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Publications in Economics

Testing Predictive Ability and Power Robustification

Journal of Business and Economic Statistics

Social Sciences

English

Asymmetric Forecast Densities for U.S. Macroeconomic Variables From a Gaussian Copula Model of Cross-Sectional and Serial Dependence

Journal of Business and Economic Statistics

Social Sciences

English

Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads

Journal of Business and Economic Statistics

Social Sciences

English

Micro-Level Estimation of Optimal Consumption Choice With Intertemporal Nonseparability in Preferences and Measurement Errors

Journal of Business and Economic Statistics

Social Sciences

English

Modeling Employment Dynamics With State Dependence and Unobserved Heterogeneity

Journal of Business and Economic Statistics

Social Sciences

English

Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes

Journal of Business and Economic Statistics

Social Sciences

English

Causal Pitfalls in the Decomposition of Wage Gaps

Journal of Business and Economic Statistics

Social Sciences

English

Testing for an Omitted Multiplicative Long-Term Component in GARCH Models

Journal of Business and Economic Statistics

Social Sciences

English

Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence

Journal of Business and Economic Statistics

Social Sciences

English

Estimating Conditional Average Treatment Effects

Journal of Business and Economic Statistics

Social Sciences

English