Ana‐Maria Fuertes

Economics and Econometrics · 2001–2018

A researcher in the Science corpus: 8 papers; trusts 22 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 104 citations into it; #7,666 of 23,481 by trust here, #6,687 by citations
• Finance — 89 citations into it; #8,015 of 10,518 by trust here, #5,336 by citations
• Accounting — 29 citations into it
• Management Science and Operations Research — 13 citations into it; #8,866 of 11,946 by trust here, #7,638 by citations
• Statistics and Probability — 12 citations into it

Whom Ana‐Maria Fuertes trusts overall

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

1. Allan G. Timmermann
2. Jushan Bai
3. P. R. Hansen
4. Gary B. Gorton
5. Joshua D. Angrist
6. Graham Elliott
7. Claude B. Erb
8. Serena Ng
9. H. R. Moon
10. Peter C. B. Phillips

Who trusts Ana‐Maria Fuertes overall

1. M. Eberhardt
2. M. Pesaran
3. D. Basu
4. F. Teal
5. Joëlle Miffre
6. Cheng Hsiao
7. Jerry Coakley
8. Elisa Tosetti
9. Perry Sadorsky
10. James Chong

Papers from Ana‐Maria Fuertes's perspective

Ordered by how strongly the researchers Ana‐Maria Fuertes trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Determining the Number of Factors in Approximate Factor Models
3. A PANIC Attack on Unit Roots and Cointegration
4. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
5. Chapter 4 Forecast Combinations
6. Regression Shrinkage and Selection via the Lasso
7. Forecasting Using Principal Components From a Large Number of Predictors
8. A Reality Check for Data Snooping
9. A New Look at Panel Testing of Stationarity and the PPP Hypothesis
10. A Test for Superior Predictive Ability

Their papers

• Unobserved heterogeneity in panel time series models (2006) — 295 citations
• Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals (2010) — 208 citations
• Small sample properties of panel time-series estimators with I(1) errors (2001) — 50 citations
• A Survival Analysis of Islamic and Conventional Banks (2016) — 145 citations
• The Skewness of Commodity Futures Returns (2018) — 116 citations
• Optimally Harnessing Inter-Day and Intra-Day Information for Daily Value-at-Risk Prediction (2013) — 50 citations
• Is the Feldstein-Horioka Puzzle History? (2004) — 153 citations
• A Principal Components Approach to Cross-Section Dependence in Panels (2002) — 135 citations