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James A. Duffy

University of Oxford (from arXiv:2210.02599, 2022) · OpenAlex

14 papers in scope · 9 published · 7 on the econ.EM arXiv · 91 citations · h-index 4 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Sophocles Mavroeidis
  2. Sam Wycherley
  3. Anna Bykhovskaya
  4. Xiyu Jiao
  5. Igor Kheifets
  6. Pentti Saikkonen
  7. Susanne Ditlevsen
  8. Christian Holberg
  9. Andrea Bucci
  10. Laura Liu
  11. Mika Meitz
  12. Likai Chen
  13. Georg Keilbar
  14. Frank Schorfheide
  15. Brendan Pass
  16. Frank Kleibergen
  17. Christis Katsouris
  18. Jesse Hoekstra
  19. Patrik Guggenberger
  20. Hyungsik Roger Moon

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

(8 of 14)

Inference on Common Trends in a Cointegrated Nonlinear SVAR
published2026 · Oxford Bulletin of Economics and Statistics
with Xiyu Jiao
Paper profile Oxford Bulletin of Economics and Statistics arXiv:2507.22869
Identification in (Endogenously) Nonlinear SVARs Is Easier Than You Think
working paper2026 · arXiv
with Sophocles Mavroeidis
Paper profile arXiv arXiv:2604.07718
Estimation of a Dynamic Tobit Model with a Unit Root
working paper2025 · arXiv
with Anna Bykhovskaya
Paper profile arXiv arXiv:2512.12110
Cointegration with occasionally binding constraints
published2025 · Journal of Econometrics · 3 citations · first circulated 2022
with Sophocles Mavroeidis, Sam Wycherley
Paper profile Journal of Econometrics arXiv:2211.09604
Common Trends and Long-Run Identification in Nonlinear Structural VARs
working paper2024 · arXiv
with Sophocles Mavroeidis
Paper profile arXiv arXiv:2404.05349
The local to unity dynamic Tobit model
published2024 · Journal of Econometrics · 4 citations · first circulated 2022
with Anna Bykhovskaya
Paper profile Journal of Econometrics arXiv:2210.02599
Stationarity with Occasionally Binding Constraints
working paper2023 · arXiv · 2 citations
with Sophocles Mavroeidis, Sam Wycherley
Paper profile arXiv arXiv:2307.06190
Estimation and inference in the presence of fractional d=1/2 and weakly nonstationary processes
published2021 · The Annals of Statistics · 4 citations · first circulated 2018
with Ioannis Kasparis
The Annals of Statistics
Cointegration without Unit Roots
working paper2020 · arXiv · 1 citations
with Jerome R. Simons
Paper profile arXiv arXiv:2002.08092
ASYMPTOTIC THEORY FOR KERNEL ESTIMATORS UNDER MODERATE DEVIATIONS FROM A UNIT ROOT, WITH AN APPLICATION TO THE ASYMPTOTIC SIZE OF NONPARAMETRIC TESTS
published2019 · Econometric Theory · first circulated 2015
Econometric Theory
Generalized indirect inference for discrete choice models
published2018 · Journal of Econometrics · 45 citations · first circulated 2015
with Marianne Bruins, Michael P. Keane, Anthony A. Smith
Journal of Econometrics
The impact of integrated measurement errors on modeling long-run macroeconomic time series
published2017 · Econometric Reviews · 14 citations
with David F. Hendry
Econometric Reviews
UNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION
published2017 · Econometric Theory · 9 citations · first circulated 2015
Econometric Theory
A uniform law for convergence to the local times of linear fractional stable motions
published2016 · The Annals of Applied Probability · 9 citations · first circulated 2015
The Annals of Applied Probability

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.