Pockets of predictability L Farmer, L Schmidt, A Timmermann Journal of Finance 78 (3), 1279-1341, 2023 | 121 | 2023 |
Discretizing nonlinear, non‐Gaussian Markov processes with exact conditional moments LE Farmer, AA Toda Quantitative Economics 8 (2), 651-683, 2017 | 77* | 2017 |
Learning about the long run L Farmer, E Nakamura, J Steinsson Journal of Political Economy, forthcoming, 2023 | 69 | 2023 |
The discretization filter: A simple way to estimate nonlinear state space models LE Farmer Quantitative Economics 12 (1), 41-76, 2021 | 26 | 2021 |
Valuing pharmaceutical drug innovations G Aryal, F Ciliberto, LE Farmer, E Khmelnitskaya arXiv preprint arXiv:2212.07384, 2022 | 2 | 2022 |
Zoomers and Boomers: Asset Prices and Intergenerational Inequality L Farmer, R Farmer National Bureau of Economic Research, 2022 | 1 | 2022 |
Comment on Cakici, Fieberg, Neumaier, Poddig, and Zaremba: Pockets of predictability: A replication LE Farmer, L Schmidt, A Timmermann Fieberg, Neumaier, Poddig, and Zaremba: Pockets of predictability: A …, 2024 | | 2024 |
Discrete Methods for the Estimation of Nonlinear Economic Models LE Farmer University of California, San Diego, 2017 | | 2017 |