Citation Impact
Citing Papers
The Effect of Financial Development on Convergence
2005 StandoutNobel
Econometric Analysis of Cross Section and Panel Data
2001 Standout
Nanotechnology for environmentally sustainable electromobility
2016 StandoutNobel
Rural Poor Economies and Foreign Investors: An Opportunity or a Risk?
2014
Integration of summary data from GWAS and eQTL studies predicts complex trait gene targets
2016 Standout
Mendelian randomization with invalid instruments: effect estimation and bias detection through Egger regression
2015 Standout
Big Bad Banks? The Winners and Losers from Bank Deregulation in the United States
2010 Standout
Monopsonistic discrimination, worker turnover, and the gender wage gap
2009
Testing for unit roots in heterogeneous panels
2003 Standout
Recent Developments in the Econometrics of Program Evaluation
2009 StandoutNobel
Technical Change, Inequality, and the Labor Market
2002 StandoutNobel
Bargaining, Sorting, and the Gender Wage Gap: Quantifying the Impact of Firms on the Relative Pay of Women *
2015 StandoutNobel
How much should we trust staggered difference-in-differences estimates?
2022 Standout
How to do Xtabond2: An Introduction to Difference and System GMM in Stata
2009 Standout
Two-Sample Instrumental Variables Estimators
2010
Empirical likelihood estimation and consistent tests with conditional moment restrictions
2003 StandoutNobel
Modeling and Forecasting Realized Volatility
2003 Standout
The Role of Social Capital in Financial Development
2004 Standout
The Impact of Jumps in Volatility and Returns
2003
On Persistence in Mutual Fund Performance
1997 Standout
The market for crash risk
2007
Range‐Based Estimation of Stochastic Volatility Models
2002
Assortative Matching or Exclusionary Hiring? The Impact of Employment and Pay Policies on Racial Wage Differences in Brazil
2021 StandoutNobel
A finite sample correction for the variance of linear efficient two-step GMM estimators
2004 Standout
Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
2001
Transform Analysis and Asset Pricing for Affine Jump-diffusions
2000 Standout
Rent-sharing, Holdup, and Wages: Evidence from Matched Panel Data
2013 StandoutNobel
Particle spectra and particle-vibration coupling in the Pb region
1974
ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE
1999
Do Domestic Firms Benefit from Direct Foreign Investment? Evidence from Venezuela
1999 Standout
An Empirical Investigation of Continuous‐Time Equity Return Models
2002
The Case for Restricting Fiscal Policy Discretion
2003
Bounds testing approaches to the analysis of level relationships
2001 Standout
A Maximum Likelihood Approach for Non-Gaussian Stochastic Volatility Models
1998
Inference on Causal Effects in a Generalized Regression Kink Design
2015 StandoutNobel
Variational Mode Decomposition
2014 Standout
The Markov-Switching Multifractal Model of Asset Returns
2008
Endogenous Political Institutions
2004 StandoutNobel
The consolidation of the financial services industry: Causes, consequences, and implications for the future
1999
The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks
2010 Standout
Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility
1996
Information Production and Capital Allocation: Decentralized versus Hierarchical Firms
2002 Standout
Trade intensity and business cycle synchronization: Are developing countries any different?
2006
The discovery of the heaviest elements
2000 Standout
Inference in Models with Nearly Integrated Regressors
1995
Short-Term Interest Rates as Subordinated Diffusions
1997 StandoutNobel
A Theory of Falling Growth and Rising Rents
2023 StandoutNobel
A Note on the Theme of Too Many Instruments*
2009 Standout
Estimating continuous-time stochastic volatility models of the short-term interest rate
1997
Wigner Crystallization and the Onset of a Charge-Density-Wave Instability in Strongly Coupled, Classical, One-Component Plasma
1981
Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance
1999
The Limits of Financial Globalization
2005 Standout
Strongly coupled plasmas: high-density classical plasmas and degenerate electron liquids
1982 Standout
The Importance of Employer-to-Employer Flows in the U.S. Labor Market
2001
Estimating the agglomeration benefits of transport investments: some tests for stability
2010
An Empirical Model of Growth Through Product Innovation
2008 StandoutNobel
FDI and economic growth: the role of local financial markets
2003 Standout
On testing overidentifying restrictions in dynamic panel data models
2002
The Cyclical Behaviour of Job and Worker Flows
2007
GMM inference when the number of moment conditions is large
1999
Synchronization in complex networks
2008 Standout
Forecasting Volatility in Financial Markets: A Review
2003 StandoutNobel
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
2001 Standout
Tasks, Automation, and the Rise in U.S. Wage Inequality
2022 StandoutNobel
Does Distance Still Matter? The Information Revolution in Small Business Lending
2002 Standout
Mostly Harmless Econometrics
2009 StandoutNobel
Bank Integration and State Business Cycles
2004
Coexistence in even-mass nuclei
1992
The Effect of Financial Development on Convergence: Theory and Evidence*
2005 StandoutNobel
OIL PRICE SHOCKS AND STOCK MARKET BOOMS IN AN OIL EXPORTING COUNTRY
2009
Efficient estimation of panel data models with strictly exogenous explanatory variables
1999
The Distribution of Realized Exchange Rate Volatility
2001 Standout
Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources
1998
Portfolio Performance Measurement: Theory and Applications
1996
How Is Tax Policy Conducted Over the Business Cycle?
2015
The distribution of realized stock return volatility
2001 Standout
How to do Xtabond2: An Introduction to Difference and System GMM in Stata
2006 Standout
Personal Bankruptcy and Credit Supply and Demand
1997
Oil and stock market volatility: A multivariate stochastic volatility perspective
2011
Local asymptotic distribution related to the AR(1) model with dependent errors
1994
Political Connections and Corporate Bailouts
2006 Standout
Forecasting volatility in the New Zealand stock market
2002
Cross‐Border Diversification in Bank Asset Portfolios*
2010
Self-consistent mean-field models for nuclear structure
2003 Standout
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
2000
The Fall of the Labor Share and the Rise of Superstar Firms*
2020
Survey of single-particle states in the mass regionA > 228
1977
The Cross‐Section of Volatility and Expected Returns
2006 Standout
U.S. banking deregulation and self-employment: A differential impact on those in need
2007
Works of Bent E. Sørensen being referenced
Interference phenomena in heavy ion induced two-nucleon transfer reactions
1977
Continuous Record Asymptotics in Systems of Stochastic Differential Equations
1992
A Continuous-Time Arbitrage-Pricing Model With Stochastic Volatility and Jumps
1996
Worker Flows and Job Flows in Danish Manufacturing, 1980‐91
1998
The Credit-Constrained Consumer: An Empirical Study of Demand and Supply in the Loan Market
1992
How to Construct Nationally Representative Firm Level Data from the ORBIS Global Database
2015
International risk sharing and European monetary unification
1998
GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994)
1997
Risk Sharing and Portfolio Allocation in EMU
2008
On the description of fermion systems in boson representations (II). Further discussion of the degenerate model and the y0degree of freedom
1968
Economic integration, industrial specialization, and the asymmetry of macroeconomic fluctuations
2001
Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
1999
Output fluctuations and fiscal policy: U.S. state and local governments 1978–1994
2001
The importance of indirect transitions on (p, t) reactions on deformed nuclei
1972
Home bias and international risk sharing: Twin puzzles separated at birth
2007
Channels of Interstate Risk Sharing: United States 1963-1990
1996 Standout
The Credit-Constrained Consumer: An Empirical Study of Demand and Supply in the Loan Market
1992
U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income
2007
Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend
1994
GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study
1996
The 6.05 MeV 0+ state in 16O: A shape isomer
1973
Quantifying Productivity Gains from Foreign Investment
2013
U.S. Banking Deregulation, Small Businesses, and Interstate Insurance of Personal Income
2004
A Continuous-Time Arbitrage-Pricing Model with Stochastic Volatility and Jumps
1996
Risk Sharing and Industrial Specialization: Regional and International Evidence
2001
Static quadrupole moment of the collective octupole vibration in 208Pb
1971