D. Signori

Economics and Econometrics · 2015

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom D. Signori trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. James Davidson
  2. Ignacio N. Lobato
  3. Whitney K. Newey
  4. Ramazan Gencay
  5. Juan-Carlos Escanciano
  6. Joel L. Horowitz
  7. Tim Bollerslev
  8. Ken West
  9. Andrew W. Lo
  10. Efstathios Paparoditis

Papers from D. Signori's perspective

Ordered by how strongly the researchers D. Signori trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
  2. On a measure of lack of fit in time series models
  3. Generalized autoregressive conditional heteroskedasticity
  4. Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness
  5. Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes
  6. Testing That a Dependent Process Is Uncorrelated
  7. TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE (Econometric Theory)
  8. Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
  9. Statistics for long-memory processes
  10. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

Their papers