José Luis Leyva Montiel
Economics and Econometrics · 2020
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 15 citations into it
- Finance — 7 citations into it
- Statistics and Probability — 6 citations into it
Whom José Luis Leyva Montiel trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lutz Kilian
- V. Ramey
- Nikolay Gospodinov
- James H. Stock
- A. Inoue
- Emi Nakamura
- T. Armstrong
- Edward Herbst
- Donald W. K. Andrews
- Mark W. Watson
Papers from José Luis Leyva Montiel's perspective
Ordered by how strongly the researchers José Luis Leyva Montiel trusts endorse each paper. Same corpus, a different order for every researcher.
- Uniform Inference in Autoregressive Models
- Macroeconomic Shocks and Their Propagation
- Bootstrapping autoregressive processes with possible unit roots
- Long-horizon regressions: theoretical results and applications
- Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
- Small sample confidence intervals for multivariate impulse response functions at long horizons
- Identification in Macroeconomics (Journal of Economic Perspectives)
- Stochastic Limit Theory : An Introduction for Econometricians
- How Reliable Are Local Projection Estimators of Impulse Responses? (Review of Economics and Statistics)
- Time Series Analysis
Their papers
- Local Projection Inference Is Simpler and More Robust Than You Think (2020) — 281 citations