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Big data analytics in economics: What have we learned so far, and where should we go from here?

The Canadian journal of economics, 2018-08, Vol.51 (3), p.695-746

2018

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A survey of dynamic Nelson-Siegel models, diffusion indexes, and big data methods for predicting interest rates

Quantitative finance and economics, 2019-01, Vol.3 (1), p.22-45

2019

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Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr

1. Aufl., 2013

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Robust forecast superiority testing with an application to assessing pools of expert forecasters

Journal of applied econometrics (Chichester, England), 2023-06, Vol.38 (4), p.596-622

2023

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Further Evidence on the Usefulness of Real-Time Datasets for Economic Forecasting

Quantitative finance and economics, 2017-01, Vol.1 (1), p.2-25

2017

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Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations

Journal of applied econometrics (Chichester, England), 2020-08, Vol.35 (5), p.587-613

2020

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Macroeconomic and financial mixed frequency factors in a big data environment

Journal of the Royal Statistical Society Series C: Applied Statistics, 2024-06, Vol.73 (3), p.682-714

2024

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Methods for backcasting, nowcasting and forecasting using factor‐MIDAS: With an application to Korean GDP

Journal of forecasting, 2018-04, Vol.37 (3), p.281-302

2018

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ROBUST FORECAST COMPARISON

Econometric theory, 2017-12, Vol.33 (6), p.1306-1351

2017

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Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors

Journal of forecasting, 2020-01, Vol.39 (1), p.18-36

2020

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Consistent Estimation with a Large Number of Weak Instruments

Econometrica, 2005-09, Vol.73 (5), p.1673-1692

2005

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ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS

Econometric theory, 2012-02, Vol.28 (1), p.42-86

2012

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Instrumental variable estimation with heteroskedasticity and many instruments

Quantitative economics, 2012-07, Vol.3 (2), p.211-255

2012

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NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES

International economic review (Philadelphia), 2007-02, Vol.48 (1), p.67-109

2007

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How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models

Journal of money, credit and banking, 2007-09, Vol.39 (6), p.1481-1508

2007

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International evidence on the efficacy of new-Keynesian models of inflation persistence

Journal of applied econometrics (Chichester, England), 2010-01, Vol.25 (1), p.31-54

2010

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Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data

2021

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A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS

Econometric theory, 2005-10, Vol.21 (5), p.991-1016

2005

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Diffusion index models and index proxies: recent results and new directions

European journal of pure and applied mathematics, 2010, Vol.3 (3), p.478-501

2010

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Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps

Missing Data Methods: Time-Series Methods and Applications, 2011, Vol.27 Part 2, p.179-233

2011

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Choosing among competing econometric forecasts: Regression-based forecast combination using model selection

Journal of forecasting, 2001-09, Vol.20 (6), p.425-440

2001

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Combining Two Consistent Estimators

Essays in Honor of Jerry Hausman, 2012, Vol.29, p.33-53

2012

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An Expository Note on the Existence of Moments of Fuller and HFUL Estimators

Essays in Honor of Jerry Hausman, 2012, Vol.29, p.87-106

2012

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Monetary Policy Rules with Model and Data Uncertainty

Southern economic journal, 2002-10, Vol.69 (2), p.239-265

2002

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The Routledge History Of Medieval Christianity: 1050-1500

1, 2015

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Big data analytics in economics: What have we learned so far, and where should we go from here?

A survey of dynamic Nelson-Siegel models, diffusion indexes, and big data methods for predicting interest rates

Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr

Robust forecast superiority testing with an application to assessing pools of expert forecasters

Further Evidence on the Usefulness of Real-Time Datasets for Economic Forecasting

Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations

Macroeconomic and financial mixed frequency factors in a big data environment

Methods for backcasting, nowcasting and forecasting using factor‐MIDAS: With an application to Korean GDP

ROBUST FORECAST COMPARISON

Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors

Consistent Estimation with a Large Number of Weak Instruments

ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS

Instrumental variable estimation with heteroskedasticity and many instruments

NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES

How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models

International evidence on the efficacy of new-Keynesian models of inflation persistence

Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data

A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS

Diffusion index models and index proxies: recent results and new directions

Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps

Choosing among competing econometric forecasts: Regression-based forecast combination using model selection

Combining Two Consistent Estimators

An Expository Note on the Existence of Moments of Fuller and HFUL Estimators

Monetary Policy Rules with Model and Data Uncertainty

The Routledge History Of Medieval Christianity: 1050-1500

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