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Publications in Social Sciences

Intertemporal Consumption Choices, Transaction Costs and Limited Participation in Financial Markets: Reconciling Data and Theory

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2010English

Is Deflation Costly After All? The Perils of Erroneous Historical Classifications

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2020English

Unraveling the Relationship Between Presidential Approval and the Economy: A Multidimensional Semiparametric Approach

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2014English

Dynamic Specification Tests for Dynamic Factor Models

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2019English

An Analytical Solution for the Two-Sided Parisian Stopping Time, Its Asymptotics, and the Pricing of Parisian Options

Mathematical Finance
FinanceApplied MathematicsEconomicsEconometricsAccountingSocial Sciences
2015English

Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2016English

Efficient Aggregation of Panel Qualitative Survey Data

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2012English

Loan Supply Shocks and the Business Cycle

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2016English

Issue Information

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2019English

How Important Are Fixed Effects and Time Trends in Estimating Returns to Schooling? Evidence From a Replication of Jacobson, Lalonde, and Sullivan, 2005

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2018English

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