Carlos Castro

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 15 citations into it
• Economics and Econometrics — 13 citations into it
• Statistics and Probability — 7 citations into it
• Management Science and Operations Research — 5 citations into it

Whom Carlos Castro trusts overall

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

1. Victor Chernozhukov
2. Roger W. Koenker
3. Donald W. K. Andrews
4. Giulio Girardi
5. Emanuel Parzen
6. Christian Hansen
7. Alberto Abadie
8. Iv'an Fern'andez-Val
9. J. Chan-Lau
10. A. Ergun

Who trusts Carlos Castro overall

1. Mauro Bernardi

Papers from Carlos Castro's perspective

Ordered by how strongly the researchers Carlos Castro trusts endorse each paper. Same corpus, a different order for every researcher.

1. Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models
2. Inference on the Quantile Regression Process
3. Conditional value-at-risk: Aspects of modeling and estimation
4. Subsampling Inference on Quantile Regression Processes
5. Regression Shrinkage and Selection via the Lasso
6. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
7. Instrumental quantile regression inference for structural and treatment effect models
8. The asymptotic variance of semiparametric estimators
9. Nonparametric Statistical Data Modeling
10. Some Asymptotic Theory for the Bootstrap

Their papers

• Measuring and testing for the systemically important financial institutions (2012) — 147 citations