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Anna Mikusheva

Memorial (from arXiv:2508.12860, 2025) · OpenAlex

20 papers in scope · 17 published · 8 on the econ.EM arXiv · 636 citations · h-index 9 (over the papers listed here)

Related authors

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

  1. Wenjie Wang
  2. Sreevidya Ayyar
  3. Federico Crudu
  4. Zsolt Sándor
  5. Johannes W. Ligtenberg
  6. Dennis Lim
  7. Jianfeng Yao
  8. Zhenhong Huang
  9. Chen Wang
  10. Yichong Zhang
  11. Pengjin Min
  12. Tom Boot
  13. Desmond Fairall
  14. Mikkel Sølvsten
  15. Yan Chen
  16. Yehua Wei
  17. Thomas Glinnan
  18. Liyang Sun
  19. Adam Lee
  20. Stanislav Anatolyev

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 20)

Estimation and exclusion restrictions in clustered linear models
working paper2025 · arXiv
with Mikkel Sølvsten, Baiyun Jing
Paper profile arXiv arXiv:2508.12860
Linear regression with weak exogeneity
published2025 · Quantitative Economics · 5 citations · first circulated 2023
with Mikkel Sølvsten
Paper profile Quantitative Economics arXiv:2308.08958
Weak identification with many instruments
published2024 · Econometrics Journal · 8 citations · first circulated 2023
with Liyang Sun
Paper profile Econometrics Journal arXiv:2308.09535
GMM is Inadmissible Under Weak Identification
working paper2022 · arXiv · 2 citations
with Isaiah Andrews
Paper profile arXiv arXiv:2204.12462
Isaiah Andrews, 2021 John Bates Clark Medalist
published2022 · The Journal of Economic Perspectives
with Jesse M. Shapiro
The Journal of Economic Perspectives
Optimal Decision Rules for Weak GMM
published2022 · Econometrica · 16 citations · first circulated 2020
with Isaiah Andrews
Paper profile Econometrica arXiv:2007.04050
Inference with Many Weak Instruments
published2021 · The Review of Economic Studies · 46 citations · first circulated 2020
with Liyang Sun
Paper profile The Review of Economic Studies arXiv:2004.12445
Factor models with many assets: Strong factors, weak factors, and the two-pass procedure
published2021 · Journal of Econometrics · 21 citations · first circulated 2018
with Stanislav Anatolyev
Paper profile Journal of Econometrics arXiv:1807.04094
Limit Theorems for Factor Models
working paper2018 · arXiv
with Stanislav Anatolyev
Paper profile arXiv arXiv:1807.06338
Conditional Inference With a Functional Nuisance Parameter
published2016 · Econometrica · 59 citations · first circulated 2014
with Isaiah Andrews
Econometrica
A Geometric Approach to Nonlinear Econometric Models
published2016 · Econometrica · 40 citations
with Isaiah Andrews
Econometrica
Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
published2015 · Quantitative Economics · 33 citations
with Isaiah Andrews, Isaiah Smith Andrews
Quantitative Economics
SECOND ORDER EXPANSION OF THE T -STATISTIC IN AR(1) MODELS
published2014 · Econometric Theory · 9 citations · first circulated 2007
Econometric Theory
Weak Identification in Maximum Likelihood: A Question of Information
published2014 · American Economic Review · 8 citations
with Isaiah Andrews
American Economic Review
ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES
published2011 · Econometric Theory · 2 citations
with Yuriy Gorodnichenko, Serena Ng
Econometric Theory
Robust confidence sets in the presence of weak instruments
published2010 · Journal of Econometrics · 84 citations · first circulated 2005
Journal of Econometrics
Uniform Inference in Autoregressive Models
published2010 · Econometrica
Econometrica
Comment
published2009 · Journal of Business and Economic Statistics · 2 citations
Journal of Business and Economic Statistics
Uniform Inference in Autoregressive Models
published2007 · Econometrica · 203 citations
Econometrica
Tests and Confidence Sets with Correct Size when Instruments are Potentially Weak
published2006 · The Stata Journal Promoting communications on statistics and Stata · 98 citations
with Brian P. Poi
The Stata Journal Promoting communications on statistics and Stata

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.