39
H index
56
i10 index
18152
Citations
University of Wisconsin-Madison | 39 H index 56 i10 index 18152 Citations RESEARCH PRODUCTION: 63 Articles 35 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 31 years (1988 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pha79 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Bruce E. Hansen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Econometric Theory | 15 |
Journal of Econometrics | 13 |
Journal of Business & Economic Statistics | 6 |
Econometrica | 6 |
Journal of Business & Economic Statistics | 3 |
Econometric Reviews | 2 |
Journal of Applied Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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Boston College Working Papers in Economics / Boston College Department of Economics | 11 |
Discussion Papers / School of Economics, The University of New South Wales | 2 |
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 2 |
Year | Title of citing document | |
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2023 | Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts. (2023). Kim, Hyeongwoo ; Durmaz, Nazif ; Sun, Yanfei ; Lee, Hyejin. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-03. Full description at Econpapers || Download paper | |
2023 | Trend Breaks and the Persistence of Closed-End Fund Discounts. (2023). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-08. Full description at Econpapers || Download paper | |
2023 | Relationship between Inflation and Other Macro Economics Factors: Comparative Study of Germany, Japan and New Zealand. (2023). Imran, Muhammad Daniyal ; Khan, Uzair Hassan. In: Journal of Economic Impact. RePEc:adx:journl:v:5:y:2023:i:1:p:76-87. Full description at Econpapers || Download paper | |
2023 | Towards sustainability: The relationship between foreign direct investment, economic freedom and inclusive green growth. (2023). Ojong, Nathanael ; Figari, Francesco ; Ofori, Isaac K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/023. Full description at Econpapers || Download paper | |
2023 | The impact of the economic policy uncertainty and geopolitical risks on tourism demand of Mexico. (2023). Eryuzlu, Hakan ; Hopolu, Serta ; Yilanci, Veli. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:147-164. Full description at Econpapers || Download paper | |
2023 | Factors Influencing the Prices of Rice, Maize and Wheat Prices in Nigeria. (2023). Obayelu, Abiodun Elijah ; Verter, Nahanga ; Ogunmola, Omotoso Oluseye. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:334664. Full description at Econpapers || Download paper | |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720. Full description at Econpapers || Download paper | |
2024 | Unequal contributions to CO2 emissions along the income distribution within and between countries. (2024). Cappelli, Federica. In: FEEM Working Papers. RePEc:ags:feemwp:341641. Full description at Econpapers || Download paper | |
2023 | Does Domestic Food Production Contribute to Improved Life Expectancy? Evidence from Low-Income Food-Deficit Countries (LIFDCS In Africa. (2023). Nzeh, Innocent Chile. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:330864. Full description at Econpapers || Download paper | |
2024 | Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Leccadito, Arturo ; Lawuobahsumo, Kokulo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001. Full description at Econpapers || Download paper | |
2024 | Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059. Full description at Econpapers || Download paper | |
2023 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper | |
2023 | Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662. Full description at Econpapers || Download paper | |
2023 | The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092. Full description at Econpapers || Download paper | |
2023 | New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers || Download paper | |
2023 | Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877. Full description at Econpapers || Download paper | |
2023 | Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552. Full description at Econpapers || Download paper | |
2023 | Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781. Full description at Econpapers || Download paper | |
2024 | Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809. Full description at Econpapers || Download paper | |
2024 | Some Finite Sample Properties of the Sign Test. (2021). Cai, Yong. In: Papers. RePEc:arx:papers:2103.01412. Full description at Econpapers || Download paper | |
2023 | Network Cluster-Robust Inference. (2021). Leung, Michael P. In: Papers. RePEc:arx:papers:2103.01470. Full description at Econpapers || Download paper | |
2024 | Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981. Full description at Econpapers || Download paper | |
2023 | Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127. Full description at Econpapers || Download paper | |
2024 | Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707. Full description at Econpapers || Download paper | |
2024 | Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761. Full description at Econpapers || Download paper | |
2023 | Uniform Convergence for Local Linear Regression Estimation of the Conditional Distribution. (2021). Xie, Haitian. In: Papers. RePEc:arx:papers:2112.08546. Full description at Econpapers || Download paper | |
2023 | Standard errors for two-way clustering with serially correlated time effects. (2022). Sasaki, Yuya ; Hansen, Bruce E ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2201.11304. Full description at Econpapers || Download paper | |
2024 | Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes. (2022). Tabord-Meehan, Max ; Shaikh, Azeem ; Canay, Ivan ; Bugni, Federico . In: Papers. RePEc:arx:papers:2204.08356. Full description at Econpapers || Download paper | |
2023 | Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust. (2022). Webb, Matthew D ; Nielsen, Morten Orregaard ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2205.03288. Full description at Econpapers || Download paper | |
2023 | A Robust Permutation Test for Subvector Inference in Linear Regressions. (2022). Tuvaandorj, Purevdorj ; D'Haultfoeuille, Xavier. In: Papers. RePEc:arx:papers:2205.06713. Full description at Econpapers || Download paper | |
2024 | Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318. Full description at Econpapers || Download paper | |
2023 | Bootstrap inference in the presence of bias. (2022). Cavaliere, Giuseppe ; Nielsen, Morten Orregaard ; Gonccalves, S'Ilvia. In: Papers. RePEc:arx:papers:2208.02028. Full description at Econpapers || Download paper | |
2024 | The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599. Full description at Econpapers || Download paper | |
2024 | Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper | |
2024 | Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205. Full description at Econpapers || Download paper | |
2024 | Robust Inference for Dynamic Panel Threshold Models. (2022). Seo, Myung Hwan ; Gong, Woosik. In: Papers. RePEc:arx:papers:2211.04027. Full description at Econpapers || Download paper | |
2024 | On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052. Full description at Econpapers || Download paper | |
2024 | General Conditions for Valid Inference in Multi-Way Clustering. (2023). Yap, Luther. In: Papers. RePEc:arx:papers:2301.03805. Full description at Econpapers || Download paper | |
2023 | Testing for the appropriate level of clustering in linear regression models. (2023). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2301.04522. Full description at Econpapers || Download paper | |
2023 | Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853. Full description at Econpapers || Download paper | |
2024 | Testing Firm Conduct. (2023). Sullivan, Christopher ; Solvsten, Mikkel ; Magnolfi, Lorenzo ; Duarte, Marco. In: Papers. RePEc:arx:papers:2301.06720. 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 | Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits. (2023). Porter, Jack R ; Hirano, Keisuke. In: Papers. RePEc:arx:papers:2302.03117. Full description at Econpapers || Download paper | |
2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper | |
2023 | Counterfactual Copula and Its Application to the Effects of College Education on Intergenerational Mobility. (2023). Su, Jiun-Hua ; Lai, Tsung-Chih. In: Papers. RePEc:arx:papers:2303.06658. Full description at Econpapers || Download paper | |
2023 | Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030. Full description at Econpapers || Download paper | |
2023 | Testing for idiosyncratic Treatment Effect Heterogeneity. (2023). Ramirez-Cuellar, Jaime. In: Papers. RePEc:arx:papers:2304.01141. Full description at Econpapers || Download paper | |
2023 | Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860. Full description at Econpapers || Download paper | |
2024 | Transfer Estimates for Causal Effects across Heterogeneous Sites. (2023). Menzel, Konrad. In: Papers. RePEc:arx:papers:2305.01435. Full description at Econpapers || Download paper | |
2023 | Efficient Semiparametric Estimation of Average Treatment Effects Under Covariate Adaptive Randomization. (2023). Rafi, Ahnaf. In: Papers. RePEc:arx:papers:2305.08340. Full description at Econpapers || Download paper | |
2023 | Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880. Full description at Econpapers || Download paper | |
2024 | Adapting to Misspecification. (2023). Kline, Patrick ; Sun, Liyang ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:2305.14265. Full description at Econpapers || Download paper | |
2023 | Time-Varying Vector Error-Correction Models: Estimation and Inference. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2305.17829. Full description at Econpapers || Download paper | |
2024 | Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper | |
2024 | Inference in IV models with clustered dependence, many instruments and weak identification. (2023). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559. Full description at Econpapers || Download paper | |
2023 | A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance. (2023). Sun, Zhenting ; Jiang, Hongyi ; Hu, Shiyun. In: Papers. RePEc:arx:papers:2306.12271. Full description at Econpapers || Download paper | |
2023 | The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.09137. 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 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper | |
2023 | Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617. Full description at Econpapers || Download paper | |
2024 | Linear Regression with Weak Exogeneity. (2023). Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958. Full description at Econpapers || Download paper | |
2023 | Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915. Full description at Econpapers || Download paper | |
2023 | High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. Full description at Econpapers || Download paper | |
2023 | A Trimming Estimator for the Latent-Diffusion-Observed-Adoption Model. (2023). Sanna, L S. In: Papers. RePEc:arx:papers:2309.01471. Full description at Econpapers || Download paper | |
2023 | Moment-Based Estimation of Diffusion and Adoption Parameters in Networks. (2023). Sanna, L S. In: Papers. RePEc:arx:papers:2309.01489. Full description at Econpapers || Download paper | |
2024 | Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926. Full description at Econpapers || Download paper | |
2023 | The Connection Between Political Stability and Inflation: Insights from Four South Asian Nations. (2023). Huq, Md Fazlul ; Salma, Ummya. In: Papers. RePEc:arx:papers:2310.08415. Full description at Econpapers || Download paper | |
2023 | The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2023). Dai, Yun-Shi ; Zhou, Wei-Xing ; Duong, Kiet Tuan. In: Papers. RePEc:arx:papers:2310.16850. Full description at Econpapers || Download paper | |
2023 | Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638. Full description at Econpapers || Download paper | |
2024 | Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Dong, Chaohua ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789. Full description at Econpapers || Download paper | |
2023 | Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471. Full description at Econpapers || Download paper | |
2024 | Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327. Full description at Econpapers || Download paper | |
2024 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper | |
2024 | Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Arnold, Martin C ; Reinschlussel, Thilo. In: Papers. RePEc:arx:papers:2402.16580. Full description at Econpapers || Download paper | |
2023 | Does Global Economic Uncertainty Affect Foreign Direct Investment? Evidence From Asian Emerging Markets. (2023). Jimmy, Maxwell ; Boluwatife, Bamidele ; Akpa, Emeka O ; Okunoye, Ismaila Adeleye. In: Asian Economics Letters. RePEc:ayb:jrnael:90. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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1995 | Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 162 |
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1996 | Methodology: Alchemy or Science: Review Article. In: Economic Journal. [Full Text][Citation analysis] | article | 12 |
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1991 | Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis..(1991) In: RCER Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1445 | paper | |
2007 | Least Squares Model Averaging In: Econometrica. [Full Text][Citation analysis] | article | 305 |
2000 | Non-Parametric Data Dependent Bootstrap for Conditional Moment Model In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 2 |
1999 | Discussion of Data mining reconsidered In: Econometrics Journal. [Citation analysis] | article | 13 |
1991 | GARCH(1, 1) processes are near epoch dependent In: Economics Letters. [Full Text][Citation analysis] | article | 26 |
2002 | Testing for two-regime threshold cointegration in vector error-correction models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 484 |
2006 | Interval forecasts and parameter uncertainty In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
2008 | Least-squares forecast averaging In: Journal of Econometrics. [Full Text][Citation analysis] | article | 118 |
2010 | Averaging estimators for autoregressions with a near unit root In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
2012 | Jackknife model averaging In: Journal of Econometrics. [Full Text][Citation analysis] | article | 170 |
2015 | Forecasting with factor-augmented regression: A frequentist model averaging approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 85 |
2012 | Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach.(2012) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2016 | Efficient shrinkage in parametric models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 42 |
1992 | Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends In: Journal of Econometrics. [Full Text][Citation analysis] | article | 94 |
1992 | Heteroskedastic cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
1996 | Residual-based tests for cointegration in models with regime shifts In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1357 |
1992 | Residual-Based Tests for Cointegration in Models with Regime Shifts..(1992) In: Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 1357 | paper | |
1992 | Residual-Based Tests for Cointegration in Models with Regime Shifts..(1992) In: RCER Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1357 | paper | |
1992 | Testing for parameter instability in linear models In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 430 |
2014 | Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 1 |
2018 | Johansen’s Reduced Rank Estimator Is GMM In: Econometrics. [Full Text][Citation analysis] | article | 2 |
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1992 | Autoregressive Conditional Density Estimation..(1992) In: RCER Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 823 | paper | |
1992 | The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 456 |
2018 | Bootstrap Model Averaging Unit Root Inference In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2014 | Uncovering the Relationship between Real Interest Rates and Economic Growth In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
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2013 | Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 3 |
1990 | REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY. In: RCER Working Papers. [Citation analysis] | paper | 0 |
1990 | A POWERFUL, SIMPLE TEST FOR COINTEGRATION USING COCHRANE- ORCUTT. In: RCER Working Papers. [Citation analysis] | paper | 33 |
1991 | The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP. In: RCER Working Papers. [Citation analysis] | paper | 14 |
1992 | Regression with Non-Stationary Variances. In: RCER Working Papers. [Citation analysis] | paper | 2 |
2018 | Inference for Iterated GMM Under Misspecification and Clustering In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2016 | The Risk of James--Stein and Lasso Shrinkage In: Econometric Reviews. [Full Text][Citation analysis] | article | 4 |
2017 | Stein-like 2SLS estimator In: Econometric Reviews. [Full Text][Citation analysis] | article | 21 |
2017 | Time series econometrics for the 21st century In: The Journal of Economic Education. [Full Text][Citation analysis] | article | 3 |
2016 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2017 | Guest Editors’ Introduction: Regime Switching and Threshold Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 6 |
2017 | Regression Kink With an Unknown Threshold In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 75 |
2014 | Model averaging, asymptotic risk, and regressor groups In: Quantitative Economics. [Full Text][Citation analysis] | article | 50 |
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