Neluka Devpura
Economics and Econometrics · 2018–2020
A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 23 citations into it; #19,345 of 23,481 by trust here, #15,581 by citations
- Finance — 23 citations into it
- Management Science and Operations Research — 9 citations into it
Whom Neluka Devpura trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Neluka Devpura overall
Papers from Neluka Devpura's perspective
Ordered by how strongly the researchers Neluka Devpura trusts endorse each paper. Same corpus, a different order for every researcher.
- A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
- Common risk factors in the returns on stocks and bonds
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Consumption, aggregate wealth and expected stock returns
- MACROECONOMICS AND REALITY
- Tests of Equal Forecast Accuracy and Encompassing for Nested Models
- 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?
- A simple panel unit root test in the presence of cross-section dependence
- Fully modified OLS for heterogeneous cointegrated panels
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
Their papers
- Hourly Oil Price Volatility: The Role of COVID-19 (2020) — 299 citations
- Is stock return predictability time-varying? (2018) — 135 citations