Alex R. Horenstein

Economics and Econometrics · 2013

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 37 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 14 citations into it; #1,908 of 23,481 by trust here, #6,687 by citations
• Finance — 5 citations into it; #970 of 10,518 by trust here, #2,660 by citations
• Statistics and Probability — 5 citations into it; #1,279 of 12,932 by trust here, #2,629 by citations

Whom Alex R. Horenstein trusts overall

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

1. Jushan Bai
2. James H. Stock
3. A. Onatski
4. Serena Ng
5. Mark W. Watson
6. Gary Chamberlain

Who trusts Alex R. Horenstein overall

1. Jianqing Fan
2. Liangjun Su
3. S. Freyaldenhoven
4. Lorenzo Trapani
5. Ruoxuan Xiong
6. Yacine Aït-Sahalia
7. Markus Pelger
8. H. R. Moon
9. Elynn Y. Chen
10. Art B. Owen

Papers from Alex R. Horenstein's perspective

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

1. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
2. Inferential Theory for Factor Models of Large Dimensions
3. Forecasting Using Principal Components From a Large Number of Predictors
4. Determining the Number of Factors in Approximate Factor Models
5. Determining the Number of Factors from Empirical Distribution of Eigenvalues (Review of Economics and Statistics)
6. A PANIC Attack on Unit Roots and Cointegration
7. Macroeconomic Forecasting Using Diffusion Indexes
8. Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel
9. Are more data always better for factor analysis
10. Monetary Policy in a Data-Rich Environment

Their papers

• Eigenvalue Ratio Test for the Number of Factors (2013) — 834 citations