Jana Eklund

Economics and Econometrics · 2007–2009

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 10 citations into it; #5,681 of 23,481 by trust here, #14,996 by citations
• Management Science and Operations Research — 6 citations into it; #2,493 of 11,946 by trust here, #6,888 by citations

Whom Jana Eklund trusts overall

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

1. Spyros Makridakis
2. M. Hibon
3. Robert Fildes
4. James H. Stock
5. Mark W. Watson
6. Allan G. Timmermann

Who trusts Jana Eklund overall

1. Tomohiro Ando
2. Martin Feldkircher
3. Mark F. J. Steel
4. Ker-Chau Li
5. A. Jore
6. Quan J. Wang
7. James Mitchell
8. Andrew Schepen
9. James H. Stock
10. Frank T.-C. Tsai

Papers from Jana Eklund's perspective

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

1. Time Series Analysis by State Space Methods
2. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
3. Forecasting, Structural Time Series Models and the Kalman Filter
4. The M3-Competition: results, conclusions and implications
5. Choosing the Number of Instruments
6. Microeconometrics: Maximum Likelihood and Nonlinear Least-Squares Estimation
7. Bagging Predictors
8. Estimating the Dimension of a Model
9. Out-of-sample tests of forecasting accuracy: an analysis and review
10. Regression Shrinkage and Selection via the Lasso

Their papers

• Forecast Combination and Model Averaging Using Predictive Measures (2007) — 195 citations
• A State Space Approach to Extracting the Signal From Uncertain Data (2009) — 54 citations