37
H index
59
i10 index
10141
Citations
Columbia University | 37 H index 59 i10 index 10141 Citations RESEARCH PRODUCTION: 71 Articles 101 Papers 3 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Serena Ng. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper | |
2020 | Targeting predictors in random forest regression. (2020). Nielsen, Mikkel S ; Muhlbach, Nicolaj N ; Christensen, Bent Jesper ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-03. Full description at Econpapers || Download paper | |
2020 | Tree-based Synthetic Control Methods: Consequences of moving the US Embassy. (2020). Muhlbach, Nicolaj N. In: CREATES Research Papers. RePEc:aah:create:2020-04. Full description at Econpapers || Download paper | |
2020 | Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09. Full description at Econpapers || Download paper | |
2020 | Air pollution and mobility in the Mexico City Metropolitan Area, what drives the COVID-19 death toll?. (2020). Vera-Valdes, Eduardo J ; Rodriguez-Caballero, Carlos Vladimir. In: CREATES Research Papers. RePEc:aah:create:2020-15. Full description at Econpapers || Download paper | |
2020 | Exchange 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. Full description at Econpapers || Download paper | |
2020 | Governance and the Capital Flight Trap in Africa. (2020). Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/024. Full description at Econpapers || Download paper | |
2020 | Forecasting Financial Vulnerability in the US: A Factor Model Approach. (2020). Shi, Wen ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-04. Full description at Econpapers || Download paper | |
2020 | Governance and the Capital Flight Trap in Africa. (2020). Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/024. Full description at Econpapers || Download paper | |
2020 | Land certification, rental market participation, and income dynamics in rural China. (2020). Du, Xiaodong ; Xu, Licheng. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304247. Full description at Econpapers || Download paper | |
2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper | |
2020 | Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013. Full description at Econpapers || Download paper | |
2020 | Meta-learning approaches for recovery rate prediction. (2020). Vrins, Frédéric ; Roccazzella, Francesco ; Gambetti, Paolo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020007. Full description at Econpapers || Download paper | |
2021 | Response surfaces for DF-GLS p-values. (2021). Cottrell, Allin. In: gretl working papers. RePEc:anc:wgretl:8. Full description at Econpapers || Download paper | |
2020 | “Measuring and assessing economic uncertaintyâ€. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003. Full description at Econpapers || Download paper | |
2020 | Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786. Full description at Econpapers || Download paper | |
2020 | Ill-posed Estimation in High-Dimensional Models with Instrumental Variables. (2018). Simoni, Anna ; Mammen, Enno ; Breunig, Christoph. In: Papers. RePEc:arx:papers:1806.00666. Full description at Econpapers || Download paper | |
2020 | State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248. Full description at Econpapers || Download paper | |
2020 | Limit Theorems for Factor Models. (2018). Anatolyev, Stanislav ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:1807.06338. Full description at Econpapers || Download paper | |
2020 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper | |
2020 | Granger 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. Full description at Econpapers || Download paper | |
2020 | Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025. Full description at Econpapers || Download paper | |
2020 | Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745. Full description at Econpapers || Download paper | |
2020 | Forecasting the US GDP Components in the short run. (2019). Celov, Dmitrij ; Jokubaitis, Saulius. In: Papers. RePEc:arx:papers:1906.07992. Full description at Econpapers || Download paper | |
2020 | Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552. Full description at Econpapers || Download paper | |
2020 | Shrinkage Estimation of Network Spillovers with Factor Structured Errors. (2019). Martellosio, Federico ; Higgins, Ayden. In: Papers. RePEc:arx:papers:1909.02823. Full description at Econpapers || Download paper | |
2020 | Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144. Full description at Econpapers || Download paper | |
2020 | Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821. Full description at Econpapers || Download paper | |
2020 | Identifiability of Structural Singular Vector Autoregressive Models. (2019). Braumann, Alexander ; Funovits, Bernd. In: Papers. RePEc:arx:papers:1910.04096. Full description at Econpapers || Download paper | |
2020 | Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273. Full description at Econpapers || Download paper | |
2020 | Data-driven covariance estimators for high-dimensional minimum-variance portfolios. (2019). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven . In: Papers. RePEc:arx:papers:1910.13960. Full description at Econpapers || Download paper | |
2020 | Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173. Full description at Econpapers || Download paper | |
2020 | Optimal Experimental Design for Staggered Rollouts. (2019). Imbens, Guido ; Bayati, Mohsen ; Athey, Susan ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1911.03764. Full description at Econpapers || Download paper | |
2020 | Regularized Estimation of High-dimensional Factor-Augmented Autoregressive (FAVAR) Models. (2019). Michailidis, George ; Lin, Jiahe. In: Papers. RePEc:arx:papers:1912.04146. Full description at Econpapers || Download paper | |
2020 | Blocked Clusterwise Regression. (2020). Cytrynbaum, Max. In: Papers. RePEc:arx:papers:2001.11130. Full description at Econpapers || Download paper | |
2020 | Profit-oriented sales forecasting: a comparison of forecasting techniques from a business perspective. (2020). Lemahieu, Wilfried ; Baesens, Bart ; van den Bossche, Filip ; van Calster, Tine. In: Papers. RePEc:arx:papers:2002.00949. Full description at Econpapers || Download paper | |
2020 | Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968. Full description at Econpapers || Download paper | |
2020 | Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803. Full description at Econpapers || Download paper | |
2020 | The effects of targeting predictors in a random forest regression model. (2020). Christensen, Bent Jesper ; Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Norgaard ; Borup, Daniel. In: Papers. RePEc:arx:papers:2004.01411. Full description at Econpapers || Download paper | |
2020 | The Interaction Between Credit Constraints and Uncertainty Shocks. (2020). Kohn, Robert ; Gunawan, David ; Chatterjee, Pratiti . In: Papers. RePEc:arx:papers:2004.14719. Full description at Econpapers || Download paper | |
2020 | Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709. Full description at Econpapers || Download paper | |
2020 | Modeling High-Dimensional Unit-Root Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2005.03496. Full description at Econpapers || Download paper | |
2020 | Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897. Full description at Econpapers || Download paper | |
2020 | Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655. Full description at Econpapers || Download paper | |
2020 | Measuring Macroeconomic Uncertainty: A Cross-Country Analysis. (2020). Sarferaz, Samad ; Dibiasi, Andreas. In: Papers. RePEc:arx:papers:2006.09007. Full description at Econpapers || Download paper | |
2020 | The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers || Download paper | |
2020 | Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession. (2020). Diebold, Francis X. In: Papers. RePEc:arx:papers:2006.15183. Full description at Econpapers || Download paper | |
2020 | Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333. Full description at Econpapers || Download paper | |
2020 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: Papers. RePEc:arx:papers:2007.00273. Full description at Econpapers || Download paper | |
2020 | Forecasting with Bayesian Grouped Random Effects in Panel Data. (2020). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2007.02435. Full description at Econpapers || Download paper | |
2020 | Variable Selection in Macroeconomic Forecasting with Many Predictors. (2020). Yu, Cindy ; Zhu, Zhengyuan ; Wang, Zhenzhong. In: Papers. RePEc:arx:papers:2007.10160. Full description at Econpapers || Download paper | |
2020 | The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12838. Full description at Econpapers || Download paper | |
2020 | The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804. Full description at Econpapers || Download paper | |
2020 | Testing error distribution by kernelized Stein discrepancy in multivariate time series models. (2020). Li, Dong ; Gong, Huan ; Zhu, KE ; Luo, Donghang. In: Papers. RePEc:arx:papers:2008.00747. Full description at Econpapers || Download paper | |
2020 | Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860. Full description at Econpapers || Download paper | |
2020 | Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714. Full description at Econpapers || Download paper | |
2020 | To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063. Full description at Econpapers || Download paper | |
2020 | How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477. Full description at Econpapers || Download paper | |
2020 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2020 | Bear Markets and Recessions versus Bull Markets and Expansions. (2020). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2009.01343. Full description at Econpapers || Download paper | |
2021 | COVID-19: Tail Risk and Predictive Regressions. (2020). Skrobotov, Anton ; Semenov, Alexander ; Ibragimov, Rustam ; Distaso, Walter. In: Papers. RePEc:arx:papers:2009.02486. Full description at Econpapers || Download paper | |
2020 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361. Full description at Econpapers || Download paper | |
2020 | Deep Learning, Predictability, and Optimal Portfolio Returns. (2020). BarunÃÂk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394. Full description at Econpapers || Download paper | |
2020 | Regularized Solutions to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2009.05875. Full description at Econpapers || Download paper | |
2020 | Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103. Full description at Econpapers || Download paper | |
2020 | Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898. Full description at Econpapers || Download paper | |
2020 | The Knowledge Graph for Macroeconomic Analysis with Alternative Big Data. (2020). , Weinan ; Huang, Guanhua ; Pang, Yue ; Yang, Yucheng. In: Papers. RePEc:arx:papers:2010.05172. Full description at Econpapers || Download paper | |
2020 | Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.12263. Full description at Econpapers || Download paper | |
2020 | Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435. Full description at Econpapers || Download paper | |
2020 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
2020 | Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077. Full description at Econpapers || Download paper | |
2020 | Do 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. Full description at Econpapers || Download paper | |
2020 | Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models. (2020). Chen, Daniel L ; Lewis, Greg. In: Papers. RePEc:arx:papers:2011.06158. Full description at Econpapers || Download paper | |
2020 | A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2011.09029. Full description at Econpapers || Download paper | |
2020 | Business and consumer uncertainty in the face of the pandemic: A sector analysis in European countries. (2020). Claveria, Oscar. In: Papers. RePEc:arx:papers:2012.02091. Full description at Econpapers || Download paper | |
2021 | Quantum Technology for Economists. (2021). Hull, Isaiah ; Sattath, OR ; Wendin, Goran ; Diamanti, Eleni. In: Papers. RePEc:arx:papers:2012.04473. Full description at Econpapers || Download paper | |
2021 | Dynamic industry uncertainty networks and the business cycle. (2021). BarunÃk, Jozef ; Faff, Robert ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2101.06957. Full description at Econpapers || Download paper | |
2021 | A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19. (2021). Gonz, Graciela ; L'Opez, Jes'Us ; Corona, Francisco. In: Papers. RePEc:arx:papers:2101.10383. Full description at Econpapers || Download paper | |
2021 | Uncertainty spill-overs: when policy and financial realms overlap. (2021). Bacchiocchi, Emanuele ; Dragomirescu-Gaina, Catalin. In: Papers. RePEc:arx:papers:2102.06404. Full description at Econpapers || Download paper | |
2020 | The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:325-339. Full description at Econpapers || Download paper | |
2020 | Extended Exogenous Growth Model: Application and Investigation the Long-Term Growth Determinants of Bangladesh. (2020). Chowdhury, Imrul Hossain. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:35-53. Full description at Econpapers || Download paper | |
2020 | Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?. (2020). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20140. Full description at Econpapers || Download paper | |
2021 | The ECB and the Cost of Independence. Unearthing a New Doom-Loop in the European Monetary Union. (2021). Marozzi, Armando. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20152. Full description at Econpapers || Download paper | |
2020 | Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14. Full description at Econpapers || Download paper | |
2020 | A Data-Rich Measure of Underlying Inflation for Brazil. (). Ramos, Fernando Ryu ; Nadal, Raquel ; da Gama, Vicente . In: Working Papers Series. RePEc:bcb:wpaper:516. Full description at Econpapers || Download paper | |
2020 | Forward Guidance Matters: disentangling monetary policy shocks. (2020). Ferreira, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:530. Full description at Econpapers || Download paper | |
2020 | Keeping track of global trade in real time. (2020). Martinez-Martin, Jaime ; Rusticelli, Elena. In: Working Papers. RePEc:bde:wpaper:2019. Full description at Econpapers || Download paper | |
2020 | The economic drivers of volatility and uncertainty. (2020). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1285_20. Full description at Econpapers || Download paper | |
2020 | Forecasting US recessions: the role of economic uncertainty. (2020). Natoli, Filippo ; Ercolani, Valerio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1299_20. Full description at Econpapers || Download paper | |
2020 | Trade Policy Uncertainty and its Effect on Foreign Direct Investment: Evidence from Mexico. (2020). Salcedo, Alejandrina ; Cebreros, Alfonso ; Heffner-Rodriguez, Aldo ; Chiquiar, Daniel. In: Working Papers. RePEc:bdm:wpaper:2020-14. Full description at Econpapers || Download paper | |
2021 | Labor Market Indicator for Colombia (LMI). (2021). Ramos-Veloza, Mario ; Hernandez-Bejarano, Manuel Dario ; Cristiano-Botia, Deicy J. In: Borradores de Economia. RePEc:bdr:borrec:1152. Full description at Econpapers || Download paper | |
2020 | Information versus Investment. (2020). Whited, Toni M ; Terry, Stephen J ; Zakolyukina, Anastasia A. In: Working Papers. RePEc:bfi:wpaper:2020-110. Full description at Econpapers || Download paper | |
2020 | Granular Instrumental Variables. (2020). Gabaix, Xavier. In: Working Papers. RePEc:bfi:wpaper:2020-177. Full description at Econpapers || Download paper | |
2020 | Questioning the puzzle: Fiscal policy, exchange rate and inflation. (2020). Siena, Daniele ; Natoli, Filippo ; Metelli, Luca ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:752. Full description at Econpapers || Download paper | |
2020 | Cross-border Investments and Uncertainty: Firm-level Evidence. (2020). Gigout, Timothee ; CEZAR, Rafael ; Tripier, Fabien. In: Working papers. RePEc:bfr:banfra:766. Full description at Econpapers || Download paper | |
2020 | Inference Using Simulated Neural Moments. (2020). Creel, Michael. In: Working Papers. RePEc:bge:wpaper:1182. Full description at Econpapers || Download paper | |
2020 | What share for gold? On the interaction of gold and foreign exchange reserve returns. (2020). Zulaica, Omar. In: BIS Working Papers. RePEc:bis:biswps:906. Full description at Econpapers || Download paper | |
2020 | FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34. Full description at Econpapers || Download paper | |
2020 | Use of Machine Learning Methods to Forecast Investment in Russia. (2020). Gareev, Mikhail. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:35-56. Full description at Econpapers || Download paper | |
2020 | A Markovâ€switching analysis of Nigerias business cycles: Are election cycles important?. (2020). Olakojo, Solomon. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:1:p:67-79. Full description at Econpapers || Download paper | |
2020 | Product differentiation and cost passâ€through: industryâ€wide versus firmâ€specific cost shocks. (2020). Anders, Sven ; Loy, Jenspeter ; Bittmann, Thomas. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:4:p:1184-1209. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2013 | Measuring Uncertainty.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 575 | paper | |
2013 | Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 123 |
2013 | Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 123 | paper | |
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2017 | Principal Components and Regularized Estimation of Factor Models In: Papers. [Full Text][Citation analysis] | paper | 10 |
2020 | An Econometric Perspective on Algorithmic Subsampling In: Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Boosting High Dimensional Predictive Regressions with Time Varying Parameters In: Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Latent Dirichlet Analysis of Categorical Survey Responses In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data In: Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Inference by Stochastic Optimization: A Free-Lunch Bootstrap In: Papers. [Full Text][Citation analysis] | paper | 0 |
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1995 | The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2005 | A Note on the Selection of Time Series Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 37 |
2001 | A Note on the Selection of Time Series Models.(2001) In: Boston College Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
1997 | Accounting for Trends in the Almost Ideal Demand System In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
2000 | Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 1930 |
2001 | LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power.(2001) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 1930 | article | |
1998 | Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 35 |
1999 | Testing for ARCH in the presence of a possibly misspecified conditional mean.(1999) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
1997 | Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 68 |
2000 | Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators.(2000) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | article | |
2000 | Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators.(2000) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
1997 | Explaining the Persistence of Commodity Prices In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 27 |
2000 | Explaining the Persistence of Commodity Prices.(2000) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
1997 | Explaining the Persistence of Commodity Prices.(1997) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
1997 | Parametric and non-parametric approaches to price and tax reform In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
1996 | Parametric and Nonparametric Approaches to Price and Tax Reform..(1996) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1996 | Parametric and Nonparametric Approaches to Price and Tax Reform..(1996) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1996 | Parametric and Non-Parametric Approaches to Price and Tax Reform.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1997 | Analysis of Vector Autoregressions in the Presence of Shifts in Mean In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 15 |
2002 | ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN.(2002) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
1997 | How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
2000 | How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis..(2000) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2000 | How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis..(2000) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
1998 | A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 16 |
1997 | A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure.(1997) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
1998 | A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure.(1998) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
1998 | A Test for Conditional Symmetry in Time Series Models In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
2000 | Determining the Number of Factors in Approximate Factor Models In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 1811 |
2002 | Determining the Number of Factors in Approximate Factor Models.(2002) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 1811 | article | |
2000 | Determining the Number of Factors in Approximate Factor Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1811 | paper | |
2002 | Demand Systems With Nonstationary Prices In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 29 |
2005 | Demand Systems with Nonstationary Prices.(2005) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
1999 | Forecasting Dynamic Time Series in the Presence of Deterministic Components In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2000 | Intergenerational Linkages in Consumption Behavior In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 38 |
2000 | Intergenerational Linkages in Consumption Behavior.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2004 | Intergenerational Linkages in Consumption Behavior.(2004) In: Journal of Human Resources. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
2001 | A New Look at Panel Testing of Stationarity and the PPP Hypothesis In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
2001 | A New Look at Panel Testing of Stationarity and the PPP Hypothesis.(2001) In: Economics Working Paper Archive. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2001 | A PANIC Attack on Unit Roots and Cointegration In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 778 |
2004 | A PANIC Attack on Unit Roots and Cointegration.(2004) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 778 | article | |
2001 | A Panic Attack on Unit Roots and Cointegration.(2001) In: Economics Working Paper Archive. [Citation analysis] This paper has another version. Agregated cites: 778 | paper | |
2007 | Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers In: The B.E. Journal of Economic Analysis & Policy. [Full Text][Citation analysis] | article | 1 |
2012 | Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown In: Journal of Econometric Methods. [Full Text][Citation analysis] | article | 33 |
2009 | Selecting Instrumental Variables in a Data Rich Environment In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 17 |
1996 | The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information. In: Carleton Economic Papers. [Citation analysis] | paper | 15 |
1995 | The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
1995 | The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
1996 | The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information..(1996) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
1995 | Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 63 |
1997 | Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation..(1997) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 63 | article | |
1995 | Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
1995 | Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
1996 | A Semi-Parametric Factor Model for Interest Rates In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
1996 | A Semi-Parametric Factor Model for Interest Rates..(1996) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1996 | A Semi-Parametric Factor Model for Interest Rates..(1996) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2014 | Viewpoint: Boosting Recessions In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 22 |
2014 | Viewpoint: Boosting Recessions.(2014) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
1996 | A systematic framework for analyzing the dynamic effects of permanent and transitory shocks In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 124 |
2001 | A systematic framework for analyzing the dynamic effects of permanent and transitory shocks.(2001) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 124 | article | |
1996 | A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks..(1996) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 124 | paper | |
1996 | A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks..(1996) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 124 | paper | |
2002 | PPP May not Hold Afterall: A Further Investigation In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 18 |
2002 | PPP May not Hold Afterall: A Further Investigation.(2002) In: CEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2001 | PPP May not Hold After all: A Further Investigation.(2001) In: Economics Working Paper Archive. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2008 | Extremum Estimation when the Predictors are Estimated from Large Panels In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 17 |
1998 | AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 33 |
1996 | An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests..(1996) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
1996 | An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests..(1996) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2010 | PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION In: Econometric Theory. [Full Text][Citation analysis] | article | 54 |
2010 | INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT In: Econometric Theory. [Full Text][Citation analysis] | article | 68 |
2012 | ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
2011 | Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2014 | MEASUREMENT ERRORS IN DYNAMIC MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
2000 | Forecasting Autoregressive Time Series in the Presence of Deterministic Components In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2002 | Forecasting autoregressive time series in the presence of deterministic components.(2002) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2006 | Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions In: Econometrica. [Full Text][Citation analysis] | article | 283 |
2011 | Dynamic Identification of Dynamic Stochastic General Equilibrium Models In: Econometrica. [Full Text][Citation analysis] | article | 77 |
2011 | A hierarchical factor analysis of U.S. housing market dynamics In: Econometrics Journal. [Full Text][Citation analysis] | article | 39 |
2011 | A hierarchical factor analysis of U.S. housing market dynamics.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | article | |
1996 | Looking for evidence of speculative stockholding in commodity markets In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 18 |
1995 | Looking for Evidence of Speculative Stockholding in Commodity Markets..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
1995 | Looking for Evidence of Speculative Stockholding in Commodity Markets..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2013 | Variable Selection in Predictive Regressions In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 6 |
1995 | Testing for unit roots in flow data sampled at different frequencies In: Economics Letters. [Full Text][Citation analysis] | article | 14 |
2001 | A consistent test for conditional symmetry in time series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 54 |
2006 | Evaluating latent and observed factors in macroeconomics and finance In: Journal of Econometrics. [Full Text][Citation analysis] | article | 97 |
2004 | Evaluating Latent and Observed Factors in Macroeconomics and Financ.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | |
2006 | Are more data always better for factor analysis? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 532 |
2003 | Are More Data Always Better for Factor Analysis?.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 532 | paper | |
2008 | Forecasting economic time series using targeted predictors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 264 |
2009 | Panel cointegration with global stochastic trends In: Journal of Econometrics. [Full Text][Citation analysis] | article | 146 |
2007 | Panel Cointegration with Global Stochastic Trends.(2007) In: Center for Policy Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 146 | paper | |
2013 | Principal components estimation and identification of static factors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 92 |
2017 | Simulated minimum distance estimation of dynamic models with errors-in-variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
2019 | Rank regularized estimation of approximate factor models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
1997 | Estimation and inference in nearly unbalanced nearly cointegrated systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 36 |
1995 | Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
1995 | Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2007 | The empirical risk-return relation: A factor analysis approach In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 219 |
2005 | The Empirical Risk-Return Relation: A Factor Analysis Approach.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 219 | paper | |
2006 | The Empirical Risk-Return Relation: a factor analysis approach.(2006) In: 2006 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 219 | paper | |
2003 | Can sticky prices account for the variations and persistence in real exchange rates? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 10 |
2001 | Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates?.(2001) In: Economics Working Paper Archive. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2010 | Estimation of DSGE models when the data are persistent In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 62 |
2009 | Estimation of DSGE Models When the Data are Persistent.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
2017 | Level and volatility factors in macroeconomic data In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 12 |
2017 | Level and Volatility Factors in Macroeconomic Data.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2016 | A Likelihood-Free Reverse Sampler of the Posterior Distribution In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
2013 | Minimum distance estimation of possibly non-invertible moving average models In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 4 |
2015 | Minimum Distance Estimation of Possibly Noninvertible Moving Average Models.(2015) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2014 | Minimum Distance Estimation of Dynamic Models with Errors-In-Variables In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 2 |
2015 | FRED-MD: A Monthly Database for Macroeconomic Research In: Working Papers. [Full Text][Citation analysis] | paper | 178 |
2016 | FRED-MD: A Monthly Database for Macroeconomic Research.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 178 | article | |
2020 | FRED-QD: A Quarterly Database for Macroeconomic Research In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2020 | FRED-QD: A Quarterly Database for Macroeconomic Research.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2009 | Dynamic hierarchical factor models In: Staff Reports. [Full Text][Citation analysis] | paper | 25 |
2013 | Dynamic Hierarchical Factor Model.(2013) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
1991 | Adjustment Costs and Factor Demands in Canadian Manufacturing Industries. In: Laval - Recherche en Energie. [Citation analysis] | paper | 0 |
1991 | Adjustment Costs and Factor Demands in Canadian Manufacturing Industries..(1991) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2005 | Understanding and Comparing Factor-Based Forecasts In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 187 |
2005 | Understanding and Comparing Factor-Based Forecasts.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 187 | paper | |
2005 | Understanding and Comparing Factor-Based Forecasts.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 187 | paper | |
1995 | Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 44 |
1995 | Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
1995 | Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
1995 | Review of Coint 2.0. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2009 | Boosting diffusion indices In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 58 |
1994 | Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 114 |
1994 | Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag..(1994) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 114 | paper | |
1994 | Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 306 |
1994 | Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties..(1994) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 306 | paper | |
1996 | Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties.(1996) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 306 | article | |
1995 | Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 1 |
1995 | Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data In: NBER Chapters. [Full Text][Citation analysis] | chapter | 1 |
2019 | A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2005 | Macro Factors in Bond Risk Premia In: NBER Working Papers. [Full Text][Citation analysis] | paper | 360 |
2009 | Macro Factors in Bond Risk Premia.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 360 | article | |
2009 | A Factor Analysis of Bond Risk Premia In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
2015 | Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 83 |
2017 | Shock Restricted Structural Vector-Autoregressions In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2017 | Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2020 | COVID-19 and The Macroeconomic Effects of Costly Disasters In: NBER Working Papers. [Full Text][Citation analysis] | paper | 13 |
2020 | Latent Dirichlet Analysis of Categorical Survey Expectations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Large Dimensional Factor Analysis In: Foundations and Trends(R) in Econometrics. [Full Text][Citation analysis] | article | 125 |
2003 | Intergenerational Time Transfers and Childcare In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 53 |
2003 | Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 0 |
2015 | Constructing Common Factors from Continuous and Categorical Data In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
2013 | Commodity Prices, Convenience Yields, and Inflation In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 74 |
2004 | Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor In: Econometrics. [Full Text][Citation analysis] | paper | 5 |
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