Michael Rothschild : Citation Profile

Are you Michael Rothschild?

Princeton University (50% share)
Princeton University (50% share)

18

H index

19

i10 index

3407

Citations

RESEARCH PRODUCTION:

23

Articles

16

Papers

1

Books

4

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   28 years (1969 - 1997). See details.
   Cites by year: 121
   Journals where Michael Rothschild has often published
   Relations with other researchers
   Recent citing documents: 404.    Total self citations: 2 (0.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro48
   Updated: 2020-05-16    RAS profile: 2015-10-19    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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

Is cited by:

Gollier, Christian (57)

Wong, Wing-Keung (39)

Barigozzi, Matteo (31)

EECKHOUDT, LOUIS (31)

Hallin, Marc (30)

Pesaran, M (27)

Cowell, Frank (23)

Cherchye, Laurens (23)

McAleer, Michael (23)

Forni, Mario (23)

TREICH, Nicolas (23)

Cites to:

Constantinides, George (4)

Roth, Alvin (3)

Stiglitz, Joseph (2)

Stambaugh, Robert (2)

White, Lawrence (2)

Wise, David (2)

Judd, Kenneth (2)

Yitzhaki, Shlomo (2)

Slemrod, Joel (2)

Feldstein, Martin (2)

Kovenock, Dan (2)

Main data

Where Michael Rothschild has published?

Journals with more than one article published# docs
Journal of Economic Theory7
Journal of Political Economy4
Economics Letters2
Journal of Econometrics2
Journal of Public Economics2
Econometrica2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University4

Recent works citing Michael Rothschild (2018 and 2017)

YearTitle of citing document
2017Testing for Stochastic Dominance in Social Networks. (2017). Masson, Virginie ; Garrard, Robert ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-02.

Full description at Econpapers || Download paper

2017The Good Samaritan and Traffic on the Road to Jericho. (2017). Bergstrom, Ted. In: American Economic Journal: Microeconomics. RePEc:aea:aejmic:v:9:y:2017:i:2:p:33-53.

Full description at Econpapers || Download paper

2018How Initial Conditions Can Have Permanent Effects: The Case of the Affordable Care Act. (2018). Scheuer, Florian ; Smetters, Kent . In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:10:y:2018:i:4:p:302-43.

Full description at Econpapers || Download paper

2017Sorting through Search and Matching Models in Economics. (2017). Smith, Lones ; Eeckhout, Jan ; Chade, Hector. In: Journal of Economic Literature. RePEc:aea:jeclit:v:55:y:2017:i:2:p:493-544.

Full description at Econpapers || Download paper

2018GENERALIZING THE GENERAL: Generalizing the CES Production Function to Allow for the Flexibility of Input-Driven Output Risk and Viability of Input Thresholds. (2018). Zeytoon Nejad Moosavian, Seyyed Ali ; Goodwin, Barry. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274352.

Full description at Econpapers || Download paper

2018Probability Weighting and Fertilizer Use in a State-Contingent Framework. (2018). Quiggin, John ; Holden, Stein. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277355.

Full description at Econpapers || Download paper

2019Berk-Nash Equilibrium: A Framework for Modeling Agents with Misspecified Models. (2016). Esponda, Ignacio ; Pouzo, Demian. In: Papers. RePEc:arx:papers:1411.1152.

Full description at Econpapers || Download paper

2017Russian-Doll Risk Models. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1412.4342.

Full description at Econpapers || Download paper

2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

Full description at Econpapers || Download paper

2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Liao, Yuan ; Fan, Jianqing ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

Full description at Econpapers || Download paper

2018Deep Portfolio Theory. (2018). Heaton, J B ; Polson, N G ; Witte, J H. In: Papers. RePEc:arx:papers:1605.07230.

Full description at Econpapers || Download paper

2018Optimal Shrinkage Estimator for High-Dimensional Mean Vector. (2018). Parolya, Nestor ; Bodnar, Taras ; Okhrin, Ostap. In: Papers. RePEc:arx:papers:1610.09292.

Full description at Econpapers || Download paper

2017Random matrix approach to estimation of high-dimensional factor models. (2017). Yeo, Joongyeub ; Papanicolaou, George . In: Papers. RePEc:arx:papers:1611.05571.

Full description at Econpapers || Download paper

2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

Full description at Econpapers || Download paper

2020Sequential 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

2017Principal Components and Regularized Estimation of Factor Models. (2017). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:1708.08137.

Full description at Econpapers || Download paper

2018Matrix Completion Methods for Causal Panel Data Models. (2018). Athey, Susan ; Khosravi, Khashayar ; Imbens, Guido ; Doudchenko, Nikolay ; Bayati, Mohsen. In: Papers. RePEc:arx:papers:1710.10251.

Full description at Econpapers || Download paper

2017Risk Apportionment: The Dual Story. (2017). Laeven, Roger ; EECKHOUDT, LOUIS ; Schlesinger, Harris. In: Papers. RePEc:arx:papers:1712.02182.

Full description at Econpapers || Download paper

2018Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647.

Full description at Econpapers || Download paper

2018Banking Stability System: Does it Matter if the Rate of Return is Fixed or Stochastic?. (2018). Ghassan, Hassan. In: Papers. RePEc:arx:papers:1807.11102.

Full description at Econpapers || Download paper

2018Some Statistical Problems with High Dimensional Financial data. (2018). Sen, Rituparna ; Chakrabarti, Arnab. In: Papers. RePEc:arx:papers:1808.02953.

Full description at Econpapers || Download paper

2018Spanning Tests for Markowitz Stochastic Dominance. (2018). Topaloglou, Nikolas ; Scaillet, Olivier ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:1810.10800.

Full description at Econpapers || Download paper

2019Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals. (2019). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1811.10045.

Full description at Econpapers || Download paper

2019Risk-neutral pricing for APT. (2019). Rasonyi, Miklos ; Carassus, Laurence. In: Papers. RePEc:arx:papers:1904.11252.

Full description at Econpapers || Download paper

2019Mixtures of Mean-Preserving Contractions. (2019). Whitmeyer, Mark. In: Papers. RePEc:arx:papers:1905.05157.

Full description at Econpapers || Download paper

2019The interest rate for saving as a possibilistic risk. (2019). Georgescu, Irina ; Kinnunen, Jani. In: Papers. RePEc:arx:papers:1908.00445.

Full description at Econpapers || Download paper

2019Multiplayer Bandit Learning, from Competition to Cooperation. (2019). Peres, Yuval ; Branzei, Simina. In: Papers. RePEc:arx:papers:1908.01135.

Full description at Econpapers || Download paper

2020Trading 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

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

Full description at Econpapers || Download paper

2020Optimal Search and Awareness Expansion. (2019). Greminger, Rafael P. In: Papers. RePEc:arx:papers:1911.07773.

Full description at Econpapers || Download paper

2019High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151.

Full description at Econpapers || Download paper

2019Approximate Factor Models with Strongly Correlated Idiosyncratic Errors. (2019). Michailidis, George ; Lin, Jiahe. In: Papers. RePEc:arx:papers:1912.04123.

Full description at Econpapers || Download paper

2020Reinforcement Learning in Economics and Finance. (2020). Remlinger, Carl ; Elie, Romuald ; Charpentier, Arthur. In: Papers. RePEc:arx:papers:2003.10014.

Full description at Econpapers || Download paper

2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

Full description at Econpapers || Download paper

2018Control & Prediction: Reexamining the 2008-2009 US Banking Crisis. (2018). Hatten, Kenneth J ; James, William L ; Keeler, James P. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev4i4-1.

Full description at Econpapers || Download paper

2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment. (2018). Hansen, Erwin ; Guidolin, Massimo ; Lozano-Banda, Martin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1885.

Full description at Econpapers || Download paper

2019Bayesian Comparative Statics. (2019). Teddy, Mekonnen ; Rene, Leal Vizcaino. In: Working Papers. RePEc:bdm:wpaper:2019-03.

Full description at Econpapers || Download paper

2018Weather risk: how does it change the yield benefits of nitrogen fertilizer and improved maize varieties in sub‐Saharan Africa?. (2018). Koo, Jawoo ; Tesfaye, Kindie ; Hurley, Terrance. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:6:p:711-723.

Full description at Econpapers || Download paper

2018THE PUBLIC ECONOMICS OF LONG†TERM CARE. A SURVEY OF RECENT CONTRIBUTIONS. (2018). Klimaviciute, Justina ; Pestieau, Pierre. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:89:y:2018:i:1:p:49-63.

Full description at Econpapers || Download paper

2018INEQUALITY AND AGGREGATE DEMAND IN THE IS‐LM AND IS‐MP MODELS. (2018). Calvert Jump, Robert. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:3:p:269-276.

Full description at Econpapers || Download paper

2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

Full description at Econpapers || Download paper

2017Group Learning, Wage Dispersion and Non-stationary Offers. (2017). Rotemberg, Julio J. In: Economica. RePEc:bla:econom:v:84:y:2017:i:335:p:365-392.

Full description at Econpapers || Download paper

2017Model Uncertainty Effect on Asset Prices. (2017). Tian, Weidong ; Jiang, Junya. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:205-233.

Full description at Econpapers || Download paper

2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

Full description at Econpapers || Download paper

2018IDENTIFYING VULNERABILITY TO POVERTY: A CRITICAL SURVEY. (2018). Gallardo, Mauricio. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:4:p:1074-1105.

Full description at Econpapers || Download paper

2017On estimation of the noise variance in high dimensional probabilistic principal component analysis. (2017). Passemier, Damien ; Yao, Jianfeng ; Li, Zhaoyuan. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:1:p:51-67.

Full description at Econpapers || Download paper

2017Estimation of the false discovery proportion with unknown dependence. (2017). Fan, Jianqing ; Han, XU. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:4:p:1143-1164.

Full description at Econpapers || Download paper

2017A network analysis of the volatility of high dimensional financial series. (2017). Hallin, Marc ; Barigozzi, Matteo. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:3:p:581-605.

Full description at Econpapers || Download paper

2017The Increasing Convex Order and the Trade–off of Size for Risk. (2017). Meyer, Jack ; Liu, Liqun. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:3:p:881-897.

Full description at Econpapers || Download paper

2017Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Blake, David ; Brockett, Patrick ; MacMinn, Richard ; Morales, Marco. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:s1:p:299-317.

Full description at Econpapers || Download paper

2017A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model. (2017). Solberger, Martin ; Zhou, Xingwu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:22-50.

Full description at Econpapers || Download paper

2017Transmission of Chinas Shocks to the BRIS Countries. (2017). Kabundi, Alain ; Çakır, Mustafa ; Akir, Mustafa . In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:430-454.

Full description at Econpapers || Download paper

2017Using Cheap Talk to Polarize or Unify a Group of Decision Makers. (2017). Jeong, Daeyoung. In: Working Papers. RePEc:bok:wpaper:1719.

Full description at Econpapers || Download paper

2017Monopolistic Competition and Exclusive Quality. (2017). Esteban, Ortiz-Ospina . In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:17:y:2017:i:2:p:14:n:3.

Full description at Econpapers || Download paper

2018Optimism, Pessimism, Audit Uncertainty, and Tax Compliance. (2018). Kangoh, Lee. In: The B.E. Journal of Theoretical Economics. RePEc:bpj:bejtec:v:18:y:2018:i:1:p:12:n:2.

Full description at Econpapers || Download paper

2017Intertemporal abatement decisions under ambiguity aversion in a cap and trade.. (2017). Quemin, Simon. In: Working Papers. RePEc:cec:wpaper:1703.

Full description at Econpapers || Download paper

2017Welfare and Inequality Comparisons for Uni- and Multi-dimensional Distributions of Ordinal Data. (2017). Kobus, Martyna ; Cowell, Frank ; Kurek, Radoslaw . In: STICERD - Public Economics Programme Discussion Papers. RePEc:cep:stippp:31.

Full description at Econpapers || Download paper

2018A Note on Optimal Experimentation under Risk Aversion. (2018). Willems, Tim ; Novák, Vladimír ; Novak, Vladimir. In: CERGE-EI Working Papers. RePEc:cer:papers:wp618.

Full description at Econpapers || Download paper

2018Uncertainty and Economic Activity: A Multi-Country Perspective. (2018). Rebucci, Alessandro ; Pesaran, M ; Cesa-Bianchi, Ambrogio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6910.

Full description at Econpapers || Download paper

2018Optimal Amount of Attention to Capital Income Risk and Heterogeneous Precautionary Saving Behavior. (2018). Yin, Penghui. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7413.

Full description at Econpapers || Download paper

2019The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models. (2019). Smith, Ronald ; Pesaran, M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7919.

Full description at Econpapers || Download paper

2019A General Framework for Studying Contests. (2019). Gürtler, Oliver ; Giebe, Thomas ; Gurtler, Oliver ; Bastani, Spencer. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7993.

Full description at Econpapers || Download paper

2018Inference in Second-Order Identified Models. (2018). Hall, Alastair ; Kleibergen, Frank ; Dovonon, Prosper. In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-36.

Full description at Econpapers || Download paper

2018Voter Turnout with Peer Punishment. (2018). Levine, David K ; Mattozzi, Andrea. In: Levine's Bibliography. RePEc:cla:levrem:786969000000001500.

Full description at Econpapers || Download paper

2018Information seeking with selective memory. (2018). Arroyo, Alejandro Nuez. In: Documentos CEDE. RePEc:col:000089:017131.

Full description at Econpapers || Download paper

2018Uncertainty and Economic Activity: A Multi-Country Perspective. (2018). Rebucci, Alessandro ; Pesaran, M ; Cesa-Bianchi, Ambrogio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12713.

Full description at Econpapers || Download paper

2018Quantile Factor Models. (2018). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12716.

Full description at Econpapers || Download paper

2018Estimating Latent Asset-Pricing Factors. (2018). Lettau, Martin ; Pelger, Markus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12926.

Full description at Econpapers || Download paper

2018Factors that Fit the Time Series and Cross-Section of Stock Returns. (2018). Lettau, Martin ; Pelger, Markus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13049.

Full description at Econpapers || Download paper

2018College Tuition and Income Inequality. (2018). Heathcote, Jonathan ; Cai, Zhifeng. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13101.

Full description at Econpapers || Download paper

2019Kinks and Gains from Credit Cycles. (2019). Santoro, Emiliano ; Ravn, Soren Hove ; Jensen, Henrik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13795.

Full description at Econpapers || Download paper

2017Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas. (2017). Nguyen, Hoang ; Ausin, Maria Concepcion ; san Miguel, Pedro Galeano . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24552.

Full description at Econpapers || Download paper

2019Detecting Gender Discrimination in Intrahousehold Resource Allocation. (2019). Maldonado, Javier. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:28146.

Full description at Econpapers || Download paper

2017Economic and Statistical Measurement of Physical Capital with an Application to the Spanish Economy. (2017). Ruiz-Tamarit, José ; Murgui-Garcia, M J ; Escriba-Perez, F J. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2017020.

Full description at Econpapers || Download paper

2019Capital Stock and Depreciation: Theory and an Empirical Application. (2019). Ruiz-Tamarit, José ; Murgui-Garcia, M J ; Escriba-Perez, F J. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2019004.

Full description at Econpapers || Download paper

2017Media and Occupational Choice. (2017). Kritikos, Alexander ; Konon, Alexander. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1683.

Full description at Econpapers || Download paper

2019Estimation of Weak Factor Models. (2019). Yamagata, Takashi ; Uematsu, Yoshimasa. In: ISER Discussion Paper. RePEc:dpr:wpaper:1053.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676.

Full description at Econpapers || Download paper

2018Nonparametric Production Analysis with Unobserved Heterogeneity in Productivity. (2018). Verschelde, Marijn ; Demuynck, Thomas ; De Rock, Bram ; Cherchye, Laurens. In: Working Papers ECARES. RePEc:eca:wpaper:2013/277180.

Full description at Econpapers || Download paper

2018Identifying Financial Constraints from Production Data. (2018). Verschelde, Marijn ; Mulier, Klaas ; De Rock, Bram ; Cherchye, Laurens ; Ferrando, Annalisa. In: Working Papers ECARES. RePEc:eca:wpaper:2013/277994.

Full description at Econpapers || Download paper

2018Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/278905.

Full description at Econpapers || Download paper

2020Identifying Financial Constraints. (2020). De Rock, Bram ; Verschelde, Marijn ; Mulier, Klaas ; Ferrando, Annalisa ; Cherchye, Laurens. In: Working Papers ECARES. RePEc:eca:wpaper:2013/302090.

Full description at Econpapers || Download paper

2017Costly sequential experimentation and project valuation with an application to health technology assessment. (2017). , Jacco ; Bregantini, Daniele . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:202-229.

Full description at Econpapers || Download paper

2017Portfolio diversification and systemic risk in interbank networks. (2017). Tasca, Paolo ; Deghi, Andrea ; Battiston, Stefano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:96-124.

Full description at Econpapers || Download paper

2018Managerial manipulation, corporate governance, and limited market participation. (2018). Liu, QI ; Sun, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:98-117.

Full description at Econpapers || Download paper

2018Stochastic volatility implies fourth-degree risk dominance: Applications to asset pricing. (2018). Gollier, Christian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:155-171.

Full description at Econpapers || Download paper

2018Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sharma, Amit ; Sadorsky, Perry. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

Full description at Econpapers || Download paper

2018Economic and statistical measurement of physical capital: From theory to practice. (2018). Escriba-Perez, F J ; Ruiz-Tamarit, J R ; Murgui-Garcia, M J. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:246-255.

Full description at Econpapers || Download paper

2019The double trap: Institutions and economic development. (2019). Kar, Sabyasachi ; Sen, Kunal ; Roy, Amrita . In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:243-259.

Full description at Econpapers || Download paper

2020Volatility transmission to the fine wine market. (2020). le Fur, Eric ; Lefur, Eric ; ben Ameur, Hachmi. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:307-316.

Full description at Econpapers || Download paper

2017Precautionary saving: A taxonomy of prudence. (2017). Vergara, Marcos . In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:18-20.

Full description at Econpapers || Download paper

2017A note on the comparative statics approach to nth-degree risk aversion. (2017). Liu, Liqun ; Wang, Jianli. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:116-118.

Full description at Econpapers || Download paper

2018Credit markets with imperfect information: Risk-aversion versus pessimism. (2018). McDonald, Stuart ; Arcand, Jean-Louis ; Jean - Louis Arcand, . In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:35-38.

Full description at Econpapers || Download paper

2018Willingness to pay for stochastic improvements of future risk under different risk aversion. (2018). Wang, Hongxia ; Ho, Yick. In: Economics Letters. RePEc:eee:ecolet:v:168:y:2018:i:c:p:52-55.

Full description at Econpapers || Download paper

2018A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models. (2018). Xiang, Jingjie ; Cui, Guowei ; Li, Kunpeng. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:144-148.

Full description at Econpapers || Download paper

2019Revisiting precautionary saving under ambiguity. (2019). Peter, Richard. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:123-127.

Full description at Econpapers || Download paper

2019On demand uncertainty in the newsvendor model. (2019). Butters, Andrew R. In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s016517651930374x.

Full description at Econpapers || Download paper

2017Testing for central dominance: Method and application. (2017). Kuan, Chung-Ming ; Tzeng, Larry Y ; Chuang, O-Chia . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:368-378.

Full description at Econpapers || Download paper

2017Least squares estimation of large dimensional threshold factor models. (2017). Massacci, Daniele . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:101-129.

Full description at Econpapers || Download paper

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

Michael Rothschild has edited the books:

YearTitleTypeCited

Works by Michael Rothschild:

YearTitleTypeCited
1997Introduction In: Journal of Economics & Management Strategy.
[Full Text][Citation analysis]		article4
1969Increasing Risk: A Definition and Its Economic Consequences In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper1
1972Some Further Results on the Measurement of Inequality In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper97
1973Some further results on the measurement of inequality.(1973) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 97		article
1978A Model of the Jury Decision Process In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1982Information Processing and Jury Decisionmaking In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper23
1984Information processing and jury decisionmaking.(1984) In: Journal of Public Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		article
1974Towards an Economic Theory of Replacement Investment. In: Econometrica.
[Full Text][Citation analysis]		article55
1983Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets. In: Econometrica.
[Full Text][Citation analysis]		article438
1982Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets.(1982) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 438		paper
1982Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets.(1982) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 438		paper
1982A note on partially observed Markov systems In: Economics Letters.
[Full Text][Citation analysis]		article0
1982A model of employment outcomes illustrating the effect of the structure of information on the level and distribution of income In: Economics Letters.
[Full Text][Citation analysis]		article20
1990Asset pricing with a factor-arch covariance structure : Empirical estimates for treasury bills In: Journal of Econometrics.
[Full Text][Citation analysis]		article316
1988Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills.(1988) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 316		paper
1992A multi-dynamic-factor model for stock returns In: Journal of Econometrics.
[Full Text][Citation analysis]		article89
1994Search In: Handbook of Game Theory with Economic Applications.
[Full Text][Citation analysis]		chapter1
1975On the allocation of effort In: Journal of Economic Theory.
[Full Text][Citation analysis]		article43
1981A note on the probability of casting a decisive vote In: Journal of Economic Theory.
[Full Text][Citation analysis]		article58
1970Increasing risk: I. A definition In: Journal of Economic Theory.
[Full Text][Citation analysis]		article1149
1971Increasing risk II: Its economic consequences In: Journal of Economic Theory.
[Full Text][Citation analysis]		article328
1972Addendum to increasing risk: I. A definition In: Journal of Economic Theory.
[Full Text][Citation analysis]		article8
1974A two-armed bandit theory of market pricing In: Journal of Economic Theory.
[Full Text][Citation analysis]		article191
1983Capital gains taxation in an economy with an `Austrian sector In: Journal of Public Economics.
[Full Text][Citation analysis]		article5
1981Capital Gains Taxation in an Economy with an Austrian Sector.(1981) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
1993Studies of Supply and Demand in Higher Education In: NBER Books.
[Citation analysis]		book38
1974Searching for the Lowest Price When the Distribution of Prices Is Unknown: A Summary In: NBER Chapters.
[Full Text][Citation analysis]		chapter87
1993Introduction to Studies of Supply and Demand in Higher Education In: NBER Chapters.
[Full Text][Citation analysis]		chapter6
1993The University in the Marketplace: Some Insights and Some Puzzles In: NBER Chapters.
[Full Text][Citation analysis]		chapter13
1991The University in the Marketplace: Some Insights and Some Puzzles.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
1981Arbitrage and Mean-Variance Analysis on Large Asset Markets In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper4
1982Stochastic Capital Theory I. Comparative Statics In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper1
1985Asset Pricing Theories In: NBER Technical Working Papers.
[Full Text][Citation analysis]		paper4
1983Variable Earnings and Nonlinear Taxation In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
1987Variable Earnings and Nonlinear Taxation.(1987) In: Journal of Human Resources.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
1985Notes on the Effect of Capital Gains Taxation on Non-Austrian Assets In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
1986Monopolistic Competition and Preference Diversity In: Discussion Papers.
[Full Text][Citation analysis]		paper2
1997Competition and Insurance Twenty Years Later In: The Geneva Risk and Insurance Review.
[Full Text][Citation analysis]		article1
1979Returns to Scale From Random Factor Services: Existence and Scope In: Bell Journal of Economics.
[Full Text][Citation analysis]		article2
1992Some Simple Analytics of the Pricing of Higher Education In: Working Papers.
[Citation analysis]		paper0
1995The Analytics of the Pricing of Higher Education and Other Services in Which the Customers Are Inputs. In: Journal of Political Economy.
[Full Text][Citation analysis]		article112
1972Testing the Assumptions of Production Theory: A Nonparametric Approach. In: Journal of Political Economy.
[Full Text][Citation analysis]		article105
1973Models of Market Organization with Imperfect Information: A Survey. In: Journal of Political Economy.
[Full Text][Citation analysis]		article76
1974Searching for the Lowest Price When the Distribution of Prices Is Unknown. In: Journal of Political Economy.
[Full Text][Citation analysis]		article122

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team