Alexander Chudik

Available identifiers

Publication	Date of Publication	Type
Variable selection in high dimensional linear regressions with parameter instability	2025-01-16	Paper
Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables	2024-10-17	Paper
An augmented Anderson–Hsiao estimator for dynamic short-T panels^†	2022-06-09	Paper
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit	2022-05-31	Paper
Covid-19 fiscal support and its effectiveness	2021-07-22	Paper
Estimating impulse response functions when the shock series is observed	2019-06-17	Paper
Mean group estimation in presence of weakly cross-correlated estimators	2019-01-31	Paper
A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models	2018-09-19	Paper
SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE	2017-04-28	Paper
Infinite-dimensional VARs and factor models	2016-08-12	Paper
A multi-country approach to forecasting output growth using PMIs	2016-05-10	Paper
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors	2015-08-13	Paper
Aggregation in large dynamic panels	2014-08-06	Paper
A simple model of price dispersion	2012-12-27	Paper
Weak and strong cross‐section dependence and estimation of large panels	2011-07-27	Paper

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