Stephen Wright

2005

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Stephen Wright trusts

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

  1. James H. Stock (in Economics and Econometrics)
  2. Mark W. Watson (in Economics and Econometrics)

Papers from Stephen Wright's perspective

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

  1. Macroeconomic Forecasting Using Diffusion Indexes
  2. An Introduction to Multivariate Statistical Analysis
  3. Determining the number of factors in approximate factor models with global and group-specific factors
  4. Are more data always better for factor analysis
  5. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  6. Eigenvalue Ratio Test for the Number of Factors
  7. Nowcasting: the real time informational content of macroeconomic data releases
  8. Monetary Policy in a Data-Rich Environment
  9. Determining the Number of Factors in Approximate Factor Models
  10. Large Dimensional Factor Analysis

Their papers