Jonathan A. Parker

Economics and Econometrics · with Aït-Sahalia · 2001–2007

A researcher in the Science corpus: 4 papers; trusts 6 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 19 citations into it; #10,223 of 23,481 by trust here, #6,146 by citations
• Accounting — 13 citations into it; #3,881 of 8,970 by trust here, #2,669 by citations
• Finance — 10 citations into it; #4,740 of 10,518 by trust here, #2,835 by citations

Whom Jonathan A. Parker trusts overall

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

1. O. Attanasio
2. James H. Stock
3. Christopher Otrok
4. Annette Vissing-Jorgensen
5. Kjetil Storesletten
6. G. Weber

Who trusts Jonathan A. Parker overall

1. Fatih Guvenen
2. Jessica A. Wachter
3. E. Dimson
4. Alexander David

Papers from Jonathan A. Parker's perspective

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

1. A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
2. Habit formation: a resolution of the equity premium puzzle?
3. Consumption Growth, the Inter-est Rate and Aggregation
4. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
5. Problems with Instrumental Variables Estimation when the Correlation between the Instruments and the Endogenous Explanatory Variable is Weak
6. ALTERNATIVE APPROXIMATIONS TO THE DISTRIBUTIONS OF INSTRUMENTAL VARIABLE ESTIMATORS
7. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
8. International Business Cycles: World, Region, and Country-Specific Factors
9. Firm-specific capital, nominal rigidities and the business cycle
10. Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators

Their papers

• Luxury Goods and the Equity Premium (2004) — 410 citations
• Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns (2007) — 169 citations
• Precautionary Saving and Consumption Fluctuations (2005) — 130 citations
• The Empirical Importance of Precautionary Saving (2001) — 139 citations