27
H index
43
i10 index
3201
Citations
Vanderbilt University | 27 H index 43 i10 index 3201 Citations RESEARCH PRODUCTION: 53 Articles 86 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Atsushi Inoue. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 16 |
Econometric Theory | 6 |
Journal of Business & Economic Statistics | 3 |
Econometric Reviews | 3 |
Journal of Money, Credit and Banking | 3 |
The Review of Economics and Statistics | 2 |
Quantitative Economics | 2 |
Journal of Money, Credit and Banking | 2 |
Year | Title of citing document | |
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2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper | |
2022 | Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence. (2022). Kaplan, Spagnolo Nicola ; Peren, Arin Kerim. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4571. Full description at Econpapers || Download paper | |
2023 | Causal inference with (partially) independent shocks and structural signals on the global crude oil market. (2023). Wang, Shu ; Herwartz, Helmut ; Hafner, Christian M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023004. Full description at Econpapers || Download paper | |
2022 | Location-Scale and Compensated Effects in Unconditional Quantile Regressions. (2022). Sun, Yixiao ; Montes-Rojas, Gabriel ; Martinez-Iriarte, Julian. In: Working Papers. RePEc:aoz:wpaper:127. Full description at Econpapers || Download paper | |
2023 | Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093. Full description at Econpapers || Download paper | |
2022 | A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data. (2020). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Papers. RePEc:arx:papers:2001.04867. Full description at Econpapers || Download paper | |
2022 | Sketching for Two-Stage Least Squares Estimation. (2020). Ng, Serena ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2007.07781. Full description at Econpapers || Download paper | |
2022 | Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects. (2020). Poskitt, Donald ; Zhao, Xueyan ; Frazier, David T ; Zhang, Lina. In: Papers. RePEc:arx:papers:2009.02642. Full description at Econpapers || Download paper | |
2022 | Culling the herd of moments with penalized empirical likelihood. (2021). Shi, Zhentao ; Zhang, Jia ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2108.03382. 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 | |
2022 | 150 Years of Return Predictability Around the World: A Holistic View. (2022). Bai, Yang. In: Papers. RePEc:arx:papers:2209.00121. Full description at Econpapers || Download paper | |
2023 | Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers || Download paper | |
2023 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235. Full description at Econpapers || Download paper | |
2023 | Unconditional Quantile Partial Effects via Conditional Quantile Regression. (2023). Montes-Rojas, Gabriel ; Martinez-Iriarte, Julian ; Galvao, Antonio F ; Alejo, Javier. In: Papers. RePEc:arx:papers:2301.07241. Full description at Econpapers || Download paper | |
2023 | An MCMC Approach to Classical Estimation. (2023). Chernozhukov, Victor ; Hong, Han. In: Papers. RePEc:arx:papers:2301.07782. Full description at Econpapers || Download paper | |
2023 | Inflation targeting strategy and its credibility. (2023). Posada, Carlos Esteban. In: Papers. RePEc:arx:papers:2301.11207. 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 | Assessing the strength of many instruments with the first-stage F and Cragg-Donald statistics. (2023). Yao, Jianfeng ; Wang, Chen ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14423. Full description at Econpapers || Download paper | |
2023 | Disentangling Structural Breaks in High Dimensional Factor Models. (2023). Wong, Benjamin ; Zhong, Ze-Yu ; Koo, Bonsoo. In: Papers. RePEc:arx:papers:2303.00178. Full description at Econpapers || Download paper | |
2023 | Convexity Not Required: Estimation of Smooth Moment Condition Models. (2023). Zhong, Liang ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2304.14386. Full description at Econpapers || Download paper | |
2023 | Discrete $q$-exponential limit order cancellation time distribution. (2023). Gontis, Vygintas. In: Papers. RePEc:arx:papers:2306.00093. Full description at Econpapers || Download paper | |
2023 | Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods. (2023). Mazzarisi, Piero ; Lillo, Fabrizio ; Tsaknaki, Ioanna-Yvonni. In: Papers. RePEc:arx:papers:2307.02375. 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 | Forecasting inflation using disaggregates and machine learning. (2023). Medeiros, Marcelo C ; Boaretto, Gilberto. In: Papers. RePEc:arx:papers:2308.11173. Full description at Econpapers || Download paper | |
2023 | The Local Projection Residual Bootstrap for AR(1) Models. (2023). Velez, Amilcar. In: Papers. RePEc:arx:papers:2309.01889. Full description at Econpapers || Download paper | |
2023 | Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2309.09481. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | Fiscal Stimulus and Skill Accumulation over the Life Cycle. (2023). Simon, Laure. In: Staff Working Papers. RePEc:bca:bocawp:23-9. Full description at Econpapers || Download paper | |
2023 | Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573. Full description at Econpapers || Download paper | |
2022 | Real-time ineuqalities and policies during the pandemic in the US. (2022). Giglioli, Simona ; Fantozzi, Daniela ; Corrado, Luisa. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1396_22. Full description at Econpapers || Download paper | |
2022 | DSGE Nash: solving Nash Games in Macro Models With an application to optimal monetary policy under monopolistic commodity pricing. (2022). Ferrari Minesso, Massimo ; Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:884. Full description at Econpapers || Download paper | |
2022 | Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations. (2022). Wang, Yongli ; Tavlas, George S ; Hall, Stephen G. In: Discussion Papers. RePEc:bir:birmec:22-12. Full description at Econpapers || Download paper | |
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 | |
2022 | The effect of education on unemployment duration. (2022). Filiz, Elif S ; Dursun, Bahadr ; Altindag, Duha T. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:1:p:21-42. Full description at Econpapers || Download paper | |
2022 | The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64. Full description at Econpapers || Download paper | |
2023 | Machine 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. Full description at Econpapers || Download paper | |
2022 | Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy. (2022). di Giovanni, Julian ; Hale, Galina. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:6:p:3373-3421. Full description at Econpapers || Download paper | |
2022 | Autoregressive spectral estimates under ignored changes in the mean. (2022). Hosseinkouchack, Mehdi ; Demetrescu, Matei. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:329-340. Full description at Econpapers || Download paper | |
2022 | Misspecified semiparametric model selection with weakly dependent observations. (2022). Bravo, Francesco. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:558-586. Full description at Econpapers || Download paper | |
2022 | Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852. Full description at Econpapers || Download paper | |
2023 | Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232. Full description at Econpapers || Download paper | |
2023 | Partial identification for growth regimes: The case of Latin American countries. (2023). Carrillomaldonado, Paul. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:557-583. Full description at Econpapers || Download paper | |
2022 | Testing for Asymmetric Comovements. (2022). Taamouti, Abderrahim ; Song, Xiaojun ; Chuang, Ochia. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:5:p:1153-1180. Full description at Econpapers || Download paper | |
2023 | Productivity Slowdown in Japans Lost Decades: How Much of It Can Be Attributed to Damaged Balance Sheets?. (2023). Muto, Ichiro ; Yoneyama, Shunichi ; Sudo, Nao. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:159-207. Full description at Econpapers || Download paper | |
2023 | Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross Sections. (2023). Lanjouw, Peter ; Dang, Haianh H. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:599-622. Full description at Econpapers || Download paper | |
2022 | Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc. (2022). Hertrich, Markus. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:450-489. Full description at Econpapers || Download paper | |
2023 | ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304. Full description at Econpapers || Download paper | |
2023 | Did monetary policy kill the Phillips Curve? Some simple arithmetics. (2023). Vaccaro-Grange, Etienne ; Furlanetto, Francesco ; Bergholt, Drago. In: Working Paper. RePEc:bno:worpap:2023_2. Full description at Econpapers || Download paper | |
2023 | Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114. Full description at Econpapers || Download paper | |
2022 | Turning in the widening gyre: monetary and fiscal policy in interwar Britain. (2022). Ronicle, David. In: Bank of England working papers. RePEc:boe:boeewp:0968. Full description at Econpapers || Download paper | |
2022 | A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0972. Full description at Econpapers || Download paper | |
2022 | Identification of Labour Market Shocks. (2021). Diwambuena, Josué ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps86. Full description at Econpapers || Download paper | |
2022 | A Structural Analysis of Unemployment-Generating Supply Shocks with an Application to the US Pharmaceutical Industry. (2022). Ravazzolo, Francesco ; Boni, Sara. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps94. Full description at Econpapers || Download paper | |
2022 | Targeting moments for calibration compared with indirect inference. (2022). Minford, Patrick ; Meenagh, David ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/12. Full description at Econpapers || Download paper | |
2023 | Chameleon models in economics: A note. (2023). Minford, A. Patrick ; Hatcher, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/10. Full description at Econpapers || Download paper | |
2023 | Indirect Inference and Small Sample Bias - Some Recent Results. (2023). Xu, Yongdeng ; Minford, Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/15. Full description at Econpapers || Download paper | |
2022 | Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687. Full description at Econpapers || Download paper | |
2022 | Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory. (2022). Lee, Sang Seok ; Kısacıkoğlu, Burçin ; Gürkaynak, Refet. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9748. Full description at Econpapers || Download paper | |
2022 | Entries and Regional Growth: The Role of Relatedness. (2022). Bayer, Judith ; Olsen, Jennifer ; Hendrich, Tijl. In: CPB Discussion Paper. RePEc:cpb:discus:433. Full description at Econpapers || Download paper | |
2022 | Weak Identification of Long Memory with Implications for Inference. (2022). Yu, Jun ; Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2334. Full description at Econpapers || Download paper | |
2022 | Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment. (2022). Coenen, Günter ; On, Taskforce. In: Occasional Paper Series. RePEc:ecb:ecbops:2022290. Full description at Econpapers || Download paper | |
2022 | DSGE Nash: solving Nash games in macro models. (2022). Pagliari, Maria Sole ; Minesso, Massimo Ferrari. In: Working Paper Series. RePEc:ecb:ecbwps:20222678. Full description at Econpapers || Download paper | |
2023 | Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830. Full description at Econpapers || Download paper | |
2022 | Solar and wind power generation forecasts using elastic net in time-varying forecast combinations. (2022). Musgens, Felix ; Kaso, Mathias ; Nikodinoska, Dragana . In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921012861. Full description at Econpapers || Download paper | |
2022 | Forecasting of high-resolution electricity consumption with stochastic climatic covariates via a functional time series approach. (2022). Huang, Shih-Feng ; Chen, Zih-Bing ; Chang, Chih-Hao. In: Applied Energy. RePEc:eee:appene:v:309:y:2022:i:c:s0306261921016500. Full description at Econpapers || Download paper | |
2023 | Skewed multifractal scaling of stock markets during the COVID-19 pandemic. (2023). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002734. Full description at Econpapers || Download paper | |
2022 | The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises. (2022). Shang, Fei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000604. Full description at Econpapers || Download paper | |
2022 | Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations. (2022). Skrobotov, Anton ; Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s016518892200063x. Full description at Econpapers || Download paper | |
2022 | How do income and the debt position of households propagate fiscal stimulus into consumption?. (2022). Rüth, Sebastian ; Simon, Camilla ; Ruth, Sebastian K. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922001610. Full description at Econpapers || Download paper | |
2023 | Employee sentiment and stock returns. (2023). Zhou, Guofu ; Yao, Jiaquan ; Tang, Guohao ; Chen, Jian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000428. Full description at Econpapers || Download paper | |
2023 | Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362. Full description at Econpapers || Download paper | |
2022 | Does hospitality industry stock volatility react asymmetrically to health and economic crises?. (2022). Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s026499932100328x. 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 | |
2022 | Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Milacic, Veselin ; Milosevic, Igor ; Jolicic, Ivan ; Radulovic, Mladen ; Mihailovic, Andrej ; Bracanovic, Andrej ; Muhadinovic, Milica ; Bojaj, Martin M. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384. Full description at Econpapers || Download paper | |
2023 | A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194. Full description at Econpapers || Download paper | |
2023 | Investigating the two-way relationship between mobility flows and COVID-19 cases. (2023). Boto-Garcia, David. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003200. Full description at Econpapers || Download paper | |
2023 | The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583. Full description at Econpapers || Download paper | |
2022 | Further evidence on financial information and economic activity forecasts in the United States. (2022). Li, Bin ; Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000079. Full description at Econpapers || Download paper | |
2022 | Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help?. (2022). Zhang, Yaojie ; He, Mengxi ; Yi, Yongsheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200081x. Full description at Econpapers || Download paper | |
2023 | Forecasting stock return volatility in data-rich environment: A new powerful predictor. (2023). Li, Tingyu ; Zhang, Xiaotong ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001802. Full description at Econpapers || Download paper | |
2023 | The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978. Full description at Econpapers || Download paper | |
2023 | Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475. Full description at Econpapers || Download paper | |
2022 | A comparison of testing and estimation of firm conduct. (2022). Sullivan, Christopher ; Magnolfi, Lorenzo. In: Economics Letters. RePEc:eee:ecolet:v:212:y:2022:i:c:s0165176522000246. Full description at Econpapers || Download paper | |
2022 | Predicting the equity market risk premium: A model selection approach. (2022). Ciner, Cetin. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522000970. Full description at Econpapers || Download paper | |
2022 | Analyzing cross-validation for forecasting with structural instability. (2022). Hirano, Keisuke ; Wright, Jonathan H. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:1:p:139-154. Full description at Econpapers || Download paper | |
2022 | Estimation and inference of semiparametric models using data from several sources. (2022). Liao, Zhipeng ; Buchinsky, Moshe. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:1:p:80-103. Full description at Econpapers || Download paper | |
2022 | Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers. (2022). Chang, Chia-Lin ; Asai, Manabu ; McAleer, Michael. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:285-304. Full description at Econpapers || Download paper | |
2022 | Testing for episodic predictability in stock returns. (2022). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Georgiev, Iliyan. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:85-113. Full description at Econpapers || Download paper | |
2022 | A doubly corrected robust variance estimator for linear GMM. (2022). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:276-298. Full description at Econpapers || Download paper | |
2022 | On LASSO for predictive regression. (2022). Shi, Zhentao ; Gao, Zhan ; Lee, Ji Hyung. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:322-349. Full description at Econpapers || Download paper | |
2022 | Conditional rotation between forecasting models. (2022). Timmermann, Allan ; Zhu, Yinchu. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:329-347. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2021 | Two Sample Unconditional Quantile Effect In: Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | Significance Bands for Local Projections In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Significance Bands for Local Projections.(2023) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Confidence intervals for bias and size distortion in IV and local projections — IV models In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2018 | Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2021 | Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models.(2021) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2018 | Confidence intervals for bias and size distortion in IV and local projections–IV models.(2018) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2008 | How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 102 |
2005 | Recursive Predictability Tests for Real-Time Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 26 |
2003 | Recursive Predictability Tests for Real-Time Data.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2018 | The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates In: Working Papers. [Full Text][Citation analysis] | paper | 72 |
2019 | The effects of conventional and unconventional monetary policy on exchange rates.(2019) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | article | |
2018 | The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Chapters. [Citation analysis] This paper has another version. Agregated cites: 72 | chapter | |
2018 | The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
2018 | The effects of conventional and unconventional monetary policy on exchange rates.(2018) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
2019 | A New Approach to Measuring Economic Policy Shocks, with an Application to Conventional and Unconventional Monetary Policy In: Working Papers. [Full Text][Citation analysis] | paper | 27 |
2021 | A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy.(2021) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2021 | A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy.(2021) In: Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
2014 | Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters In: Working Papers. [Full Text][Citation analysis] | paper | 105 |
2017 | Rolling window selection for out-of-sample forecasting with time-varying parameters.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | article | |
2016 | Rolling window selection for out-of-sample forecasting with time-varying parameters.(2016) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 105 | paper | |
2015 | Identifying the Sources of Model Misspecification In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
2014 | Identifying the Sources of Model Misspecification.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2020 | Identifying the sources of model misspecification.(2020) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
2018 | Identifying the sources of model misspecification.(2018) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2015 | Heterogeneous Consumers and Fiscal Policy Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 63 |
2013 | Heterogeneous Consumers and Fiscal Policy Shocks.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2012 | Heterogeneous Consumers and Fiscal Policy Shocks.(2012) In: 2012 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2015 | Heterogeneous consumers and fiscal policy shocks.(2015) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2016 | Heterogeneous Consumers and Fiscal Policy Shocks.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | article | |
2012 | MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 1 |
2016 | Impulse Response Matching Estimators for DSGE Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 29 |
2014 | Impulse Response Matching Estimators for DSGE Models.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2017 | Impulse response matching estimators for DSGE models.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
2016 | Impulse Response Matching Estimators for DSGE Models.(2016) In: Discussion paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2014 | Impulse response matching estimators for DSGE models.(2014) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2014 | Impulse response matching estimators for DSGE models.(2014) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2016 | Joint Confidence Sets for Structural Impulse Responses In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
2014 | Joint Confidence Sets for Structural Impulse Responses.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2016 | Joint confidence sets for structural impulse responses.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2014 | Joint Confidence Sets for Structural Impulse Responses.(2014) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2001 | Testing and Comparing Value-at-Risk Measures In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 81 |
2001 | Testing and comparing Value-at-Risk measures.(2001) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | article | |
2014 | Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2020 | The Role of the Prior in Estimating VAR Models with Sign Restrictions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
2020 | The Role of the Prior in Estimating VAR Models with Sign Restrictions.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2021 | The role of the prior in estimating VAR models with sign restrictions.(2021) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2002 | In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 248 |
2002 | In-sample or out-of-sample tests of predictability: which one should we use?.(2002) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 248 | paper | |
2005 | In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?.(2005) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 248 | article | |
2003 | On the Selection of Forecasting Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 117 |
2003 | On the selection of forecasting models.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 117 | paper | |
2006 | On the selection of forecasting models.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 117 | article | |
2004 | Bagging Time Series Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
2004 | Bagging Time Series Models.(2004) In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2005 | How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2006 | Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2009 | Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data.(2009) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2009 | Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data.(2009) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2006 | Do actions speak louder than words? Household expectations of inflation based on micro consumption data.(2006) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2009 | Frequentist Inference in Weakly Identified DSGE Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2009 | Frequentist inference in weakly identified DSGE models.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2011 | Inference on Impulse Response Functions in Structural VAR Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 175 |
2013 | Inference on impulse response functions in structural VAR models.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | article | |
2013 | Inference on Impulse Response Functions in Structural VAR Models.(2013) In: DSSR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
2013 | Inference on Impulse Response Functions in Structural VAR Models.(2013) In: TERG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 175 | paper | |
2011 | Out-of-Sample Forecast Tests Robust to the Choice of Window Size In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 204 |
2011 | Out-of-sample forecast tests robust to the choice of window size.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 204 | paper | |
2012 | Out-of-Sample Forecast Tests Robust to the Choice of Window Size.(2012) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 204 | article | |
2012 | Out-of-sample forecast tests robust to the choice of window size.(2012) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 204 | paper | |
2001 | TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 41 |
2003 | THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP In: Econometric Theory. [Full Text][Citation analysis] | article | 12 |
2003 | COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY In: Econometric Theory. [Full Text][Citation analysis] | article | 8 |
2006 | A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 25 |
2005 | A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models.(2005) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2015 | TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 56 |
2013 | Tests for Parameter Instability in Dynamic Factor Models.(2013) In: DSSR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
2013 | Tests for Parameter Instability in Dynamic Factor Models.(2013) In: TERG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
2022 | INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2005 | Monitoring and Forecasting Currency Crises In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2008 | Monitoring and Forecasting Currency Crises.(2008) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2008 | Monitoring and Forecasting Currency Crises.(2008) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2007 | Information Criteria for Impulse Response Function Matching Estimation of DSGE Models In: Working Papers. [Full Text][Citation analysis] | paper | 77 |
2010 | Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2012 | Information criteria for impulse response function matching estimation of DSGE models.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | article | |
2007 | Information criteria for impulse response function matching estimation of DSGE models.(2007) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2009 | Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2008 | Which Structural Parameters Are Structural? Identifying the Sources of Instabilities in Economic Models In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2010 | Testing for Weak Identification in Possibly Nonlinear Models In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2011 | Testing for weak identification in possibly nonlinear models.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2011 | Out-of-Sample Forecast Tests Robust to Window Size Choice In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2002 | Bootstrapping Autoregressive Processes with Possible Unit Roots In: Econometrica. [Citation analysis] | article | 85 |
2000 | Bootstrapping Autoregressive Processes with Possible Unit Roots.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2013 | Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes In: Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
2006 | A bootstrap approach to moment selection In: Econometrics Journal. [Full Text][Citation analysis] | article | 8 |
2002 | Identifying the sign of the slope of a monotonic function via OLS In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2001 | Long memory and regime switching In: Journal of Econometrics. [Full Text][Citation analysis] | article | 682 |
2000 | Long Memory and Regime Switching.(2000) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 682 | paper | |
2003 | The large sample behaviour of the generalized method of moments estimator in misspecified models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 103 |
2005 | The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models.(2005) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
2006 | Bootstrapping GMM estimators for time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 54 |
2003 | Bootstrapping GMM Estimators for Time Series.(2003) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
2007 | Information in generalized method of moments estimation and entropy-based moment selection In: Journal of Econometrics. [Full Text][Citation analysis] | article | 47 |
2007 | Corrigendum to: The large sample behaviour of the generalized method of moments estimator in misspecified models: [Journal of Econometrics 114 (2003) 361-394] In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2008 | Efficient estimation and inference in linear pseudo-panel data models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
2020 | The uniform validity of impulse response inference in autoregressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
2019 | The Uniform Validity of Impulse Response Inference in Autoregressions.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2019 | The uniform validity of impulse response inference in autoregressions.(2019) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2019 | The uniform validity of impulse response inference in autoregressions.(2019) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2022 | Joint Bayesian inference about impulse responses in VAR models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 21 |
2020 | Joint Bayesian Inference about Impulse Responses in VAR Models.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2020 | Joint Bayesian inference about impulse responses in VAR models.(2020) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
1999 | Tests of cointegrating rank with a trend-break In: Journal of Econometrics. [Full Text][Citation analysis] | article | 56 |
1996 | Software review In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
1993 | The Stability of the Japanese Banking System: A Historical Perspective In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 15 |
2013 | Zero Lower Bound and Parameter Bias in an Estimated DSGE Model In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 55 |
2014 | The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2014) In: IMES Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2013 | Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2013) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2013 | Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2013) In: DSSR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2013 | Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2013) In: TERG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2013 | Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2013) In: UTokyo Price Project Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2014 | The zero lower bound and parameter bias in an estimated DSGE model.(2014) In: Vanderbilt University Department of Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2016 | The Zero Lower Bound and Parameter Bias in an Estimated DSGE Model.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | article | |
2002 | Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models In: International Economic Review. [Full Text][Citation analysis] | article | 32 |
2005 | Two-Sample Instrumental Variables Estimators In: NBER Technical Working Papers. [Full Text][Citation analysis] | paper | 144 |
2010 | Two-Sample Instrumental Variables Estimators.(2010) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 144 | article | |
2021 | Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 2 |
2007 | Information Criteria for Impulse Response Function Matching Estimation In: 2007 Meeting Papers. [Citation analysis] | paper | 28 |
Testing Change in Time Series In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] | paper | 35 | |
2014 | Quasi-Bayesian Model Selection In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 11 |
2018 | Quasi?Bayesian model selection.(2018) In: Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2006 | Testing for the principal’s monopsony power in agency contracts In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
2002 | A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS In: Econometric Reviews. [Full Text][Citation analysis] | article | 32 |
2008 | Entropy-Based Moment Selection in the Presence of Weak Identification In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2015 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2011 | Identifying the Sources of Instabilities in Macroeconomic Fluctuations In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 71 |
2015 | Tests for the validity of portfolio or group choice in financial and panel regressions In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
Stamp 5.0: A Review In: Home Pages. [Full Text][Citation analysis] | paper | 0 | |
1997 | Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 23 |
1999 | Testing, Comparing, and Combining Value at Risk Measures In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 9 |
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