41
H index
70
i10 index
19864
Citations
Columbia University | 41 H index 70 i10 index 19864 Citations RESEARCH PRODUCTION: 75 Articles 66 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 Jushan Bai. | Is cited by: | Cites to: |
| Year | Title of citing document | |
|---|---|---|
| 2024 | The Environmental Kuznets Curve in Rich and Poor Countries: Insights from NASA-MODIS GPP Data. (2024). Kim, Hyeongwoo ; Chen, Jiquan ; Gao, Liping. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2024-08. Full description at Econpapers || Download paper | |
| 2025 | An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain. (2025). Soccorsi, Stefano ; Gambetti, Luca ; Forni, Mario ; Granese, Antonio ; Sala, Luca. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:17:y:2025:i:3:p:311-41. Full description at Econpapers || Download paper | |
| 2025 | Insurance and sustainable structural transformation: Does renewable energy matter?. (2025). Kamdoum, Genevive Christel ; Ngouwouo, Younchawou ; Fils, Emmanuel Nso. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:3(644):p:239-256. Full description at Econpapers || Download paper | |
| 2025 | “It’s not the heat, it’s the humidity!” New Climate Indices for Europe with a Multilevel Factor Model. (2025). Manera, Matteo ; Pedini, Luca ; Valenti, Daniele ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:376264. Full description at Econpapers || Download paper | |
| 2026 | Extreme Connectedness among Energy Transition Metals and Commodity Markets. (2026). Kočenda, Evžen ; Li, Xiao ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:396404. Full description at Econpapers || Download paper | |
| 2024 | Critical Raw Materials Index - CRMI. (2024). Hasse, Jean-Baptiste ; Nobletz, Capucine. In: AMSE Working Papers. RePEc:aim:wpaimx:2428. Full description at Econpapers || Download paper | |
| 2025 | Shrink with Purpose: Optimal Covariance Matrix Estimation for Portfolio Selection. (2025). Vrins, Frdric ; Vanderveken, Rodolphe ; Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2025002. Full description at Econpapers || Download paper | |
| 2025 | Testing for the Interconnection channel. (2025). Luisi, Angelo ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2025005. Full description at Econpapers || Download paper | |
| 2025 | Distributional Dynamics. (2025). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351. Full description at Econpapers || Download paper | |
| 2026 | Do common shocks drive changes in aggregate emissions intensity?. (2025). Lafond, François ; Ren, Xiyu ; Marotta, Fulvia. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-15. Full description at Econpapers || Download paper | |
| 2024 | A Comparative Analysis on Ecological Footprint of Consumption and Import in Premature Deindustrialized Countries. (2024). Kozal, Ozge. In: World Journal of Applied Economics. RePEc:ana:journl:v:10:y:2024:i:2:p:87-109. Full description at Econpapers || Download paper | |
| 2025 | Exploring the Nexus Between Short- and Long-Run Rate of Interests in Turkey’s Bond Market. (2025). Tuncer, Ayse ; Ivrendi, Mehmet. In: World Journal of Applied Economics. RePEc:ana:journl:v:11:y:2025:i:1:p:39-62. Full description at Econpapers || Download paper | |
| 2025 | The Transmission of Supply Shocks to Inflation: the Case of Argentina (2004-2022). (2025). Ordez, Lucas. In: Working Papers. RePEc:aoz:wpaper:351. Full description at Econpapers || Download paper | |
| 2026 | Nuclear Norm Regularized Estimation of Panel Regression Models. (2025). Weidner, Martin ; Moon, Hyungsik. In: Papers. RePEc:arx:papers:1810.10987. Full description at Econpapers || Download paper | |
| 2025 | A $t$-test for synthetic controls. (2024). Zhu, Yinchu ; Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10820. Full description at Econpapers || Download paper | |
| 2026 | Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2004.03414. Full description at Econpapers || Download paper | |
| 2024 | Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
| 2026 | How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test. (2025). Pesaran, Mohammad ; Xie, Yimeng. In: Papers. RePEc:arx:papers:2109.00408. Full description at Econpapers || Download paper | |
| 2025 | Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata. (2025). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2110.14550. Full description at Econpapers || Download paper | |
| 2025 | Semiparametric Conditional Factor Models in Asset Pricing. (2025). Roussanov, Nikolai ; Wang, Xiaoliang ; Chen, Qihui. In: Papers. RePEc:arx:papers:2112.07121. Full description at Econpapers || Download paper | |
| 2025 | Approximate Factor Models for Functional Time Series. (2025). Otto, Sven ; Salish, Nazarii. In: Papers. RePEc:arx:papers:2201.02532. Full description at Econpapers || Download paper | |
| 2025 | A projection based approach for interactive fixed effects panel data models. (2025). Wang, Weining ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Soberon, Alexandra. In: Papers. RePEc:arx:papers:2201.11482. Full description at Econpapers || Download paper | |
| 2025 | A Simple and Computationally Trivial Estimator for Grouped Fixed Effects Models. (2025). Mugnier, Martin. In: Papers. RePEc:arx:papers:2203.08879. Full description at Econpapers || Download paper | |
| 2025 | Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). LINTON, OLIVER ; Vogt, Michael ; Walsh, Christopher. In: Papers. RePEc:arx:papers:2206.12152. Full description at Econpapers || Download paper | |
| 2026 | Degrees of Freedom and Information Criteria for the Synthetic Control Method. (2022). Xie, Zhen ; Pouliot, Guillaume Allaire. In: Papers. RePEc:arx:papers:2207.02943. Full description at Econpapers || Download paper | |
| 2025 | Factor Network Autoregressions. (2025). Moramarco, Graziano ; Cavaliere, Giuseppe ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925. Full description at Econpapers || Download paper | |
| 2026 | Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper | |
| 2025 | A Unified Framework for Estimation of High-dimensional Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2209.00391. Full description at Econpapers || Download paper | |
| 2026 | Linear Multidimensional Regression with Interactive Fixed-Effects. (2025). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691. Full description at Econpapers || Download paper | |
| 2025 | Synthetic Blip Effects: Generalizing Synthetic Controls for the Dynamic Treatment Regime. (2022). Syrgkanis, Vasilis ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2210.11003. Full description at Econpapers || Download paper | |
| 2026 | On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2211.01921. Full description at Econpapers || Download paper | |
| 2024 | Efficient convex PCA with applications to Wasserstein GPCA and ranked data. (2024). Wong, Ting-Kam Leonard ; Campbell, Steven. In: Papers. RePEc:arx:papers:2211.02990. Full description at Econpapers || Download paper | |
| 2026 | Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2025). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610. Full description at Econpapers || Download paper | |
| 2026 | Variable Clustering via Distributionally Robust Nodewise Regression. (2022). Yu, Xun ; Xu, Xiao ; Wang, Kaizheng. In: Papers. RePEc:arx:papers:2212.07944. Full description at Econpapers || Download paper | |
| 2025 | Tensor PCA for Factor Models. (2025). Babii, Andrii ; Pan, Junsu ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2212.12981. Full description at Econpapers || Download paper | |
| 2026 | Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think. (2023). Sheng, Liugang ; Mei, Ziwei ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2302.13455. Full description at Econpapers || Download paper | |
| 2024 | Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777. Full description at Econpapers || Download paper | |
| 2026 | Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities. (2024). Sun, Yutao ; Leng, Xuan. In: Papers. RePEc:arx:papers:2305.03134. Full description at Econpapers || Download paper | |
| 2024 | Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2024). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934. Full description at Econpapers || Download paper | |
| 2025 | Nowcasting with signature methods. (2023). de Paula, Aureo ; Cohen, Samuel N ; Yang, Lingyi ; Nesheim, Lars ; Mantoan, Giulia ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Malpass, Will ; Lui, Silvia. In: Papers. RePEc:arx:papers:2305.10256. Full description at Econpapers || Download paper | |
| 2025 | Latent Factor Analysis in Short Panels. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004. Full description at Econpapers || Download paper | |
| 2025 | High-Dimensional Canonical Correlation Analysis. (2025). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393. Full description at Econpapers || Download paper | |
| 2024 | Adaptive Principal Component Regression with Applications to Panel Data. (2024). Wu, Zhiwei Steven ; Harris, Keegan ; Whitehouse, Justin ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2307.01357. Full description at Econpapers || Download paper | |
| 2025 | The Canonical Decomposition of Factor Models: Weak Factors are Everywhere. (2025). Barigozzi, Matteo ; Gersing, Philipp ; Deistler, Manfred ; Rust, Christoph. In: Papers. RePEc:arx:papers:2307.10067. Full description at Econpapers || Download paper | |
| 2025 | Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2025). Fisher, Zachary F ; Kim, Younghoon ; Pipiras, Vladas. In: Papers. RePEc:arx:papers:2307.10454. Full description at Econpapers || Download paper | |
| 2026 | Group-Heterogeneous Changes-in-Changes and Distributional Synthetic Controls. (2023). Chen, Songnian ; Feng, Junlong. In: Papers. RePEc:arx:papers:2307.15313. Full description at Econpapers || Download paper | |
| 2024 | Composite Quantile Factor Model. (2024). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450. Full description at Econpapers || Download paper | |
| 2026 | Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects. (2023). Zhu, Chongxian ; Karavias, Yiannis ; Barassi, Marco. In: Papers. RePEc:arx:papers:2308.04057. Full description at Econpapers || Download paper | |
| 2025 | Estimation and Testing of Forecast Rationality with Many Moments. (2023). Lee, Tae Hwy ; Wang, Tao. In: Papers. RePEc:arx:papers:2309.09481. Full description at Econpapers || Download paper | |
| 2026 | Causal Panel Analysis under Parallel Trends: Lessons from A Large Reanalysis Study. (2025). Liu, Ziyi ; Xu, Yiqing ; Lan, Xingchen ; Chiu, Albert. In: Papers. RePEc:arx:papers:2309.15983. Full description at Econpapers || Download paper | |
| 2025 | Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pigini, Claudia ; Pionati, Alessandro. In: Papers. RePEc:arx:papers:2310.01950. Full description at Econpapers || Download paper | |
| 2025 | Global Factors in Non-core Bank Funding and Exchange Rate Flexibility. (2025). te Kaat, Daniel ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2310.11552. Full description at Econpapers || Download paper | |
| 2024 | Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper | |
| 2024 | Inference for Low-rank Models without Estimating the Rank. (2024). Liao, Yuan ; Choi, Jungjun ; Kwon, Hyukjun. In: Papers. RePEc:arx:papers:2311.16440. Full description at Econpapers || Download paper | |
| 2026 | Economic Forecasts Using Many Noises. (2023). Neuhierl, Andreas ; Shi, Zhentao ; Liao, Yuan ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593. Full description at Econpapers || Download paper | |
| 2025 | Estimating Counterfactual Matrix Means with Short Panel Data. (2024). Lei, Lihua ; Ross, Brad. In: Papers. RePEc:arx:papers:2312.07520. Full description at Econpapers || Download paper | |
| 2024 | Counterfactuals in factor models. (2024). Beyhum, Jad. In: Papers. RePEc:arx:papers:2401.03293. Full description at Econpapers || Download paper | |
| 2026 | Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models. (2024). Chernozhukov, Victor ; Wang, Weining ; Fern, Iv'An ; Huang, Chen. In: Papers. RePEc:arx:papers:2402.00584. Full description at Econpapers || Download paper | |
| 2025 | Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482. Full description at Econpapers || Download paper | |
| 2024 | High Dimensional Factor Analysis with Weak Factors. (2024). Yuan, Ming ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2402.05789. Full description at Econpapers || Download paper | |
| 2024 | Doubly Robust Inference in Causal Latent Factor Models. (2024). Abadie, Alberto ; Dwivedi, Raaz ; Agarwal, Anish ; Shah, Abhin. In: Papers. RePEc:arx:papers:2402.11652. Full description at Econpapers || Download paper | |
| 2025 | Inference for Regression with Variables Generated by AI or Machine Learning. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy ; Battaglia, Laura. In: Papers. RePEc:arx:papers:2402.15585. Full description at Econpapers || Download paper | |
| 2025 | Invalid proxies and volatility changes. (2025). Fanelli, Luca ; Neri, Luca ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2403.08753. Full description at Econpapers || Download paper | |
| 2025 | Sequential Synthetic Difference in Differences. (2024). Arkhangelsky, Dmitry ; Samkov, Aleksei. In: Papers. RePEc:arx:papers:2404.00164. Full description at Econpapers || Download paper | |
| 2025 | Kernel Three Pass Regression Filter. (2025). Jat, Rajveer ; Padha, Daanish. In: Papers. RePEc:arx:papers:2405.07292. Full description at Econpapers || Download paper | |
| 2025 | Robust Estimation and Inference for High-Dimensional Panel Data Models. (2025). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2405.07420. Full description at Econpapers || Download paper | |
| 2024 | Estimating the Impact of Social Distance Policy in Mitigating COVID-19 Spread with Factor-Based Imputation Approach. (2024). Liang, Ying ; Ye, Yanyi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2405.12180. Full description at Econpapers || Download paper | |
| 2025 | A Robust Residual-Based Test for Structural Changes in Factor Models. (2025). Su, Liangjun ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2406.00941. Full description at Econpapers || Download paper | |
| 2024 | Heterogeneous Treatment Effects in Panel Data. (2024). Levi, Retsef ; Perakis, Georgia ; Zhang, Emily ; Paulson, Elisabeth. In: Papers. RePEc:arx:papers:2406.05633. Full description at Econpapers || Download paper | |
| 2026 | Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2406.14046. Full description at Econpapers || Download paper | |
| 2026 | Factor multivariate stochastic volatility models of high dimension. (2024). Asai, Manabu ; Poignard, Benjamin. In: Papers. RePEc:arx:papers:2406.19033. Full description at Econpapers || Download paper | |
| 2024 | When can weak latent factors be statistically inferred?. (2024). Fan, Jianqing ; Yan, Yuling ; Zheng, Yuheng. In: Papers. RePEc:arx:papers:2407.03616. Full description at Econpapers || Download paper | |
| 2024 | Dealing with idiosyncratic cross-correlation when constructing confidence regions for PC factors. (2024). Ruiz, Esther ; Poncela, Pilar ; Fresoli, Diego. In: Papers. RePEc:arx:papers:2407.06883. Full description at Econpapers || Download paper | |
| 2025 | The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series. (2025). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2407.10653. Full description at Econpapers || Download paper | |
| 2024 | Heterogeneous Grouping Structures in Panel Data. (2024). Kapetanios, George ; Chrysikou, Katerina. In: Papers. RePEc:arx:papers:2407.19509. Full description at Econpapers || Download paper | |
| 2025 | Change-Point Detection in Time Series Using Mixed Integer Programming. (2024). Radchenko, Peter ; Prokhorov, Artem ; Skrobotov, Anton ; Semenov, Alexander. In: Papers. RePEc:arx:papers:2408.05665. Full description at Econpapers || Download paper | |
| 2025 | Endogeneity Corrections in Binary Outcome Models with Nonlinear Transformations: Identification and Inference. (2025). Wied, Dominik ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2408.06977. Full description at Econpapers || Download paper | |
| 2024 | Performance of Empirical Risk Minimization For Principal Component Regression. (2024). Brownlees, Christian ; Wang, Yaping ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2409.03606. Full description at Econpapers || Download paper | |
| 2025 | New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings. (2024). Margaritella, Luca ; Stauskas, Ovidijus. In: Papers. RePEc:arx:papers:2409.20415. Full description at Econpapers || Download paper | |
| 2026 | The Impact of Generative AI on Collaborative Open-Source Software Development: Evidence from GitHub Copilot. (2024). Wen, Wen ; Agarwal, Ashish ; Song, Fangchen. In: Papers. RePEc:arx:papers:2410.02091. Full description at Econpapers || Download paper | |
| 2025 | Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082. Full description at Econpapers || Download paper | |
| 2026 | A Distributed Lag Approach to the Generalised Dynamic Factor Model (GDFM). (2024). Gersing, Philipp. In: Papers. RePEc:arx:papers:2410.20885. Full description at Econpapers || Download paper | |
| 2025 | Canonical correlation analysis of stochastic trends via functional approximation. (2024). Paruolo, Paolo ; Franchi, Massimo ; Georgiev, Iliyan. In: Papers. RePEc:arx:papers:2411.19572. Full description at Econpapers || Download paper | |
| 2025 | Inference after discretizing unobserved heterogeneity. (2024). Mugnier, Martin ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2412.07352. Full description at Econpapers || Download paper | |
| 2025 | VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278. Full description at Econpapers || Download paper | |
| 2026 | Sectorial Exclusion Criteria in the Marxist Analysis of the Average Rate of Profit: The United States Case (1960-2020). (2025). Gomez, Jose Mauricio. In: Papers. RePEc:arx:papers:2501.06270. Full description at Econpapers || Download paper | |
| 2025 | Recovering latent linkage structures and spillover effects with structural breaks in panel data models. (2025). Okui, Ryo ; Wang, Wendun ; Sun, Yutao. In: Papers. RePEc:arx:papers:2501.09517. Full description at Econpapers || Download paper | |
| 2026 | Robust Quantile Factor Analysis. (2025). Feng, Junlong ; Chen, Songnian. In: Papers. RePEc:arx:papers:2501.15761. Full description at Econpapers || Download paper | |
| 2025 | IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects. (2025). Yamagata, Takashi ; Chen, Jia ; Sarafidis, Vasilis ; Cui, Guowei. In: Papers. RePEc:arx:papers:2501.18467. Full description at Econpapers || Download paper | |
| 2026 | Quasi maximum likelihood estimation of high-dimensional approximate dynamic matrix factor models via the EM algorithm. (2025). Barigozzi, Matteo ; Trapin, Luca. In: Papers. RePEc:arx:papers:2502.04112. Full description at Econpapers || Download paper | |
| 2025 | Grouped fixed effects regularization for binary choice models. (2025). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2502.06446. Full description at Econpapers || Download paper | |
| 2025 | Capitalizing on a Crisis: A Computational Analysis of all Five Million British Firms During the Covid-19 Pandemic. (2025). Reeves, Aaron ; Rahal, Charles ; Muggleton, Naomi. In: Papers. RePEc:arx:papers:2502.09383. Full description at Econpapers || Download paper | |
| 2025 | A Supervised Screening and Regularized Factor-Based Method for Time Series Forecasting. (2025). Gao, Zhaoxing ; Tu, Sihan. In: Papers. RePEc:arx:papers:2502.15275. Full description at Econpapers || Download paper | |
| 2025 | The Uncertainty of Machine Learning Predictions in Asset Pricing. (2025). Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan ; Schilling, Linda. In: Papers. RePEc:arx:papers:2503.00549. Full description at Econpapers || Download paper | |
| 2026 | Matrix Time Series Modeling: A Hybrid Framework Combining Autoregression and Common Factors. (2025). Fan, Zhiyun ; Zhang, Xiaoyu ; Chen, Mingyang ; Wang, DI. In: Papers. RePEc:arx:papers:2503.05340. Full description at Econpapers || Download paper | |
| 2025 | On a new robust method of inference for general time series models. (2025). Wang, Zihan ; Li, Dong ; Qiao, Xinghao ; Tong, Howell. In: Papers. RePEc:arx:papers:2503.08655. Full description at Econpapers || Download paper | |
| 2025 | Tracking the Hidden Forces Behind Laos 2022 Exchange Rate Crisis and Balance of Payments Instability. (2025). Cooray, Mariza ; Martinez, Rolando Gonzales. In: Papers. RePEc:arx:papers:2503.13308. Full description at Econpapers || Download paper | |
| 2025 | Identification of Average Treatment Effects in Nonparametric Panel Models. (2025). Imbens, Guido ; Athey, Susan. In: Papers. RePEc:arx:papers:2503.19873. Full description at Econpapers || Download paper | |
| 2025 | Inferring Treatment Effects in Large Panels by Uncovering Latent Similarities. (2025). Zeleneev, Andrei ; Deaner, Ben ; Hsiang, Chen-Wei. In: Papers. RePEc:arx:papers:2503.20769. Full description at Econpapers || Download paper | |
| 2025 | Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165. Full description at Econpapers || Download paper | |
| 2025 | Quantile Treatment Effects in High Dimensional Panel Data. (2025). Zheng, LI ; Xu, Yihong. In: Papers. RePEc:arx:papers:2504.00785. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Econometric Analysis of Large Factor Models In: Annual Review of Economics. [Full Text][Citation analysis] | article | 64 |
| 2017 | Principal Components and Regularized Estimation of Factor Models In: Papers. [Full Text][Citation analysis] | paper | 15 |
| 2019 | Robust Principal Component Analysis with Non-Sparse Errors In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2021 | Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data In: Papers. [Full Text][Citation analysis] | paper | 57 |
| 2021 | Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data.(2021) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | article | |
| 2020 | Standard Errors for Panel Data Models with Unknown Clusters In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2024 | Standard errors for panel data models with unknown clusters.(2024) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2020 | Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations In: Papers. [Full Text][Citation analysis] | paper | 87 |
| 2021 | Feasible generalized least squares for panel data with cross-sectional and serial correlations.(2021) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | article | |
| 2020 | Simpler Proofs for Approximate Factor Models of Large Dimensions In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2021 | Quasi-maximum likelihood estimation of break point in high-dimensional factor models In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2023 | Quasi-maximum likelihood estimation of break point in high-dimensional factor models.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2022 | Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions In: Papers. [Full Text][Citation analysis] | paper | 18 |
| 2023 | Factor-based imputation of missing values and covariances in panel data of large dimensions.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2023 | Approximate Factor Models with Weaker Loadings In: Papers. [Full Text][Citation analysis] | paper | 36 |
| 2023 | Approximate factor models with weaker loadings.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 2023 | Likelihood ratio test for structural changes in factor models In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2024 | The likelihood ratio test for structural changes in factor models.(2024) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2025 | Efficiency of QMLE for dynamic panel data models with interactive effects In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Bayesian inference for dynamic spatial quantile models with interactive effects In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Bayesian inference for dynamic spatial quantile models with interactive effects.(2025) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2026 | Taxonomy and Estimation of Multiple Breakpoints in High-Dimensional Factor Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Global identification of dynamic panel models with interactive effects In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Tests for Skewness, Kurtosis, and Normality for Time Series Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 202 |
| 2001 | Tests for Skewness, Kurtosis, and Normality for Time Series Data.(2001) In: Boston College Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 202 | paper | |
| 2007 | Determining the Number of Primitive Shocks in Factor Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 413 |
| 2011 | OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR In: Journal of Financial Research. [Citation analysis] | article | 6 |
| 2007 | Olive: a simple method for estimating betas when factors are measured with error..(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 1993 | ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 9 |
| 1994 | LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 168 |
| 1993 | Least squares estimation of a shift in linear processes.(1993) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 168 | paper | |
| 1998 | A Test for Conditional Symmetry in Time Series Models In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Determining the Number of Factors in Approximate Factor Models In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 2766 |
| 2002 | Determining the Number of Factors in Approximate Factor Models.(2002) In: Econometrica. [Citation analysis] This paper has nother version. Agregated cites: 2766 | article | |
| 2000 | Determining the Number of Factors in Approximate Factor Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2766 | paper | |
| 2001 | A New Look at Panel Testing of Stationarity and the PPP Hypothesis In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
| 2001 | A New Look at Panel Testing of Stationarity and the PPP Hypothesis.(2001) In: Economics Working Paper Archive. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2001 | A PANIC Attack on Unit Roots and Cointegration In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 1057 |
| 2004 | A PANIC Attack on Unit Roots and Cointegration.(2004) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1057 | article | |
| 2001 | A Panic Attack on Unit Roots and Cointegration.(2001) In: Economics Working Paper Archive. [Citation analysis] This paper has nother version. Agregated cites: 1057 | paper | |
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| 1992 | the Impact of 1989 California Major Anti-Smoking Legislation Cigarette Consumption: Three Years Later In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 1992 | The Impact of 1989 California Major Anti-Smoking Legislation on Cigarette Consumption: Three Years Later..(1992) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1991 | the Impact of a Large Tax Increase on Cigarette Consumption: The Case of California In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 1991 | The Impact of a Large Tax Increase on Cigarette Consumption: The Case of California..(1991) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2000 | Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 70 |
| 2000 | Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices.(2000) In: CEMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
| 2008 | Extremum Estimation when the Predictors are Estimated from Large Panels In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 24 |
| 2011 | Estimating High Dimensional Covariance Matrices and its Applications In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 48 |
| 1995 | Least Absolute Deviation Estimation of a Shift In: Econometric Theory. [Full Text][Citation analysis] | article | 43 |
| 1997 | Estimating Multiple Breaks One at a Time In: Econometric Theory. [Full Text][Citation analysis] | article | 453 |
| 1995 | Estimating Multiple Breaks One at a Time.(1995) In: Working papers. [Citation analysis] This paper has nother version. Agregated cites: 453 | paper | |
| 1998 | A NOTE ON SPURIOUS BREAK In: Econometric Theory. [Full Text][Citation analysis] | article | 33 |
| 2010 | PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION In: Econometric Theory. [Full Text][Citation analysis] | article | 103 |
| 2010 | INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT In: Econometric Theory. [Full Text][Citation analysis] | article | 105 |
| 1996 | Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach. In: Econometrica. [Full Text][Citation analysis] | article | 38 |
| 1993 | Testing for Parameter Constancy in Linear Regressions: Empirical Distribution Function Approach..(1993) In: Working papers. [Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 1998 | Estimating and Testing Linear Models with Multiple Structural Changes In: Econometrica. [Citation analysis] | article | 3642 |
| 1995 | Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3642 | paper | |
| 1995 | Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 3642 | paper | |
| 2003 | Inferential Theory for Factor Models of Large Dimensions In: Econometrica. [Citation analysis] | article | 1175 |
| 2006 | Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions In: Econometrica. [Full Text][Citation analysis] | article | 460 |
| 2009 | Panel Data Models With Interactive Fixed Effects In: Econometrica. [Full Text][Citation analysis] | article | 1187 |
| 2013 | Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method In: Econometrica. [Full Text][Citation analysis] | article | 52 |
| 2004 | Structural changes, common stochastic trends and unit roots in panel data In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 176 |
| 2009 | Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data.(2009) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 176 | article | |
| 2008 | Generic consistency of the break-point estimators under specification errors in a multiple-break model In: Econometrics Journal. [Full Text][Citation analysis] | article | 25 |
| 2003 | Critical values for multiple structural change tests In: Econometrics Journal. [Full Text][Citation analysis] | article | 441 |
| 2015 | A simple new test for slope homogeneity in panel data models with interactive effects In: Economics Letters. [Full Text][Citation analysis] | article | 27 |
| 2014 | A simple new test for slope homogeneity in panel data models with interactive effects.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2001 | A consistent test for conditional symmetry in time series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 67 |
| 2004 | Estimating cross-section common stochastic trends in nonstationary panel data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 228 |
| 2006 | Evaluating latent and observed factors in macroeconomics and finance In: Journal of Econometrics. [Full Text][Citation analysis] | article | 135 |
| 2004 | Evaluating Latent and Observed Factors in Macroeconomics and Financ.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
| 2008 | Testing multivariate distributions in GARCH models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
| 2008 | Forecasting economic time series using targeted predictors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 442 |
| 2009 | Panel cointegration with global stochastic trends In: Journal of Econometrics. [Full Text][Citation analysis] | article | 240 |
| 2007 | Panel Cointegration with Global Stochastic Trends.(2007) In: Center for Policy Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 240 | paper | |
| 2010 | Common breaks in means and variances for panel data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 124 |
| 2013 | Principal components estimation and identification of static factors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 186 |
| 2014 | Identification theory for high dimensional static and dynamic factor models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
| 2016 | Efficient estimation of approximate factor models via penalized maximum likelihood In: Journal of Econometrics. [Full Text][Citation analysis] | article | 42 |
| 2017 | Inferences in panel data with interactive effects using large covariance matrices In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
| 2019 | Rank regularized estimation of approximate factor models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 39 |
| 2020 | Estimation and inference of change points in high-dimensional factor models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2021 | Dynamic spatial panel data models with common shocks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
| 2022 | Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2024 | Likelihood approach to dynamic panel models with interactive effects In: Journal of Econometrics. [Full Text][Citation analysis] | article | 18 |
| 2013 | Likelihood approach to dynamic panel models with interactive effects.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2024 | Reprint of: The likelihood ratio test for structural changes in factor models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2024 | Scenario-based quantile connectedness of the U.S. interbank liquidity risk network In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2024 | Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network.(2024) In: Supervisory Research and Analysis Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1999 | Likelihood ratio tests for multiple structural changes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 117 |
| 2015 | Fama–MacBeth two-pass regressions: Improving risk premia estimates In: Finance Research Letters. [Full Text][Citation analysis] | article | 11 |
| 2016 | Structural Changes in High Dimensional Factor Models In: Frontiers of Economics in China-Selected Publications from Chinese Universities. [Full Text][Citation analysis] | article | 7 |
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| 1998 | Computation and Analysis of Multiple Structural-Change Models.(1998) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3131 | paper | |
| 2009 | Boosting diffusion indices In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 96 |
| 2005 | On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence In: Center for Policy Research Working Papers. [Full Text][Citation analysis] | paper | 11 |
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| 1994 | Stochastic Equicontinuity and Weak Convergence of Unbounded Sequential Empirical Proceses. In: Working papers. [Citation analysis] | paper | 12 |
| 1995 | Estimating & Testing Linear Models with Multiple Structural Changes In: Working papers. [Citation analysis] | paper | 10 |
| 1996 | A Note on Spurious Break and Regime Shift in Cointegrating Relationship. In: Working papers. [Citation analysis] | paper | 3 |
| 1996 | An Inequality for Vector-Valued Martingales and Its Applications. In: Working papers. [Citation analysis] | paper | 4 |
| 2008 | Large Dimensional Factor Analysis In: Foundations and Trends(R) in Econometrics. [Full Text][Citation analysis] | article | 247 |
| 2015 | Asset Pricing with a General Multifactor Structure In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 33 |
| 1998 | Testing For and Dating Common Breaks in Multivariate Time Series In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 310 |
| 2021 | Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Causal inference using factor models In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 1993 | Weak convergence of the sequential empirical processes of residuals in ARMA models In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 1998 | Estimation of multiple-regime regressions with least absolutes deviation In: MPRA Paper. [Full Text][Citation analysis] | paper | 17 |
| 2011 | Conditional Markov chain and its application in economic time series analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 21 |
| 2011 | Conditional Markov chain and its application in economic time series analysis.(2011) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2009 | Testing Panel Cointegration with Unobservable Dynamic Common Factors In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Identification and estimation of dynamic factor models In: MPRA Paper. [Full Text][Citation analysis] | paper | 23 |
| 2012 | Efficient Estimation of Approximate Factor Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
| 2012 | Maximum likelihood estimation and inference for approximate factor models of high dimension In: MPRA Paper. [Full Text][Citation analysis] | paper | 82 |
| 2016 | Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension.(2016) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | article | |
| 2012 | Theory and methods of panel data models with interactive effects In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
| 2013 | Panel data models with grouped factor structure under unknown group membership In: MPRA Paper. [Full Text][Citation analysis] | paper | 86 |
| 2016 | Panel Data Models with Grouped Factor Structure Under Unknown Group Membership.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | article | |
| 2013 | Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Spatial panel data models with common shocks In: MPRA Paper. [Full Text][Citation analysis] | paper | 11 |
| 2012 | Theory and Applications of TAR Model with Two Threshold Variables In: MPRA Paper. [Full Text][Citation analysis] | paper | 27 |
| 2012 | Theory and Applications of TAR Model with Two Threshold Variables.(2012) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
| 2014 | Estimation and inference of FAVAR models In: MPRA Paper. [Full Text][Citation analysis] | paper | 40 |
| 2016 | Estimation and Inference of FAVAR Models.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
| 2017 | Practical notes on panel data models with interactive effects In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity In: MPRA Paper. [Full Text][Citation analysis] | paper | 58 |
| 2020 | Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity.(2020) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | article | |
| 2019 | A Quantile-based Asset Pricing Model In: Economics and Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2017 | Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 73 |
| 2015 | Identification and Bayesian Estimation of Dynamic Factor Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 118 |
| 2016 | Special Issue on Big Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 4 |
| 1997 | Estimation Of A Change Point In Multiple Regression Models In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 385 |
| 2003 | Testing Parametric Conditional Distributions of Dynamic Models In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 148 |
| 2013 | Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors In: Econometrics Journal. [Full Text][Citation analysis] | article | 19 |
| 2016 | Cross‐Sectional Dependence in Panel Data Models: A Special Issue In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 10 |
| 2004 | Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor In: Econometrics. [Full Text][Citation analysis] | paper | 7 |
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