Brandon Bates
Economics and Econometrics · with Plagborg-Møller · 2013
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 12 citations into it; #15,290 of 23,481 by trust here, #14,051 by citations
- Finance — 6 citations into it
Whom Brandon Bates trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- James H. Stock
- Serena Ng
- Mark W. Watson
- M. Forni
- J. Breitung
- M. Pesaran
- Marc Hallin
- Anindya Banerjee
- Marco Lippi
Who trusts Brandon Bates overall
Papers from Brandon Bates's perspective
Ordered by how strongly the researchers Brandon Bates trusts endorse each paper. Same corpus, a different order for every researcher.
- Forecasting Using Principal Components From a Large Number of Predictors
- Large Dimensional Factor Analysis
- Determining the Number of Factors in Approximate Factor Models
- Forecasting in dynamic factor models subject to structural instability
- Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
- The Generalized Dynamic-Factor Model: Identification and Estimation
- Testing for Structural Breaks in Dynamic Factor Models (Social Science Research Network)
- Small Sample Properties of Forecasts from Autoregressive Models Under Structural Breaks (Social Science Research Network)
- Selection of estimation window in the presence of breaks
Their papers
- Consistent Factor Estimation in Dynamic Factor Models with Structural Instability (2013) — 140 citations