Francis, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:149:y:2020:i:c:s0167947320300426.

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2022Conditional tail price risk spillovers in coffee markets across quality, physical space, and time: Empirical analysis with penalized quantile regressions. (2022). Grigoriadis, Vasilis ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002807.

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2022Testing for no cointegration in vector autoregressions with estimated degree of fractional integration. (2022). Demetrescu, Matei ; Salish, Nazarii ; Kusin, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321002832.

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2022Shrinkage estimation of panel data models with interactive effects. (2022). Liang, Jufang ; Chen, Xingyi. In: Economics Letters. RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004699.

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2020Hybrid stochastic local unit roots. (2020). Phillips, Peter ; Lieberman, Offer. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:257-285.

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2020Determining individual or time effects in panel data models. (2020). Su, Liangjun ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:60-83.

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2020Inference for high-dimensional instrumental variables regression. (2020). Lederer, Johannes ; Gold, David ; Tao, Jing. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:79-111.

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2020Generic results for establishing the asymptotic size of confidence sets and tests. (2020). Guggenberger, Patrik ; Cheng, XU. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:496-531.

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2021An automated approach towards sparse single-equation cointegration modelling. (2021). Smeekes, Stephan ; Wijler, Etienne. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:247-276.

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2021Shrinkage for categorical regressors. (2021). Mareckova, Jana ; Heiler, Phillip. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:161-189.

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2021Model selection in utility-maximizing binary prediction. (2021). Su, Jiun-Hua. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:96-124.

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2021Identification of structural vector autoregressions through higher unconditional moments. (2021). Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:27-46.

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2021Evaluating restricted common factor models for non-stationary data. (2021). Fachin, Stefano ; Di Iorio, Francesca. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:64-75.

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2021Liquidity costs on intraday power markets: Continuous trading versus auctions. (2021). Wozabal, David ; Kuppelwieser, Thomas. In: Energy Policy. RePEc:eee:enepol:v:154:y:2021:i:c:s0301421521001683.

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2020Eastern Halloween effect: A stochastic dominance approach. (2020). Li, YA ; Ali, Y ; Chow, Sheung Chi ; Cheng, Wui Wing ; Chui, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301256.

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2021Do gender wage differences within households influence womens empowerment and welfare? Evidence from Ghana. (2021). Danquah, Michael ; Owusu, Solomon ; Boakye, Ernest Owusu ; Iddrisu, Abdul Malik. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:916-932.

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2022Asymptotic properties of the weighted-average least squares (WALS) estimator. (2022). De Luca, Giuseppe ; Peracchi, Franco ; Magnus, Jan R. In: EIEF Working Papers Series. RePEc:eie:wpaper:2203.

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2021A Starting Note: A Historical Perspective in Lasso. (2021). Caner, Mehmet. In: International Econometric Review (IER). RePEc:erh:journl:v:13:y:2021:i:1:p:1-3.

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2021Star Wars at Central Banks. (2021). Malin, Benjamin ; Fitchett, Hamish. In: Staff Report. RePEc:fip:fedmsr:89864.

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2021Comment on Star Wars: The Empirics Strike Back. (2021). Malin, Benjamin ; Gorajek, Adam. In: Staff Report. RePEc:fip:fedmsr:93460.

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2020Improved Average Estimation in Seemingly Unrelated Regressions. (2020). Ullah, Aman ; Amanullah, ; Mehrabani, Ali. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:15-:d:351180.

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2020On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples. (2020). Sowell, Fallaw ; Sengupta, Nandana. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:4:p:39-:d:422323.

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2020Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance*. (2020). Ronchetti, Diego ; Gagliardini, Patrick. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:18:y:2020:i:2:p:333-394..

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2021Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data. (2021). Wang, Wenjie ; Tchatoka, Firmin Doko. In: MPRA Paper. RePEc:pra:mprapa:106408.

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2021Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data. (2021). Doko Tchatoka, Firmin ; Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:110899.

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2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: MPRA Paper. RePEc:pra:mprapa:99243.

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2020.

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2022Cluster-Robust Inference: A Guide to Empirical Practice. (2021). Nielsen, Morten ; MacKinnon, James ; Webb, Matthew D. In: Working Paper. RePEc:qed:wpaper:1456.

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2021Star Wars at Central Banks. (2021). Bank, Joel ; Gorajek, Adam ; Fitchett, Hamish ; Malin, Benjamin ; Staib, Andrew. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2021-02.

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2021Better than the best? Answers via model ensemble in density-based clustering. (2021). Scrucca, Luca ; Casa, Alessandro ; Menardi, Giovanna. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:15:y:2021:i:3:d:10.1007_s11634-020-00423-6.

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2020Strong model dependence in statistical analysis: goodness of fit is not enough for model choice. (2020). Eguchi, Shinto ; Copas, John . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:2:d:10.1007_s10463-018-0691-8.

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2022Asymptotic linear expansion of regularized M-estimators. (2022). Werner, Tino. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:74:y:2022:i:1:d:10.1007_s10463-021-00792-5.

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2020Multiplicative regression models with distortion measurement errors. (2020). Cui, Xia ; Zhou, Yan ; Zhu, Junpeng ; Zhang, Jun ; Lu, Tao. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:5:d:10.1007_s00362-018-1020-2.

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2020When and when not to use optimal model averaging. (2020). Heumann, Christian ; Schomaker, Michael. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:5:d:10.1007_s00362-018-1048-3.

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2022Regularization and variable selection in Heckman selection model. (2022). Ogundimu, Emmanuel O. In: Statistical Papers. RePEc:spr:stpapr:v:63:y:2022:i:2:d:10.1007_s00362-021-01246-z.

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2022Asymptotic properties of the weighted average least squares (WALS) estimator. (2022). Peracchi, Franco ; Magnus, Jan ; de Luca, Giuseppe. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220022.

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2020Improved Average Estimation in Seemingly Unrelated Regressions. (2020). Ullah, Aman ; Mehrabani, Ali. In: Working Papers. RePEc:ucr:wpaper:202013.

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2021Local Projection Inference Is Simpler and More Robust Than You Think. (2021). Plagborgmoller, Mikkel ; Montiel, Jose Luis. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:4:p:1789-1823.

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2021Bootstrap With Cluster?Dependence in Two or More Dimensions. (2021). Menzel, Konrad. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:5:p:2143-2188.

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2021Economic Predictions With Big Data: The Illusion of Sparsity. (2021). Giannone, Domenico ; Primiceri, Giorgio E ; Lenza, Michele. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:5:p:2409-2437.

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2021When Moving?Average Models Meet High?Frequency Data: Uniform Inference on Volatility. (2021). Xiu, Dacheng ; Da, Rui. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:6:p:2787-2825.

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2020A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models. (2020). Liao, Zhipeng ; Shi, Xiaoxia. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:3:p:983-1017.

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2021Linear regression with many controls of limited explanatory power. (2021). Muller, Ulrich K ; Li, Chenchuan. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:2:p:405-442.

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Works by Hannes Leeb:


YearTitleTypeCited
2006The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations In: Papers.
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paper4
2006On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection In: Journal of the American Statistical Association.
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article19
2001THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES In: Econometric Theory.
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article1
2003THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS In: Econometric Theory.
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article42
2000The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations.(2000) In: Econometrics.
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This paper has another version. Agregated cites: 42
paper
2005MODEL SELECTION AND INFERENCE: FACTS AND FICTION In: Econometric Theory.
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article203
2006PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS In: Econometric Theory.
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article9
2003Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results.(2003) In: Vienna Economics Papers.
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This paper has another version. Agregated cites: 9
paper
2008CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? In: Econometric Theory.
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article64
2003Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?.(2003) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 64
paper
2005Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?.(2005) In: MPRA Paper.
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This paper has another version. Agregated cites: 64
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2008CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results” In: Econometric Theory.
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article0
2007Sparse Estimators and the Oracle Property, or the Return of Hodges Estimator In: Cowles Foundation Discussion Papers.
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paper58
2008Sparse estimators and the oracle property, or the return of Hodges estimator.(2008) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 58
article
2009On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding In: Journal of Multivariate Analysis.
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article33
2007On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding..(2007) In: MPRA Paper.
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This paper has another version. Agregated cites: 33
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2012Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values In: MPRA Paper.
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paper5
2014On various confidence intervals post-model-selection In: MPRA Paper.
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2014On various confidence intervals post-model-selection.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
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1999The variance of an integrated process need not diverge to infinity In: Econometrics.
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paper3

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