Ryan Greenaway-McGrevy

Economics and Econometrics · 2012

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Ryan Greenaway-McGrevy trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jushan Bai
  2. Serena Ng
  3. James H. Stock
  4. Peter C. B. Phillips
  5. Mark W. Watson
  6. In Choi
  7. M. Hashem

Who trusts Ryan Greenaway-McGrevy overall

  1. Liangjun Su
  2. Joakim Westerlund

Papers from Ryan Greenaway-McGrevy's perspective

Ordered by how strongly the researchers Ryan Greenaway-McGrevy trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Inferential Theory for Factor Models of Large Dimensions
  2. Forecasting Using Principal Components From a Large Number of Predictors
  3. Determining the Number of Factors in Approximate Factor Models
  4. Determining the number of factors in approximate factor models with global and group-specific factors
  5. Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
  6. Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence
  7. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  8. Monetary Policy in a Data-Rich Environment
  9. Are more data always better for factor analysis
  10. Eigenvalue Ratio Test for the Number of Factors

Their papers