Anna Mikusheva

Q: What Schools Are Affiliated With Anna Mikusheva

Anna Mikusheva is affiliated with the following schools: Massachusetts Institute of Technology, Moscow State University, Harvard University

Anna Mikusheva's AcademicInfluence.com Rankings

Anna Mikusheva

Economics

#1424

World Rank

#1643

Historical Rank

Financial Economics

#94

World Rank

#94

Historical Rank

Macroeconomics

#548

World Rank

#590

Historical Rank

economics Degrees

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Economics

Why Is Anna Mikusheva Influential?

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According to Wikipedia, Anna Mikusheva is the Professor of Economics at Massachusetts Institute of Technology. She was the 2012 recipient of the Elaine Bennett Research Prize, a bi-annual prize that recognizes and celebrates research by a woman in the field of Economics, and was selected as a Sloan Research Fellow in 2013. She is a co-editor of the journal Econometric Theory.

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Anna Mikusheva's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Uniform Inference in Autoregressive Models (2007) (168)
Robust Confidence Sets in the Presence of Weak Instruments (2005) (101)
Tests and Confidence Sets with Correct Size when Instruments are Potentially Weak (2006) (98)
Spurious Factors in Linear Asset Pricing Models (2015) (94)
Conditional Inference with a Functional Nuisance Parameter (2014) (54)
Maximum Likelihood Inference in Weakly Identified DSGE Models (2011) (39)
One-dimensional inference in autoregressive models with the potential presence of a unit root (2012) (37)
A Geometric Approach to Nonlinear Econometric Models (2016) (33)
Survey on statistical inferences in weakly-identified instrumental variable models (2013) (28)
Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models (2015) (28)
Tests and confidence sets with correct size in the simultaneous equations model with potentially weak instruments (2006) (23)
Factor models with many assets: Strong factors, weak factors, and the two-pass procedure (2018) (16)
Inference with Many Weak Instruments (2020) (16)
A Geometric Approach to Weakly Identified Econometric Models (2012) (13)
SECOND ORDER EXPANSION OF THE T-STATISTIC IN AR(1) MODELS (2014) (12)
Information Revelation and Efficiency in Auctions (2002) (11)
ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES (2011) (10)
Comment on "Weak instrument robust tests in GMM and the new Keynesian Phillips curve" (2009) (10)
Weak Identification in Maximum Likelihood: A Question of Information (2014) (8)
Estimation of dynamic stochastic general equilibrium models (in Russian) (2014) (5)
Optimal Decision Rules for Weak GMM (2020) (5)
Second Order Expansion of T-Statistic in Autoregressive Models (2007) (3)
LIMIT THEOREMS FOR FACTOR MODELS (2018) (2)
Many Weak Instruments in Time Series Econometrics (2021) (2)
UNIFORM INFERENCE IN AUTOREGRESSIVE MODELS Proofs intended for web-posting by (2007) (2)
Uniform inferences in econometrics (2007) (1)
Comment (2009) (1)
Information Revelation and E ciency in Auctions (2002) (1)
Maximum Likelihood and Kalman Filter State-Space Models (2008) (0)
An analog of the Baum-Katz theorem for weakly dependent random variables (2000) (0)
CORRIGENDUM TO UNIFORM INFERENCE IN AUTOREGRESSIVE MODELS (2010) (0)
14.384 Time Series Analysis, Fall 2008 (2007) (0)
SUPPLEMENT TO “ONE-DIMENSIONAL INFERENCE IN AUTOREGRESSIVE MODELS WITH THE POTENTIAL PRESENCE OF A UNIT (2012) (0)
Supplementary Appendix to Conditional Inference with a Functional Nuisance Parameter (2016) (0)
Lecture Notes 12-13: Structural VARs (2012) (0)
Convergence of Random Walks (2008) (0)
Appendix to “ Optimal Decision Rules for Weak GMM ” (2020) (0)
Recitation 6 (2008) (0)
Recitation 8 (2008) (0)
14.381 Statistical Method in Economics, Fall 2013 (2013) (0)
On the complete convergence of sums of negatively associated random variables (2000) (0)
Intro to Bayes Approach. Reasons to Be Bayesian Differences between Bayesian and Frequentist Approaches (2013) (0)
Appendix to the paper Maximum Likelihood Inference in Weakly Identified DSGE Models . ( proofs intended for web-posting ) (2014) (0)
Supplementary Appendix to Inference with Many Weak Instruments (2020) (0)
Supplemental Appendix to Factor models with many assets : strong factors , weak factors , and the two-pass procedure by Stanislav Anatolyev and (2021) (0)
Appendix to the Paper A Geometric Approach to Nonlinear Econometric Models (2015) (0)
Lecture Notes 7-8: Weak IV (2012) (0)
GMM is Inadmissible Under Weak Identification (2022) (0)
Isaiah Andrews, 2021 John Bates Clark Medalist (2022) (0)
S 1 Stylized DSGE model from Section 2 S 1 . 1 Solving the model (2013) (0)
A pr 2 01 9 Factor models with many assets : strong factors , weak factors , and the two-pass procedure by (0)
Lecture Notes 18: More Non-Stationarity (2008) (0)

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Other Resources About Anna Mikusheva

What Schools Are Affiliated With Anna Mikusheva?

Anna Mikusheva is affiliated with the following schools:

Anna Mikusheva's Academic­Influence.com Rankings

Why Is Anna Mikusheva Influential?

Anna Mikusheva's Published Works

Published Works

Other Resources About Anna Mikusheva

What Schools Are Affiliated With Anna Mikusheva?

Anna Mikusheva's AcademicInfluence.com Rankings