F. Bec
Economics and Econometrics · 2002–2008
A researcher in the Science corpus: 6 papers; trusts 16 researchers and is trusted by 14 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 39 citations into it; #4,422 of 23,481 by trust here, #8,121 by citations
- Finance — 20 citations into it; #6,564 of 10,518 by trust here, #6,162 by citations
Whom F. Bec trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- B. Hansen
- Mehmet Caner
- Yin-Wong Cheung
- Halbert White
- Lutz Kilian
- W. Enders
- K. Lai
- Roger A. Horn
- Mark P. Taylor
- Joon Y. Park
Who trusts F. Bec overall
- Pentti Saikkonen
- M. Stigler
- Rehim Kilic
- Anders Rahbek
- K. Hubrich
- B. Hansen
- edited by
- H. A. Karlsen
- Myung Hwan Seo
- Heino Bohn Nielsen
Papers from F. Bec's perspective
Ordered by how strongly the researchers F. Bec trusts endorse each paper. Same corpus, a different order for every researcher.
- THRESHOLD AUTOREGRESSION WITH A UNIT ROOT
- Why is it so Difficult to Beat the Random Walk Rorecast of Exchange Rates? (Social Science Research Network)
- Convergence of Probability Measures
- Testing for two-regime threshold cointegration in vector error-correction models
- Long-run PPP may not hold after all
- On the purchasing power parity puzzle
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Matrix analysis
- Trends and random walks in macroeconmic time series: Some evidence and implications
- Conflict Theory, Economic Conditions, and Homicide
Their papers
- Vector equilibrium correction models with non-linear discontinuous adjustments (2004) — 85 citations
- Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship (2004) — 139 citations
- Adaptive consistent unit-root tests based on autoregressive threshold model (2008) — 55 citations
- The ACR Model: A Multivariate Dynamic Mixture Autoregression (2008) — 48 citations
- Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks (2002) — 129 citations
- Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model (2004) — 56 citations