F. Busetti
Economics and Econometrics · 2000–2014
A researcher in the Science corpus: 11 papers; trusts 60 researchers and is trusted by 34 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 200 citations into it; #2,499 of 23,481 by trust here, #1,472 by citations
- Finance — 103 citations into it; #5,825 of 10,518 by trust here, #2,723 by citations
- Accounting — 27 citations into it
- Management Science and Operations Research — 22 citations into it
- Statistics and Probability — 16 citations into it
- Strategy and Management — 6 citations into it
- Artificial Intelligence — 5 citations into it
- Sociology and Political Science — 5 citations into it
Whom F. Busetti trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Todd E. Clark
- Michael W. McCracken
- Andrew S. Harvey
- James H. Stock
- Donald W. K. Andrews
- Ken West
- Robert Fildes
- Andrew J. Patton
- Timothy Cogley
- Peter C. B. Phillips
Who trusts F. Busetti overall
- Giuseppe Cavaliere
- K. Aastveit
- L. Gambacorta
- Guglielmo Barone
- Ulrich Homm
- S. Leybourne
- Alan M. Taylor
- S. Mocetti
- Andrew J. Patton
- L. Forni
Papers from F. Busetti's perspective
Ordered by how strongly the researchers F. Busetti trusts endorse each paper. Same corpus, a different order for every researcher.
- A Reality Check for Data Snooping
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Why Has U.S. Inflation Become Harder to Forecast
- Asymptotic Inference about Predictive Ability
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Estimating the Dimension of a Model
- Tests of Equal Forecast Accuracy and Encompassing for Nested Models
- Testing for the Constancy of Parameters over Time
- Determining the Number of Factors in Approximate Factor Models
- Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
Their papers
- Comparing forecast accuracy: A Monte Carlo investigation (2013) — 173 citations
- Tests of stationarity against a change in persistence (2004) — 245 citations
- Variance Shifts, Structural Breaks, and Stationarity Tests (2003) — 73 citations
- Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (2003) — 95 citations
- When is a copula constant? A test for changing relationships (2011) — 90 citations
- Convergence of Prices and Rates of Inflation (2006) — 158 citations
- TESTING FOR TREND (2007) — 184 citations
- Quantile aggregation of density forecasts (2014) — 99 citations
- Inflation Convergence and Divergence within the European Monetary Union (2012) — 151 citations
- Bootstrap LR tests of stationarity, common trends and cointegration (2012) — 92 citations
- Testing for Stochastic Trends in Series with Structural Breaks (2000) — 92 citations