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Galbraith, John W.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
241 |
Total
Citations
15 |
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1.
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Zhu, Dongming
Peking University Galbraith, John W.
McGill University - Department of Economics
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66
(174,988)
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1
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asymmetric distribution, expected shortfall, GARCH model
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2.
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Galbraith, John W.
McGill University - Department of Economics Zhu, Dongming
Peking University
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65
(176,423)
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4
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asymmetric distribution, expected shortfall, maximum likelihood estimation
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3.
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Galbraith, John W.
McGill University - Department of Economics Tkacz, Greg
Bank of Canada
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20
(275,375)
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debit cards, electronic transactions, monitoring
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4.
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Galbraith, John W.
McGill University - Department of Economics Hodgson, Douglas J.
University of Quebec at Montreal (UQAM) - Department of Economics
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18
(282,470)
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Dimension reduction, factor-augmented model, model averaging
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5.
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Galbraith, John W.
McGill University - Department of Economics van Norden, Simon
HEC Montreal - Department of Finance
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15
(293,152)
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calibration, density forecast, probability forecast, resolution
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6.
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Zinde‐Walsh, Victoria
McGill University - Department of Economics Galbraith, John W.
McGill University - Department of Economics
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13
(300,346)
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1
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generalized function, kernel density estimator, singularity
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7.
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Galbraith, John W.
McGill University - Department of Economics Tkacz, Greg
Bank of Canada
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13
(300,346)
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7
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8.
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Galbraith, John W.
McGill University - Department of Economics Tkacz, Greg
affiliation not provided to SSRN
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12
(303,875)
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debit card transactions, macroeconomic monitoring, real-time data
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9.
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Galbraith, John W.
McGill University - Department of Economics
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10
(310,607)
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Entropy, redundancy, robust design
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10.
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Galbraith, John W.
McGill University - Department of Economics Zinde‐Walsh, Victoria
McGill University - Department of Economics
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7
(319,872)
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Dimension reduction, eigenvector, infinite-dimensional process, orthogonalized regressors
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11.
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Galbraith, John W.
McGill University - Department of Economics van Norden, Simon
HEC Montreal - Department of Finance
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2
(336,111)
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2
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calibration, probability forecast, real-time data, inflation, recession
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12.
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Galbraith, John W.
McGill University - Department of Economics Zernov, Serguei
McGill University
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circuit breaker, structural change tests, tail index
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