Lucia Alessi

Economics and Econometrics · 2008–2014

A researcher in the Science corpus: 3 papers; trusts 9 researchers and is trusted by 21 researchers here, as inferred from the citation graph.

Subfields

Whom Lucia Alessi trusts overall

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

  1. M. Forni
  2. Jushan Bai
  3. Marc Hallin
  4. Serena Ng
  5. Marco Lippi
  6. C. Borio
  7. Mathias Drehmann
  8. L. Reichlin
  9. Domenico Giannone
  10. R. Liska

Who trusts Lucia Alessi overall

  1. Jianqing Fan
  2. M. Forni
  3. Lorenzo Trapani
  4. S. Freyaldenhoven
  5. Matteo Barigozzi
  6. Jushan Bai
  7. Yacine Aït-Sahalia
  8. Yuan Liao
  9. Art B. Owen
  10. Marco Lippi

Papers from Lucia Alessi's perspective

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

  1. Determining the Number of Factors in Approximate Factor Models
  2. Determining the Number of Factors from Empirical Distribution of Eigenvalues (Review of Economics and Statistics)
  3. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  4. Monetary Policy in a Data-Rich Environment
  5. Are more data always better for factor analysis
  6. Unit root tests for panel data
  7. Determining the Number of Factors in the General Dynamic Factor Model
  8. Eigenvalue Ratio Test for the Number of Factors
  9. OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS (Econometric Theory)
  10. Comparing early warning systems for banking crises

Their papers