Research output per year
Research output per year
- 50 - 100 out of 762 results
Search results
-
Approximation schemes for minimum latency problems
Arora, S. & Karakostas, G., Aug 2003, In: SIAM Journal on Computing. 32, 5, p. 1317-1337 21 p.Research output: Contribution to journal › Article › peer-review
35 Scopus citations -
A probabilistic approach to mean field games with major and minor players
Carmona, R. A. & Zhu, X., Jun 2016, In: Annals of Applied Probability. 26, 3, p. 1535-1580 46 p.Research output: Contribution to journal › Article › peer-review
Open Access56 Scopus citations -
A probabilistic weak formulation of mean field games and applications
Carmona, R. & Lacker, D., Jun 1 2015, In: Annals of Applied Probability. 25, 3, p. 1189-1231 43 p.Research output: Contribution to journal › Article › peer-review
Open Access108 Scopus citations -
A randomized online algorithm for bandwidth utilization
Arora, S. & Brinkman, B., May 2004, In: Journal of Scheduling. 7, 3, p. 187-194 8 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Are forecasters reluctant to revise their predictions? Some German evidence
Kirchgässner, G. & Müller, U. K., Sep 2006, In: Journal of Forecasting. 25, 6, p. 401-413 13 p.Research output: Contribution to journal › Article › peer-review
19 Scopus citations -
A regime-switching Heston model for VIX and S&P 500 implied volatilities
Papanicolaou, A. & Sircar, R., Oct 1 2014, In: Quantitative Finance. 14, 10, p. 1811-1827 17 p.Research output: Contribution to journal › Article › peer-review
43 Scopus citations -
A road to classification in high dimensional space: The regularized optimal affine discriminant
Fan, J., Feng, Y. & Tong, X., Sep 2012, In: Journal of the Royal Statistical Society. Series B: Statistical Methodology. 74, 4, p. 745-771 27 p.Research output: Contribution to journal › Article › peer-review
Open Access133 Scopus citations -
A Selective Overview of Deep Learning
Fan, J., Ma, C. & Zhong, Y., May 2021, In: Statistical Science. 36, 2, p. 264-290 27 p.Research output: Contribution to journal › Article › peer-review
Open Access61 Scopus citations -
A semiparametric graphical modelling approach for large-scale equity selection
Liu, H., Mulvey, J. & Zhao, T., Jul 2 2016, In: Quantitative Finance. 16, 7, p. 1053-1067 15 p.Research output: Contribution to journal › Article › peer-review
Open Access6 Scopus citations -
A shred of evidence on theories of wage stickiness
Blinder, A. S. & Choi, D. H., Nov 1990, In: Quarterly Journal of Economics. 105, 4, p. 1003-1015 13 p.Research output: Contribution to journal › Article › peer-review
Open Access193 Scopus citations -
A simple and approximately optimal mechanism for a buyer with complements
Eden, A., Feldman, M., Friedler, O., Talgam-Cohen, I. & Weinberg, S. M., Jan 1 2021, In: Operations Research. 69, 1, p. 188-206 19 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Scopus citations -
A Simple and Approximately Optimal Mechanism for an Additive Buyer
Babaioff, M., Immorlica, N., Lucier, B. & Weinberg, S. M., Aug 6 2020, In: Journal of the ACM. 67, 4, 24.Research output: Contribution to journal › Article › peer-review
Open Access22 Scopus citations -
A Simple Conceptual Model for the Self-Sustained Multidecadal AMOC Variability
Wei, X. & Zhang, R., Jul 28 2022, In: Geophysical Research Letters. 49, 14, e2022GL099800.Research output: Contribution to journal › Article › peer-review
Open Access5 Scopus citations -
A simple model for study of the determination of the price level and the interaction of monetary and fiscal policy
Sims, C. A., May 1994, In: Economic Theory. 4, 3, p. 381-399 19 p.Research output: Contribution to journal › Article › peer-review
419 Scopus citations -
A simple note on the Japanese firm
Blinder, A. S., Sep 1993, In: Journal of The Japanese and International Economies. 7, 3, p. 238-255 18 p.Research output: Contribution to journal › Article › peer-review
8 Scopus citations -
Asset float and speculative bubbles
Hong, H., Scheinkman, J. & Xiong, W., Jun 2006, In: Journal of Finance. 61, 3, p. 1073-1117 45 p.Research output: Contribution to journal › Article › peer-review
Open Access209 Scopus citations -
Asset price bubbles and systemic risk
Brunnermeier, M., Rother, S. & Schnabel, I., Sep 1 2020, In: Review of Financial Studies. 33, 9, p. 4272-4317 46 p.Research output: Contribution to journal › Article › peer-review
64 Scopus citations -
Assisting defined-benefit pension plans
Mulvey, J. M., Simsek, K. D., Zhang, Z., Fabozzi, F. J. & Pauling, W. R., Sep 2008, In: Operations Research. 56, 5, p. 1066-1078 13 p.Research output: Contribution to journal › Article › peer-review
30 Scopus citations -
A statistical analysis of editorial influence and author-character similarities in 1990s New Yorker fiction
Milkman, K. L., Carmona, R. & Gleason, W., Sep 2007, In: Literary and Linguistic Computing. 22, 3, p. 305-328 24 p.Research output: Contribution to journal › Article › peer-review
4 Scopus citations -
A statistical investigation of the dependence of tropical cyclone intensity change on the surrounding environment
Lin, N., Jing, R., Wang, Y., Yonekura, E., Fan, J. & Xue, L., Jul 1 2017, In: Monthly Weather Review. 145, 7, p. 2813-2831 19 p.Research output: Contribution to journal › Article › peer-review
21 Scopus citations -
A stochastic planning system for siting and closing public service facilities
Gregg, S. R., Mulvey, J. M. & Wolpert, J., 1988, In: Environment & Planning A. 20, 1, p. 83-98 16 p.Research output: Contribution to journal › Article › peer-review
17 Scopus citations -
A study of health monitoring systems of linear structures using wavelet analysis
Al-Khalidy, A., Noori, M., Hou, Z., Carmona, R., Yamamoto, S., Masuda, A. & Sone, A., 1997, In: American Society of Mechanical Engineers, Pressure Vessels and Piping Division (Publication) PVP. 347, p. 49-58 10 p.Research output: Contribution to journal › Article › peer-review
25 Scopus citations -
Asymptotics for the almost sure lyapunov exponent for the solution of the parabolic Anderson problem
Carmona, R. A., Koralov, L. & Molchanov, S., Jan 2001, In: Random Operators and Stochastic Equations. 9, 1, p. 77-86 10 p.Research output: Contribution to journal › Article › peer-review
Open Access22 Scopus citations -
Asymptotics for the boundary parabolic Anderson problem in a half space
Carmona, R. A., Grishin, S. A. & Molchanov, S., 2004, In: Random Operators and Stochastic Equations. 12, 2, p. 105-128 24 p.Research output: Contribution to journal › Article › peer-review
Open Access -
A tale of two time scales: Determining integrated volatility with noisy high-frequency data
Zhang, L., Mykland, P. A. & Aït-Sahalia, Y., Dec 2005, In: Journal of the American Statistical Association. 100, 472, p. 1394-1411 18 p.Research output: Contribution to journal › Article › peer-review
1005 Scopus citations -
A theory of robust long-run variance estimation
Müller, U. K., Dec 2007, In: Journal of Econometrics. 141, 2, p. 1331-1352 22 p.Research output: Contribution to journal › Article › peer-review
Open Access63 Scopus citations -
Auctions in financial markets
Kastl, J., May 2020, In: International Journal of Industrial Organization. 70, 102559.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, J., Ke, Y. & Liao, Y., May 2021, In: Journal of Econometrics. 222, 1, p. 269-294 26 p.Research output: Contribution to journal › Article › peer-review
Open Access11 Scopus citations -
A welfare criterion for models with distorted beliefs
Brunnermeier, M. K., Simsek, A. & Xiong, W., Nov 1 2014, In: Quarterly Journal of Economics. 129, 4, p. 1753-1797 45 p.Research output: Contribution to journal › Article › peer-review
Open Access87 Scopus citations -
Balancing large social accounting matrices with nonlinear network programming
Zenios, S. A., Drud, A. & Mulvey, J. M., Aug 1989, In: Networks. 19, 5, p. 569-585 17 p.Research output: Contribution to journal › Article › peer-review
12 Scopus citations -
Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
Aït-Sahalia, Y. & Park, J. Y., May 1 2016, In: Journal of Econometrics. 192, 1, p. 119-138 20 p.Research output: Contribution to journal › Article › peer-review
Open Access25 Scopus citations -
Bank-Branch Supply, Financial Inclusion, and Wealth Accumulation
Célerier, C. & Matray, A., Dec 1 2019, In: Review of Financial Studies. 32, 12, p. 4767-4809 43 p.Research output: Contribution to journal › Article › peer-review
100 Scopus citations -
Banks' noninterest income and systemic risk
Brunnermeier, M. K., Dong, G. N. & Palia, D., Aug 1 2020, In: Review of Corporate Finance Studies. 9, 2, p. 229-255 27 p.Research output: Contribution to journal › Article › peer-review
Open Access91 Scopus citations -
Bayes correlated equilibrium and the comparison of information structures in games
Bergemann, D. & Morris, S., May 1 2016, In: Theoretical Economics. 11, 2, p. 487-522 36 p.Research output: Contribution to journal › Article › peer-review
Open Access160 Scopus citations -
Bayesian methods for dynamic multivariate models
Sims, C. A. & Zha, T., Nov 1998, In: International Economic Review. 39, 4, p. 949-968 20 p.Research output: Contribution to journal › Article › peer-review
Open Access423 Scopus citations -
Bayesian skepticism on unit root econometrics
Sims, C. A., 1988, In: Journal of Economic Dynamics and Control. 12, 2-3, p. 463-474 12 p.Research output: Contribution to journal › Article › peer-review
Open Access321 Scopus citations -
Beauty contests and iterated expectations in asset markets
Allen, F., Morris, S. & Shin, H. S., Sep 2006, In: Review of Financial Studies. 19, 3, p. 719-752 34 p.Research output: Contribution to journal › Article › peer-review
Open Access224 Scopus citations -
Beijing’s bismarckian ghosts: How great powers compete economically
Brunnermeier, M., Doshi, R. & James, H., Jul 3 2018, In: Washington Quarterly. 41, 3, p. 161-176 16 p.Research output: Contribution to journal › Article › peer-review
22 Scopus citations -
Belief-free rationalizability and informational robustness
Bergemann, D. & Morris, S., Jul 2017, In: Games and Economic Behavior. 104, p. 744-759 16 p.Research output: Contribution to journal › Article › peer-review
Open Access9 Scopus citations -
Bertrand and Cournot Mean Field Games
Chan, P. & Sircar, R., Jun 18 2015, In: Applied Mathematics and Optimization. 71, 3, p. 533-569 37 p.Research output: Contribution to journal › Article › peer-review
63 Scopus citations -
Best response equivalence
Morris, S. & Ui, T., Nov 2004, In: Games and Economic Behavior. 49, 2, p. 260-287 28 p.Research output: Contribution to journal › Article › peer-review
Open Access36 Scopus citations -
Bid shading and bidder surplus in the US treasury auction system
Hortaçsu, A., Kastl, J. & Zhang, A., Jan 2018, In: American Economic Review. 108, 1, p. 147-169 23 p.Research output: Contribution to journal › Article › peer-review
Open Access35 Scopus citations -
Bioinformatic analysis reveals the expression of unique transcriptomic signatures in Zika virus infected human neural stem cells
Rolfe, A. J., Bosco, D. B., Wang, J., Nowakowski, R. S., Fan, J. & Ren, Y., Jun 10 2016, In: Cell and Bioscience. 6, 1, 42.Research output: Contribution to journal › Article › peer-review
Open Access45 Scopus citations -
BPEA and Monetary Policy over Fifty Years
Blinder, A. S., Mar 1 2021, In: Brookings Papers on Economic Activity. Spring 2021, p. 231-250 20 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
BSDEs with polynomial growth generators
Briand, P. & Carmona, R. A., 2000, In: Journal of Applied Mathematics and Stochastic Analysis. 13, 3, p. 207-238 32 p.Research output: Contribution to journal › Article › peer-review
Open Access47 Scopus citations -
Business-cycle durations and postwar stabilization of the US economy
Watson, M. W., 1994, In: American Economic Review. 84, 1, p. 24-46 23 p.Research output: Contribution to journal › Article › peer-review
123 Scopus citations -
But economics is not an experimental science
Sims, C. A., Mar 2010, In: Journal of Economic Perspectives. 24, 2, p. 59-68 10 p.Research output: Contribution to journal › Article › peer-review
Open Access53 Scopus citations -
Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
Kim, J., Kim, S., Schaumburg, E. & Sims, C. A., Nov 2008, In: Journal of Economic Dynamics and Control. 32, 11, p. 3397-3414 18 p.Research output: Contribution to journal › Article › peer-review
Open Access112 Scopus citations -
Can Innovation Help U.S. Manufacturing Firms Escape Import Competition from China?
Hombert, J. & Matray, A., Oct 2018, In: Journal of Finance. 73, 5, p. 2003-2039 37 p.Research output: Contribution to journal › Article › peer-review
Open Access121 Scopus citations -
Can the production smoothing model of inventory behavior be saved?
Blinder, A. S., Aug 1986, In: Quarterly Journal of Economics. 101, 3, p. 431-453 23 p.Research output: Contribution to journal › Article › peer-review
Open Access215 Scopus citations