M. Tieslau

Economics and Econometrics · 2005–2014

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom M. Tieslau trusts

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

  1. Junsoo Lee (in Economics and Econometrics)

Who trusts M. Tieslau

  1. Russell Smyth * (in Economics and Econometrics)

Papers from M. Tieslau's perspective

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

  1. Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (Review of Economics and Statistics)
  2. Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level
  3. Structural breaks with deterministic and stochastic trends
  4. Minimum LM Unit Root Test with One Structural Break
  5. A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks
  6. Testing for two-regime threshold cointegration in vector error-correction models
  7. Testing for stationarity with a break
  8. Determining the Number of Factors in Approximate Factor Models
  9. 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?
  10. Testing for unit roots in heterogeneous panels

Their papers