The following pages link to Alexander Chudik (Q281035):
Displaying 13 items.
- A multi-country approach to forecasting output growth using PMIs (Q281037) (← links)
- Infinite-dimensional VARs and factor models (Q737936) (← links)
- Mean group estimation in presence of weakly cross-correlated estimators (Q1714093) (← links)
- A simple model of price dispersion (Q1925918) (← links)
- Covid-19 fiscal support and its effectiveness (Q2043140) (← links)
- Estimating impulse response functions when the shock series is observed (Q2421464) (← links)
- Aggregation in large dynamic panels (Q2511786) (← links)
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
- SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE (Q2980199) (← links)
- Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
- A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models (Q4682716) (← links)
- Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit (Q5080585) (← links)
- An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520) (← links)
