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Unobservable Selection and Coefficient Stability: Theory and Evidence

Journal of business & economic statistics, 2019-04, Vol.37 (2), p.187-204

Oster, Emily

2019

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Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs

Journal of business & economic statistics, 2019-07, Vol.37 (3), p.447-456

2019

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The Promise and Pitfalls of Differences-in-Differences: Reflections on 16 and Pregnant and Other Applications

Journal of business & economic statistics, 2020-07, Vol.38 (3), p.613-620

2020

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Identification of peer effects through social networks

Journal of econometrics, 2009-05, Vol.150 (1), p.41-55

2009

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Causal Interpretations of Black-Box Models

Journal of business & economic statistics, 2021-01, Vol.39 (1), p.272-281

2021

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FRED-MD: A Monthly Database for Macroeconomic Research

Journal of business & economic statistics, 2016-10, Vol.34 (4), p.574-589

2016

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Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models

Journal of business & economic statistics, 2012-01, Vol.30 (1), p.67-80

Lewbel, Arthur

2012

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Social Networks and the Identification of Peer Effects

Journal of business & economic statistics, 2013-07, Vol.31 (3), p.253-264

2013

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EXPORT DIVERSIFICATION: WHAT'S BEHIND THE HUMP?

The review of economics and statistics, 2011-05, Vol.93 (2), p.590-605

2011

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Volatility is rough

Quantitative finance, 2018-06, Vol.18 (6), p.933-949

2018

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Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution

Journal of business & economic statistics, 2019-01, Vol.37 (1), p.121-133

Taylor, James W.

2019

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Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests

Journal of business & economic statistics, 2015-01, Vol.33 (1), p.1-1

Diebold, Francis X.

2015

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Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach

Journal of business & economic statistics, 2015-07, Vol.33 (3), p.338-351

2015

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Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods

Journal of business & economic statistics, 2021, Vol.39 (1), p.98-119

2021

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Bias-Corrected Matching Estimators for Average Treatment Effects

Journal of business & economic statistics, 2011-01, Vol.29 (1), p.1-11

2011

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Revisiting regression adjustment in experiments with heterogeneous treatment effects

Econometric reviews, 2021, Vol.40 (5), p.504-534

2021

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USING NONPECUNIARY STRATEGIES TO INFLUENCE BEHAVIOR: EVIDENCE FROM A LARGE-SCALE FIELD EXPERIMENT

The review of economics and statistics, 2013-03, Vol.95 (1), p.64-73

2013

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Large Dynamic Covariance Matrices

Journal of business & economic statistics, 2019-04, Vol.37 (2), p.363-375

2019

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The concept of energy security: Beyond the four As

Energy policy, 2014-12, Vol.75 (c), p.415-421

2014

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NEW EVIDENCE ON THE FINITE SAMPLE PROPERTIES OF PROPENSITY SCORE REWEIGHTING AND MATCHING ESTIMATORS

The review of economics and statistics, 2014-12, Vol.96 (5), p.885-897

2014

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Defining the Sharing Economy for Sustainability

Sustainability, 2019-01, Vol.11 (3), p.567

2019

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Quant GANs: deep generation of financial time series

Quantitative finance, 2020-09, Vol.20 (9), p.1419-1440

2020

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Words are the New Numbers: A Newsy Coincident Index of the Business Cycle

Journal of business & economic statistics, 2020-04, Vol.38 (2), p.393-409

Thorsrud, Leif Anders

2020

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Standard Synthetic Control Methods: The Case of Using All Preintervention Outcomes Together With Covariates

Journal of business & economic statistics, 2022-06, Vol.40 (3), p.1362-1376

2022

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Dynamic Conditional Correlation: On Properties and Estimation

Journal of business & economic statistics, 2013-07, Vol.31 (3), p.282-299

Aielli, Gian Piero

2013

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Unobservable Selection and Coefficient Stability: Theory and Evidence

Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs

The Promise and Pitfalls of Differences-in-Differences: Reflections on 16 and Pregnant and Other Applications

Identification of peer effects through social networks

Causal Interpretations of Black-Box Models

FRED-MD: A Monthly Database for Macroeconomic Research

Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models

Social Networks and the Identification of Peer Effects

EXPORT DIVERSIFICATION: WHAT'S BEHIND THE HUMP?

Volatility is rough

Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution

Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests

Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach

Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods

Bias-Corrected Matching Estimators for Average Treatment Effects

Revisiting regression adjustment in experiments with heterogeneous treatment effects

USING NONPECUNIARY STRATEGIES TO INFLUENCE BEHAVIOR: EVIDENCE FROM A LARGE-SCALE FIELD EXPERIMENT

Large Dynamic Covariance Matrices

The concept of energy security: Beyond the four As

NEW EVIDENCE ON THE FINITE SAMPLE PROPERTIES OF PROPENSITY SCORE REWEIGHTING AND MATCHING ESTIMATORS

Defining the Sharing Economy for Sustainability

Quant GANs: deep generation of financial time series

Words are the New Numbers: A Newsy Coincident Index of the Business Cycle

Standard Synthetic Control Methods: The Case of Using All Preintervention Outcomes Together With Covariates

Dynamic Conditional Correlation: On Properties and Estimation

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