Bent Jesper Christensen : Citation Profile

Are you Bent Jesper Christensen?

Aarhus Universitet (50% share)
Aarhus Universitet (50% share)

18

H index

24

i10 index

1648

Citations

RESEARCH PRODUCTION:

35

Articles

55

Papers

3

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   33 years (1990 - 2023). See details.
   Cites by year: 49
   Journals where Bent Jesper Christensen has often published
   Relations with other researchers
   Recent citing documents: 88.    Total self citations: 38 (2.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch701
   Updated: 2024-11-04    RAS profile: 2023-12-21    
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Relations with other researchers

Works with:

Borup, Daniel (4)

Parra-Alvarez, Juan (3)

Datta Gupta, Nabanita (3)

Serrano, Rafael (2)

Santucci de Magistris, Paolo (2)

Veliyev, Bezirgen (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Bent Jesper Christensen.

Is cited by:

Degiannakis, Stavros (24)

Filis, George (18)

Baruník, Jozef (17)

DE TRUCHIS, Gilles (15)

Diebold, Francis (14)

Robin, Jean-Marc (14)

Gautier, Pieter (14)

Nielsen, Morten (12)

Fontaine, Francois (12)

Caporin, Massimiliano (12)

Postel-Vinay, Fabien (12)

Cites to:

Bollerslev, Tim (63)

Andersen, Torben (58)

Diebold, Francis (49)

Nielsen, Morten (37)

Robin, Jean-Marc (29)

Postel-Vinay, Fabien (23)

Campbell, John (20)

Newey, Whitney (18)

Engle, Robert (15)

Tauchen, George (14)

Blundell, Richard (14)

Main data

Where Bent Jesper Christensen has published?

Journals with more than one article published# docs
Journal of Econometrics7
Insurance: Mathematics and Economics3
Journal of Applied Econometrics2
Journal of Labor Economics2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Working Paper / Economics Department, Queen's University6
NBER Working Papers / National Bureau of Economic Research, Inc2
Post-Print / HAL2

Recent works citing Bent Jesper Christensen (2024 and 2023)

YearTitle of citing document
2023.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2023Active labour market policies for the long-term unemployed: New evidence from causal machine learning. (2021). Goller, Daniel ; Wolff, Joachim ; Lechner, Michael ; Harrer, Tamara. In: Papers. RePEc:arx:papers:2106.10141.

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2023Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer. (2022). Havrylenko, Yevhen ; Zagst, Rudi ; Hinken, Maria. In: Papers. RePEc:arx:papers:2203.04053.

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2023Cost-efficient Payoffs under Model Ambiguity. (2022). Vanduffel, Steven ; Lux, Thibaut ; Junike, Gero ; Bernard, Carole. In: Papers. RePEc:arx:papers:2207.02948.

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2023Realized recurrent conditional heteroskedasticity model for volatility modelling. (2023). Kohn, Robert ; Tran, Minh-Ngoc ; Wang, Chao ; Liu, Chen. In: Papers. RePEc:arx:papers:2302.08002.

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2023Volatility jumps and the classification of monetary policy announcements. (2023). Gallo, Giampiero ; Otranto, Edoardo ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2305.12192.

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2023Forecasting swap rate volatility with information from swaptions. (2023). Xie, Jinming ; Liu, Xiaoxi. In: BIS Working Papers. RePEc:bis:biswps:1068.

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2023Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111.

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2023Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

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2023Volatility jumps and the classification of monetary policy announcements. (2023). Gallo, Giampiero ; Otranto, E ; Lacava, D. In: Working Paper CRENoS. RePEc:cns:cnscwp:202306.

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2023Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25.

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2023Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility. (2023). Lovreta, Lidija ; Forte, Santiago. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119922001900.

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2023Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913.

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2024Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999.

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2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

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2024The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238.

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2024Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421.

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2023Bayesian Analysis of ARCH-M model with a dynamic latent variable. (2023). Li, Yuan ; Song, Xinyuan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:47-62.

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2023The contribution of jump signs and activity to forecasting stock price volatility. (2023). Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo ; Bu, Ruijun ; Tsionas, Mike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:144-164.

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2023The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures. (2023). Huynh, Luu Duc Toan ; Li, Yan ; Liang, Hao ; Xu, Yongan. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005625.

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2023Forecasting European stock volatility: The role of the UK. (2023). Gu, Chen ; Gao, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002442.

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2024Uncertainty and international fund flows: A cross-country analysis. (2024). Gurdgiev, Constantin ; Naka, Atsuyuki ; Shin, Seungho ; French, Joseph J. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400214x.

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2024Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?. (2024). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Dettoni, Robinson. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002515.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Biswal, Pratap Chandra ; Jain, Anshul ; Choudhary, Sangita. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Vioto, Davide ; Tunaru, Radu ; Bevilacqua, Mattia. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000320.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2024The impact of health on labour market outcomes: A rapid systematic review. (2024). Suhrcke, Marc ; Fumagalli, Elena ; Pintor, Matteo Pinna. In: Health Policy. RePEc:eee:hepoli:v:143:y:2024:i:c:s0168851024000678.

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2023Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561.

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2023Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers. (2023). Foglia, Matteo ; Xie, Chi ; Zhu, You ; Zhou, Yang ; Wang, Gang-Jin ; Gong, Jue. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s104244312300001x.

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2023Market momentum amplifies market volatility risk: Evidence from China’s equity market. (2023). Huynh, Luu Duc Toan ; Li, Yan ; Liang, Chao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001245.

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2023Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502.

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2023Why does option-implied volatility forecast realized volatility? Evidence from news events. (2023). Li, Gang ; Chen, Sipeng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:156:y:2023:i:c:s0378426623002108.

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2024Multifactor conditional equity premium model: Evidence from Chinas stock market. (2024). Shi, Yongdong ; Guo, Hui ; Cheng, Hang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000372.

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2023What explains different rates of nursing home admissions? Comparing the United States to Denmark and the Netherlands. (2023). Skinner, Jonathan ; Gortz, Mette ; van Doorslaer, Eddy ; Bakx, Pieter ; Bom, Judith. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:25:y:2023:i:c:s2212828x23000166.

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2023Returns to on-the-job search and wage dispersion. (2023). Teulings, Coen ; Gottfries, Axel. In: Labour Economics. RePEc:eee:labeco:v:80:y:2023:i:c:s0927537122001828.

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2023Expectation formation and learning in the labour market with on-the-job search and Nash bargaining. (2023). Zaharieva, Anna ; Damdinsuren, Erdenebulgan. In: Labour Economics. RePEc:eee:labeco:v:81:y:2023:i:c:s0927537122002019.

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2023Retirement coordination and leisure complementarity. (2023). Merkurieva, Irina. In: Labour Economics. RePEc:eee:labeco:v:85:y:2023:i:c:s0927537123001069.

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2023Strategic referrals and on-the-job search equilibrium. (2023). Moon, Ji-Woong. In: Journal of Monetary Economics. RePEc:eee:moneco:v:134:y:2023:i:c:p:135-151.

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2024Extrapolation and option-implied kurtosis in volatility forecasting. (2024). Wu, Tu-Cheng ; Shiu, Yung-Ming ; Pan, Ging-Ginq. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000374.

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2024Joint retirement of couples: Evidence from discontinuities in Denmark. (2024). Leganza, Jonathan ; Garcia-Miralles, Esteban. In: Journal of Public Economics. RePEc:eee:pubeco:v:230:y:2024:i:c:s0047272723002189.

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2024The great divergence(s). (2024). Berlingieri, Giuseppe ; Criscuolo, Chiara ; Blanchenay, Patrick. In: Research Policy. RePEc:eee:respol:v:53:y:2024:i:3:s0048733324000040.

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2023Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market. (2023). Yu, Changrui ; Zhang, Cheng ; Gong, Xiaomin ; Song, Ziyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:528-545.

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2023Air quality index and the Chinese stock market volatility: Evidence from both market and sector indices. (2023). Liang, Chao ; Duc, Toan Luu ; Lu, Xinjie ; Shen, Lihua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:224-239.

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2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Tunaru, Radu ; Bevilacqua, Mattia ; Vioto, Davide. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119289.

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2024Prediction of Live Bulb Weight for Field Vegetables Using Functional Regression Models and Machine Learning Methods. (2024). Na, Myung Hwan ; Cho, Wanhyun ; Kim, Dahyun. In: Agriculture. RePEc:gam:jagris:v:14:y:2024:i:5:p:754-:d:1393235.

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2023.

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2023GARMA, HAR and Rules of Thumb for Modelling Realized Volatility. (2023). Allen, David ; Peiris, Shelton. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:10:p:179-:d:1260782.

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2023Implied Volatility Changes and Corporate Bond Returns. (2023). Zhan, Xintong ; Xiao, Xiao ; Goyal, Amit ; Cao, Jie. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1375-1397.

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2023Wage-Specific Search Intensity. (2023). Rendon, Silvio. In: IZA Discussion Papers. RePEc:iza:izadps:dp15971.

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2023Family Affair? Long-Term Economic and Mental Effects of Spousal Cancer. (2023). Böckerman, Petri ; Vaalavuo, Maria ; Salokangas, Henri ; Kortelainen, Mika ; Bockerman, Petri. In: IZA Discussion Papers. RePEc:iza:izadps:dp16005.

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2023Duration Dependence in Finding a Job: Applications, Interviews, and Job Offers. (2023). Lalive, Rafael ; Zuchuat, Jeremy ; Zweimuller, Josef ; Pesaresi, Lorenzo ; Osikominu, Aderonke. In: IZA Discussion Papers. RePEc:iza:izadps:dp16602.

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2024Male investment in schooling with frictional labour and marriage markets. (2024). Bonilla, Roberto ; Kiraly, Francis. In: Review of Economics of the Household. RePEc:kap:reveho:v:22:y:2024:i:2:d:10.1007_s11150-023-09660-y.

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2023A comparison of multi-factor term structure models for interbank rates. (2023). Tunaru, Diana ; Fabozzi, Francesco A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01147-2.

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2023Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error*. (2023). Kole, Erik ; van Dijk, Dick ; Barendse, Sander. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:2:p:528-568..

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2023Access to Financial Services and Its Impact on Household Income: Evidence from Rural Ghana. (2023). Jiang, Yuansheng ; Siaw, Anthony ; Asiedu-Ayeh, Love Offeibea ; Zheng, Hongyun ; Twumasi, Martinson Ankrah. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:35:y:2023:i:4:d:10.1057_s41287-022-00544-y.

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2023Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?. (2023). Zhao, Ran ; Zhang, Zehua ; Li, Chenxing. In: MPRA Paper. RePEc:pra:mprapa:118459.

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2023Bequest Motives and the Social Security Notch. (). Kok, Kegon Teng ; Lee, Siha. In: Review of Economic Dynamics. RePEc:red:issued:22-78.

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2023Measuring macroeconomic convergence and divergence within EMU using long memory. (2023). Kolaiti, Theoplasti ; Drager, Lena ; Sibbertsen, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02426-6.

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2023In memoriam: Tomas Björk (1947–2021). (2023). Gaspar, Raquel ; Khapko, Mariana. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:4:d:10.1007_s00780-023-00511-3.

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2024Which implied volatilities contain more information? Evidence from China. (2024). Ni, Zhongxin ; Ji, Yifan ; Wang, Linyu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1896-1919.

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2023Trading volume and realized volatility forecasting: Evidence from the China stock market. (2023). Lee, Chien-Chiang ; Choo, Weichong ; Liu, Min. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:76-100.

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2023Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap. (2023). Zheng, Zhongxi ; Zhang, Zhaoyong ; Wu, Junxiang ; Tsui, Albert K. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:5:p:1205-1227.

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2023Impact of crude oil volatility jumps on sustainable investments: Evidence from India. (2023). Uddin, Gazi Salah ; Park, Donghyun ; Ghosh, Sajal ; Kanjilal, Kakali ; Dutta, Anupam. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1450-1468.

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2023Forecasting swap rate volatility with information from swaptions. (2023). Xie, Jinming ; Liu, Xiaoxi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:455-479.

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Bent Jesper Christensen has edited the books:

YearTitleTypeCited

Works by Bent Jesper Christensen:

YearTitleTypeCited
2001Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data In: Economics Working Papers.
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2006Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting.(2006) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 93		article
2007The Effect of Long Memory in Volatility on Stock Market Fluctuations In: CREATES Research Papers.
[Full Text][Citation analysis]		paper49
2007The Effect of Long Memory in Volatility on Stock Market Fluctuations.(2007) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 49		article
2007The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper184
2011The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets.(2011) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 184		article
2008The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets.(2008) In: Working Paper.
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This paper has nother version. Agregated cites: 184		paper
2007Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper47
2010Long memory in stock market volatility and the volatility-in-mean effect: The FIEGARCH-M Model.(2010) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 47		article
2009Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model.(2009) In: Working Paper.
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This paper has nother version. Agregated cites: 47		paper
2007Market Power in Power Markets: Evidence from Forward Prices of Electricity In: CREATES Research Papers.
[Full Text][Citation analysis]		paper7
2008Semiparametric Inference in a GARCH-in-Mean Model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper18
2012Semiparametric inference in a GARCH-in-mean model.(2012) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 18		article
2008Optimal inference in dynamic models with conditional moment restrictions In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2010The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2010An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2010The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2010Level Shifts in Volatility and the Implied-Realized Volatility Relation In: CREATES Research Papers.
[Full Text][Citation analysis]		paper7
2011Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2010The Impact of Health Changes on Labor Supply: Evidence from Merged Data on Individual Objective Medical Diagnosis Codes and Early Retirement Behavior In: CREATES Research Papers.
[Full Text][Citation analysis]		paper22
2012THE IMPACT OF HEALTH CHANGES ON LABOR SUPPLY: EVIDENCE FROM MERGED DATA ON INDIVIDUAL OBJECTIVE MEDICAL DIAGNOSIS CODES AND EARLY RETIREMENT BEHAVIOR.(2012) In: Health Economics.
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This paper has nother version. Agregated cites: 22		article
2011Estimating Dynamic Equilibrium Models using Macro and Financial Data In: CREATES Research Papers.
[Full Text][Citation analysis]		paper5
2012The impact of financial crises on the risk-return tradeoff and the leverage effect In: CREATES Research Papers.
[Full Text][Citation analysis]		paper14
2015The impact of financial crises on the risk–return tradeoff and the leverage effect.(2015) In: Economic Modelling.
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This paper has nother version. Agregated cites: 14		article
2012The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect.(2012) In: Working Paper.
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This paper has nother version. Agregated cites: 14		paper
2013A unified framework for testing in the linear regression model under unknown order of fractional integration In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2013A unified framework for testing in the linear regression model under unknown order of fractional integration.(2013) In: Hannover Economic Papers (HEP).
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This paper has nother version. Agregated cites: 0		paper
2015Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination In: CREATES Research Papers.
[Full Text][Citation analysis]		paper8
2017Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination.(2017) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 8		article
2016Dynamic Global Currency Hedging In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2021Dynamic Global Currency Hedging*.(2021) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 3		article
2019Assessing predictive accuracy in panel data models with long-range dependence In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2020Targeting predictors in random forest regression In: CREATES Research Papers.
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2020Targeting predictors in random forest regression.(2020) In: Papers.
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