Citation Impact
Citing Papers
Bootstrapping time series models
1996
Intertemporal Substitution and Risk Aversion
2007 StandoutNobel
The Role of Interest Rate Policy in the Generation and Propagation of Business Cycles: What Has Changed Since the 30's?
1998 StandoutNobel
The Arctic has warmed nearly four times faster than the globe since 1979
2022 Standout
The effect of COVID certificates on vaccine uptake, health outcomes, and the economy
2022 StandoutNobel
Evaluation of a Method for Detecting Aberrations in Public Health Surveillance Data
1993
White matter integrity, fiber count, and other fallacies: The do's and don'ts of diffusion MRI
2012 Standout
Using the wild bootstrap to quantify uncertainty in diffusion tensor imaging
2007
Wages, Experience and Seniority
2004 Standout
Thick modeling
2003 StandoutNobel
On a Geometric Notion of Quantiles for Multivariate Data
1996
The Stationary Bootstrap
1994 Standout
Distribution of Eigenvalues for the Ensemble of Real Symmetric Toeplitz Matrices
2005
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
2007 Standout
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
2007 Standout
Small-sample Confidence Intervals for Impulse Response Functions
1998
A finite sample correction for the variance of linear efficient two-step GMM estimators
2004 Standout
Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy
2005 Standout
Bootstrap Technology and Applications
1992
BootstrappingpValues and Power in the First-Order Autoregression: A Monte Carlo Investigation
1990
Second-order correctness of the blockwise bootstrap for stationary observations
1996
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
1999 Standout
Exchange rates and monetary fundamentals: what do we learn from long-horizon regressions?
1999
Drifts and volatilities: monetary policies and outcomes in the post WWII US
2005 StandoutNobel
An Introduction to Random Matrices
2009 Standout
Approximately normal tests for equal predictive accuracy in nested models
2006 Standout
Bootstrap Methods for Time Series
2003
Confidence intervals in generalized method of moments models
2002 StandoutNobel
BOOTSTRAPPING THE LONG RUN
1997 StandoutNobel
Error Bands for Impulse Responses
1999 StandoutNobel
Summary of notifiable diseases--United States, 2002.
2004 Standout
Bootstrap Technology and Applications
1992
A comparison between bootstrap methods and generalized estimating equations for correlated outcomes in generalized linear models
1997
Bootstrap-Based Improvements for Inference with Clustered Errors
2008 Standout
Inflation-Gap Persistence in the US
2009 StandoutNobel
DOES MONETARY POLICY GENERATE RECESSIONS?
2006 StandoutNobel
Spectral measure of large random Hankel, Markov and Toeplitz matrices
2006
Consumption Strikes Back? Measuring Long‐Run Risk
2008 StandoutNobel
Recent developments in bootstrapping time series
2000
Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site
2009 Standout
Extracting information from mega‐panels and high‐frequency data
1998 StandoutNobel
The Economic Costs of Conflict: A Case Study of the Basque Country
2003 Standout
Trend analysis of climate time series: A review of methods
2018
Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach
2005 StandoutNobel
Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
1996
Bayesian fan charts for U.K. inflation: Forecasting and sources of uncertainty in an evolving monetary system
2005 StandoutNobel
Estimation and Inference of Impulse Responses by Local Projections
2005 Standout
Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
2003 StandoutNobel
Works of Arup Bose being referenced
Comparison of bootstrap and jackknife variance estimators in linear regression: second order results
2002
On the dispersion of multivariate median
1993
Bootstrap in moving average models
1990
Limiting spectral distribution of a special circulant
2002
Edgeworth Correction by Bootstrap in Autoregressions
1988