Simon Reese

USC Dornsife Institute for New Economic Thinking

3620 S. Vermont Avenue, KAP 364F

Los Angeles, CA 90089-0253

United States

SCHOLARLY PAPERS

1

DOWNLOADS

101

SSRN CITATIONS

10

CROSSREF CITATIONS

0

Scholarly Papers (1)

Detection of Units with Pervasive Effects in Large Panel Data Models

USC-INET Research Paper No. 19-09
Number of pages: 94 Posted: 04 Dec 2018 Last Revised: 26 Apr 2019
King's College, London, University of Southern California - Department of Economics and USC Dornsife Institute for New Economic Thinking
Downloads 70 (403,101)
Citation 5

Abstract:

Loading...

Pervasive Units, Factor Models, Systemic Risk, Cross-Sectional Dependence

A Residual-Based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models

CESifo Working Paper No. 7401
Number of pages: 90 Posted: 21 Feb 2019
King's College, London, University of Southern California - Department of Economics and USC Dornsife Institute for New Economic Thinking
Downloads 31 (571,941)

Abstract:

Loading...

dominant units, factor models, systemic risk, cross-sectional dependence, networks