|
2024
|
Constructing high frequency economic indicators by imputation
|
The Econometrics Journal
|
B
|
2
|
|
2024
|
Imputation of Counterfactual Outcomes when the Errors are Predictable
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2024
|
Imputation of Counterfactual Outcomes when the Errors are Predictable: Rejoinder
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2023
|
Factor-based imputation of missing values and covariances in panel data of large dimensions
|
Journal of Econometrics
|
A
|
3
|
|
2023
|
Approximate factor models with weaker loadings
|
Journal of Econometrics
|
A
|
2
|
|
2023
|
Time series estimation of the dynamic effects of disaster-type shocks
|
Journal of Econometrics
|
A
|
2
|
|
2022
|
Latent Dirichlet Analysis of Categorical Survey Responses
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2021
|
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data
|
Journal of the American Statistical Association
|
B
|
2
|
|
2021
|
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
|
American Economic Journal: Macroeconomics
|
A
|
3
|
|
2021
|
Boosting high dimensional predictive regressions with time varying parameters
|
Journal of Econometrics
|
A
|
2
|
|
2019
|
Rank regularized estimation of approximate factor models
|
Journal of Econometrics
|
A
|
2
|
|
2018
|
The ABC of simulation estimation with auxiliary statistics
|
Journal of Econometrics
|
A
|
2
|
|
2017
|
Level and volatility factors in macroeconomic data
|
Journal of Monetary Economics
|
A
|
2
|
|
2017
|
Simulated minimum distance estimation of dynamic models with errors-in-variables
|
Journal of Econometrics
|
A
|
3
|
|
2016
|
FRED-MD: A Monthly Database for Macroeconomic Research
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2015
|
Minimum Distance Estimation of Possibly Noninvertible Moving Average Models
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2015
|
Measuring Uncertainty
|
American Economic Review
|
S
|
3
|
|
2014
|
MEASUREMENT ERRORS IN DYNAMIC MODELS
|
Econometric Theory
|
B
|
2
|
|
2014
|
Viewpoint: Boosting Recessions
|
Canadian Journal of Economics
|
C
|
1
|
|
2013
|
Principal components estimation and identification of static factors
|
Journal of Econometrics
|
A
|
2
|
|
2013
|
Commodity Prices, Convenience Yields, and Inflation
|
Review of Economics and Statistics
|
A
|
2
|
|
2013
|
Dynamic Hierarchical Factor Model
|
Review of Economics and Statistics
|
A
|
3
|
|
2012
|
ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES
|
Econometric Theory
|
B
|
3
|
|
2010
|
PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION
|
Econometric Theory
|
B
|
2
|
|
2010
|
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
|
Econometric Theory
|
B
|
2
|
|
2010
|
Estimation of DSGE models when the data are persistent
|
Journal of Monetary Economics
|
A
|
2
|
|
2009
|
Panel cointegration with global stochastic trends
|
Journal of Econometrics
|
A
|
3
|
|
2009
|
Macro Factors in Bond Risk Premia
|
The Review of Financial Studies
|
A
|
2
|
|
2008
|
Forecasting economic time series using targeted predictors
|
Journal of Econometrics
|
A
|
2
|
|
2007
|
The empirical risk-return relation: A factor analysis approach
|
Journal of Financial Economics
|
A
|
2
|
|
2006
|
Evaluating latent and observed factors in macroeconomics and finance
|
Journal of Econometrics
|
A
|
2
|
|
2006
|
Are more data always better for factor analysis?
|
Journal of Econometrics
|
A
|
2
|
|
2005
|
Understanding and Comparing Factor-Based Forecasts
|
International Journal of Central Banking
|
B
|
2
|
|
2005
|
Demand Systems with Nonstationary Prices
|
Review of Economics and Statistics
|
A
|
2
|
|
2005
|
A Note on the Selection of Time Series Models
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2004
|
Intergenerational Linkages in Consumption Behavior
|
Journal of Human Resources
|
A
|
3
|
|
2003
|
Intergenerational Time Transfers and Childcare
|
Review of Economic Dynamics
|
B
|
2
|
|
2003
|
Can sticky prices account for the variations and persistence in real exchange rates?
|
Journal of International Money and Finance
|
B
|
1
|
|
2001
|
A consistent test for conditional symmetry in time series models
|
Journal of Econometrics
|
A
|
2
|
|
2001
|
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2000
|
Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators
|
Journal of Econometrics
|
A
|
2
|
|
1999
|
Testing for ARCH in the presence of a possibly misspecified conditional mean
|
Journal of Econometrics
|
A
|
2
|
|
1998
|
A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure
|
Review of Economics and Statistics
|
A
|
2
|
|
1998
|
AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS
|
Econometric Theory
|
B
|
2
|
|
1997
|
Estimation and inference in nearly unbalanced nearly cointegrated systems
|
Journal of Econometrics
|
A
|
2
|
|
1996
|
Looking for evidence of speculative stockholding in commodity markets
|
Journal of Economic Dynamics and Control
|
B
|
1
|
|
1996
|
Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
|
Review of Economic Studies
|
S
|
2
|
|
1996
|
The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information.
|
Review of Economics and Statistics
|
A
|
2
|
|
1995
|
Testing for unit roots in flow data sampled at different frequencies
|
Economics Letters
|
C
|
1
|