1 citations · 1 across the 2 of their papers we have counts for
2 papers
econ.EM2025
On the Wisdom of Crowds (of Economists)
Francis X. Diebold, Aaron Mora, Minchul Shin
We study the properties of macroeconomic survey forecast response averages as the number of survey respondents grows. Such averages are ``portfolios" of forecasts. We characterize…
econ.EM2022★ 1 cited
On Robust Inference in Time Series Regression
Richard T. Baillie, Francis X. Diebold, George Kapetanios +2
Least squares regression with heteroskedasticity consistent standard errors ("OLS-HC regression") has proved very useful in cross section environments. However, several major diffi…