Simon Lee

Economics and Econometrics · 2020

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 15 citations into it
• Finance — 7 citations into it
• Statistics and Probability — 6 citations into it

Whom Simon Lee trusts overall

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

1. Lutz Kilian

Papers from Simon Lee's perspective

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

1. Uniform Inference in Autoregressive Models
2. Macroeconomic Shocks and Their Propagation
3. Bootstrapping autoregressive processes with possible unit roots
4. Long-horizon regressions: theoretical results and applications
5. Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
6. Small sample confidence intervals for multivariate impulse response functions at long horizons
7. Time Series Analysis
8. Structural Vector Autoregressive Analysis
9. Predictive regression under various degrees of persistence and robust long-horizon regression
10. Stochastic Limit Theory : An Introduction for Econometricians

Their papers

• Local Projection Inference Is Simpler and More Robust Than You Think (2020) — 281 citations