3
H index
1
i10 index
375
Citations
University of Miami | 3 H index 1 i10 index 375 Citations RESEARCH PRODUCTION: 8 Articles 7 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alex Ronen Horenstein. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Miami, Department of Economics | 5 |
Year | Title of citing document |
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2022 | Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10. Full description at Econpapers || Download paper |
2023 | Nuclear Norm Regularized Estimation of Panel Regression Models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1810.10987. Full description at Econpapers || Download paper |
2022 | Tensor Factor Model Estimation by Iterative Projection. (2022). Zhang, Cun-Hui ; Yang, Dan ; Chen, Rong. In: Papers. RePEc:arx:papers:2006.02611. Full description at Econpapers || Download paper |
2022 | Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction. (2020). Masini, Ricardo P ; Fan, Jianqing ; Medeiros, Marcelo C. In: Papers. RePEc:arx:papers:2011.03996. Full description at Econpapers || Download paper |
2022 | Rank Determination in Tensor Factor Model. (2022). Zhang, Cun-Hui ; Chen, Rong. In: Papers. RePEc:arx:papers:2011.07131. Full description at Econpapers || Download paper |
2022 | Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341. Full description at Econpapers || Download paper |
2022 | Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia. (2021). Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2108.10250. Full description at Econpapers || Download paper |
2023 | Approximate Factor Models with Weaker Loadings. (2021). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2109.03773. Full description at Econpapers || Download paper |
2023 | Semiparametric Conditional Factor Models: Estimation and Inference. (2021). Wang, Xiaoliang ; Roussanov, Nikolai ; Chen, Qihui. In: Papers. RePEc:arx:papers:2112.07121. Full description at Econpapers || Download paper |
2023 | Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605. Full description at Econpapers || Download paper |
2023 | A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482. Full description at Econpapers || Download paper |
2022 | Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data. (2022). Lamarche, Carlos ; Muris, Chris ; Harding, Matthew. In: Papers. RePEc:arx:papers:2203.03051. Full description at Econpapers || Download paper |
2022 | Robust Estimation of Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2204.00801. Full description at Econpapers || Download paper |
2022 | Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052. Full description at Econpapers || Download paper |
2023 | Matrix Quantile Factor Model. (2022). Zhao, Peng ; Yu, Long ; Liu, Yong-Xin ; Kong, Xin-Bing. In: Papers. RePEc:arx:papers:2208.08693. Full description at Econpapers || Download paper |
2022 | Large Volatility Matrix Analysis Using Global and National Factor Models. (2022). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2208.12323. Full description at Econpapers || Download paper |
2023 | Multidimensional Interactive Fixed-Effects. (2022). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691. Full description at Econpapers || Download paper |
2023 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper |
2022 | Eigenvalue tests for the number of latent factors in short panels. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2210.16042. Full description at Econpapers || Download paper |
2022 | Identifying the regional drivers of influenza-like illness in Nova Scotia with dominance analysis. (2022). Ditzen, Jan ; Aydede, Yigit . In: Papers. RePEc:arx:papers:2212.06684. Full description at Econpapers || Download paper |
2023 | Inference for Large Panel Data with Many Covariates. (2023). Zou, Jiacheng ; Pelger, Markus. In: Papers. RePEc:arx:papers:2301.00292. Full description at Econpapers || Download paper |
2023 | Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777. Full description at Econpapers || Download paper |
2023 | Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. (2023). Li, Runze ; Chen, Jia ; Yang, Xiao Rong. In: Papers. RePEc:arx:papers:2303.13218. Full description at Econpapers || Download paper |
2023 | sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125. Full description at Econpapers || Download paper |
2023 | Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199. Full description at Econpapers || Download paper |
2023 | Estimation of Characteristics-based Quantile Factor Models. (2023). Gonzalo, Jesus ; Pan, Haozi ; Dolado, Juan Jose ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13206. Full description at Econpapers || Download paper |
2023 | Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464. Full description at Econpapers || Download paper |
2023 | Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004. Full description at Econpapers || Download paper |
2023 | High-Dimensional Canonical Correlation Analysis. (2023). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393. Full description at Econpapers || Download paper |
2023 | Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors. (2023). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2307.07689. Full description at Econpapers || Download paper |
2023 | Reconciling the Theory of Factor Sequences. (2023). Deistler, Manfred ; Rust, Christoph ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2307.10067. Full description at Econpapers || Download paper |
2023 | Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models. (2023). Yuan, Ming ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2308.02364. Full description at Econpapers || Download paper |
2023 | Target PCA: Transfer Learning Large Dimensional Panel Data. (2023). Xiong, Ruoxuan ; Pelger, Markus ; Duan, Junting. In: Papers. RePEc:arx:papers:2308.15627. Full description at Econpapers || Download paper |
2023 | Decomposition of variation of mixed variables by a latent mixed Gaussian copula model. (2023). Li, Quefeng ; Zheng, Xiaojing ; Darville, Toni ; Liu, Yutong. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:1187-1200. Full description at Econpapers || Download paper |
2023 | An eigenvalue ratio approach to inferring population structure from whole genome sequencing data. (2023). Yao, Jianfeng ; Liu, Zhonghua ; Xu, Yuyang. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:891-902. Full description at Econpapers || Download paper |
2023 | Heterogeneous predictive association of CO2 with global warming. (2023). Ramos, Andrey ; Gonzalo, Jesus ; Dolado, Juan J ; Chen, Liang. In: Economica. RePEc:bla:econom:v:90:y:2023:i:360:p:1397-1421. Full description at Econpapers || Download paper |
2023 | Who Owns What? A Factor Model for Direct Stockholding. (2023). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin ; Balasubramaniam, Vimal. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591. Full description at Econpapers || Download paper |
2022 | On Foreign Drivers of EMEs Fluctuations. (2022). Wlasiuk, Juan M ; Lorca, Jorge ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:951. Full description at Econpapers || Download paper |
2022 | Global Drivers and Macroeconomic Volatility in EMEs: a Dynamic Factor, General Equilibrium Perspective. (2022). Garcia, Benjamin ; Wlasiuk, Juan Marcos ; Paillacar, Manuel ; Lorca, Jorge ; Fuentes, Miguel ; Fernandez, Andres ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:963. Full description at Econpapers || Download paper |
2023 | Nighttime light pollution and economic activities: A spatio-temporal model with common factors for US counties. (2023). Lacroix, Guy ; Etienne, Jean-Michel ; Bresson, Georges. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-18. Full description at Econpapers || Download paper |
2023 | Heterogeneous Predictive Association of CO2 with Global Warming. (2023). Ramos, Andrey David ; Muoz, Jesus Gonzalo ; Dolado, Juan Jose ; Chen, Liang. In: UC3M Working papers. Economics. RePEc:cte:werepe:36451. Full description at Econpapers || Download paper |
2023 | Estimation of characteristics-based quantile factor models. (2023). Gonzalo, Jesus ; Pan, Haozi ; Dolado, Juan Jose ; Chen, Liang. In: UC3M Working papers. Economics. RePEc:cte:werepe:37095. Full description at Econpapers || Download paper |
2023 | Grouped spatial autoregressive model. (2023). Zhang, BO ; Jing, Bingyi ; Hu, Wei ; Huang, Danyang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001815. Full description at Econpapers || Download paper |
2022 | Estimation of high-dimensional factor models with multiple structural changes. (2022). Wu, Jianhong ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321003321. Full description at Econpapers || Download paper |
2023 | What drives industrial energy prices?. (2023). Pea, Daniel ; Caro, Angela ; Camacho, Maximo. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003959. Full description at Econpapers || Download paper |
2022 | Projected estimation for large-dimensional matrix factor models. (2022). Zhang, Xinsheng ; Kong, Xinbing ; He, Yong ; Yu, Long. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:201-217. Full description at Econpapers || Download paper |
2022 | Factor models with local factors — Determining the number of relevant factors. (2022). Freyaldenhoven, Simon. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:80-102. Full description at Econpapers || Download paper |
2022 | Testing the eigenvalue structure of spot and integrated covariance. (2022). Williams, Julian ; Taamouti, Abderrahim ; Dovonon, Prosper. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:363-395. Full description at Econpapers || Download paper |
2022 | Bayesian factor-adjusted sparse regression. (2022). Sun, Qiang ; Jiang, Bai ; Fan, Jianqing. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:3-19. Full description at Econpapers || Download paper |
2023 | Group fused Lasso for large factor models with multiple structural breaks. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:132-154. Full description at Econpapers || Download paper |
2023 | High-dimensional VARs with common factors. (2023). Su, Liangjun ; Phillips, Peter ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:155-183. Full description at Econpapers || Download paper |
2023 | Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44. Full description at Econpapers || Download paper |
2023 | Information criteria for latent factor models: A study on factor pervasiveness and adaptivity. (2023). Tang, Cheng Yong ; Chen, YU ; Guo, Xiao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:237-250. Full description at Econpapers || Download paper |
2023 | Large dimensional latent factor modeling with missing observations and applications to causal inference. (2023). Pelger, Markus ; Xiong, Ruoxuan. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:271-301. Full description at Econpapers || Download paper |
2023 | Testing for structural changes in large dimensional factor models via discrete Fourier transform. (2023). Wang, Xia ; Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:302-331. Full description at Econpapers || Download paper |
2022 | Nowcasting GDP Using Dynamic Factor Model with Unknown Number of Factors and Stochastic Volatility: A Bayesian Approach. (2022). Li, Haitao ; Yu, Cindy L ; Zhang, Yixiao. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:75-93. Full description at Econpapers || Download paper |
2022 | One more for the road: Reconsidering whether OECD gasoline income and price elasticities have changed over time. (2022). liddle, brantley ; Parker, Steven. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004157. Full description at Econpapers || Download paper |
2022 | The reduced-rank beta in linear stochastic discount factor models. (2022). Zhang, Zhekai ; Sun, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003714. Full description at Econpapers || Download paper |
2023 | Robust forecasting with scaled independent component analysis. (2023). Chen, YU ; Lu, Feiyang ; Shu, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005761. Full description at Econpapers || Download paper |
2022 | Financial integration in the EU28 equity markets: Measures and drivers. (2022). Ossola, Elisa ; Papanagiotou, E ; Nardo, M. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100015x. Full description at Econpapers || Download paper |
2022 | Corporate debt and unconventional monetary policy: The risk-taking channel with bond and loan contracts. (2022). Takahashi, Koji ; Takaoka, Sumiko. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000389. Full description at Econpapers || Download paper |
2022 | Multi-population modelling and forecasting life-table death counts. (2022). Xu, Ruofan ; Haberman, Steven ; Shang, Han Lin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:239-253. Full description at Econpapers || Download paper |
2022 | Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces. (2022). Shang, Han Lin ; Kearney, Fearghal. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:1025-1049. Full description at Econpapers || Download paper |
2023 | Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430. Full description at Econpapers || Download paper |
2022 | Feature extraction for functional time series: Theory and application to NIR spectroscopy data. (2022). Shang, Han Lin ; Yang, Yanrong. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x2100141x. Full description at Econpapers || Download paper |
2023 | A Behrens–Fisher problem for general factor models in high dimensions. (2023). Pavlenko, Tatjana ; Nishiyama, Takahiro ; Hyodo, Masashi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000088. Full description at Econpapers || Download paper |
2022 | Determining the number of factors in high-dimensional generalized latent factor models. (2021). Chen, Yunxiao ; Li, Xiaoou. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111574. Full description at Econpapers || Download paper |
2023 | Beliefs that provide a foundation for heuristics and biases in financial decision-making. (2023). Madrazo-Lemaroy, Pilar ; Moya-Ponce, Claudine. In: Cuadernos de Gestión. RePEc:ehu:cuader:61302. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2022 | Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis. (2022). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Bereau, Sophie. In: Working Papers. RePEc:hal:wpaper:halshs-03513049. Full description at Econpapers || Download paper |
2023 | The Trend Effect of Foreign Exchange Intervention. (2023). Yamamoto, Yohei ; Chen, Binwei ; Fatum, Rasmus. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-132. Full description at Econpapers || Download paper |
2022 | Scaled PCA: A New Approach to Dimension Reduction. (2022). Zhou, Guofu ; Tong, Guoshi ; Li, Kunpeng ; Jiang, Fuwei ; Huang, Dashan. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:3:p:1678-1695. Full description at Econpapers || Download paper |
2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2023 | Nighttime Light Pollution and Economic Activities: A Spatio-Temporal Model with Common Factors for US Counties. (2023). Lacroix, Guy ; Etienne, Jean-Michel ; Bresson, Georges. In: IZA Discussion Papers. RePEc:iza:izadps:dp16342. Full description at Econpapers || Download paper |
2023 | Hospital cost efficiency: an examination of US acute care inpatient hospitals. (2023). Linde, Sebastian. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:23:y:2023:i:3:d:10.1007_s10754-023-09356-x. Full description at Econpapers || Download paper |
2023 | An empirical approach to measure unobserved cultural relations using music trade data. (2023). Takagi, Shingo ; Takara, Yuki. In: Journal of Cultural Economics. RePEc:kap:jculte:v:47:y:2023:i:2:d:10.1007_s10824-022-09455-6. Full description at Econpapers || Download paper |
2023 | Identifying Quantitative and Qualitative Monetary Policy Shocks. (2023). Takahashi, Koji ; Shibamoto, Masahiko ; Nakashima, Kiyotaka. In: Discussion Paper Series. RePEc:kob:dpaper:dp2019-09. Full description at Econpapers || Download paper |
2022 | COVID-19 Infection Spread and Human Mobility. (2021). Ogisu, Yoshitaka ; Hayaki, Shoka ; Shibamoto, Masahiko. In: Discussion Paper Series. RePEc:kob:dpaper:dp2021-16. Full description at Econpapers || Download paper |
2022 | Determining the number of factors in high-dimensional generalized latent factor models. (2022). Li, X ; Chen, Y. In: Biometrika. RePEc:oup:biomet:v:109:y:2022:i:3:p:769-782.. Full description at Econpapers || Download paper |
2023 | IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk. (2023). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:2:p:124-146.. Full description at Econpapers || Download paper |
2022 | A method for evaluating the rank condition for CCE estimators. (2022). Sarafidis, Vasilis ; Everaert, Gerdie ; de Vos, Ignace. In: MPRA Paper. RePEc:pra:mprapa:112305. Full description at Econpapers || Download paper |
2022 | Co-movement and global factors in sovereign bond yields. (2022). Venetis, Ioannis ; Ladas, Avgoustinos. In: MPRA Paper. RePEc:pra:mprapa:115801. Full description at Econpapers || Download paper |
2023 | The Causal Factors Driving the Rise in U.S. Health-services Prices. (2023). Pretnar, Nick ; Feldman, Maria. In: MPRA Paper. RePEc:pra:mprapa:118169. Full description at Econpapers || Download paper |
2023 | Dynamic Quantile Panel Data Models with Interactive Effects. (2023). Zheng, Chaowen ; Shin, Yongcheol ; Author-Name, Jia Chen. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-06. Full description at Econpapers || Download paper |
2022 | Robust estimation of the number of factors for the pair-elliptical factor models. (2022). Gong, Yulin ; Ling, Nengxiang ; Yang, Shuquan. In: Computational Statistics. RePEc:spr:compst:v:37:y:2022:i:3:d:10.1007_s00180-021-01165-5. Full description at Econpapers || Download paper |
2022 | Forecasting the Japanese macroeconomy using high-dimensional data. (2022). Sueishi, Naoya ; Nakajima, Yoshiki. In: The Japanese Economic Review. RePEc:spr:jecrev:v:73:y:2022:i:2:d:10.1007_s42973-020-00041-z. Full description at Econpapers || Download paper |
2022 | A high-dimensional test on linear hypothesis of means under a low-dimensional factor model. (2022). He, Yuanjing ; Cao, Mingxiang. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:85:y:2022:i:5:d:10.1007_s00184-021-00841-2. Full description at Econpapers || Download paper |
2022 | A large Canadian database for macroeconomic analysis. (2022). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Fortingagnon, Olivier. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:55:y:2022:i:4:p:1799-1833. Full description at Econpapers || Download paper |
2022 | On the Factor Structure of Bond Returns. (2022). Gospodinov, Nikolay ; Crump, Richard. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:1:p:295-314. Full description at Econpapers || Download paper |
2022 | A regularization approach to common correlated effects estimation. (2022). Juodis, Artras. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:4:p:788-810. Full description at Econpapers || Download paper |
2023 | Equity?premium prediction: Attention is all you need. (2023). Godeiro, Lucas Lucio ; Lima, Luiz Renato. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:105-122. Full description at Econpapers || Download paper |
2023 | Quantifying noise in survey expectations. (2023). Kuinskas, Simas ; Juodis, Artras. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:2:p:609-650. Full description at Econpapers || Download paper |
2022 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Beta Matrix and Common Factors in Stock Returns In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 5 |
2013 | Eigenvalue Ratio Test for the Number of Factors In: Econometrica. [Full Text][Citation analysis] | article | 362 |
2017 | Portfolio choice in Mexico In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 1 |
2020 | Effort is not a monotonic function of skills: Results from a global mobile experiment In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 1 |
2022 | Measuring tree complexity with response times In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). [Full Text][Citation analysis] | article | 0 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 2 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2015 | Parcel Size and Land Value: A Comparison of Approaches In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 1 |
2012 | A Cross-Country Analysis of Health Care Expenditures In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Product-Consumer Substitution and Safety Regulation: Theory and Evidence from Simulation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Product-Consumer Substitution and Safety Regulation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Asset Pricing and Excess Returns over the Market Return In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Betting Against Alpha In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Understanding Growth Patterns in US Health Care Expenditures In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 3 |
2022 | Profiling dynamic decision-makers In: PLOS ONE. [Full Text][Citation analysis] | article | 0 |
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