← All authors Simon Reese Lund University (from arXiv:1810.03715, 2018) · OpenAlex
12 papers in scope · 12 published · 1 on the econ.EM arXiv · 288 citations · h-index 8 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Yimeng Xie Yiannis Karavias M. Hashem Pesaran Jan Ditzen Marco Barassi Chongxian Zhu Liugang Sheng Joakim Westerlund Artūras Juodis Ziwei Mei Paresh Kumar Narayan David Preinerstorfer Zhentao Shi Anders Kock Joonhwah Lee Likai Chen Chunyang Liao Georg Keilbar Ron Smith Sasha Sodin Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers Show only papers in our arXiv econ.EM corpus (1 of 12)
Beyond Truth‐Telling: A Replication Study on School Choice
published 2026 · Journal of Applied Econometrics · 1 citations
with Tommy Andersson, Dany Kessel, Nils Lager, Elisabet Olme
Five lessons for applied researchers from twenty years of common correlated effects estimation
published 2025 · Journal of Econometrics
xtnumfac: A battery of estimators for the number of common factors in time series and panel-data models
published 2023 · The Stata Journal Promoting communications on statistics and Stata · 16 citations
published 2021 · Journal of Business and Economic Statistics · 27 citations · first circulated 2018
Detection of units with pervasive effects in large panel data models
published 2020 · Journal of Econometrics · 11 citations
Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type
published 2017 · Insurance Mathematics and Economics · 10 citations · first circulated 2016
A Factor Analytical Approach to Price Discovery
published 2017 · Oxford Bulletin of Economics and Statistics · 9 citations · first circulated 2014
On the role of the rank condition in CCE estimation of factor-augmented panel regressions
published 2016 · Journal of Econometrics · 76 citations
Estimation of factor-augmented panel regressions with weakly influential factors
published 2015 · Econometric Reviews · 8 citations · first circulated 2014
Panicca: Panic on Cross‐Section Averages
published 2015 · Journal of Applied Econometrics · 124 citations
Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements
published 2014 · Journal of Statistical Computation and Simulation · 3 citations · first circulated 2013
with Yushu Li
Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction
published 2014 · Computational Statistics · 3 citations
with Yushu Li
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