Alex Ronen Horenstein : Citation Profile

University of Miami

5

H index

2

i10 index

523

Citations

RESEARCH PRODUCTION:

11

Articles

9

Papers

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 43
   Journals where Alex Ronen Horenstein has often published
   Relations with other researchers
   Recent citing documents: 121.    Total self citations: 4 (0.76 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pho341
   Updated: 2025-12-20    RAS profile: 2024-04-18    
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Relations with other researchers

Works with:

Menkveld, Albert (5)

Gehrig, Thomas (5)

Ødegaard, Bernt (5)

Dumitrescu, Ariadna (5)

Liew, Chee (5)

Degryse, Hans (5)

Wilhelmsson, Anders (5)

Bos, Charles (5)

Davies, Ryan (5)

Foucault, Thierry (5)

Taylor, Nick (5)

Caporin, Massimiliano (5)

Huang, Wenqian (5)

Lof, Matthijs (5)

Frijns, Bart (5)

Renault, Thomas (5)

Xiu, Dacheng (5)

Dimpfl, Thomas (5)

Schwarz, Marco (5)

Palan, Stefan (5)

Deev, Oleg (5)

Gerritsen, Dirk (5)

Harris, Jeffrey (5)

Reitz, Stefan (5)

Füllbrunn, Sascha (5)

Johannesson, Magnus (5)

Sarno, Lucio (5)

Ferrara, Gerardo (5)

Jurkatis, Simon (5)

Ranaldo, Angelo (5)

Alexeev, Vitali (5)

Hurlin, Christophe (5)

Sojli, Elvira (5)

Wolff, Christian (5)

Park, Andreas (5)

Deku, Solomon (5)

Verousis, Thanos (5)

Jalkh, Naji (5)

Korajczyk, Robert (5)

Hautsch, Nikolaus (5)

Pastor, Lubos (5)

Scaillet, Olivier (5)

Tonks, Ian (5)

Chernov, Mikhail (5)

Walther, Thomas (5)

Brownlees, Christian (5)

Moinas, Sophie (5)

Rinne, Kalle (5)

FERROUHI, EL MEHDI (5)

Roy, Saurabh (5)

Pasquariello, Paolo (5)

Stefanova, Denitsa (5)

Talavera, Oleksandr (5)

Nielsson, Ulf (5)

LINTON, OLIVER (5)

Shachar, Or (5)

Smales, Lee (5)

Xia, Shuo (5)

Frömmel, Michael (5)

Dreber, Anna (5)

Vilkov, Grigory (5)

Schuerhoff, Norman (5)

Zhang, S. Sarah (5)

Holzmeister, Felix (5)

Ait-Sahalia, Yacine (4)

Neszveda, Gabor (4)

Shui, Jessica (4)

Koetter, Michael (4)

Aloosh, Arash (4)

Schenk-Hoppé, Klaus (4)

Eugster, Nicolas (4)

Bohorquez Correa, Santiago (4)

Güçbilmez, Ufuk (4)

Hambuckers, Julien (4)

CAPELLE-BLANCARD, Gunther (4)

Colliard, Jean-Edouard (4)

Abudy, Menachem (3)

Gil-Bazo, Javier (3)

Mihet, Roxana (3)

van Kervel, Vincent (3)

He, Xuezhong (Tony) (3)

Voigt, Stefan (3)

Capera Romero, Laura (3)

Chow, Nikolai Sheung-Chi (3)

PASCUAL, ROBERTO (2)

Rakowski, David (2)

Söderlind, Paul (2)

Adrian, Tobias (2)

Theissen, Erik (2)

Putnins, Talis (2)

Pelizzon, Loriana (2)

Prokopczuk, Marcel (2)

Heath, Davidson (2)

Lajaunie, Quentin (2)

Patel, Vinay (2)

Bjønnes, Geir (2)

Bouri, Elie (2)

Wong, Wing-Keung (2)

Hasse, Jean-Baptiste (2)

Hjalmarsson, Erik (2)

Patton, Andrew (2)

Gorbenko, Arseny (2)

Lopez-Lira, Alejandro (2)

Vogel, Sebastian (2)

Roy, Saurabh (2)

Kearney, Fearghal (2)

Kassner, Bernhard (2)

Zhou, Chen (2)

Regis, Luca (2)

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

Is cited by:

Barigozzi, Matteo (19)

Sarafidis, Vasilis (18)

Yamagata, Takashi (13)

Gonzalo, Jesus (13)

Dolado, Juan (12)

Fan, Jianqing (10)

Su, Liangjun (10)

Hallin, Marc (9)

Lippi, Marco (9)

Forni, Mario (9)

GAO, Jiti (8)

Cites to:

Rubinstein, Ariel (13)

Campbell, John (13)

French, Kenneth (10)

Johannesson, Magnus (8)

Dreber, Anna (8)

Ho, Teck (8)

Camerer, Colin (8)

Prowse, Victoria (7)

Fama, Eugene (7)

Gill, David (7)

Altmejd, Adam (6)

Main data

Where Alex Ronen Horenstein has published?

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

Recent works citing Alex Ronen Horenstein (2025 and 2024)

YearTitle of citing document
2024The Health-Maximizing Level of Labor Supply: A Macroeconomic Perspective on the American Health Puzzle. (2024). le Fur, Tanguy ; Trannoy, Alain. In: AMSE Working Papers. RePEc:aim:wpaimx:2419.

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2025Distributional Dynamics. (2025). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351.

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2025Nuclear Norm Regularized Estimation of Panel Regression Models. (2025). Weidner, Martin ; Moon, Hyungsik. In: Papers. RePEc:arx:papers:1810.10987.

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2024Tensor Factor Model Estimation by Iterative Projection. (2024). Han, Yuefeng ; Chen, Rong ; Yang, Dan ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2006.02611.

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2024CP Factor Model for Dynamic Tensors. (2024). Han, Yuefeng ; Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517.

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2025Semiparametric Conditional Factor Models in Asset Pricing. (2025). Roussanov, Nikolai ; Wang, Xiaoliang ; Chen, Qihui. In: Papers. RePEc:arx:papers:2112.07121.

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2025A 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.

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2024Matrix Quantile Factor Model. (2024). Liu, Yong-Xin ; Kong, Xin-Bing ; Zhao, Peng ; Yu, Long. In: Papers. RePEc:arx:papers:2208.08693.

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2025Linear Multidimensional Regression with Interactive Fixed-Effects. (2025). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2024Large Global Volatility Matrix Analysis Based on Observation Structural Information. (2024). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2025Latent Factor Analysis in Short Panels. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2025High-Dimensional Canonical Correlation Analysis. (2025). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393.

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2025The 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.

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2025Global Factors in Non-core Bank Funding and Exchange Rate Flexibility. (2025). te Kaat, Daniel ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2310.11552.

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2024Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024Estimation and Inference for a Class of Generalized Hierarchical Models. (2024). GAO, Jiti ; Yan, Yayi ; Dong, Chaohua ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2024Inference for Low-rank Models without Estimating the Rank. (2024). Liao, Yuan ; Choi, Jungjun ; Kwon, Hyukjun. In: Papers. RePEc:arx:papers:2311.16440.

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2024Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures. (2024). Li, Degui ; Xia, Yingcun ; Shang, Han Lin ; Leng, Chenlei. In: Papers. RePEc:arx:papers:2401.05784.

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2024Speed, Accuracy, and Complexity. (2024). Gonccalves, Duarte. In: Papers. RePEc:arx:papers:2403.11240.

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2025Kernel Three Pass Regression Filter. (2025). Jat, Rajveer ; Padha, Daanish. In: Papers. RePEc:arx:papers:2405.07292.

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2025Estimation and Inference for CP Tensor Factor Models. (2024). Han, Yuefeng ; Yu, Qiyang ; Chen, Bin. In: Papers. RePEc:arx:papers:2406.17278.

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2024Performance of Empirical Risk Minimization For Principal Component Regression. (2024). Brownlees, Christian ; Wang, Yaping ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2409.03606.

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2024Factors in Fashion: Factor Analysis towards the Mode. (2024). Tu, Yundong ; Sun, Zhe. In: Papers. RePEc:arx:papers:2409.19287.

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2025Large 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.

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2025Canonical correlation analysis of stochastic trends via functional approximation. (2024). Paruolo, Paolo ; Franchi, Massimo ; Georgiev, Iliyan. In: Papers. RePEc:arx:papers:2411.19572.

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2024Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2412.05664.

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2025IV 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.

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2025Functional Factor Regression with an Application to Electricity Price Curve Modeling. (2025). Winter, Luis ; Otto, Sven. In: Papers. RePEc:arx:papers:2503.12611.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025Measuring the Euro Area Output Gap. (2025). Barigozzi, Matteo ; Luciani, Matteo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2505.05536.

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2025On Selection of Cross-Section Averages in Non-stationary Environments. (2025). Ditzen, Jan ; Stauskas, Ovidijus. In: Papers. RePEc:arx:papers:2505.08615.

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2025The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models. (2025). Zhou, Wang ; Zhang, Yangchun ; Hu, Jiang ; Xie, Jiahui. In: Papers. RePEc:arx:papers:2506.05116.

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2025Diffusion index forecasts under weaker loadings: PCA, ridge regression, and random projections. (2025). Keijsers, Bart ; Boot, Tom. In: Papers. RePEc:arx:papers:2506.09575.

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2025Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach. (2025). Sarafidis, Vasilis ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Kapetanios, George. In: Papers. RePEc:arx:papers:2506.21100.

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2025Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462.

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2025A general randomized test for Alpha. (2025). Vallarino, Pierluigi ; Sarno, Lucio ; Trapani, Lorenzo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2507.17599.

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2025Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration. (2025). Yan, Yayi ; Li, Degui ; Yao, Qiwei. In: Papers. RePEc:arx:papers:2508.11358.

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2025Large-Scale Curve Time Series with Common Stochastic Trends. (2025). Phillips, Peter. In: Papers. RePEc:arx:papers:2509.11060.

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2025Diffusion Index Forecast with Tensor Data. (2025). Han, Yuefeng ; Chen, Bin ; Yu, Qiyang. In: Papers. RePEc:arx:papers:2511.02235.

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2025Tractable Estimation of Nonlinear Panels with Interactive Fixed Effects. (2025). Zhang, Weisheng ; Zeleneev, Andrei. In: Papers. RePEc:arx:papers:2511.15427.

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2024Robust estimation and inference in panels with interactive fixed effects. (2024). Zeleneev, Andrei ; Armstrong, Timothy B ; Weidner, Martin. In: CeMMAP working papers. RePEc:azt:cemmap:28/24.

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2024A Factor‐Augmented New Keynesian Phillips Curve for the European Union Countries. (2024). Westerlund, Joakim ; Norkute, Milda. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:794-810.

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2024Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

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2025Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures. (2025). Li, Degui ; Xia, Yingcun ; Shang, Han Lin ; Leng, Chenlei. In: Working Papers. RePEc:boa:wpaper:202524.

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2025Sub-Gaussian Estimation of the Scatter Matrix in Ultra-High Dimensional Elliptical Factor Models with 2 + eth Moment. (2025). Zheng, Xinghua ; Ding, YI. In: Working Papers. RePEc:boa:wpaper:202529.

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2025The Factor Structure of Jump Risk. (2025). Ding, YI ; Andersen, Torben G ; Yu, Seunghyeon ; Todorov, Viktor. In: Working Papers. RePEc:boa:wpaper:202531.

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2025Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration. (2025). Yao, Qiwei ; Yan, Yayi ; Li, Degui. In: Working Papers. RePEc:boa:wpaper:202534.

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2025Distributional Dynamics. (2025). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_625.

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2025Large-Scale Curve Time Series with Common Stochastic Trends. (2025). Phillips, Peter. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2460.

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2025Quantifying change: The impact of digital financial inclusion across income quantiles in China. (2025). Zhu, Huanjun. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000574.

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2024Conditional mean dimension reduction for tensor time series. (2024). Zhang, Xin ; Lee, Chung Eun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:199:y:2024:i:c:s0167947324000823.

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2025Model-free latent confounder-adjusted feature selection with FDR control. (2025). Chen, Jun ; Zhu, Wensheng ; Xiao, Jian ; Li, Shaoting. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:205:y:2025:i:c:s0167947324001968.

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2024Unconventional monetary policy and policy foresight. (2024). Laumer, Sebastian ; Violaris, Andreas-Entony. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:164:y:2024:i:c:s0165188924000745.

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2025Increasing the share of renewable energy sources (RESs) in the specific portfolio by using the taxation mechanism: Study at the level of EU states. (2025). Mihalciuc, Camelia Catalina ; Droj, Laureniu ; Grosu, Maria ; Bostan, Ionel ; Firtescu, Bogdan Narcis. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1534-1549.

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2025A note on factor models with latent group structures. (2025). Su, Liangjun ; Bian, Yulin. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001946.

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2024The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470.

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2024Cross-section bootstrap for CCE regressions. (2024). De Vos, Ignace ; Stauskas, Ovidijus. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003640.

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2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Hong, Yongmiao ; Chen, Qitong ; Li, Haiqi. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

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2024Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach. (2024). Su, Liangjun ; Phillips, Peter ; Ke, Shuyao. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001076.

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2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

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2024Target PCA: Transfer learning large dimensional panel data. (2024). Pelger, Markus ; Duan, Junting ; Xiong, Ruoxuan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407623002373.

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2024Reprint of: The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000915.

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2024Multivariate spatiotemporal models with low rank coefficient matrix. (2024). Yu, Jihai ; Zhang, Qingzhao ; Lan, Wei ; Fang, Kuangnan ; Pu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002483.

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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2025Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119.

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2025Multiplicative factor model for volatility. (2025). Engle, Robert ; Ding, Yi ; Zheng, Xinghua ; Li, Yingying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000132.

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2025Tensor time series imputation through tensor factor modelling. (2025). Lam, Clifford ; Cen, Zetai. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000284.

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2025Huber Principal Component Analysis for large-dimensional factor models. (2025). He, Yong ; Zhou, Wen-Xin ; Liu, Dong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000478.

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2025A simple and computationally trivial estimator for grouped fixed effects models. (2025). Mugnier, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s030440762500065x.

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2024Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30.

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2024Forecasting Near-equivalence of Linear Dimension Reduction Methods in Large Panels of Macro-variables. (2024). Bura, Efstathia ; Barbarino, Alessandro. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:1-18.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024The risk–return tradeoff among equity factors. (2024). Barroso, Pedro ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000537.

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2025Carbon pricing and the elasticity of CO2 emissions. (2025). Pretis, Felix ; Dolphin, Geoffroy ; Rafaty, Ryan. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001215.

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2025Supply-chain digitization and non-intrusive load monitoring with digital twins: The Impact of Energy Policies on Carbon Pricing and Renewable Energy Deployment. (2025). Rahman, Imran ; Ur, Imran ; Khan, Salabat. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002245.

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2024Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024International financial stress spillovers during times of unconventional monetary policy interventions. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000445.

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2025Understanding dynamic interactions. (2025). Grabiszewski, Konrad ; Horenstein, Alex. In: Games and Economic Behavior. RePEc:eee:gamebe:v:149:y:2025:i:c:p:96-111.

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2024Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Chuliá, Helena ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776.

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2024Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688.

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2025Forecasting house price growth rates with factor models and spatio-temporal clustering. (2025). Franses, Philip Hans ; Mattera, Raffaele. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:398-417.

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2025Does economic uncertainty predict real activity in real time?. (2025). Keijsers, Bart ; van Dijk, Dick. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:748-762.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2024Panel data in environmental economics: Econometric issues and applications to IPAT models. (2024). Eibinger, Tobias ; Manner, Hans ; Deixelberger, Beate. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000159.

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2025The trend effect of foreign exchange intervention. (2025). Yamamoto, Yohei ; Fatum, Rasmus ; Chen, Binwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:156:y:2025:i:c:s0261560625000907.

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2025Equality tests of covariance matrices under a low-dimensional factor structure. (2025). Nakagawa, Tomoyuki ; Watanabe, Hiroki ; Hyodo, Masashi ; Nishiyama, Takahiro ; Tahata, Kouji. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:206:y:2025:i:c:s0047259x24001040.

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2025SFQRA: Scaled factor-augmented quantile regression with aggregation in conditional mean forecasting. (2025). Yang, Qing ; Chen, YU ; Hao, Yifan ; Shu, Lei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:207:y:2025:i:c:s0047259x2400112x.

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2024Policy market orientation, property rights, and corruption effects on the rent of non-renewable resources in Latin America and the Caribbean. (2024). Le Clech, Néstor. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002083.

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2025The pricing ability of factor model based on machine learning: Evidence from high-frequency data in China. (2025). Zhang, Xuan ; Pan, Mengmeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003168.

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2025Tensor time series imputation through tensor factor modelling. (2025). Cen, Zetai ; Lam, Clifford. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127231.

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2024Measuring the Euro Area Output Gap. (2024). Luciani, Matteo ; Barigozzi, Matteo ; Lissona, Claudio. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-99.

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2024Public R&D and Growth: A dynamic Panel Vector-Error-Correction Model Analysis for 14 OECD Countries. (2024). Ziesemer, Thomas. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:8:p:216-:d:1461688.

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2024Bootstrapping Long-Run Covariance of Stationary Functional Time Series. (2024). Shang, Han Lin. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:1:p:8-151:d:1333779.

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2024Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984.

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2024The health-maximizing level of labor supply: a macroeconomic perspective on the American Health Puzzle. (2024). Trannoy, Alain ; le Fur, Tanguy. In: Post-Print. RePEc:hal:journl:hal-04819199.

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2024Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2024Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption. (2024). Miller, J. ; Kim, Chang Sik ; Chang, Yoosoon ; Choi, Yongok ; Park, Joon Y. In: CAEPR Working Papers. RePEc:inu:caeprp:2024001.

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2025The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744.

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2025Land Prices and the Development Process. (2025). Munneke, Henry J ; Sirmans, C F ; Slade, Barrett. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:1:d:10.1007_s11146-023-09959-8.

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

Works by Alex Ronen Horenstein:

YearTitleTypeCited
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article14
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2018Beta Matrix and Common Factors in Stock Returns In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article5
2013Eigenvalue Ratio Test for the Number of Factors In: Econometrica.
[Full Text][Citation analysis]		article483
2017Portfolio choice in Mexico In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article1
2020Effort is not a monotonic function of skills: Results from a global mobile experiment In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article2
2022Measuring tree complexity with response times In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
[Full Text][Citation analysis]		article2
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2021The Unintended Impact of Academic Research on Asset Returns: The Capital Asset Pricing Model Alpha In: Management Science.
[Full Text][Citation analysis]		article2
2015Parcel Size and Land Value: A Comparison of Approaches In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article2
2015Parcel Size and Land Value: A Comparison of Approaches.(2015) In: Journal of Real Estate Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2012A Cross-Country Analysis of Health Care Expenditures In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Product-Consumer Substitution and Safety Regulation: Theory and Evidence from Simulation In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Product-Consumer Substitution and Safety Regulation In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Asset Pricing and Excess Returns over the Market Return In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Betting Against Alpha In: Working Papers.
[Full Text][Citation analysis]		paper0
2019Understanding Growth Patterns in US Health Care Expenditures In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article6
2022Profiling dynamic decision-makers In: PLOS ONE.
[Full Text][Citation analysis]		article1

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