Eben Lazarus : Citation Profile

Are you Eben Lazarus?

University of California-Berkeley

3

H index

3

i10 index

147

Citations

RESEARCH PRODUCTION:

4

Articles

2

Papers

RESEARCH ACTIVITY:

   5 years (2018 - 2023). See details.
   Cites by year: 29
   Journals where Eben Lazarus has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 2 (1.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla883
   Updated: 2024-01-16    RAS profile: 2023-09-21    
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Relations with other researchers

Works with:

Gormsen, Niels (2)

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

Is cited by:

Lewis, Daniel (10)

Mertens, Karel (9)

Wang, Xuexin (7)

Perron, Pierre (7)

Stock, James (6)

Hwang, Jungbin (6)

Sun, Yixiao (5)

Lee, Sokbae (Simon) (5)

Coroneo, Laura (4)

Phillips, Peter (4)

Plagborg-Moller, Mikkel (4)

Cites to:

Gormsen, Niels (4)

Lewis, Daniel (4)

Kiefer, Nicholas (3)

Giglio, Stefano (3)

Vogelsang, Timothy (3)

West, Kenneth (3)

Xiu, Dacheng (3)

Sun, Yixiao (3)

Marfe, Roberto (2)

koijen, ralph (2)

van Binsbergen, Jules (2)

Main data

Where Eben Lazarus has published?

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

Recent works citing Eben Lazarus (2024 and 2023)

YearTitle of citing document
2023On Robust Inference in Time Series Regression. (2022). Baillie, Richard T ; Ho, Kun ; Kapetanios, George ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2203.04080.

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2023Fast Inference for Quantile Regression with Tens of Millions of Observations. (2022). Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2209.14502.

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2023SGMM: Stochastic Approximation to Generalized Method of Moments. (2023). Song, Myunghyun ; Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2308.13564.

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

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2023.

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2023Biased Decoding and the Foundations of Communication. (2023). Braghieri, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10432.

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2023Identification of systematic monetary policy. (2023). Istrefi, Klodiana ; Meier, Matthias ; Hack, Lukas. In: Working Paper Series. RePEc:ecb:ecbwps:20232851.

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2023Finite-sample corrected inference for two-step GMM in time series. (2023). Valdes, Gonzalo ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:327-352.

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2023Asymptotic F test in regressions with observations collected at high frequency over long span. (2023). Sun, Yixiao ; Pellatt, Daniel F. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1281-1309.

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2023Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics. (2023). Rodrigues, Paulo ; Stoykov, Marian Z ; Nicolau, Joo. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2266-2284.

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2023Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392.

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2023Robust Covariance Matrix Estimation in Time Series: A Review. (2023). Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:36-61.

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2023Testing the predictive accuracy of COVID-19 forecasts. (2023). Paccagnini, Alessia ; Iacone, Fabrizio ; Coroneo, Laura ; Monteiro, Paulo Santos . In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622.

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2023The Discrepancy Between Expenditure- and Income-Side Estimates of US Output. (2023). Lunsford, Kurt. In: Economic Commentary. RePEc:fip:fedcec:95479.

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2023The Price of Macroeconomic Uncertainty: Evidence from Daily Options. (2023). Samadi, Mehrdad ; Londono, Juan M. In: International Finance Discussion Papers. RePEc:fip:fedgif:96660.

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2023DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors. (2023). Tan, Fei ; Shin, Minchul ; Chib, Siddhartha. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10200-y.

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2023Sinking Ships: Illiquidity and the Predictability of Returns on Real Assets in Recessions. (2023). Doshchyn, Artur. In: Economics Series Working Papers. RePEc:oxf:wpaper:1028.

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2023Motivated Procrastination. (2023). Friedrichsen, Jana ; Cordes, Charlotte ; Schudy, Simeon. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:471.

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2023Robust Inference on Infinite and Growing Dimensional Time?Series Regression. (2023). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:4:p:1333-1361.

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2023.

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Works by Eben Lazarus:

YearTitleTypeCited
2023Overinference from Weak Signals and Underinference from Strong Signals In: Papers.
[Full Text][Citation analysis]		paper3
2023Duration?Driven Returns In: Journal of Finance.
[Full Text][Citation analysis]		article0
2023Forward Return Expectations In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2018HAR Inference: Recommendations for Practice In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article77
2018HAR Inference: Recommendations for Practice Rejoinder In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article53
2021The Size?Power Tradeoff in HAR Inference In: Econometrica.
[Full Text][Citation analysis]		article13

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