|
2024
|
Variable selection in high dimensional linear regressions with parameter instability
|
Journal of Econometrics
|
A
|
3
|
|
2023
|
Revisiting the Great Ratios Hypothesis
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
2023
|
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
|
Journal of Applied Econometrics
|
B
|
2
|
|
2023
|
Reprint of: Testing for unit roots in heterogeneous panels
|
Journal of Econometrics
|
A
|
3
|
|
2023
|
Short T dynamic panel data models with individual, time and interactive effects
|
Journal of Applied Econometrics
|
B
|
3
|
|
2022
|
Regional heterogeneity and U.S. presidential elections: Real-time 2020 forecasts and evaluation
|
International Journal of Forecasting
|
B
|
2
|
|
2022
|
Matching theory and evidence on Covid‐19 using a stochastic network SIR model
|
Journal of Applied Econometrics
|
B
|
2
|
|
2021
|
Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices
|
Journal of Applied Econometrics
|
B
|
3
|
|
2021
|
Measurement of factor strength: Theory and practice
|
Journal of Applied Econometrics
|
B
|
3
|
|
2021
|
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
|
Journal of International Money and Finance
|
B
|
5
|
|
2021
|
Detection of units with pervasive effects in large panel data models
|
Journal of Econometrics
|
A
|
3
|
|
2021
|
Long-term macroeconomic effects of climate change: A cross-country analysis
|
Energy Economics
|
A
|
6
|
|
2021
|
Estimation and inference in spatial models with dominant units
|
Journal of Econometrics
|
A
|
2
|
|
2020
|
Common correlated effects estimation of heterogeneous dynamic panel quantile regression models
|
Journal of Applied Econometrics
|
B
|
3
|
|
2020
|
Econometric analysis of production networks with dominant units
|
Journal of Econometrics
|
A
|
2
|
|
2020
|
Uncertainty and Economic Activity: A Multicountry Perspective
|
The Review of Financial Studies
|
A
|
4
|
|
2020
|
Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2019
|
A multiple testing approach to the regularisation of large sample correlation matrices
|
Journal of Econometrics
|
A
|
3
|
|
2019
|
Mean group estimation in presence of weakly cross-correlated estimators
|
Economics Letters
|
C
|
2
|
|
2018
|
A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models
|
Econometrica
|
S
|
3
|
|
2018
|
Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors
|
Journal of Applied Econometrics
|
B
|
3
|
|
2018
|
To Pool or Not to Pool: Revisited
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2018
|
Tests of Policy Interventions in DSGE Models
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2017
|
Is There a Debt-Threshold Effect on Output Growth?
|
Review of Economics and Statistics
|
A
|
4
|
|
2017
|
Oil prices and the global economy: Is it different this time around?
|
Energy Economics
|
A
|
2
|
|
2016
|
A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence
|
Journal of Applied Econometrics
|
B
|
3
|
|
2016
|
Exponent of Cross‐Sectional Dependence: Estimation and Inference
|
Journal of Applied Econometrics
|
B
|
3
|
|
2016
|
Cross‐Sectional Dependence in Panel Data Models: A Special Issue
|
Journal of Applied Econometrics
|
B
|
3
|
|
2016
|
THEORY AND PRACTICE OF GVAR MODELLING
|
Journal of Economic Surveys
|
C
|
2
|
|
2016
|
A multi-country approach to forecasting output growth using PMIs
|
Journal of Econometrics
|
A
|
3
|
|
2016
|
Country-specific oil supply shocks and the global economy: A counterfactual analysis
|
Energy Economics
|
A
|
2
|
|
2015
|
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
|
Journal of Econometrics
|
A
|
2
|
|
2015
|
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
|
Journal of Econometrics
|
A
|
2
|
|
2014
|
Aggregation in large dynamic panels
|
Journal of Econometrics
|
A
|
2
|
|
2014
|
Constructing Multi-Country Rational Expectations Models
|
Oxford Bulletin of Economics and Statistics
|
B
|
4
|
|
2014
|
AN EMPIRICAL GROWTH MODEL FOR MAJOR OIL EXPORTERS
|
Journal of Applied Econometrics
|
B
|
3
|
|
2014
|
Signs of impact effects in time series regression models
|
Economics Letters
|
C
|
2
|
|
2013
|
On Identification of Bayesian DSGE Models
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2013
|
Panel unit root tests in the presence of a multifactor error structure
|
Journal of Econometrics
|
A
|
3
|
|
2013
|
Optimal forecasts in the presence of structural breaks
|
Journal of Econometrics
|
A
|
3
|
|
2013
|
DISTINGUISHED AUTHORS
|
Journal of Applied Econometrics
|
B
|
1
|
|
2012
|
Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
2012
|
On the interpretation of panel unit root tests
|
Economics Letters
|
C
|
1
|
|
2012
|
The Richard Stone Prize in Applied Econometrics
|
Journal of Applied Econometrics
|
B
|
1
|
|
2011
|
Infinite-dimensional VARs and factor models
|
Journal of Econometrics
|
A
|
2
|
|
2011
|
Lumpy Price Adjustments: A Microeconometric Analysis
|
Journal of Business & Economic Statistics
|
A
|
4
|
|
2011
|
Panels with non-stationary multifactor error structures
|
Journal of Econometrics
|
A
|
3
|
|
2011
|
Large panels with common factors and spatial correlation
|
Journal of Econometrics
|
A
|
2
|
|
2011
|
Variable selection, estimation and inference for multi-period forecasting problems
|
Journal of Econometrics
|
A
|
3
|
|
2011
|
The spatial and temporal diffusion of house prices in the UK
|
Journal of Urban Economics
|
A
|
3
|
|
2011
|
Forecast Combination Across Estimation Windows
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2011
|
Journal of Applied Econometrics distinguished authors
|
Journal of Applied Econometrics
|
B
|
1
|
|
2010
|
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
|
Economic Modeling
|
C
|
2
|
|
2010
|
A spatio-temporal model of house prices in the USA
|
Journal of Econometrics
|
A
|
3
|
|
2010
|
Journal of applied econometrics distinguished authors
|
Journal of Applied Econometrics
|
B
|
1
|
|
2009
|
Identification of New Keynesian Phillips Curves from a Global Perspective
|
Journal of Money, Credit, and Banking
|
B
|
4
|
|
2009
|
Forecasting economic and financial variables with global VARs
|
International Journal of Forecasting
|
B
|
3
|
|
2009
|
Rejoinder to comments on forecasting economic and financial variables with global VARs
|
International Journal of Forecasting
|
B
|
3
|
|
2008
|
Econometric analysis of structural systems with permanent and transitory shocks
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2008
|
Testing slope homogeneity in large panels
|
Journal of Econometrics
|
A
|
2
|
|
2007
|
Econometric issues in the analysis of contagion
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2007
|
Selection of estimation window in the presence of breaks
|
Journal of Econometrics
|
A
|
2
|
|
2007
|
A pair-wise approach to testing for output and growth convergence
|
Journal of Econometrics
|
A
|
1
|
|
2006
|
Forecasting Time Series Subject to Multiple Structural Breaks
|
Review of Economic Studies
|
S
|
3
|
|
2005
|
The Cost Effectiveness of the UK's Sovereign Debt Portfolio
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
2005
|
REAL-TIME ECONOMETRICS
|
Econometric Theory
|
B
|
2
|
|
2005
|
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
|
Econometric Theory
|
B
|
3
|
|
2005
|
Small sample properties of forecasts from autoregressive models under structural breaks
|
Journal of Econometrics
|
A
|
2
|
|
2004
|
How costly is it to ignore breaks when forecasting the direction of a time series?
|
International Journal of Forecasting
|
B
|
2
|
|
2003
|
Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation
|
Economic Modeling
|
C
|
1
|
|
2003
|
Testing for unit roots in heterogeneous panels
|
Journal of Econometrics
|
A
|
3
|
|
2002
|
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
|
Journal of Econometrics
|
A
|
3
|
|
2001
|
Life-cycle consumption under social interactions
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2000
|
Cross-sectional aggregation of non-linear models
|
Journal of Econometrics
|
A
|
3
|
|
2000
|
Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
2000
|
Structural analysis of vector error correction models with exogenous I(1) variables
|
Journal of Econometrics
|
A
|
3
|
|
1999
|
Diagnostics for IV Regressions
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
1999
|
Stochastic Growth Models and Their Econometric Implications.
|
Journal of Economic Growth
|
A
|
2
|
|
1998
|
Growth Empirics: A Panel Data Approach—A Comment
|
Quarterly Journal of Economics
|
S
|
3
|
|
1998
|
Structural Analysis of Cointegrating VARs
|
Journal of Economic Surveys
|
C
|
2
|
|
1998
|
Generalized impulse response analysis in linear multivariate models
|
Economics Letters
|
C
|
2
|
|
1997
|
Multivariate Linear Rational Expectations Models
|
Econometric Theory
|
B
|
2
|
|
1997
|
A floor and ceiling model of US output
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
1996
|
Impulse response analysis in nonlinear multivariate models
|
Journal of Econometrics
|
A
|
3
|
|
1996
|
Limited-dependent rational expectations models with stochastic thresholds
|
Economics Letters
|
C
|
2
|
|
1996
|
Cointegration and speed of convergence to equilibrium
|
Journal of Econometrics
|
A
|
2
|
|
1995
|
Predictability of Stock Returns: Robustness and Economic Significance.
|
Journal of Finance
|
A
|
2
|
|
1995
|
Limited-dependent rational expectations models with future expectations
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
1995
|
The role of theory in econometrics
|
Journal of Econometrics
|
A
|
2
|
|
1995
|
Estimating long-run relationships from dynamic heterogeneous panels
|
Journal of Econometrics
|
A
|
2
|
|
1995
|
Forecasting ultimate resource recovery
|
International Journal of Forecasting
|
B
|
2
|
|
1994
|
Oil investment in the North Sea
|
Economic Modeling
|
C
|
2
|
|
1994
|
A generalization of the non-parametric Henriksson-Merton test of market timing
|
Economics Letters
|
C
|
2
|
|
1993
|
Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy
|
Journal of Econometrics
|
A
|
3
|
|
1993
|
A simulation approach to the problem of computing Cox's statistic for testing nonnested models
|
Journal of Econometrics
|
A
|
2
|
|
1992
|
Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone
|
Journal of Econometrics
|
A
|
2
|
|
1991
|
Costly Adjustment under Rational Expectations: A Generalization.
|
Review of Economics and Statistics
|
A
|
1
|
|
1990
|
A unified approach to estimation and orthogonality tests in linear single-equation econometric models
|
Journal of Econometrics
|
A
|
2
|
|
1989
|
A proof of the asymptotic validity of a test for perfect aggregation
|
Economics Letters
|
C
|
2
|
|
1989
|
Consistency of short-term and long-term expectations
|
Journal of International Money and Finance
|
B
|
1
|
|
1988
|
Tests of non-nested linear regression models subject to linear restrictions
|
Economics Letters
|
C
|
2
|
|
1987
|
Global and Partial Non-Nested Hypotheses and Asymptotic Local Power
|
Econometric Theory
|
B
|
1
|
|
1986
|
Editorial statement
|
Journal of Applied Econometrics
|
B
|
1
|
|
1985
|
Evaluation of macroeconometric models
|
Economic Modeling
|
C
|
2
|
|
1983
|
Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence
|
Journal of Econometrics
|
A
|
2
|
|
1983
|
The J-test as a Hausman specification test
|
Economics Letters
|
C
|
2
|
|
1982
|
On the comprehensive method of testing non-nested regression models
|
Journal of Econometrics
|
A
|
1
|
|
1981
|
Expenditure of oil revenue: An optimal control approach with application to the Iranian economy : H. Motamen, (Frances Pinter, London, 1979) pp. 189, [UK pound]12.50
|
Journal of Economic Dynamics and Control
|
B
|
1
|
|
1981
|
Pitfalls of testing non-nested hypotheses by the lagrange multiplier method
|
Journal of Econometrics
|
A
|
1
|
|
1981
|
Identification of rational expectations models
|
Journal of Econometrics
|
A
|
1
|
|
1981
|
Pitfalls of testing non-nested hypotheses by the lagrange multiplier method
|
Journal of Econometrics
|
A
|
1
|
|
1974
|
On the General Problem of Model Selection
|
Review of Economic Studies
|
S
|
1
|
|
1973
|
An Alternative Econometric Approach to the Permanent Income Hypothesis: An International Comparison: A Comment.
|
Review of Economics and Statistics
|
A
|
1
|