Clifford M. Hurvich
Finance · 2000–2013
A researcher in the Science corpus: 9 papers; trusts 37 researchers and is trusted by 55 researchers here, as inferred from the citation graph.
Subfields
- Finance — 33 citations into it; #921 of 10,518 by trust here, #1,670 by citations
- Economics and Econometrics — 28 citations into it; #1,184 of 23,481 by trust here, #3,351 by citations
- Statistics and Probability — 21 citations into it; #3,732 of 12,932 by trust here, #5,126 by citations
- Accounting — 6 citations into it
- Artificial Intelligence — 5 citations into it
Whom Clifford M. Hurvich trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Peter M. Robinson
- Willa W. Chen
- Daniel B. Nelson
- Tim Bollerslev
- Hui Zou
- Y. Amihud
- Grace Wahba
- Robert Tibshirani
- Jianqing Fan
- J. Lewellen
Who trusts Clifford M. Hurvich overall
- Katsumi Shimotsu
- Morten Ørregaard Nielsen
- Peter M. Robinson
- Willa W. Chen
- Gilles Faÿ
- Violetta Dalla
- Peter C. B. Phillips
- Eric Moulines
- Xing Han
- Maik Schmeling
Papers from Clifford M. Hurvich's perspective
Ordered by how strongly the researchers Clifford M. Hurvich trusts endorse each paper. Same corpus, a different order for every researcher.
- Regression Shrinkage and Selection via the Lasso
- Generalized autoregressive conditional heteroskedasticity
- The Adaptive Lasso and Its Oracle Properties
- On Model Selection Consistency of Lasso
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Nonconcave penalized likelihood with a diverging number of parameters
- Smoothing noisy data with spline functions
- The Elements of Statistical Learning
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- The Elements of Statistical Learning: Data Mining, Inference, and Prediction
Their papers
- ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS (2001) — 155 citations
- Predictive Regressions: A Reduced-Bias Estimation Method (2004) — 309 citations
- Semiparametric estimation of fractional cointegrating subspaces (2006) — 67 citations
- An Efficient Taper for Potentially Overdifferenced Long‐memory Time Series (2000) — 115 citations
- Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models (2013) — 70 citations
- Estimating Long Memory in Volatility (2005) — 132 citations
- Semiparametric Estimation of Multivariate Fractional Cointegration (2003) — 53 citations
- Multiple-Predictor Regressions: Hypothesis Testing (2009) — 155 citations
- Long memory in intertrade durations, counts and realized volatility of NYSE stocks (2010) — 47 citations