150 Stamford Street
London, SE1 9NH
United Kingdom
King’s College London - King's Business School
Interval Prediction, Quantile Regression, Multiple Hypothesis Testing, Weak Moment Inequalities, Wild Bootstrap, Growth-at-Risk.
Nowcasting, Factor Models, Moment Inequalities, Bootstrap
Panel Data, Nowcasting, Model Selection, Model Averaging, State-level GDP
Nowcasting, Multiple Model Comparison, Model Confidence Set, Bootstrap
degeneracy, uniform inference, block bootstrap, out-of-sample evaluation, excess bond returns
