Natalia Bailey
Economics and Econometrics · 2003–2020
A researcher in the Science corpus: 3 papers; trusts 25 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 44 citations into it
- Statistics and Probability — 19 citations into it
- Finance — 8 citations into it
- Artificial Intelligence — 5 citations into it
Whom Natalia Bailey trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- M. Hashem
- George Kapetanios
- A. Onatski
- Jushan Bai
- M. Forni
- James H. Stock
- Seung C. Ahn
- Luc Anselin
- Serena Ng
- Joshua Gallin
Papers from Natalia Bailey's perspective
Ordered by how strongly the researchers Natalia Bailey trusts endorse each paper. Same corpus, a different order for every researcher.
- Macroeconomic Forecasting Using Diffusion Indexes
- Eigenvalue Ratio Test for the Number of Factors
- Determining the Number of Factors from Empirical Distribution of Eigenvalues (Review of Economics and Statistics)
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY (Econometric Theory)
- Determining the Number of Factors in Approximate Factor Models
- A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
- Testing Slope Homogeneity in Large Panels (Social Science Research Network)
- Inferential Theory for Factor Models of Large Dimensions
Their papers
- Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices (2020) — 83 citations
- Exponent of Cross-Sectional Dependence: Estimation and Inference (2016) — 241 citations
- Dynamic factor analysis to estimate common trends in fisheries time series (2003) — 312 citations