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Ovidijus Stauskas

BI Norwegian Business School (from arXiv:2504.08455, 2025) · ORCID · OpenAlex

12 papers in scope · 10 published · 3 on the econ.EM arXiv · 25 citations · h-index 3 (over the papers listed here)

Related authors

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

  1. Jean-Yves Pitarakis
  2. Alessandro Morico
  3. Claudio Lissona
  4. Lorenzo Tonni
  5. Matteo Barigozzi
  6. Bart Keijsers
  7. Luca Margaritella
  8. Jan Ditzen
  9. Esther Ruiz
  10. Paresh Kumar Narayan
  11. Yiannis Karavias
  12. Marc Hallin
  13. Matteo Luciani
  14. Seunghyun Moon
  15. Seunghyeon Lee
  16. Changryong Baek
  17. Serena Ng
  18. Joakim Westerlund
  19. Jushan Bai
  20. Tom Boot

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

(3 of 12)

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset
published2026 · Journal of Applied Econometrics
with Alessandro Morico
Journal of Applied Econometrics
Cross-Section Bootstrap for CCE Regressions with General Unknown Factors
published2025 · Journal of Business and Economic Statistics
with Ignace De Vos
Journal of Business and Economic Statistics
On Selection of Cross‐Section Averages in Non‐Stationary Environments
published2025 · Journal of Time Series Analysis · 2 citations
with Jan Ditzen
Paper profile Journal of Time Series Analysis arXiv:2505.08615
Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD-QD Dataset
working paper2025 · arXiv
with Alessandro Morico
Paper profile arXiv arXiv:2504.08455
Testing the Zero-Process of Intraday Financial Returns for Non-Stationary Periodicity
published2025 · Journal of Financial Econometrics · 1 citations
with Genaro Sucarrat
Journal of Financial Econometrics
Handling Distinct Correlated Effects with CCE
published2024 · Oxford Bulletin of Economics and Statistics · 2 citations
with Ignace De Vos
Oxford Bulletin of Economics and Statistics
New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings
working paper2024 · arXiv
with Luca Margaritella
Paper profile arXiv arXiv:2409.20415
Cross-section bootstrap for CCE regressions
published2024 · Journal of Econometrics · 12 citations
with Ignace De Vos
Journal of Econometrics
Complete Theory for CCE Under Heterogeneous Slopes and General Unknown Factors
published2022 · Oxford Bulletin of Economics and Statistics · 3 citations · first circulated 2021
Oxford Bulletin of Economics and Statistics
The factor analytical approach in trending near unit root panels
published2021 · Journal of Time Series Analysis · 1 citations · first circulated 2020
with Joakim Westerlund, Milda Norkutė
Journal of Time Series Analysis
Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors*
published2021 · Journal of Business and Economic Statistics · 4 citations
with Joakim Westerlund
Journal of Business and Economic Statistics
On the limit theory of mixed to unity VARs: Panel setting with weakly dependent errors
published2020 · Journal of Time Series Analysis · first circulated 2019
Journal of Time Series Analysis

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.