David F. Henry
Economics and Econometrics · 2018
A researcher in the Science corpus: 1 paper; trusts 14 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 38 citations into it
- Finance — 18 citations into it
- Statistics and Probability — 8 citations into it
Whom David F. Henry trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- James H. Stock
- A. Onatski
- Mark W. Watson
- Noureddine El Karoui
- Serena Ng
- Domenico Giannone
- M. Forni
Who trusts David F. Henry overall
Papers from David F. Henry's perspective
Ordered by how strongly the researchers David F. Henry trusts endorse each paper. Same corpus, a different order for every researcher.
- Inferential Theory for Factor Models of Large Dimensions
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Determining the Number of Factors in Approximate Factor Models
- Forecasting Using Principal Components From a Large Number of Predictors
- Nowcasting: the real time informational content of macroeconomic data releases
- International Business Cycles: World, Region, and Country-Specific Factors
- Nber Working Paper Series Measuring the Effects of Monetary Policy : a Factor-augmented Vector Autoregressive ( Favar ) Approach
- Large Dimensional Factor Analysis
- Determining the Number of Primitive Shocks in Factor Models
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT (Econometric Theory)
Their papers
- DYNAMIC FACTOR MODELS (2018) — 539 citations