Timothy Neal

Economics and Econometrics · 2014

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 Timothy Neal trusts overall

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

  1. P. Pedroni
  2. Whitney K. Newey
  3. Ken West
  4. M. Eberhardt
  5. Peter C. B. Phillips

Papers from Timothy Neal's perspective

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

  1. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
  2. Purchasing Power Parity Tests in Cointegrated Panels (Review of Economics and Statistics)
  3. A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
  4. 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?
  5. Testing Slope Homogeneity in Large Panels (Social Science Research Network)
  6. Testing for Stationarity in Heterogeneous Panel Data
  7. Nonstationary panels, panel cointegration, and dynamic panels
  8. The Solow model with CES technology: nonlinearities and parameter heterogeneity
  9. It's Not Factor Accumulation : Stylized Facts and Growth Models
  10. Unit Roots and Cointegration in Panels (Social Science Research Network)

Their papers