J.-P. Foure
Economics and Econometrics · 2012
A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 11 citations into it
Whom J.-P. Foure trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- P. Pedroni
- Joakim Westerlund
- E. Werf
- Christopher F. Baum
- J. Vandenbussche
- David E. Bloom
- Philippe Aghion
- Mark E. Schaffer
- David Canning
Papers from J.-P. Foure's perspective
Ordered by how strongly the researchers J.-P. Foure trusts endorse each paper. Same corpus, a different order for every researcher.
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
- Testing for error correction in panel data
- Fertility, female labor force participation, and the demographic dividend
- Production Functions for Climate Policy Modeling: An Empirical Analysis
- Instrumental Variables and GMM: Estimation and Testing
- Growth, distance to frontier and composition of human capital
- Unit Roots and Cointegration in Panels (Social Science Research Network)
- Testing for unit roots in heterogeneous panels
- Specification tests in econometrics
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Their papers
- The Great Shift: Macroeconomic Projections for the World Economy at the 2050 Horizon (2012) — 129 citations