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Publications in Social Sciences

Asymptotic Inference for Performance Fees and the Predictability of Asset Returns

Journal of Business and Economic Statistics

Social Sciences

English

A Cautionary Tale of Evaluating Identifying Assumptions: Did Reality TV Really Cause a Decline in Teenage Childbearing?

Journal of Business and Economic Statistics

Social Sciences

English

Changing Macroeconomic Dynamics at the Zero Lower Bound

Journal of Business and Economic Statistics

Social Sciences

English

Flexible Approximation of Subjective Expectations Using Probability Questions

Journal of Business and Economic Statistics

Social Sciences

English

Glass Ceilings or Glass Doors? Wage Disparity Within and Between Firms

Journal of Business and Economic Statistics

Social Sciences

English

Estimation and Inference of Discontinuity in Density

Journal of Business and Economic Statistics

Social Sciences

English

The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited

Journal of Business and Economic Statistics

Social Sciences

English

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