30
H index
51
i10 index
2830
Citations
Rutgers University-New Brunswick | 30 H index 51 i10 index 2830 Citations RESEARCH PRODUCTION: 76 Articles 101 Papers 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 27 years (1994 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psw10 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Norman R. Swanson. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Testing Many Restrictions Under Heteroskedasticity. (2020). Anatolyev, Stanislav ; Solvsten, Mikkel. In: Papers. RePEc:arx:papers:2003.07320. Full description at Econpapers || Download paper | |
2024 | Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898. Full description at Econpapers || Download paper | |
2023 | Valid Heteroskedasticity Robust Testing. (2021). Potscher, Benedikt M ; Preinerstorfer, David. In: Papers. RePEc:arx:papers:2104.12597. 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 | Binary response model with many weak instruments. (2022). Seong, Dakyung. In: Papers. RePEc:arx:papers:2201.04811. Full description at Econpapers || Download paper | |
2023 | Testing Overidentifying Restrictions with High-Dimensional Data and Heteroskedasticity. (2022). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171. Full description at Econpapers || Download paper | |
2023 | On the instrumental variable estimation with many weak and invalid instruments. (2022). Fan, Qingliang ; Song, Xinyuan ; Windmeijer, Frank ; Lin, Yiqi. In: Papers. RePEc:arx:papers:2207.03035. Full description at Econpapers || Download paper | |
2023 | A Conditional Linear Combination Test with Many Weak Instruments. (2022). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2207.11137. Full description at Econpapers || Download paper | |
2023 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper | |
2023 | A specification test for the strength of instrumental variables. (2023). Yao, Jianfeng ; Wang, Chen ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14396. Full description at Econpapers || Download paper | |
2023 | Assessing the strength of many instruments with the first-stage F and Cragg-Donald statistics. (2023). Yao, Jianfeng ; Wang, Chen ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14423. Full description at Econpapers || Download paper | |
2023 | Identification- and many instrument-robust inference via invariant moment conditions. (2023). Ligtenberg, Johannes W ; Boot, Tom. In: Papers. RePEc:arx:papers:2303.07822. Full description at Econpapers || Download paper | |
2024 | Bridging TSLS and JIVE. (2023). Wang, Lei. In: Papers. RePEc:arx:papers:2305.17615. 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 | |
2024 | Testing for Peer Effects without Specifying the Network Structure. (2023). Liu, Xiaodong ; Jung, Hyunseok. In: Papers. RePEc:arx:papers:2306.09806. Full description at Econpapers || Download paper | |
2023 | Panel Data Nowcasting: The Case of Price-Earnings Ratios. (2023). Striaukas, Jonas ; Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii. In: Papers. RePEc:arx:papers:2307.02673. 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 | |
2024 | Weak Identification with Many Instruments. (2023). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.09535. 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 Causal Perspective on Loan Pricing: Investigating the Impacts of Selection Bias on Identifying Bid-Response Functions. (2023). Verbeke, Wouter ; Verdonck, Tim ; Verboven, Sam ; Bockel-Rickermann, Christopher. In: Papers. RePEc:arx:papers:2309.03730. Full description at Econpapers || Download paper | |
2024 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper | |
2024 | Inside the black box: Neural network-based real-time prediction of US recessions. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571. Full description at Econpapers || Download paper | |
2023 | An Identification and Dimensionality Robust Test for Instrumental Variables Models. (2023). Navjeevan, Manu. In: Papers. RePEc:arx:papers:2311.14892. Full description at Econpapers || Download paper | |
2023 | Valid Wald Inference with Many Weak Instruments. (2023). Yap, Luther. In: Papers. RePEc:arx:papers:2311.15932. Full description at Econpapers || Download paper | |
2023 | Optimal Categorical Instrumental Variables. (2023). Wiemann, Thomas. In: Papers. RePEc:arx:papers:2311.17021. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Forecasting Bilateral Refugee Flows with High-dimensional Data and Machine Learning Techniques. (2023). Zheng, Conghan ; Krueger, Finja ; Heidland, Tobias ; Groeger, Andre ; Boss, Konstantin. In: Working Papers. RePEc:bge:wpaper:1387. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Conditional inference in cis?Mendelian randomization using weak genetic factors. (2023). Gill, Dipender ; Patel, Ashish ; Burgess, Stephen ; Newcombe, Paul. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:4:p:3458-3471. Full description at Econpapers || Download paper | |
2023 | Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111. Full description at Econpapers || Download paper | |
2023 | Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8. Full description at Econpapers || Download paper | |
2023 | Instrumental Variable Estimation with Many Instruments Using Elastic-Net IV. (2023). Skolkova, Alena. In: CERGE-EI Working Papers. RePEc:cer:papers:wp759. Full description at Econpapers || Download paper | |
2023 | Goodness-of-fit test in high-dimensional linear sparse models. (2023). van Bellegem, Sebastien ; Sauvenier, Mathieu. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023008. Full description at Econpapers || Download paper | |
2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359. Full description at Econpapers || Download paper | |
2023 | Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830. Full description at Econpapers || Download paper | |
2023 | Second-order refinements for t-ratios with many instruments. (2023). Otsu, Taisuke ; Matsushita, Yukitoshi. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:346-366. Full description at Econpapers || Download paper | |
2023 | Group fused Lasso for large factor models with multiple structural breaks. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:132-154. Full description at Econpapers || Download paper | |
2023 | Identifying latent factors based on high-frequency data. (2023). Zhang, Chuanhai ; Xu, Wen ; Sun, Yucheng. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:251-270. Full description at Econpapers || Download paper | |
2023 | Testing for structural changes in large dimensional factor models via discrete Fourier transform. (2023). Wang, Xia ; Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:302-331. Full description at Econpapers || Download paper | |
2023 | Identification-robust nonparametric inference in a linear IV model. (2023). Antoine, Bertille ; Lavergne, Pascal. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:1-24. Full description at Econpapers || Download paper | |
2023 | ETF Basket-Adjusted Covariance estimation. (2023). Vanduffel, Steven ; Boudt, Kris ; Sauri, Orimar ; Dragun, Kirill. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1144-1171. Full description at Econpapers || Download paper | |
2023 | Joint inference based on Stein-type averaging estimators in the linear regression model. (2023). Boot, Tom. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1542-1563. Full description at Econpapers || Download paper | |
2023 | Jackknife estimation of a cluster-sample IV regression model with many weak instruments. (2023). Woutersen, Tiemen ; Swanson, Norman R ; Chao, John C. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1747-1769. Full description at Econpapers || Download paper | |
2023 | Robust inference with stochastic local unit root regressors in predictive regressions. (2023). Phillips, Peter ; Liu, Yanbo. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:563-591. Full description at Econpapers || Download paper | |
2023 | Bootstrap specification tests for dynamic conditional distribution models. (2023). Silvapulle, Mervyn J ; Perera, Indeewara. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:949-971. Full description at Econpapers || Download paper | |
2023 | Testing many restrictions under heteroskedasticity. (2023). Anatolyev, Stanislav ; Solvsten, Mikkel. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001677. Full description at Econpapers || Download paper | |
2023 | Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. (2023). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002063. Full description at Econpapers || Download paper | |
2023 | Fast cluster bootstrap methods for linear regression models. (2023). MacKinnon, James G. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:52-71. Full description at Econpapers || Download paper | |
2023 | The contribution of jump signs and activity to forecasting stock price volatility. (2023). Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo ; Bu, Ruijun ; Tsionas, Mike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:144-164. Full description at Econpapers || Download paper | |
2023 | Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953. Full description at Econpapers || Download paper | |
2023 | Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756. Full description at Econpapers || Download paper | |
2023 | Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370. Full description at Econpapers || Download paper | |
2023 | Stock market volatility predictability in a data-rich world: A new insight. (2023). Ma, Yuanhui ; Wahab, M. I. M., ; Wang, Jiqian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1804-1819. Full description at Econpapers || Download paper | |
2023 | Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Clements, Michael ; Urquhart, Andrew ; Bantis, Evripidis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924. Full description at Econpapers || Download paper | |
2023 | One-stop source: A global database of inflation. (2023). Ohnsorge, Franziska ; Kose, Ayhan ; Ha, Jongrim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000979. Full description at Econpapers || Download paper | |
2023 | The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423. Full description at Econpapers || Download paper | |
2023 | Futures hedging in crude oil markets: A trade-off between risk and return. (2023). Shen, Xilin ; Lu, Junli ; Li, Yanyan ; Yu, Xing. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005906. Full description at Econpapers || Download paper | |
2023 | On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal. (2023). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Sibande, Xolani. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723002507. Full description at Econpapers || Download paper | |
2023 | Cloning mutual fund returns. (2023). Niemann, Sebastian ; Schuhmacher, Frank ; Auer, Benjamin R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:31-37. Full description at Econpapers || Download paper | |
2023 | Can renewable energy mitigate the impacts of inflation and policy interest on climate change?. (2023). Akan, Taner. In: Renewable Energy. RePEc:eee:renene:v:214:y:2023:i:c:p:255-289. Full description at Econpapers || Download paper | |
2023 | Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests. (2023). Ren, Xiaohang ; Lucey, Brian ; He, Feng ; Li, Jingyao. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:173:y:2023:i:c:s136403212200939x. Full description at Econpapers || Download paper | |
2023 | Are categorical EPU indices predictable for carbon futures volatility? Evidence from the machine learning method. (2023). Liang, Chao ; Huang, Dengshi ; Guo, Xiaozhu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:672-693. Full description at Econpapers || Download paper | |
2023 | Rethinking social change: Does the permanent and transitory effects of electricity and solid fuel use predict health outcome in Africa?. (2023). Shobande, Olatunji A. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pb:s0040162522006904. Full description at Econpapers || Download paper | |
2023 | Second-order refinements for t-ratios with many instruments. (2023). Otsu, Taisuke ; Matsushita, Yukitoshi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111065. Full description at Econpapers || Download paper | |
2023 | Shot-noise cojumps: exact simulation and option pricing. (2023). Zhao, Hongbiao ; Dassios, Angelos ; Qu, Yan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111537. Full description at Econpapers || Download paper | |
2023 | The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072. Full description at Econpapers || Download paper | |
2023 | Forecasting the Return of Carbon Price in the Chinese Market Based on an Improved Stacking Ensemble Algorithm. (2023). Siddik, Abu Bakkar ; Li, Yong ; Ye, Peng. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4520-:d:1163782. Full description at Econpapers || Download paper | |
2023 | Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy. (2023). Ratmanova, Iveta ; Ponik, Antonin ; Lisztwanova, Karolina ; Dluhoova, Dana ; Zmekal, Zdenk. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:25-471:d:1158257. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Informal employment from migration shocks. (2023). Valente, Marica ; Trapani, Lorenzo ; Gries, Timm. In: Working Papers. RePEc:inn:wpaper:2023-09. Full description at Econpapers || Download paper | |
2023 | On the Modeling and Simulation of Portfolio Allocation Schemes: an Approach Based on Network Community Detection. (2023). Ferretti, Stefano. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10288-w. Full description at Econpapers || Download paper | |
2023 | A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting. (2023). Miller, Stephen ; Boubaker, Heni ; Gupta, Rangan ; Canarella, Giorgio. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10320-z. Full description at Econpapers || Download paper | |
2023 | Time-varying causality between oil price and exchange rate in five ASEAN economies. (2023). Lim, So Young ; Awan, Ashar ; Kyophilavong, Phouphet ; Kocoglu, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09457-6. Full description at Econpapers || Download paper | |
2023 | The effectiveness of ultra-loose monetary policy in a high inflation economy: a time-varying causality analysis for Turkey. (2023). Mert, Mehmet ; Iik, Sayim ; Ulug, Mehmet. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09535-3. Full description at Econpapers || Download paper | |
2023 | Long run non-linearity in $$\hbox {CO}_2$$ CO 2 emissions: the I(2) cointegration model and the environmental Kuznets curve. (2023). Kivedal, Bjornar Karlsen. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09587-8. Full description at Econpapers || Download paper | |
2023 | Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty: thinking in the post-covid-19 world. (2023). Ma, Feng ; Toan, Luu Duc ; Hong, Yanran ; Liang, Chao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:4:d:10.1007_s11156-023-01140-9. Full description at Econpapers || Download paper | |
2023 | Measuring tourism demand nowcasting performance using a monotonicity test. (2023). Liu, Ying ; Song, Haiyan ; Wang, Yongjing. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:5:p:1302-1327. Full description at Econpapers || Download paper | |
2023 | Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008. (2023). Kim, Hyun Hak ; Swanson, Norman R. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02289-3. Full description at Econpapers || Download paper | |
2023 | An extended wavelet approach of the money–output link in the United States. (2023). Sokic, Alexandre ; Mutascu, Mihai. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02294-6. Full description at Econpapers || Download paper | |
2023 | Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction. (2023). Kim, Hyoungjong ; Han, Chirok. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02374-1. Full description at Econpapers || Download paper | |
2023 | Forecasting GDP with many predictors in a small open economy: forecast or information pooling?. (2023). Han, Daniel ; Fei, Yijie ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02356-9. Full description at Econpapers || Download paper | |
2023 | Sector-level equity returns predictability with machine learning and market contagion measure. (2023). Yao, Chun ; Peng, Weijia. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02404-y. Full description at Econpapers || Download paper | |
2023 | Fragility of FDI flows in sub-Saharan Africa region: does the paradox persist?. (2023). Okorie, Uchechukwu Emena ; Adegboye, Folasade Bosede. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00184-6. Full description at Econpapers || Download paper | |
2023 | Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM). (2023). Mundle, Sudipto ; Bhandari, Bornali ; Bhattacharya, Rudrani. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00335-6. Full description at Econpapers || Download paper | |
2023 | To delegate or not to delegate? On the quality of voluntary corporate financial disclosure. (2023). Qiao, Yankuo. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:7:d:10.1007_s11846-022-00576-y. Full description at Econpapers || Download paper | |
2023 | The D-model for GDP nowcasting. (2023). Degiannakis, Stavros. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00109-8. Full description at Econpapers || Download paper | |
2023 | Information shocks, market returns and volatility: a comparative analysis of developed equity markets in Asia. (2023). Khan, Muhammad Zeb ; Ahmed, Shakeel ; Maqsood, Huma ; Zada, Hassan. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00417-w. Full description at Econpapers || Download paper | |
2023 | Is causality between globalization and energy consumption bidirectional or unidirectional in top and bottom globalized economies?. (2023). Shahbaz, Muhammad ; Balcilar, Mehmet ; Akadiri, Seyi ; Mahalik, Mantu Kumar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1939-1964. Full description at Econpapers || Download paper | |
2023 | Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty. (2023). Clements, Michael ; Galvo, Ana Beatriz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:164-185. Full description at Econpapers || Download paper | |
2023 | Identifying and interpreting the factors in factor models via sparsity: Different approaches. (2023). Doz, Catherine ; Despois, Thomas. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:533-555. Full description at Econpapers || Download paper | |
2023 | Robust forecast superiority testing with an application to assessing pools of expert forecasters. (2023). Swanson, Norman R ; Jin, Sainan ; Corradi, Valentina. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:596-622. Full description at Econpapers || Download paper | |
2023 | Nowcasting from cross?sectionally dependent panels. (2023). Nandi, Shaoni ; Fosten, Jack. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:898-919. Full description at Econpapers || Download paper | |
2023 | Estimation of short?run predictive factor for US growth using state employment data. (2023). Basistha, Arabinda. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:34-50. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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1995 | A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 114 |
2006 | Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 64 |
2001 | Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry.(2001) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2008 | A Simulation-Based Specification Test for Diffusion Processes In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 13 |
2006 | A Simulation Based Specification Test for Diffusion Processes.(2006) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2009 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2009 | Information in the Revision Process of Real-Time Datasets In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 53 |
2008 | Information in the revision process of real-time datasets.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2011 | Information in the Revision Process of Real-Time Datasets.(2011) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2000 | The real-time predictive content of money for output In: BIS Working Papers. [Full Text][Citation analysis] | paper | 29 |
2002 | Temporal aggregation and spurious instantaneous causality in multiple time series models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 31 |
1996 | Future Developments in the Study of Cointegrated Variables. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 24 |
2005 | The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 12 |
1999 | Finite sample properties of a simple LM test for neglected nonlinearity in error?correcting regression equations In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 4 |
1996 | Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 30 |
1996 | Forecasting Using First Available Versus Fully Revised Economic Time Series data..(1996) In: Pennsylvania State - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
1998 | Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 23 |
1997 | Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets..(1997) In: Pennsylvania State - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2001 | Lets Get Real about Using Economic Data In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 22 |
2000 | Lets Get Real About Using Economic Data.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2002 | Lets get real about using economic data.(2002) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2001 | Lets Get Real about Using Economic Data..(2001) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
1998 | Monetary Policy Rules with Model and Data Uncertainty In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 17 |
2002 | Monetary Policy Rules with Model and Data Uncertainty.(2002) In: Southern Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2018 | Big data analytics in economics: What have we learned so far, and where should we go from here? In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 6 |
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2001 | Data Transformation and Forecasting in Models with Unit Roots and Cointegration In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2005 | A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
2012 | ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS In: Econometric Theory. [Full Text][Citation analysis] | article | 76 |
2010 | Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments.(2010) In: Economics Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
2011 | Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments.(2011) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
2017 | ROBUST FORECAST COMPARISON In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
2015 | Robust Forecast Comparison.(2015) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2000 | TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
1997 | Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production..(1997) In: Pennsylvania State - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2001 | OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 69 |
2000 | An Out of Sample Test for Granger Causality.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
2003 | Consistent Estimation with a Large Number of Weak Instruments In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 188 |
2005 | Consistent Estimation with a Large Number of Weak Instruments.(2005) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | article | |
2004 | Consistent Estimation with a Large Number of Weak Instruments.(2004) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | paper | |
2004 | Consistent Estimation with a Large Number of Weak Instruments.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | paper | |
2003 | Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
2007 | Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction.(2007) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2003 | Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction.(2003) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2004 | Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction.(2004) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2004 | Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments In: Econometric Society 2004 Far Eastern Meetings. [Citation analysis] | paper | 9 |
2004 | Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments.(2004) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2004 | Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 0 |
2004 | Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 0 |
2012 | Instrumental variable estimation with heteroskedasticity and many instruments In: Quantitative Economics. [Full Text][Citation analysis] | article | 103 |
2007 | Instrumental variable estimation with heteroskedasticity and many instruments.(2007) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | paper | |
2009 | Instrumental Variable Estimation with Heteroskedasticity and Many Instruments.(2009) In: Economics Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | paper | |
2011 | Instrumental Variable Estimation with Heteroskedasticity and Many Instruments.(2011) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | paper | |
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1998 | Trade, Investment, and Growth: Nexus, Analysis, and Prognosis.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2006 | Predictive Density Evaluation In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 131 |
2004 | Predictive Density Evaluation.(2004) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | paper | |
2001 | A new definition for time-dependent price mean reversion in commodity markets In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2004 | A test for the distributional comparison of simulated and historical data In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2001 | Predictive ability with cointegrated variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 46 |
2002 | A consistent test for nonlinear out of sample predictive accuracy In: Journal of Econometrics. [Full Text][Citation analysis] | article | 51 |
2000 | A Consistent Test for Nonlinear Out of Sample Predictive Accuracy..(2000) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2005 | Bootstrap specification tests for diffusion processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
2003 | Bootstrap Specification Tests for Diffusion Processes.(2003) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2006 | An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 77 |
2004 | An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series.(2004) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
2006 | The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
2003 | The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test.(2003) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2006 | Bootstrap conditional distribution tests in the presence of dynamic misspecification In: Journal of Econometrics. [Full Text][Citation analysis] | article | 72 |
2003 | Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification.(2003) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2006 | Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
2006 | Predictive density and conditional confidence interval accuracy tests In: Journal of Econometrics. [Full Text][Citation analysis] | article | 59 |
2004 | Predective Density and Conditional Confidence Interval Accuracy Tests.(2004) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
2007 | Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
2003 | Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data.(2003) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2009 | Predictive density estimators for daily volatility based on the use of realized measures In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
2006 | Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures.(2006) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2011 | Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
2009 | Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2011 | Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2011 | Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models.(2011) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2014 | Testing overidentifying restrictions with many instruments and heteroskedasticity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 33 |
2011 | Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity.(2011) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2014 | Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 79 |
2011 | Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence.(2011) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
2014 | Testing for structural stability of factor augmented forecasting models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 46 |
2013 | Testing for Structural Stability of Factor Augmented Forecasting Models.(2013) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2015 | Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 55 |
2013 | Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction.(2013) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2018 | Testing for jumps and jump intensity path dependence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
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1996 | An introduction to stochastic Unit Root Processes..(1996) In: Pennsylvania State - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 98 | paper | |
2000 | The econometric consequences of the ceteris paribus condition in economic theory In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
2000 | Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
1996 | Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes..(1996) In: Pennsylvania State - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2011 | In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008 In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
2011 | In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008.(2011) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | Forecasting volatility using double shrinkage methods In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
1997 | Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 102 |
2004 | Forecasting economic and financial time-series with non-linear models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 66 |
2003 | Forecasting economic and financial time-series with non-linear models.(2003) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2004 | Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 14 |
2003 | Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives.(2003) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2009 | Comments on Forecasting economic and financial variables with global VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2018 | Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 51 |
2019 | Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 22 |
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2003 | The Volume of Federal Litigation and the Macroeconomy.(2003) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2002 | The Volume of Federal Litigation and the Macroeconomy.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2002 | Comments on A vector error-correction forecasting model of the US economy In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 3 |
1998 | Money and output viewed through a rolling window In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 155 |
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2013 | Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality.(2013) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2001 | Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2001 | A Randomized Procedure for Choosing Data Transformation In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2011 | Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments.(2011) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2010 | Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments.(2010) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2009 | Real-time datasets really do make a difference: definitional change, data release, and forecasting In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting.(2011) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
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1995 | Do Formulations of the Permanent Income Hypothesis with Constant Real Interest Rates and Subjective Tiome Preferences Rates Make Sense? An Example of Random Walk with Time Varying Drift. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 0 |
1995 | A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 153 |
1997 | A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks.(1997) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 153 | article | |
1995 | A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks.(1995) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 153 | paper | |
1995 | Further Developments in the Study of Cointegrated Variables. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 5 |
2010 | Further Developments in the Study of Cointegrated Variables.(2010) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
1996 | Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 1 |
1996 | A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 9 |
1996 | Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 1 |
1994 | Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 29 |
2019 | Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence In: Econometrics. [Full Text][Citation analysis] | article | 1 |
2020 | New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section In: Econometrics. [Full Text][Citation analysis] | article | 1 |
2007 | NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES In: International Economic Review. [Full Text][Citation analysis] | article | 49 |
2006 | Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes.(2006) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2010 | International evidence on the efficacy of new-Keynesian models of inflation persistence In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 15 |
2006 | International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence.(2006) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2011 | International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence.(2011) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2006 | International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2010 | International evidence on the efficacy of new?Keynesian models of inflation persistence.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2001 | Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection. In: Journal of Forecasting. [Citation analysis] | article | 33 |
2007 | How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models In: Journal of Money, Credit and Banking. [Citation analysis] | article | 22 |
2007 | How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models.(2007) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2005 | Predicting Inflation: Does The Quantity Theory Help? In: Economic Inquiry. [Full Text][Citation analysis] | article | 36 |
2003 | Predicting Inflation: Does The Quantity Theory Help?.(2003) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
1996 | BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2003 | Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 4 |
2003 | The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 1 |
2003 | A Test for Comparing Multiple Misspecified Conditional Distributions In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 17 |
2004 | Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | Predictive Inference for Integrated Volatility In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 13 |
2011 | Predictive Inference for Integrated Volatility.(2011) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2011 | Predictive Inference for Integrated Volatility.(2011) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2006 | Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output.(2011) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2006 | Predictive Density Evaluation. Revised. In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 67 |
2011 | Diffusion Index Models and Index Proxies: Recent Results and New Directions In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators.(2011) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2011 | Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 8 |
2013 | A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 7 |
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2013 | An Expository Note on the Existence of Moments of Fuller and HFUL Estimators In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Density and Conditional Distribution Based Specification Analysis In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Mining Big Data Using Parsimonious Factor and Shrinkage Methods In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Consistent Pretesting for Jumps In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 2 |
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