39
H index
55
i10 index
17425
Citations
University of Wisconsin-Madison | 39 H index 55 i10 index 17425 Citations RESEARCH PRODUCTION: 63 Articles 35 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 31 years (1988 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pha79 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Bruce E. Hansen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Econometric Theory | 15 |
Journal of Econometrics | 13 |
Econometrica | 6 |
Journal of Business & Economic Statistics | 6 |
Journal of Business & Economic Statistics | 3 |
Econometric Reviews | 2 |
Journal of Applied Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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Boston College Working Papers in Economics / Boston College Department of Economics | 11 |
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 2 |
Discussion Papers / School of Economics, The University of New South Wales | 2 |
Year | Title of citing document | |
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2023 | Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts. (2023). Kim, Hyeongwoo ; Durmaz, Nazif ; Sun, Yanfei ; Lee, Hyejin. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-03. Full description at Econpapers || Download paper | |
2023 | Trend Breaks and the Persistence of Closed-End Fund Discounts. (2023). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-08. Full description at Econpapers || Download paper | |
2023 | Relationship between Inflation and Other Macro Economics Factors: Comparative Study of Germany, Japan and New Zealand. (2023). Imran, Muhammad Daniyal ; Khan, Uzair Hassan. In: Journal of Economic Impact. RePEc:adx:journl:v:5:y:2023:i:1:p:76-87. Full description at Econpapers || Download paper | |
2023 | Towards sustainability: The relationship between foreign direct investment, economic freedom and inclusive green growth. (2023). Ojong, Nathanael ; Figari, Francesco ; Ofori, Isaac K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/023. Full description at Econpapers || Download paper | |
2023 | The impact of the economic policy uncertainty and geopolitical risks on tourism demand of Mexico. (2023). Eryuzlu, Hakan ; Hopolu, Serta ; Yilanci, Veli. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:147-164. Full description at Econpapers || Download paper | |
2023 | Factors Influencing the Prices of Rice, Maize and Wheat Prices in Nigeria. (2023). Obayelu, Abiodun Elijah ; Verter, Nahanga ; Ogunmola, Omotoso Oluseye. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:334664. Full description at Econpapers || Download paper | |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720. Full description at Econpapers || Download paper | |
2023 | Does Domestic Food Production Contribute to Improved Life Expectancy? Evidence from Low-Income Food-Deficit Countries (LIFDCS In Africa. (2023). Nzeh, Innocent Chile. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:330864. Full description at Econpapers || Download paper | |
2023 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper | |
2023 | Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662. Full description at Econpapers || Download paper | |
2023 | The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092. Full description at Econpapers || Download paper | |
2023 | New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers || Download paper | |
2023 | Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877. Full description at Econpapers || Download paper | |
2023 | Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552. Full description at Econpapers || Download paper | |
2023 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper | |
2023 | Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809. Full description at Econpapers || Download paper | |
2023 | Network Cluster-Robust Inference. (2021). Leung, Michael P. In: Papers. RePEc:arx:papers:2103.01470. Full description at Econpapers || Download paper | |
2023 | Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127. Full description at Econpapers || Download paper | |
2023 | Uniform Convergence for Local Linear Regression Estimation of the Conditional Distribution. (2021). Xie, Haitian. In: Papers. RePEc:arx:papers:2112.08546. Full description at Econpapers || Download paper | |
2023 | Standard errors for two-way clustering with serially correlated time effects. (2022). Sasaki, Yuya ; Hansen, Bruce E ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2201.11304. Full description at Econpapers || Download paper | |
2023 | Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes. (2022). Tabord-Meehan, Max ; Shaikh, Azeem ; Canay, Ivan ; Bugni, Federico . In: Papers. RePEc:arx:papers:2204.08356. Full description at Econpapers || Download paper | |
2023 | Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust. (2022). Webb, Matthew D ; Nielsen, Morten Orregaard ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2205.03288. Full description at Econpapers || Download paper | |
2023 | A Robust Permutation Test for Subvector Inference in Linear Regressions. (2022). Tuvaandorj, Purevdorj ; D'Haultfoeuille, Xavier. In: Papers. RePEc:arx:papers:2205.06713. Full description at Econpapers || Download paper | |
2023 | Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318. Full description at Econpapers || Download paper | |
2023 | Bootstrap inference in the presence of bias. (2022). Cavaliere, Giuseppe ; Nielsen, Morten Orregaard ; Gonccalves, S'Ilvia. In: Papers. RePEc:arx:papers:2208.02028. Full description at Econpapers || Download paper | |
2023 | The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599. Full description at Econpapers || Download paper | |
2023 | Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper | |
2023 | Robust Inference for Dynamic Panel Threshold Models. (2022). Seo, Myung Hwan ; Gong, Woosik. In: Papers. RePEc:arx:papers:2211.04027. Full description at Econpapers || Download paper | |
2023 | General Conditions for Valid Inference in Multi-Way Clustering. (2023). Yap, Luther. In: Papers. RePEc:arx:papers:2301.03805. Full description at Econpapers || Download paper | |
2023 | Testing for the appropriate level of clustering in linear regression models. (2023). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2301.04522. Full description at Econpapers || Download paper | |
2023 | Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853. Full description at Econpapers || Download paper | |
2023 | Testing Firm Conduct. (2023). Sullivan, Christopher ; Solvsten, Mikkel ; Magnolfi, Lorenzo ; Duarte, Marco. In: Papers. RePEc:arx:papers:2301.06720. Full description at Econpapers || Download paper | |
2023 | Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434. Full description at Econpapers || Download paper | |
2023 | Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits. (2023). Porter, Jack R ; Hirano, Keisuke. In: Papers. RePEc:arx:papers:2302.03117. Full description at Econpapers || Download paper | |
2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper | |
2023 | Counterfactual Copula and Its Application to the Effects of College Education on Intergenerational Mobility. (2023). Su, Jiun-Hua ; Lai, Tsung-Chih. In: Papers. RePEc:arx:papers:2303.06658. Full description at Econpapers || Download paper | |
2023 | Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030. Full description at Econpapers || Download paper | |
2023 | Testing for idiosyncratic Treatment Effect Heterogeneity. (2023). Ramirez-Cuellar, Jaime. In: Papers. RePEc:arx:papers:2304.01141. Full description at Econpapers || Download paper | |
2023 | Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860. Full description at Econpapers || Download paper | |
2023 | Transfer Estimates for Causal Effects across Heterogeneous Sites. (2023). Menzel, Konrad. In: Papers. RePEc:arx:papers:2305.01435. Full description at Econpapers || Download paper | |
2023 | Efficient Semiparametric Estimation of Average Treatment Effects Under Covariate Adaptive Randomization. (2023). Rafi, Ahnaf. In: Papers. RePEc:arx:papers:2305.08340. Full description at Econpapers || Download paper | |
2023 | Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880. Full description at Econpapers || Download paper | |
2023 | Adapting to Misspecification. (2023). Kline, Patrick ; Sun, Liyang ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:2305.14265. Full description at Econpapers || Download paper | |
2023 | Time-Varying Vector Error-Correction Models: Estimation and Inference. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2305.17829. Full description at Econpapers || Download paper | |
2023 | Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper | |
2023 | Inference in IV models with clustered dependence, many instruments and weak identification. (2023). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559. Full description at Econpapers || Download paper | |
2023 | A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance. (2023). Sun, Zhenting ; Jiang, Hongyi ; Hu, Shiyun. In: Papers. RePEc:arx:papers:2306.12271. Full description at Econpapers || Download paper | |
2023 | The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.09137. Full description at Econpapers || Download paper | |
2023 | Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463. Full description at Econpapers || Download paper | |
2023 | Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151. Full description at Econpapers || Download paper | |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper | |
2023 | Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617. Full description at Econpapers || Download paper | |
2023 | Linear Regression with Weak Exogeneity. (2023). Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958. Full description at Econpapers || Download paper | |
2023 | Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915. Full description at Econpapers || Download paper | |
2023 | High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. Full description at Econpapers || Download paper | |
2023 | A Trimming Estimator for the Latent-Diffusion-Observed-Adoption Model. (2023). Sanna, L S. In: Papers. RePEc:arx:papers:2309.01471. Full description at Econpapers || Download paper | |
2023 | Moment-Based Estimation of Diffusion and Adoption Parameters in Networks. (2023). Sanna, L S. In: Papers. RePEc:arx:papers:2309.01489. Full description at Econpapers || Download paper | |
2023 | Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926. Full description at Econpapers || Download paper | |
2023 | The Connection Between Political Stability and Inflation: Insights from Four South Asian Nations. (2023). Huq, Md Fazlul ; Salma, Ummya. In: Papers. RePEc:arx:papers:2310.08415. Full description at Econpapers || Download paper | |
2023 | The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2023). Dai, Yun-Shi ; Zhou, Wei-Xing ; Duong, Kiet Tuan. In: Papers. RePEc:arx:papers:2310.16850. Full description at Econpapers || Download paper | |
2023 | Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638. Full description at Econpapers || Download paper | |
2023 | Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Dong, Chaohua ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789. Full description at Econpapers || Download paper | |
2023 | Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471. Full description at Econpapers || Download paper | |
2023 | Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327. Full description at Econpapers || Download paper | |
2023 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper | |
2023 | Does Global Economic Uncertainty Affect Foreign Direct Investment? Evidence From Asian Emerging Markets. (2023). Jimmy, Maxwell ; Boluwatife, Bamidele ; Akpa, Emeka O ; Okunoye, Ismaila Adeleye. In: Asian Economics Letters. RePEc:ayb:jrnael:90. Full description at Econpapers || Download paper | |
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2023 | Dinámica y determinantes del consumo de los hogares en Colombia durante la postpandemia del Covid-19. (2023). Vargas, Carmina ; Arias-Rodríguez, Fernando ; Sanchez-Jabba, Andres ; Rodriguez-Nio, Norberto ; Vasquez-Escobar, Diego ; Granger, Clark ; Lozano-Espitia, Ignacio ; Arias-Rodriguez, Fernando. In: Borradores de Economia. RePEc:bdr:borrec:1242. Full description at Econpapers || Download paper | |
2023 | Forecasting Inflation from Disaggregated Data: The Colombian case. (2023). Caicedo-Garcia, Edgar ; Gonzalez-Molano, Eliana R ; Martinez-Rivera, Wilmer. In: Borradores de Economia. RePEc:bdr:borrec:1251. Full description at Econpapers || Download paper | |
2023 | Connecting the Dots: Renewable Energy, Economic Growth, Reforestation, and Greenhouse Gas Emissions in Colombia. (2023). Parra-Amado, Daniel ; Melo-Velandia, Luis ; Alonso-Sanabria, Juan David. In: Borradores de Economia. RePEc:bdr:borrec:1252. Full description at Econpapers || Download paper | |
2023 | For What Its Worth: Measuring Land Value in the Era of Big Data and Machine Learning. (2023). Moulton, Jeremy G ; Cornwall, Gary ; Wentland, Scott. In: BEA Working Papers. RePEc:bea:wpaper:0209. Full description at Econpapers || Download paper | |
2023 | Copula-Based Modelling of Relationship Between Dollar/Rouble Exchange Rate and Oil Prices. (2023). Polbin, Andrey ; Kulikov, Alexander ; Bedin, Andrey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:3:p:87-109. Full description at Econpapers || Download paper | |
2023 | Intersectoral labor migration and agriculture in the United States and Japan. (2023). Ko, Minkyong ; Sonoda, Tadashi ; Ramsey, Ford A. In: Agricultural Economics. RePEc:bla:agecon:v:54:y:2023:i:3:p:364-381. Full description at Econpapers || Download paper | |
2023 | Influence of healthy human capital and environmental regulation on green total factor productivity in China. (2023). Chen, Yaqian ; Zheng, Yueming. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:82:y:2023:i:3:p:241-261. Full description at Econpapers || Download paper | |
2023 | Jackknife model averaging for high?dimensional quantile regression. (2023). Zou, Guohua ; You, Kang ; Zhang, Xinyu ; Wang, Miaomiao. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:1:p:178-189. Full description at Econpapers || Download paper | |
2023 | Multikink quantile regression for longitudinal data with application to progesterone data analysis. (2023). Zou, Changliang ; Zhang, Wenyang ; Zhong, Wei ; Wan, Chuang. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:747-760. Full description at Econpapers || Download paper | |
2023 | Frequentist model averaging for undirected Gaussian graphical models. (2023). Zhang, Xinyu ; Liu, Huihang. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:3:p:2050-2062. Full description at Econpapers || Download paper | |
2023 | Nonparametric scanning tests of homogeneity for hierarchical models with continuous covariates. (2023). Kim, Kyungmann ; Hsu, Weiwen ; Todem, David. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:3:p:2063-2075. Full description at Econpapers || Download paper | |
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2023 | Green innovation and SO2 emissions: Dynamic threshold effect of human capital. (2023). Wu, Chao ; Salman, Muhammad ; Yan, Zheming ; Long, Xingle ; Wang, Qinglin ; Luo, Yusen. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:499-515. Full description at Econpapers || Download paper | |
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2023 | The dynamics of the house price?to?income ratio: Theory and evidence. (2023). Leung, Charles ; Ho, Edward Chi. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:41:y:2023:i:1:p:61-78. Full description at Econpapers || Download paper | |
2023 | Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia. (2023). Hartigan, Luke ; Wright, Michelle. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:253-287. Full description at Econpapers || Download paper | |
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2023 | Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32. Full description at Econpapers || Download paper | |
2023 | Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246. Full description at Econpapers || Download paper | |
2023 | A nonparametric predictive regression model using partitioning estimators based on Taylor expansions. (2023). Olmo, Jose. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:3:p:294-318. Full description at Econpapers || Download paper | |
2023 | Exploring Okuns law asymmetry: An endogenous threshold logistic smooth transition regression approach. (2023). McAdam, Peter ; Tzavalis, Elias ; Christopoulos, Dimitris. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:123-158. Full description at Econpapers || Download paper | |
2023 | Variable Screening and Model Averaging for Expectile Regressions. (2023). Wang, Siwei ; Tu, Yundong. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:574-598. Full description at Econpapers || Download paper | |
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2023 | The nexus between health expenditure, life expectancy, and economic growth: ARDL model analysis for Kenya. (2023). Alwago, Wycliffe Obwori. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:15:y:2023:i:5:p:1064-1085. Full description at Econpapers || Download paper | |
2023 | Corruption, imported innovation, and growth: Evidence using the panel smooth transition regression approach for developing countries. (2023). Hakimi, Abdelaziz ; Hamdi, Helmi. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:15:y:2023:i:5:p:956-972. Full description at Econpapers || Download paper | |
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2023 | Changing the channel: Digitization and the rise of “middle tail” strategies. (2023). Waldfogel, Joel ; Benner, Mary J. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:1:p:264-287. Full description at Econpapers || Download paper | |
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1995 | Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 197 |
1995 | Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power.(1995) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 197 | article | |
1998 | Testing for Structural Change in Conditional Models In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 244 |
2000 | Testing for structural change in conditional models.(2000) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 244 | article | |
1998 | Sample Splitting and Threshold Estimation In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 1290 |
2000 | Sample Splitting and Threshold Estimation.(2000) In: Econometrica. [Citation analysis] This paper has nother version. Agregated cites: 1290 | article | |
1996 | Estimation of TAR Models In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
1999 | How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 134 |
2004 | How responsive are private transfers to income? Evidence from a laissez-faire economy.(2004) In: Journal of Public Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | article | |
1997 | Threshold effects in non-dynamic panels: Estimation, testing and inference In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 1557 |
1999 | Threshold effects in non-dynamic panels: Estimation, testing, and inference.(1999) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1557 | article | |
1997 | Threshold Autoregressions with a Unit Root In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 417 |
2001 | Threshold Autoregression with a Unit Root.(2001) In: Econometrica. [Citation analysis] This paper has nother version. Agregated cites: 417 | article | |
1997 | Inference in TAR Models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 342 |
2013 | Purchasing power parity and the Taylor rule In: AJRC Working Papers. [Full Text][Citation analysis] | paper | 11 |
2013 | Purchasing Power Parity and the Taylor Rule.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2015 | Purchasing Power Parity and the Taylor Rule.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
1994 | Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator In: Econometric Theory. [Full Text][Citation analysis] | article | 269 |
1995 | TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
1997 | Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
2004 | INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL In: Econometric Theory. [Full Text][Citation analysis] | article | 347 |
2005 | CHALLENGES FOR ECONOMETRIC MODEL SELECTION In: Econometric Theory. [Full Text][Citation analysis] | article | 61 |
2005 | EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS In: Econometric Theory. [Full Text][Citation analysis] | article | 21 |
2008 | UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA In: Econometric Theory. [Full Text][Citation analysis] | article | 200 |
2009 | AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK In: Econometric Theory. [Full Text][Citation analysis] | article | 22 |
2014 | GUEST EDITORS INTRODUCTION: THE SPECIAL 18TH MEETING OF THE NEW ZEALAND ECONOMETRIC STUDY GROUP IN HONOR OF PETER C. B. PHILLIPS In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2015 | THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
2015 | SHRINKAGE EFFICIENCY BOUNDS In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
1991 | Strong Laws for Dependent Heterogeneous Processes In: Econometric Theory. [Full Text][Citation analysis] | article | 23 |
1992 | Convergence to Stochastic Integrals for Dependent Heterogeneous Processes In: Econometric Theory. [Full Text][Citation analysis] | article | 175 |
1989 | Statistical Inference in Instrumental Variables In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 103 |
1988 | Estimation and Inference in Models of Cointegration: A Simulation Study In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
1996 | Methodology: Alchemy or Science: Review Article. In: Economic Journal. [Full Text][Citation analysis] | article | 12 |
1992 | Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes. In: Econometrica. [Full Text][Citation analysis] | article | 90 |
1995 | Regression with Nonstationary Volatility. In: Econometrica. [Full Text][Citation analysis] | article | 50 |
1996 | Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis. In: Econometrica. [Full Text][Citation analysis] | article | 1409 |
1991 | Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis..(1991) In: RCER Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1409 | paper | |
2007 | Least Squares Model Averaging In: Econometrica. [Full Text][Citation analysis] | article | 288 |
2000 | Non-Parametric Data Dependent Bootstrap for Conditional Moment Model In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 2 |
1999 | Discussion of Data mining reconsidered In: Econometrics Journal. [Citation analysis] | article | 13 |
1991 | GARCH(1, 1) processes are near epoch dependent In: Economics Letters. [Full Text][Citation analysis] | article | 26 |
2002 | Testing for two-regime threshold cointegration in vector error-correction models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 475 |
2006 | Interval forecasts and parameter uncertainty In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
2008 | Least-squares forecast averaging In: Journal of Econometrics. [Full Text][Citation analysis] | article | 112 |
2010 | Averaging estimators for autoregressions with a near unit root In: Journal of Econometrics. [Full Text][Citation analysis] | article | 21 |
2012 | Jackknife model averaging In: Journal of Econometrics. [Full Text][Citation analysis] | article | 166 |
2015 | Forecasting with factor-augmented regression: A frequentist model averaging approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 77 |
2012 | Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach.(2012) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
2016 | Efficient shrinkage in parametric models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 39 |
1992 | Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends In: Journal of Econometrics. [Full Text][Citation analysis] | article | 93 |
1992 | Heteroskedastic cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
1996 | Residual-based tests for cointegration in models with regime shifts In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1329 |
1992 | Residual-Based Tests for Cointegration in Models with Regime Shifts..(1992) In: Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 1329 | paper | |
1992 | Residual-Based Tests for Cointegration in Models with Regime Shifts..(1992) In: RCER Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1329 | paper | |
1992 | Testing for parameter instability in linear models In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 419 |
2014 | Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 1 |
2018 | Johansen’s Reduced Rank Estimator Is GMM In: Econometrics. [Full Text][Citation analysis] | article | 2 |
1994 | Autoregressive Conditional Density Estimation. In: International Economic Review. [Full Text][Citation analysis] | article | 792 |
1992 | Autoregressive Conditional Density Estimation..(1992) In: RCER Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 792 | paper | |
1992 | The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 450 |
2018 | Bootstrap Model Averaging Unit Root Inference In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2014 | Uncovering the Relationship between Real Interest Rates and Economic Growth In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
1990 | Statistical Inference in Instrumental Variables Regression with I(1) Processes In: Review of Economic Studies. [Full Text][Citation analysis] | article | 2088 |
2013 | Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 3 |
1990 | REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY. In: RCER Working Papers. [Citation analysis] | paper | 0 |
1990 | A POWERFUL, SIMPLE TEST FOR COINTEGRATION USING COCHRANE- ORCUTT. In: RCER Working Papers. [Citation analysis] | paper | 33 |
1991 | The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP. In: RCER Working Papers. [Citation analysis] | paper | 14 |
1992 | Regression with Non-Stationary Variances. In: RCER Working Papers. [Citation analysis] | paper | 2 |
2018 | Inference for Iterated GMM Under Misspecification and Clustering In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2016 | The Risk of James--Stein and Lasso Shrinkage In: Econometric Reviews. [Full Text][Citation analysis] | article | 4 |
2017 | Stein-like 2SLS estimator In: Econometric Reviews. [Full Text][Citation analysis] | article | 19 |
2017 | Time series econometrics for the 21st century In: The Journal of Economic Education. [Full Text][Citation analysis] | article | 3 |
2016 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2017 | Guest Editors’ Introduction: Regime Switching and Threshold Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 5 |
2017 | Regression Kink With an Unknown Threshold In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 60 |
2014 | Model averaging, asymptotic risk, and regressor groups In: Quantitative Economics. [Full Text][Citation analysis] | article | 48 |
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