Noh-Sun Kwark
Economics and Econometrics · 2018
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 30 citations into it
Whom Noh-Sun Kwark trusts
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai (in Economics and Econometrics)
- Serena Ng (in Economics and Econometrics)
Papers from Noh-Sun Kwark's perspective
Ordered by how strongly the researchers Noh-Sun Kwark trusts endorse each paper. Same corpus, a different order for every researcher.
- Inferential Theory for Factor Models of Large Dimensions
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Are more data always better for factor analysis
- Monetary Policy in a Data-Rich Environment
- Determining the Number of Factors in Approximate Factor Models
- Forecasting Using Principal Components From a Large Number of Predictors
- Macroeconomic Forecasting Using Diffusion Indexes
- A PANIC Attack on Unit Roots and Cointegration
- Nber Working Paper Series Measuring the Effects of Monetary Policy : a Factor-augmented Vector Autoregressive ( Favar ) Approach
- Determining the Number of Factors in the General Dynamic Factor Model
Their papers
- A multilevel factor model: Identification, asymptotic theory and applications (2018) — 54 citations