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Newey, Whitney Kent

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Author ID: newey.whitney-k Recent zbMATH articles by "Newey, Whitney Kent"
Published as: Newey, W. K.; Newey, Whitney; Newey, Whitney K.; Newy, Whitney K.
Homepage: https://economics.mit.edu/faculty/wnewey
External Links: MGP · Wikidata · GND
Documents Indexed: 74 Publications since 1984, including 4 Books

Publications by Year

Citations contained in zbMATH Open

63 Publications have been cited 3,060 times in 2,167 Documents Cited by Year
A simple, positive semi-definite heteroskedasticity and autocorrelation consistent covariance matrix. Zbl 0658.62139
Newey, Whitney K.; West, Kenneth D.
557
1987
Higher order properties of GMM and generalized empirical likelihood estimators. Zbl 1151.62313
Newey, Whitney K.; Smith, Richard J.
193
2004
Automatic lag selection in covariance matrix estimation. Zbl 0815.62063
Newey, Whitney K.; West, Kenneth D.
148
1994
Convergence rates and asymptotic normality for series estimators. Zbl 0873.62049
Newey, Whitney K.
145
1997
Asymmetric least squares estimation and testing. Zbl 0625.62047
Newey, Whitney K.; Powell, James L.
138
1987
Instrumental variable estimation of nonparametric models. Zbl 1154.62415
Newey, Whitney K.; Powell, James L.
114
2003
The asymptotic variance of semiparametric estimators. Zbl 0816.62034
Newey, Whitney K.
113
1994
Semiparametric efficiency bounds. Zbl 0705.62033
Newey, Whitney K.
109
1990
Maximum likelihood specification testing and conditional moment tests. Zbl 0629.62107
Newey, Whitney K.
101
1985
Generalized method of moments specification testing. Zbl 0606.62132
Newey, Whitney K.
92
1985
Identification and estimation of triangular simultaneous equations models without additivity. Zbl 1182.62215
Imbens, Guido W.; Newey, Whitney K.
85
2009
Estimating vector autoregressions with panel data. Zbl 0654.62091
Holtz-Eakin, Douglas; Newey, Whitney; Rosen, Harvey S.
76
1988
Nonparametric estimation of triangular simultaneous equations models. Zbl 1035.62031
Newey, Whitney K.; Powell, James L.; Vella, Francis
68
1999
Jackknife and analytical bias reduction for nonlinear panel models. Zbl 1091.62136
Hahn, Jinyong; Newey, Whitney
65
2004
Choosing the number of instruments. Zbl 1021.91047
Donald, Stephen G.; Newey, Whitney K.
61
2001
Efficient instrumental variables estimation of nonlinear models. Zbl 0728.62107
Newey, Whitney K.
59
1990
Uniform convergence in probability and stochastic equicontinuity. Zbl 0743.60012
Newey, Whitney K.
55
1991
Hypothesis testing with efficient method of moments estimation. Zbl 0676.62029
Newey, Whitney K.; West, Kenneth D.
51
1987
Adaptive estimation of regression models via moment restrictions. Zbl 0686.62045
Newey, Whitney K.
49
1988
Empirical likelihood estimation and consistent tests with conditional moment restrictions. Zbl 1022.62046
Donald, Stephen G.; Imbens, Guido W.; Newey, Whitney K.
48
2003
Series estimation of semilinear models. Zbl 0798.62074
Donald, Stephen G.; Newey, Whitney K.
47
1994
Asymptotic bias for quasi-maximum-likelihood estimators in conditional heteroskedasticity models. Zbl 0870.62091
Newey, Whitney K.; Steigerwald, Douglas G.
46
1997
Generalized method of moments with many weak moment conditions. Zbl 1176.62055
Newey, Whitney K.; Windmeijer, Frank
41
2009
Nonparametric estimation of sample selection models. Zbl 1060.62132
Das, Mitali; Newey, Whitney K.; Vella, Francis
41
2003
Efficiency of weighted average derivative estimators and index models. Zbl 0780.62102
Newey, Whitney K.; Stoker, Thomas M.
40
1993
Estimating exposure effects by modelling the expectation of exposure conditional on confounders. Zbl 0768.62099
Robins, James M.; Mark, Steven D.; Newey, Whitney K.
36
1992
A method of moments interpretation of sequential estimators. Zbl 1273.62278
Newey, Whitney K.
33
1984
Instrumental variable estimation of nonseparable models. Zbl 1418.62111
Chernozhukov, Victor; Imbens, Guido W.; Newey, Whitney K.
31
2007
Average and quantile effects in nonseparable panel models. Zbl 1274.62580
Chernozhukov, Victor; Fernández-Val, Iván; Hahn, Jinyong; Newey, Whitney
29
2013
Nonlinear errors in variables estimation of some Engel curves. Zbl 0825.62955
Hausman, J. A.; Newey, W. K.; Powell, J. L.
29
1995
Identification and estimation of polynomial errors-in-variables models. Zbl 0745.62065
Hausman, Jerry A.; Newey, Whitney K.; Ichimura, Hidehiko; Powell, James L.
28
1991
Efficient semiparametric estimation of expectations. Zbl 1008.62571
Brown, Bryan W.; Newey, Whitney K.
24
1998
Efficient estimation of limited dependent variable models with endogenous explanatory variables. Zbl 0635.62113
Newey, Whitney K.
24
1987
Semiparametric efficient estimation of a conditional density with missing or mismeasured covariates. Zbl 0813.62029
Robins, James M.; Hsieh, Fushing; Newey, Whitney
22
1995
Nonparametric estimation of exact consumers surplus and deadweight loss. Zbl 0840.90044
Hausman, Jerry A.; Newey, Whitney K.
21
1995
Efficient semiparametric estimation via moment restrictions. Zbl 1142.62334
Newey, Whitney K.
20
2004
Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments. Zbl 1442.62734
Chao, John C.; Swanson, Norman R.; Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen
19
2012
Two-step series estimation of sample selection models. Zbl 1181.62036
Newey, Whitney K.
18
2009
Instrumental variable estimation with heteroskedasticity and many instruments. Zbl 1408.62037
Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; Chao, John C.; Swanson, Norman R.
16
2012
Twicing kernels and a small bias property of semiparametric estimators. Zbl 1091.62024
Newey, Whitney K.; Hsieh, Fushing; Robins, James M.
16
2004
Choosing instrumental variables in conditional moment restriction models. Zbl 1431.62113
Donald, Stephen G.; Imbens, Guido W.; Newey, Whitney K.
14
2009
Nonparametric identification in panels using quantiles. Zbl 1337.62050
Chernozhukov, Victor; Fernández-Val, Iván; Hoderlein, Stefan; Holzmann, Hajo; Newey, Whitney
11
2015
Testing overidentifying restrictions with many instruments and heteroskedasticity. Zbl 1293.62122
Chao, John C.; Hausman, Jerry A.; Newey, Whitney K.; Swanson, Norman R.; Woutersen, Tiemen
11
2014
Efficient estimation and identification of simultaneous equation models with covariance restrictions. Zbl 0658.62138
Hausman, Jerry A.; Newey, Whitney K.; Taylor, William E.
10
1987
Specification tests for distributional assumptions in the Tobit model. Zbl 0646.62104
Newey, Whitney K.
10
1987
Alternative asymptotics and the partially linear model with many regressors. Zbl 1441.62630
Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K.
9
2018
Efficient estimation of Tobit models under conditional symmetry. Zbl 0799.62109
Newey, Whitney K.
9
1991
Inference in linear regression models with many covariates and heteroscedasticity. Zbl 1402.62036
Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K.
8
2018
Conditional moment restrictions in censored and truncated regression models. Zbl 1018.62048
Newey, Whitney K.
8
2001
A jackknife interpretation of the continuous updating estimator. Zbl 0951.91061
Donald, S. G.; Newey, W. K.
8
2000
Local identification of nonparametric and semiparametric models. Zbl 1410.62198
Chen, Xiaohong; Chernozhukov, Victor; Lee, Sokbae; Newey, Whitney K.
6
2014
Properties of the CUE estimator and a modification with moments. Zbl 1441.62728
Hausman, Jerry; Lewis, Randall; Menzel, Konrad; Newey, Whitney
6
2011
Nonparametric estimation with nonlinear budget sets. Zbl 1104.62309
Blomquist, Sören; Newey, Whitney
6
2002
Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables. Zbl 0593.62116
Newey, Whitney K.
6
1986
Individual heterogeneity and average welfare. Zbl 1419.91437
Hausman, Jerry A.; Newey, Whitney K.
5
2016
A comparison of partially adaptive and reweighted least squares estimation. Zbl 1106.62312
Boyer, Brian H.; McDonald, James B.; Newey, Whitney K.
5
2003
Instrumental variables estimation with flexible distributions. Zbl 1198.62020
Hansen, Christian; McDonald, James B.; Newey, Whitney K.
4
2010
Density weighted linear least squares. Zbl 1126.62023
Newey, Whitney K.; Ruud, Paul A.
4
2005
Consistency of two-step sample selection estimators despite misspecification of distribution. Zbl 0924.90041
Newey, Whitney K.
4
1999
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters. Zbl 1120.62029
Newey, Whitney K.; Ramalho, Joaquim J. S.; Smith, Richard J.
3
2005
Nonparametric estimation of exact consumer surplus and deadweight loss. Zbl 0978.91054
Hausman, Jerry A.; Newey, Whitney K.
2
1998
Efficiency bounds for some semiparametric selection models. Zbl 0775.62341
Newey, Whitney K.; Powell, James L.
2
1993
A large-sample Chow test for the linear simultaneous equation. Zbl 1273.62275
Lo, Andrew W.; Newey, Whitney K.
1
1985
Alternative asymptotics and the partially linear model with many regressors. Zbl 1441.62630
Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K.
9
2018
Inference in linear regression models with many covariates and heteroscedasticity. Zbl 1402.62036
Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K.
8
2018
Individual heterogeneity and average welfare. Zbl 1419.91437
Hausman, Jerry A.; Newey, Whitney K.
5
2016
Nonparametric identification in panels using quantiles. Zbl 1337.62050
Chernozhukov, Victor; Fernández-Val, Iván; Hoderlein, Stefan; Holzmann, Hajo; Newey, Whitney
11
2015
Testing overidentifying restrictions with many instruments and heteroskedasticity. Zbl 1293.62122
Chao, John C.; Hausman, Jerry A.; Newey, Whitney K.; Swanson, Norman R.; Woutersen, Tiemen
11
2014
Local identification of nonparametric and semiparametric models. Zbl 1410.62198
Chen, Xiaohong; Chernozhukov, Victor; Lee, Sokbae; Newey, Whitney K.
6
2014
Average and quantile effects in nonseparable panel models. Zbl 1274.62580
Chernozhukov, Victor; Fernández-Val, Iván; Hahn, Jinyong; Newey, Whitney
29
2013
Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments. Zbl 1442.62734
Chao, John C.; Swanson, Norman R.; Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen
19
2012
Instrumental variable estimation with heteroskedasticity and many instruments. Zbl 1408.62037
Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; Chao, John C.; Swanson, Norman R.
16
2012
Properties of the CUE estimator and a modification with moments. Zbl 1441.62728
Hausman, Jerry; Lewis, Randall; Menzel, Konrad; Newey, Whitney
6
2011
Instrumental variables estimation with flexible distributions. Zbl 1198.62020
Hansen, Christian; McDonald, James B.; Newey, Whitney K.
4
2010
Identification and estimation of triangular simultaneous equations models without additivity. Zbl 1182.62215
Imbens, Guido W.; Newey, Whitney K.
85
2009
Generalized method of moments with many weak moment conditions. Zbl 1176.62055
Newey, Whitney K.; Windmeijer, Frank
41
2009
Two-step series estimation of sample selection models. Zbl 1181.62036
Newey, Whitney K.
18
2009
Choosing instrumental variables in conditional moment restriction models. Zbl 1431.62113
Donald, Stephen G.; Imbens, Guido W.; Newey, Whitney K.
14
2009
Instrumental variable estimation of nonseparable models. Zbl 1418.62111
Chernozhukov, Victor; Imbens, Guido W.; Newey, Whitney K.
31
2007
Density weighted linear least squares. Zbl 1126.62023
Newey, Whitney K.; Ruud, Paul A.
4
2005
Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters. Zbl 1120.62029
Newey, Whitney K.; Ramalho, Joaquim J. S.; Smith, Richard J.
3
2005
Higher order properties of GMM and generalized empirical likelihood estimators. Zbl 1151.62313
Newey, Whitney K.; Smith, Richard J.
193
2004
Jackknife and analytical bias reduction for nonlinear panel models. Zbl 1091.62136
Hahn, Jinyong; Newey, Whitney
65
2004
Efficient semiparametric estimation via moment restrictions. Zbl 1142.62334
Newey, Whitney K.
20
2004
Twicing kernels and a small bias property of semiparametric estimators. Zbl 1091.62024
Newey, Whitney K.; Hsieh, Fushing; Robins, James M.
16
2004
Instrumental variable estimation of nonparametric models. Zbl 1154.62415
Newey, Whitney K.; Powell, James L.
114
2003
Empirical likelihood estimation and consistent tests with conditional moment restrictions. Zbl 1022.62046
Donald, Stephen G.; Imbens, Guido W.; Newey, Whitney K.
48
2003
Nonparametric estimation of sample selection models. Zbl 1060.62132
Das, Mitali; Newey, Whitney K.; Vella, Francis
41
2003
A comparison of partially adaptive and reweighted least squares estimation. Zbl 1106.62312
Boyer, Brian H.; McDonald, James B.; Newey, Whitney K.
5
2003
Nonparametric estimation with nonlinear budget sets. Zbl 1104.62309
Blomquist, Sören; Newey, Whitney
6
2002
Choosing the number of instruments. Zbl 1021.91047
Donald, Stephen G.; Newey, Whitney K.
61
2001
Conditional moment restrictions in censored and truncated regression models. Zbl 1018.62048
Newey, Whitney K.
8
2001
A jackknife interpretation of the continuous updating estimator. Zbl 0951.91061
Donald, S. G.; Newey, W. K.
8
2000
Nonparametric estimation of triangular simultaneous equations models. Zbl 1035.62031
Newey, Whitney K.; Powell, James L.; Vella, Francis
68
1999
Consistency of two-step sample selection estimators despite misspecification of distribution. Zbl 0924.90041
Newey, Whitney K.
4
1999
Efficient semiparametric estimation of expectations. Zbl 1008.62571
Brown, Bryan W.; Newey, Whitney K.
24
1998
Nonparametric estimation of exact consumer surplus and deadweight loss. Zbl 0978.91054
Hausman, Jerry A.; Newey, Whitney K.
2
1998
Convergence rates and asymptotic normality for series estimators. Zbl 0873.62049
Newey, Whitney K.
145
1997
Asymptotic bias for quasi-maximum-likelihood estimators in conditional heteroskedasticity models. Zbl 0870.62091
Newey, Whitney K.; Steigerwald, Douglas G.
46
1997
Nonlinear errors in variables estimation of some Engel curves. Zbl 0825.62955
Hausman, J. A.; Newey, W. K.; Powell, J. L.
29
1995
Semiparametric efficient estimation of a conditional density with missing or mismeasured covariates. Zbl 0813.62029
Robins, James M.; Hsieh, Fushing; Newey, Whitney
22
1995
Nonparametric estimation of exact consumers surplus and deadweight loss. Zbl 0840.90044
Hausman, Jerry A.; Newey, Whitney K.
21
1995
Automatic lag selection in covariance matrix estimation. Zbl 0815.62063
Newey, Whitney K.; West, Kenneth D.
148
1994
The asymptotic variance of semiparametric estimators. Zbl 0816.62034
Newey, Whitney K.
113
1994
Series estimation of semilinear models. Zbl 0798.62074
Donald, Stephen G.; Newey, Whitney K.
47
1994
Efficiency of weighted average derivative estimators and index models. Zbl 0780.62102
Newey, Whitney K.; Stoker, Thomas M.
40
1993
Efficiency bounds for some semiparametric selection models. Zbl 0775.62341
Newey, Whitney K.; Powell, James L.
2
1993
Estimating exposure effects by modelling the expectation of exposure conditional on confounders. Zbl 0768.62099
Robins, James M.; Mark, Steven D.; Newey, Whitney K.
36
1992
Uniform convergence in probability and stochastic equicontinuity. Zbl 0743.60012
Newey, Whitney K.
55
1991
Identification and estimation of polynomial errors-in-variables models. Zbl 0745.62065
Hausman, Jerry A.; Newey, Whitney K.; Ichimura, Hidehiko; Powell, James L.
28
1991
Efficient estimation of Tobit models under conditional symmetry. Zbl 0799.62109
Newey, Whitney K.
9
1991
Semiparametric efficiency bounds. Zbl 0705.62033
Newey, Whitney K.
109
1990
Efficient instrumental variables estimation of nonlinear models. Zbl 0728.62107
Newey, Whitney K.
59
1990
Estimating vector autoregressions with panel data. Zbl 0654.62091
Holtz-Eakin, Douglas; Newey, Whitney; Rosen, Harvey S.
76
1988
Adaptive estimation of regression models via moment restrictions. Zbl 0686.62045
Newey, Whitney K.
49
1988
A simple, positive semi-definite heteroskedasticity and autocorrelation consistent covariance matrix. Zbl 0658.62139
Newey, Whitney K.; West, Kenneth D.
557
1987
Asymmetric least squares estimation and testing. Zbl 0625.62047
Newey, Whitney K.; Powell, James L.
138
1987
Hypothesis testing with efficient method of moments estimation. Zbl 0676.62029
Newey, Whitney K.; West, Kenneth D.
51
1987
Efficient estimation of limited dependent variable models with endogenous explanatory variables. Zbl 0635.62113
Newey, Whitney K.
24
1987
Efficient estimation and identification of simultaneous equation models with covariance restrictions. Zbl 0658.62138
Hausman, Jerry A.; Newey, Whitney K.; Taylor, William E.
10
1987
Specification tests for distributional assumptions in the Tobit model. Zbl 0646.62104
Newey, Whitney K.
10
1987
Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables. Zbl 0593.62116
Newey, Whitney K.
6
1986
Maximum likelihood specification testing and conditional moment tests. Zbl 0629.62107
Newey, Whitney K.
101
1985
Generalized method of moments specification testing. Zbl 0606.62132
Newey, Whitney K.
92
1985
A large-sample Chow test for the linear simultaneous equation. Zbl 1273.62275
Lo, Andrew W.; Newey, Whitney K.
1
1985
A method of moments interpretation of sequential estimators. Zbl 1273.62278
Newey, Whitney K.
33
1984
all top 5

Cited by 2,548 Authors

23 Newey, Whitney Kent
19 Hahn, Jinyong
18 Otsu, Taisuke
17 You, Jinhong
16 Hoderlein, Stefan G. N.
16 Li, Qi
15 Chen, Songnian
15 Lewbel, Arthur
15 Mammen, Enno
15 Schmidt, Peter
15 Sun, Yixiao
14 Chen, Xiaohong
14 Härdle, Wolfgang Karl
14 Linton, Oliver Bruce
13 Florens, Jean-Pierre
13 Smith, Richard J.
12 Horowitz, Joel L.
12 Lee, Lung-Fei
12 Liang, Hua
12 Su, Liangjun
12 Vansteelandt, Stijn
12 Wooldridge, Jeffrey M.
11 Bellini, Fabio
11 Bravo, Francesco
11 Chernozhukov, Victor
11 Galvao, Antonio F. jun.
11 Ghysels, Eric
11 Hall, Alastair R.
11 Hausman, Jerry Allen
10 Hong, Han
10 Hu, Yingyao
10 Phillips, Peter Charles Bonest
10 Powell, James L.
9 Ai, Chunrong
9 Chen, Gemai
9 Dufour, Jean-Marie
9 Guay, Alain
9 Hayakawa, Kazuhiko
9 Inoue, Atsushi
9 Mainassara, Yacouba Boubacar
9 Moon, Hyungsik Roger
9 Pesaran, M. Hashem
9 Schennach, Susanne M.
9 Tripathi, Gautam
9 Ullah, Aman
9 White, Halbert Lynn jun.
9 Windmeijer, Frank A. G.
8 Breunig, Christoph
8 Cai, Zongwu
8 Cattaneo, Matias D.
8 Fan, Yanqin
8 Fernández-Val, Iván
8 Guggenberger, Patrik
8 Jacho-Chávez, David Tomás
8 Kunitomo, Naoto
8 Okui, Ryo
8 Robins, James M.
8 Rossi, Barbara
8 Rothe, Christoph
8 Van Keilegom, Ingrid
7 Andrews, Donald Wilfrid Kao
7 Bera, Anil K.
7 Caner, Mehmet
7 Donald, Stephen G.
7 Escanciano, Juan Carlos
7 Francq, Christian
7 Hill, Jonathan B.
7 Holzmann, Hajo
7 Hsiao, Cheng
7 Imbens, Guido W.
7 Jansson, Michael
7 Kneib, Thomas
7 Kuan, Chung-Ming
7 Kuersteiner, Guido M.
7 Lee, Sokbae
7 Li, Tong
7 Lian, Heng
7 Liao, Zhipeng
7 Lu, Xuewen
7 McAleer, Michael
7 Montes-Rojas, Gabriel V.
7 Patton, Andrew J.
7 Renault, Eric
7 Rilstone, Paul
7 Simar, Léopold
7 Vella, Francis
7 Vogelsang, Timothy J.
7 Whang, Yoon-Jae
7 Zakoïan, Jean-Michel
6 Anatolyev, Stanislav
6 Blundell, Richard W.
6 Bollerslev, Tim
6 Carrasco, Marine
6 de Jong, Robert M.
6 D’Haultfœuille, Xavier
6 Honoré, Bo E.
6 Kato, Kengo
6 Khan, Shakeeb
6 Kristensen, Dennis
6 Ma, Yanyuan
...and 2,448 more Authors
all top 5

Cited in 143 Serials

730 Journal of Econometrics
165 Econometric Theory
156 Economics Letters
70 Computational Statistics and Data Analysis
68 Econometric Reviews
57 Journal of Statistical Planning and Inference
55 Journal of Economic Dynamics & Control
51 The Annals of Statistics
47 Journal of Multivariate Analysis
39 The Econometrics Journal
38 Quantitative Finance
32 Electronic Journal of Statistics
31 Journal of the American Statistical Association
31 Communications in Statistics. Theory and Methods
29 Statistics & Probability Letters
24 Journal of Nonparametric Statistics
22 Journal of Time Series Analysis
19 Biometrics
18 Communications in Statistics. Simulation and Computation
17 Annals of the Institute of Statistical Mathematics
17 Statistical Papers
16 Scandinavian Journal of Statistics
16 Statistical Science
16 European Journal of Operational Research
16 Journal of Statistical Computation and Simulation
15 Computational Statistics
14 The Canadian Journal of Statistics
14 Journal of Applied Statistics
14 Journal of Econometric Methods
12 Statistical Methods and Applications
10 International Journal of Theoretical and Applied Finance
9 Acta Mathematicae Applicatae Sinica. English Series
9 Open Economies Review
9 Statistics and Computing
8 Mathematics and Computers in Simulation
8 Bernoulli
7 The Annals of Applied Statistics
6 Insurance Mathematics & Economics
6 Quantitative Economics
5 Journal of Economic Theory
5 Statistica Neerlandica
5 Computational Economics
5 Test
5 Lifetime Data Analysis
5 Scandinavian Actuarial Journal
5 Statistical Modelling
5 Journal of the Korean Statistical Society
5 AStA. Advances in Statistical Analysis
5 Science China. Mathematics
5 Statistics & Risk Modeling
4 Psychometrika
4 International Economic Review
4 Metron
4 Statistics
4 Annals of Operations Research
4 Finance and Stochastics
4 Statistical Inference for Stochastic Processes
4 Journal of Economic Growth
4 Asia-Pacific Financial Markets
4 Review of Derivatives Research
4 Journal of Forecasting
4 Journal of Time Series Econometrics
4 Epidemiologic Methods
3 Metrika
3 International Statistical Review
3 Linear Algebra and its Applications
3 Mathematical Finance
3 Studies in Nonlinear Dynamics and Econometrics
3 Australian & New Zealand Journal of Statistics
3 Journal of the Royal Statistical Society. Series B. Statistical Methodology
3 Methodology and Computing in Applied Probability
3 Journal of Systems Science and Complexity
3 Journal of Machine Learning Research (JMLR)
3 ASTIN Bulletin
3 Statistical Methods in Medical Research
3 Computational Management Science
3 Statistical Methodology
3 SIAM Journal on Financial Mathematics
3 Sankhyā. Series B
3 Bayesian Analysis
2 Physica A
2 Econometrica
2 International Journal of Approximate Reasoning
2 Machine Learning
2 Stochastic Processes and their Applications
2 Applied Mathematical Finance
2 Journal of Applied Mathematics and Decision Sciences
2 Discrete Dynamics in Nature and Society
2 Extremes
2 Macroeconomic Dynamics
2 Entropy
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 North American Actuarial Journal
2 Journal of the Italian Statistical Society
2 Dependence Modeling
1 Journal of Mathematical Analysis and Applications
1 Mathematical Biosciences
1 Chaos, Solitons and Fractals
1 Automatica
1 Biometrical Journal
...and 43 more Serials

Citations by Year

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