Alain Guay

Economics and Econometrics · 2005–2008

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 12 citations into it; #14,256 of 23,481 by trust here, #17,969 by citations

Whom Alain Guay trusts overall

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

1. Kurt Annen
2. Mehmet Caner
3. Robert Sollis
4. Charles R. Nelson
5. B. Hansen

Who trusts Alain Guay overall

1. M. Stigler
2. Rehim Kilic

Papers from Alain Guay's perspective

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

1. Trends and random walks in macroeconmic time series: Some evidence and implications
2. THRESHOLD AUTOREGRESSION WITH A UNIT ROOT
3. Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates
4. Tests for Asymmetry in Possibly Nonstationary Time Series Data
5. The Hodrick–Prescott filter, the Slutzky effect, and the distortionary effect of filters
6. Regression Shrinkage and Selection via the Lasso
7. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
8. Asymptotic efficiency in estimation with conditional moment restrictions
9. A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
10. ROOT-N-CONSISTENT SEMIPARAMETRIC REGRESSION

Their papers

• Adaptive consistent unit-root tests based on autoregressive threshold model (2008) — 55 citations
• Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles? (2005) — 129 citations