Anindya Banerjee

Economics and Econometrics · 2001–2017

A researcher in the Science corpus: 12 papers; trusts 64 researchers and is trusted by 40 researchers here, as inferred from the citation graph.

Subfields

Whom Anindya Banerjee trusts overall

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

  1. James H. Stock
  2. Jushan Bai
  3. Mark W. Watson
  4. M. Hashem
  5. Serena Ng
  6. Ken West
  7. Massimiliano Marcellino
  8. P. Pedroni
  9. M. Pesaran
  10. Peter M. Robinson

Who trusts Anindya Banerjee overall

  1. Jushan Bai
  2. J. Breitung
  3. Katsumi Shimotsu
  4. C. Gengenbach
  5. Massimiliano Marcellino
  6. Fulvio Corsi
  7. Josep Lluís Carrion‐i‐Silvestre
  8. Joakim Westerlund
  9. D. Herzer
  10. Kyongwook Choi

Papers from Anindya Banerjee's perspective

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

  1. Macroeconomic Forecasting Using Diffusion Indexes
  2. Monetary Policy in a Data-Rich Environment
  3. Determining the Number of Factors in Approximate Factor Models
  4. Generalized autoregressive conditional heteroskedasticity
  5. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  6. Inferential Theory for Factor Models of Large Dimensions
  7. A PANIC Attack on Unit Roots and Cointegration
  8. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  9. Forecasting Using Principal Components From a Large Number of Predictors
  10. Statistics for long-memory processes

Their papers