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Article
Brown, O. and Power, N. and Gore, Julie (2024) Cognitive task analysis: eliciting expert cognition in context. Organizational Research Methods , ISSN 1094-4281.
Pesaran, M.H. and Smith, Ron (2024) High dimensional forecasting with known knowns and known unknowns. National Institute Economic Review , ISSN 1741-3036.
Pesaran, M.H. and Smith, Ron (2024) Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors. Journal of Financial Econometrics , ISSN 1479-8409. (In Press)
Smith, Ron P. (2024) Econometric aspects of convergence: a survey. Open Economies Review , ISSN 0923-7992.
Monograph
Fernandez Villaverde, J. and Yu, Y. and Zanetti, F. (2024) Technological synergies, heterogeneous firms, and idiosyncratic volatility. Working Paper. Birkbeck Centre for Applied Macroeconomics, London, UK. (Unpublished)
Spencer, Thomas (2024) Maximum likelihood estimation of dynamic factor models using general cross sectional covariance. Working Paper. BCAM Working Papers, London, UK. (Unpublished)