P. Foresti
2006
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom P. Foresti trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from P. Foresti's perspective
Ordered by how strongly the researchers P. Foresti trusts endorse each paper. Same corpus, a different order for every researcher.
- Investigating causal relations by econometric models and cross-spectral methods
- Implications of Aggregation with Common Factors
- Asymptotic Inference about Predictive Ability
- Density Estimation for Statistics and Data Analysis
- Experience with Forecasting Univariate Time Series and the Combination of Forecasts
- Forecasting Volatility in Financial Markets: A Review
- Mathematical Statistics
- Chi-Squared Tests of Interval and Density Forecasts, and the Bank of England's Fan Charts (Social Science Research Network)
- Smoothing noisy data with spline functions
- Fitting autoregressive models for prediction
Their papers
- Testing for Granger causality between stock prices and economic growth (2006) — 110 citations