Joann Jasiak

Economics and Econometrics · 2001–2016

A researcher in the Science corpus: 8 papers; trusts 14 researchers and is trusted by 46 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 28 citations into it; #2,271 of 23,481 by trust here, #6,146 by citations
• Finance — 27 citations into it; #912 of 10,518 by trust here, #1,959 by citations
• Statistics and Probability — 9 citations into it; #3,913 of 12,932 by trust here, #4,253 by citations
• Management Science and Operations Research — 5 citations into it

Whom Joann Jasiak trusts overall

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

1. Markku Lanne
2. Pentti Saikkonen
3. Alan E. Gelfand
4. Joshua D. Angrist
5. Theodore W. Anderson
6. B. Andrews
7. Robert F. Engle
8. B. Hansen
9. Adrian F. M. Smith
10. Christian Gouriéroux

Who trusts Joann Jasiak overall

1. Drew D. Creal
2. Pierre Perron
3. Xin Jin
4. Anh Le
5. Christian Gouriéroux
6. Sébastien-Yves Laurent
7. Luc Bauwens
8. Juan-Carlos Escanciano
9. Nour Meddahi
10. Andrew S. Harvey

Papers from Joann Jasiak's perspective

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

1. Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
2. Sampling-Based Approaches to Calculating Marginal Densities
3. Time Series: Theory and Methods (2nd ed.).
4. Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
5. Gaussian and Non-Gaussian Linear Time Series and Random Fields
6. Optimal Forecasting of Noncausal Autoregressive Time Series
7. Noncausal Autoregressions for Economic Time Series
8. Maximum likelihood estimation for α-stable autoregressive processes
9. NONCAUSAL VECTOR AUTOREGRESSION (Econometric Theory)
10. Split-Sample Instrumental Variables Estimates of the Return to Schooling

Their papers

• Finite Sample Limited Information Inference Methods for Structural Equations and Models With Generated Regressors (2001) — 152 citations
• Memory and infrequent breaks (2001) — 128 citations
• The Wishart Autoregressive Process of Multivariate Stochastic Volatility (2009) — 318 citations
• Dynamic quantile models (2008) — 109 citations
• Multivariate Jacobi process with application to smooth transitions (2006) — 72 citations
• Autoregressive Gamma Processes (2006) — 198 citations
• Filtering, Prediction and Simulation Methods for Noncausal Processes (2016) — 69 citations
• Financial Econometrics: Problems, Models, and Methods (2001) — 160 citations