Camilo Serrano

Economics and Econometrics · 2011

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

Subfields

Whom Camilo Serrano trusts overall

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

  1. Søren Johansen
  2. K. Juselius
  3. Halbert White

Papers from Camilo Serrano's perspective

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

  1. The Cointegrated VAR Model: Methodology and Applications
  2. A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
  3. Equity Real Estate Investment Trusts and Real Estate Returns
  4. Estimating Market Values from Appraised Values without Assuming an Efficient Market
  5. The Time-Varying Nature of the Link between REIT, Real Estate and Financial Asset Returns
  6. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  7. Return Properties of Equity REITs, Common Stocks, and Commercial Real Estate: A Comparison
  8. A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS (Econometric Theory)
  9. On the purchasing power parity puzzle
  10. Cointegration Analysis in the Presence of Outliers

Their papers