R. Giacomini

Economics and Econometrics · 2001–2013

A researcher in the Science corpus: 8 papers; trusts 37 researchers and is trusted by 123 researchers here, as inferred from the citation graph.

Subfields

Whom R. Giacomini trusts overall

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

  1. Barbara Rossi
  2. Ken West
  3. James H. Stock
  4. Donald W. K. Andrews
  5. Todd E. Clark
  6. Michael W. McCracken
  7. Halbert White
  8. Graham Elliott
  9. Mark W. Watson
  10. Gary Koop

Who trusts R. Giacomini overall

  1. Barbara Rossi
  2. Andrew J. Patton
  3. Todd E. Clark
  4. Cees G. H. Diks
  5. A. Opschoor
  6. Tilmann Gneiting
  7. N. Shephard
  8. Dick Van Dijk
  9. Yiannis Kamarianakis
  10. Allan G. Timmermann

Papers from R. Giacomini's perspective

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

  1. Asymptotic Inference about Predictive Ability
  2. Macroeconomic Forecasting Using Diffusion Indexes
  3. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
  4. A Reality Check for Data Snooping
  5. Testing for structural change in conditional models
  6. Forecasting Output and Inflation: The Role of Asset Prices
  7. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  8. Robust out-of-sample inference
  9. Higher‐Order Improvements of a Computationally Attractive k‐Step Bootstrap for Extremum Estimators
  10. Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods

Their papers