Measuring Business Cycle Time
The business cycle analysis of Arthur F. Burns and Wesley C. Mitchell and the National Bureau of Economic Research presumed that aggregate economic variables evolve on a time sc...
Publications
4 shownTesting for Common Trends
Abstract Cointegrated multiple time series share at least one common trend. Two tests are developed for the number of common stochastic trends (i.e., for the order of cointegrat...
Inference in Models with Nearly Integrated Regressors
This paper examines regression tests of whether x forecasts y when the largest autoregressive root of the regressor is unknown. It is shown that previously proposed two-step pro...
Instrumental Variables Regression with Weak Instruments
This paper develops asymptotic distribution theory for instrumental variable regression when the partial correlation between the instruments and a single included endogenous var...
Frequent Co-Authors
Researcher Info
- h-index
- 4
- Publications
- 4
- Citations
- 9,460
- Institution
- Harvard University Press
External Links
Impact Metrics
h-index
4
h-index: Number of publications with at least h citations each.