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Publications in Economics

Explaining Cross-Racial Differences in Teenage Labor Force Participation: Results From a Two-Sided Matching Model

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2010English

Evaluating DSGE Model Forecasts of Comovements

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2012English

Unified Inference for Nonlinear Factor Models From Panels With Fixed and Large Time Span

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2019English

Model-Based Pricing for Financial Derivatives

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2015English

Issue Information - TOC

Strategic Entrepreneurship Journal
ManagementBusinessEconomicsInternational ManagementStrategyEconometrics
2017English

Sufficient Forecasting Using Factor Models

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2017English

A Score-Test on Measurement Errors in Rating Transition Times

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2014English

Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices With Noise and Non-Synchronous Trading

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2011English

Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2011English

Issue Information ‐ JIF

Strategic Entrepreneurship Journal
ManagementBusinessEconomicsInternational ManagementStrategyEconometrics
2019English

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