| Are all firms inefficient? S Rho, P Schmidt Journal of Productivity Analysis 43, 327-349, 2015 | 47 | 2015 |
| Long memory, realized volatility and heterogeneous autoregressive models RT Baillie, F Calonaci, D Cho, S Rho Journal of Time Series Analysis 40 (4), 609-628, 2019 | 42 | 2019 |
| Heteroskedasticity autocorrelation robust inference in time series regressions with missing data SH Rho, TJ Vogelsang Econometric Theory 35 (3), 601-629, 2019 | 11 | 2019 |
| Time variation in the persistence of unemployment over the past century D Cho, S Rho Economics Letters 182, 19-22, 2019 | 7 | 2019 |
| On asymmetric volatility effects in currency markets D Cho, S Rho Empirical Economics, 1-29, 2022 | 4 | 2022 |
| Inference in time series models using smoothed-clustered standard errors S Rho, TJ Vogelsang Journal of Econometrics 224 (1), 113-133, 2021 | 3 | 2021 |
| Reassessing growth vulnerability D Cho, S Rho Journal of Applied Econometrics 39 (1), 225-234, 2024 | 2 | 2024 |
| Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs RT Baillie, D Cho, S Rho Econometrics and Statistics 29, 88-112, 2024 | 2 | 2024 |
| How important is modeling long memory in realized volatility RT Baillie, F Calonaci, D Cho, S Rho Working paper, 2018 | 2 | 2018 |
| Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility RT Baillie, D Cho, S Rho Advances in Applied Econometrics: Celebrating Peter Schmidt's Legacy, 455-481, 2023 | | 2023 |
| Three essays on econometrics S Rho Michigan State University, 2013 | | 2013 |
