A. Chudik
Economics and Econometrics · 2011–2020
A researcher in the Science corpus: 7 papers; trusts 30 researchers and is trusted by 39 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 90 citations into it; #1,744 of 23,481 by trust here, #2,190 by citations
- Finance — 30 citations into it
- Statistics and Probability — 12 citations into it; #9,754 of 12,932 by trust here, #10,855 by citations
Whom A. Chudik trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- M. Pesaran
- James H. Stock
- Jushan Bai
- Harald Uhlig
- M. Forni
- Mark W. Watson
- M. Hashem
- Georgios P. Georgiadis
- Lung-fei Lee
- Trevor J. Hastie
Who trusts A. Chudik overall
- Avik Sinha
- M. Pesaran
- Georgios P. Georgiadis
- Muhammad Shahbaz
- Hashem Pesaran
- Milda Norkute
- M. Eberhardt
- Artūras Juodis
- Cheng Hsiao
- Vasilis Sarafidis
Papers from A. Chudik's perspective
Ordered by how strongly the researchers A. Chudik trusts endorse each paper. Same corpus, a different order for every researcher.
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Macroeconomic Forecasting Using Diffusion Indexes
- Determining the Number of Factors in Approximate Factor Models
- Eigenvalue Ratio Test for the Number of Factors
- Estimating the Dimension of a Model
- Regression Shrinkage and Selection via the Lasso
- A simple panel unit root test in the presence of cross-section dependence
- What are the Effects of Monetary Policy on Output? : Results from an Agnostic Identification Procedure
- High dimensional covariance matrix estimation using a factor model
- Analysis of a complex of statistical variables into principal components.
Their papers
- Weak and Strong Cross Section Dependence and Estimation of Large Panels (2011) — 739 citations
- Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors (2015) — 2,069 citations
- Large Panel Data Models with Cross-Sectional Dependence (2015) — 47 citations
- Theory and Practice of GVAR Modeling (2016) — 148 citations
- Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit (2013) — 178 citations
- A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model (2020) — 112 citations
- Is There a Debt-threshold Effect on Output Growth?1 (2015) — 141 citations