Simon Reese
Economics and Econometrics · 2017–2018
A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 40 citations into it; #17,183 of 23,481 by trust here, #19,308 by citations
- Statistics and Probability — 10 citations into it
Whom Simon Reese trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- M. Hashem
- Jinyong Hahn
- Cheng Hsiao
- M. Pesaran
- Vasileios Sarafidis
- Joakim Westerlund
- G. Kuersteiner
- Takashi Yamagata
- A. Chudik
Who trusts Simon Reese overall
Papers from Simon Reese's perspective
Ordered by how strongly the researchers Simon Reese trusts endorse each paper. Same corpus, a different order for every researcher.
- Inferential Theory for Factor Models of Large Dimensions
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both N and T are Large
- Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets
- REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL (Econometric Theory)
- Diagnostic Tests of Cross‐Section Independence for Limited Dependent Variable Panel Data Models*
- A test of cross section dependence for a linear dynamic panel model with regressors
- On the estimation and inference in factor-augmented panel regressions with correlated loadings
- A simple panel unit root test in the presence of cross-section dependence
- Macroeconomic Forecasting Using Diffusion Indexes
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
Their papers
- On the Role of the Rank Condition in CCE Estimation of Factor-Augmented Panel Regressions (2017) — 67 citations
- The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation (2018) — 310 citations