The incidental parameters problem in testing for remaining cross-section correlation A Juodis, S Reese Journal of Business & Economic Statistics 40 (3), 1191-1203, 2022 | 195 | 2022 |
PANICCA-PANIC on Cross-Section Averages S Reese, J Westerlund Journal of Applied Econometrics, 1-21, 2015 | 146 | 2015 |
On the role of the rank condition in CCE estimation of factor-augmented panel regressions H Karabiyik, S Reese, J Westerlund Journal of Econometrics 197 (1), 60-64, 2017 | 60 | 2017 |
Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type E Beutner, S Reese, JP Urbain Insurance: Mathematics and Economics 75, 117-125, 2017 | 20 | 2017 |
Detection of units with pervasive effects in large panel data models G Kapetanios, MH Pesaran, S Reese Journal of Econometrics 221 (2), 510-541, 2021 | 14 | 2021 |
A Factor Analytical Approach to Price Discovery S Reese, J Westerlund, P Narayan Working Paper/Department of Economics, School of Economics and Management …, 2015 | 13* | 2015 |
Estimation of factor-augmented panel regressions with weakly influential factors S Reese, J Westerlund Econometric Reviews 37 (5), 401-465, 2018 | 12 | 2018 |
xtnumfac: A battery of estimators for the number of common factors in time series and panel-data models J Ditzen, S Reese The Stata Journal 23 (2), 438-454, 2023 | 7 | 2023 |
Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements S Reese, Y Li Journal of Statistical Computation and Simulation 85 (17), 3468-3479, 2015 | 3 | 2015 |
Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction Y Li, S Reese Computational Statistics 29 (6), 1481-1496, 2014 | 3 | 2014 |
A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models G Kapetanios, MH Pesaran, S Reese CESifo Working Paper, 2018 | 2 | 2018 |
Beyond truth-telling: A replication study on school choice T Andersson, D Kessel, N Lager, E Olme, S Reese Working Papers, 1-13, 2024 | | 2024 |
XTNUMFAC: Stata module to estimate the number of factors in panel data J Ditzen, S Reese Boston College Department of Economics, 2023 | | 2023 |
Exploring Greenhouse Gas Emissions and socio-economic factors for climate change mitigation: A worldwide clustering analysis A Pasini | | 2023 |