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researcher

Jackson P. Lautier

6 papers hereh-index 330 citations9 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author3
  • last author1

Across the 5 of 6 papers where every author was matched, so the position is known.

fields
  • econ.GN1
  • math.ST1
  • q-fin.GN1
  • q-fin.RM1
  • q-fin.ST1
  • stat.AP1

identity via Semantic Scholar / OpenAlex

activity
20212023
most citedPricing Time-to-Event Contingent Cash Flows: A Discrete-Time Survival Analysis Approach

5 citations · 13 across the 6 of their papers we have counts for

collaborators
Showing 2021Show all

2 papers · 1 filter

econ.GN2021★ 4 cited

The Impact of the Coronavirus Pandemic on New York City Real Estate: First Evidence

Jeffrey P. Cohen, Felix L. Friedt, Jackson P. Lautier

We investigate whether pandemic-induced contagion disamenities and income effects arising due to COVID-related unemployment adversely affected real estate prices of one- or two-fam…

math.ST2021★ 3 cited

Estimating a distribution function for discrete data subject to random truncation with an application to structured finance

Jackson P. Lautier, Vladimir Pozdnyakov, Jun Yan

Proper econometric analysis should be informed by data structure. Many forms of financial data are recorded in discrete-time and relate to products of a finite term. If the data co…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.