Gregory Connor

Economics and Econometrics · 1986–2012

A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Gregory Connor trusts overall

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

  1. Jushan Bai
  2. M. Hashem
  3. C. Stone
  4. Gary Chamberlain
  5. Oliver B. Linton
  6. Mark Grinblatt
  7. Serena Ng
  8. Andrew Ang
  9. Sheridan Titman
  10. Enno Mammen

Who trusts Gregory Connor overall

  1. Jushan Bai
  2. Sydney C. Ludvigson
  3. Serena Ng
  4. James H. Stock
  5. Jianqing Fan
  6. In Choi
  7. Amit Goyal
  8. Christopher S. Jones
  9. Mark W. Watson
  10. George Kapetanios

Papers from Gregory Connor's perspective

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

  1. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  2. Inferential Theory for Factor Models of Large Dimensions
  3. Determining the Number of Factors in Approximate Factor Models
  4. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (Social Science Research Network)
  5. The Persistence of Mutual Fund Performance
  6. The Cross-Section of Volatility and Expected Returns
  7. Optimal Rates of Convergence for Nonparametric Estimators
  8. Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods1
  9. Regression Shrinkage and Selection via the Lasso
  10. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Their papers