文章名稱引用次數

• Quantiles via moments27
• Correlated random effects models with unbalanced panels22
• Dynamic semiparametric models for expected shortfall (and Value-at-Risk)15
• Climate risks and market efficiency14
• Achieving shrinkage in a time-varying parameter model framework14
• Consistent inference in fixed-effects stochastic frontier models11
• Simultaneous multiple change-point and factor analysis for high-dimensional time series10
• Identifying latent grouped patterns in panel data models with interactive fixed effects10
• Sparse Bayesian time-varying covariance estimation in many dimensions9
• Resolution of policy uncertainty and sudden declines in volatility9