Alex Ronen Horenstein : Citation Profile

Are you Alex Ronen Horenstein?

University of Miami

2

H index

1

i10 index

357

Citations

RESEARCH PRODUCTION:

8

Articles

7

Papers

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 35
   Journals where Alex Ronen Horenstein has often published
   Relations with other researchers
   Recent citing documents: 124.    Total self citations: 3 (0.83 %)

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   Permalink: http://citec.repec.org/pho341
   Updated: 2023-08-19    RAS profile: 2022-08-21    
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Relations with other researchers

Works with:

Talavera, Oleksandr (2)

Frijns, Bart (2)

Kearney, Fearghal (2)

Schwarz, Marco (2)

Heath, Davidson (2)

Gerritsen, Dirk (2)

Hurlin, Christophe (2)

Pelizzon, Loriana (2)

Menkveld, Albert (2)

Prokopczuk, Marcel (2)

Ait-Sahalia, Yacine (2)

Lopez-Lira, Alejandro (2)

Stefanova, Denitsa (2)

Taylor, Nick (2)

Liew, Chee (2)

Gehrig, Thomas (2)

Adrian, Tobias (2)

Patton, Andrew (2)

Ferrara, Gerardo (2)

Rakowski, David (2)

He, Xuezhong (Tony) (2)

Alexeev, Vitali (2)

Park, Andreas (2)

Lajaunie, Quentin (2)

Xia, Shuo (2)

Colliard, Jean-Edouard (2)

Schuerhoff, Norman (2)

Hautsch, Nikolaus (2)

Holzmeister, Felix (2)

Wong, Wing-Keung (2)

Abudy, Menachem (2)

Moinas, Sophie (2)

Caporin, Massimiliano (2)

Korajczyk, Robert (2)

Bos, Charles (2)

Dimpfl, Thomas (2)

Ødegaard, Bernt (2)

Schenk-Hoppé, Klaus (2)

van Kervel, Vincent (2)

LINTON, OLIVER (2)

Xiu, Dacheng (2)

Tonks, Ian (2)

Frömmel, Michael (2)

Wolff, Christian (2)

Harris, Jeffrey (2)

Smales, Lee (2)

Pasquariello, Paolo (2)

Scaillet, Olivier (2)

Foucault, Thierry (2)

Vilkov, Grigory (2)

Sojli, Elvira (2)

Zhou, Chen (2)

Brownlees, Christian (2)

Jalkh, Naji (2)

Palan, Stefan (2)

PASCUAL, ROBERTO (2)

FERROUHI, EL MEHDI (2)

CAPELLE-BLANCARD, Gunther (2)

Deev, Oleg (2)

Jurkatis, Simon (2)

Rinne, Kalle (2)

Deku, Solomon (2)

Dumitrescu, Ariadna (2)

Roy, Saurabh (2)

Wilhelmsson, Anders (2)

Chow, Nikolai Sheung-Chi (2)

Renault, Thomas (2)

Nielsson, Ulf (2)

Theissen, Erik (2)

Walther, Thomas (2)

Bohorquez Correa, Santiago (2)

Hjalmarsson, Erik (2)

Gorbenko, Arseny (2)

Bouri, Elie (2)

Pastor, Lubos (2)

Verousis, Thanos (2)

Dreber, Anna (2)

Kassner, Bernhard (2)

Reitz, Stefan (2)

Sarno, Lucio (2)

Chernov, Mikhail (2)

Patel, Vinay (2)

Vogel, Sebastian (2)

Regis, Luca (2)

Putnins, Talis (2)

Mihet, Roxana (2)

Lof, Matthijs (2)

Davies, Ryan (2)

Ranaldo, Angelo (2)

Johannesson, Magnus (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alex Ronen Horenstein.

Is cited by:

Barigozzi, Matteo (12)

Sarafidis, Vasilis (12)

Gonzalo, Jesus (11)

Forni, Mario (9)

Fan, Jianqing (9)

Yamagata, Takashi (9)

Lippi, Marco (9)

Dolado, Juan (8)

Ossola, Elisa (6)

Su, Liangjun (6)

Hallin, Marc (6)

Cites to:

Rubinstein, Ariel (13)

Campbell, John (11)

Johannesson, Magnus (8)

Dreber, Anna (8)

Ho, Teck (8)

Prowse, Victoria (7)

Gill, David (7)

Tirole, Jean (6)

Altmejd, Adam (6)

Chen, Yan (6)

Lusardi, Annamaria (5)

Main data

Where Alex Ronen Horenstein has published?

Working Papers Series with more than one paper published# docs
Working Papers / University of Miami, Department of Economics5

Recent works citing Alex Ronen Horenstein (2022 and 2021)

YearTitle of citing document
2022Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10.

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2023Nuclear Norm Regularized Estimation of Panel Regression Models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1810.10987.

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2021Detecting Latent Communities in Network Formation Models. (2020). Su, Liangjun ; Zhang, Yichong ; Ma, Shujie. In: Papers. RePEc:arx:papers:2005.03226.

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2022Tensor Factor Model Estimation by Iterative Projection. (2022). Zhang, Cun-Hui ; Yang, Dan ; Chen, Rong. In: Papers. RePEc:arx:papers:2006.02611.

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2022Do 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.

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2022Rank Determination in Tensor Factor Model. (2022). Zhang, Cun-Hui ; Chen, Rong. In: Papers. RePEc:arx:papers:2011.07131.

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2022Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

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2021Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2021). Han, XU ; Bai, Jushan ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:2102.12666.

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2021Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2103.14626.

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2022Feasible 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.

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2023Approximate Factor Models with Weaker Loadings. (2021). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:2109.03773.

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2021Fixed $T$ Estimation of Linear Panel Data Models with Interactive Fixed Effects. (2021). Higgins, Ayden. In: Papers. RePEc:arx:papers:2110.05579.

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2021CP Factor Model for Dynamic Tensors. (2021). Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517.

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2022Semiparametric Conditional Factor Models: Estimation and Inference. (2021). Wang, Xiaoliang ; Roussanov, Nikolai ; Chen, Qihui. In: Papers. RePEc:arx:papers:2112.07121.

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2022Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605.

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2023A 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.

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2022Estimation 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.

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2022Robust Estimation of Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2204.00801.

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2022Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

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2023Matrix Quantile Factor Model. (2022). Zhao, Peng ; Yu, Long ; Liu, Yong-Xin ; Kong, Xin-Bing. In: Papers. RePEc:arx:papers:2208.08693.

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2022Large Volatility Matrix Analysis Using Global and National Factor Models. (2022). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2208.12323.

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2023Multidimensional Interactive Fixed-Effects. (2022). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691.

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2022Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2022Eigenvalue 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.

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2022Identifying 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.

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2023Inference for Large Panel Data with Many Covariates. (2023). Zou, Jiacheng ; Pelger, Markus. In: Papers. RePEc:arx:papers:2301.00292.

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2023Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2023Functional-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.

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2023sparseDFM: 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.

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2023Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199.

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2023Estimation of Characteristics-based Quantile Factor Models. (2023). Gonzalo, Jesus ; Pan, Haozi ; Dolado, Juan Jose ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13206.

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2023Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2023High-Dimensional Canonical Correlation Analysis. (2023). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393.

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2021Structural factor equation models for causal network construction via directed acyclic mixed graphs. (2021). Wen, Xiaoquan ; Xk, Peter ; Zhou, Yan. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:2:p:573-586.

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2023Decomposition 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.

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2023An 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.

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2021The Direction and Intensity of China’s Monetary Policy: A Dynamic Factor Modelling Approach*. (2021). Tsang, Andrew ; Funke, Michael. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:316:p:100-122.

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2023Who 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.

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2022.

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2021Accurate Confidence Regions for Principal Components Factors. (2021). Ruiz, Esther ; Maldonado, Javier. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1432-1453.

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2021Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898.

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2022On Foreign Drivers of EMEs Fluctuations. (2022). Wlasiuk, Juan M ; Lorca, Jorge ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:951.

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2023Heterogeneous 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.

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2023Estimation 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.

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2021The evolution of pay premiums for managerial attributes. (2021). Perez, M. Fabricio ; Li, SI. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001012.

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2021Estimation of high dimensional factor model with multiple threshold-type regime shifts. (2021). Wu, Jianhong. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302449.

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2023Grouped 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.

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2021The Daily Economic Indicator: tracking economic activity daily during the lockdown. (2021). Rua, Antonio ; Loureno, Nuno. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000894.

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2022Estimation 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.

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2023What drives industrial energy prices?. (2023). Pea, Daniel ; Caro, Angela ; Camacho, Maximo. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003959.

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2021Nonlinear factor models for network and panel data. (2021). Fernandez-Val, Ivan ; Weidner, Martin ; Chen, Mingli. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:296-324.

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2021Estimating and testing high dimensional factor models with multiple structural changes. (2021). Baltagi, Badi ; Wang, FA ; Kao, Chihwa. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:349-365.

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2021Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors. (2021). Ghysels, Eric ; Andreou, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:366-398.

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2021Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure. (2021). Yamagata, Takashi ; Sarafidis, Vasilis ; Cui, Guowei ; Norkut, Milda. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:416-446.

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2021Detecting granular time series in large panels. (2021). Mesters, Geert ; Brownlees, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:544-561.

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2021Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors. (2021). Lippi, Marco ; Barigozzi, Matteo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:455-482.

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2021Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks. (2021). Ouyang, Min ; Li, QI ; Hou, Lei. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:483-509.

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2021Augmented factor models with applications to validating market risk factors and forecasting bond risk premia. (2021). Liao, Yuan ; Ke, Yuan ; Fan, Jianqing. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:269-294.

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2021Autoencoder asset pricing models. (2021). Xiu, Dacheng ; Kelly, Bryan ; Gu, Shihao. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:429-450.

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2021High dimensional minimum variance portfolio estimation under statistical factor models. (2021). Zheng, Xinghua ; Li, Yingying ; Ding, YI. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:502-515.

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2021On factor models with random missing: EM estimation, inference, and cross validation. (2021). Su, Liangjun ; Jin, Sainan ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:745-777.

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2021Nonparametric estimation of large covariance matrices with conditional sparsity. (2021). Leng, Chenlei ; Li, Degui ; Peng, Bin ; Wang, Hanchao. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:53-72.

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2022Projected 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.

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2022Factor 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.

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2022Testing 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.

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2022Bayesian 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.

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2023Group 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.

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2023High-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.

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2023Canonical 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.

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2023Information 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.

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2023Large 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.

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2023Testing 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.

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2022Nowcasting 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.

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2021Follow the leader: Index tracking with factor models. (2021). Perez, M. Fabricio ; Jiang, Pan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:337-350.

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2022One 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.

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2021Forecasting regional long-run energy demand: A functional coefficient panel approach. (2021). Choi, Yongok ; Park, Joon Y ; Miller, Isaac J ; Kim, Chang Sik ; Chang, Yoosoon. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000220.

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2022The 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.

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2023Robust 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.

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2022Financial 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.

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2022Corporate 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.

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2022Multi-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.

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2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

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2022Dynamic 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.

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2023Estimation 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.

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2021Factors and risk premia in individual international stock returns. (2021). Scaillet, Olivier ; Chaieb, Ines ; Langlois, Hugues. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:669-692.

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2022Feature 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.

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2023A 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.

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2022Determining 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.

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2023.

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2021Monetary Policy Shocks and Economic Growth in Morocco: A Factor-Augmented Vector Autoregression (FAVAR) Approach. (2021). Benyacoub, Bouchra ; Daoui, Marouane. In: Post-Print. RePEc:hal:journl:hal-03277727.

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2022Contagion 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.

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2021Determining the Number of Factors in Static Approximate Factor Models Using Discrete Fourier Transforms and Pseudo-Eigenvalues. (2021). Qian, Hou ; Weihua, Ruan. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:241:y:2021:i:1:p:71-117:n:3.

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2021When do investors go green? Evidence from a time-varying asset-pricing model. (2021). Ossola, Elisa ; Alessi, Lucia ; Panzica, Roberto. In: Working Papers. RePEc:jrs:wpaper:202113.

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2021Time-Varying Dictionary and the Predictive Power of FED Minutes. (2021). Mohsin, Mohammed ; Godeiro, Lucas Lucio ; Lima, Luiz Renato. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10039-9.

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2023An 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.

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2022COVID-19 Infection Spread and Human Mobility. (2021). Ogisu, Yoshitaka ; Hayaki, Shoka ; Shibamoto, Masahiko. In: Discussion Paper Series. RePEc:kob:dpaper:dp2021-16.

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2021Housing Demand Shocks and Households’ Balance Sheets. (2021). Anderes, Marc. In: KOF Working papers. RePEc:kof:wpskof:21-492.

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2021Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects This paper analyses the instrumental variables (IV) approach put forward by Norkut? et al. (2021), in th. (2021). Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda ; Cui, Guowei. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:90.

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2022Determining 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..

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

Works by Alex Ronen Horenstein:

YearTitleTypeCited
2018Beta Matrix and Common Factors in Stock Returns In: Journal of Financial and Quantitative Analysis.
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2013Eigenvalue Ratio Test for the Number of Factors In: Econometrica.
[Full Text][Citation analysis]		article347
2017Portfolio choice in Mexico In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article0
2020Effort is not a monotonic function of skills: Results from a global mobile experiment In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article1
2022Measuring tree complexity with response times In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
[Full Text][Citation analysis]		article0
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper2
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has another version. Agregated cites: 2		paper
2015Parcel Size and Land Value: A Comparison of Approaches In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article1
2012A Cross-Country Analysis of Health Care Expenditures In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Product-Consumer Substitution and Safety Regulation: Theory and Evidence from Simulation In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Product-Consumer Substitution and Safety Regulation In: Working Papers.
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2017Asset Pricing and Excess Returns over the Market Return In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Betting Against Alpha In: Working Papers.
[Full Text][Citation analysis]		paper0
2019Understanding Growth Patterns in US Health Care Expenditures In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article2
2022Profiling dynamic decision-makers In: PLOS ONE.
[Full Text][Citation analysis]		article0

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