Estimation of Regulatory Credit Risk Models

Credit Rationing in Markets with Imperfect Information

Joseph E. Stiglitz, Andrew Weiss · American Economic Review · 1981 · 12.9K citations · Full text

Social Sciences, Business Economics, Economics +13

Forecasting Using Principal Components From a Large Number of Predictors

James H. Stock, Mark W. Watson · Journal of the American Statistical Association · 2002 · 3.1K citations

Computing, Data Science, Econometrics +12

The Theory of Bank Risk Taking and Competition Revisited

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Business, Economics, Finance +13

The Generalized Dynamic-Factor Model: Identification and Estimation

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Social Sciences, Economics, Econometrics +14

Determining the Number of Factors in Approximate Factor Models

Jushan Bai, Serena Ng · Econometrica · 2002 · 765 citations · Full text

Social Sciences, Economics, Causal Inference +13