Charles R. Nelson
Economics and Econometrics · 1982–2007
A researcher in the Science corpus: 11 papers; trusts 11 researchers and is trusted by 21 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 23 citations into it; #3,937 of 23,481 by trust here, #4,516 by citations
- Finance — 11 citations into it; #6,359 of 10,518 by trust here, #5,014 by citations
Whom Charles R. Nelson trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- James H. Stock
- C. Chatfield
- Douglas O. Staiger
- Theodore W. Anderson
- Thomas Laubach
- Timothy Cogley
- Donald W. K. Andrews
- Wayne A. Fuller
- Ravi Bansal
- Jean Boivin
Who trusts Charles R. Nelson overall
- Stephan Popp
- Amit Sen
- Clive W. J. Granger
- Pierre Perron
- Eiji Kurozumi
- Ignacio N. Lobato
- Paresh Kumar Narayan
- Peter C. B. Phillips
- C. Tang
- Roger W. Koenker
Papers from Charles R. Nelson's perspective
Ordered by how strongly the researchers Charles R. Nelson trusts endorse each paper. Same corpus, a different order for every researcher.
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Problems with Instrumental Variables Estimation when the Correlation between the Instruments and the Endogenous Explanatory Variable is Weak
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Instrumental Variables Regression with Weak Instruments
- A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
- Evolving Post-World War II U.S. Inflation Dynamics (NBER macroeconomics annual)
- Prices and unit labor costs: a new test of price stickiness $
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- GMM WITH WEAK IDENTIFICATION
Their papers
- The Less-Volatile U.S. Economy (2001) — 169 citations
- The Uncertain Trend in U.S. GDP (2000) — 133 citations
- Markov Regime Switching and Unit-Root Tests (2000) — 138 citations
- Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different? (2003) — 515 citations
- Estimation of a Forward-Looking Monetary Policy Rule: A Time-Varying Parameter Model using Ex-Post Data (2006) — 232 citations
- Why are stock returns and volatility negatively correlated (2007) — 112 citations
- Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified (2007) — 59 citations
- Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? (2004) — 129 citations
- New measures of the output gap based on the forward-looking new Keynesian Phillips curve (2007) — 123 citations
- The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models (2007) — 71 citations
- Trends and random walks in macroeconmic time series: Some evidence and implications (1982)