Georg Müller-Fürstenberger

Economics and Econometrics · 2007–2008

A researcher in the Science corpus: 2 papers; trusts 28 researchers and is trusted by 21 researchers here, as inferred from the citation graph.

Subfields

Whom Georg Müller-Fürstenberger trusts overall

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

  1. P. Pedroni
  2. David I. Stern
  3. In Choi
  4. Jaroslava Hlouskova
  5. Martin Wagner
  6. Yoosoon Chang
  7. Efstathios Paparoditis
  8. Joon Y. Park
  9. Roger Perman
  10. Jushan Bai

Who trusts Georg Müller-Fürstenberger overall

  1. Olimpia Neagu
  2. Alexandra Leitão
  3. N. Aslanidis
  4. Kuan-Min Wang
  5. James B. Ang
  6. Juha Itkonen
  7. Brantley Liddle
  8. Zsuzsanna Csereklyei
  9. Martin Wagner
  10. David I. Stern

Papers from Georg Müller-Fürstenberger's perspective

Ordered by how strongly the researchers Georg Müller-Fürstenberger trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Testing For A Unit Root In Panels With Dynamic Factors
  2. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
  3. Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
  4. Unit root tests for panel data
  5. A PANIC Attack on Unit Roots and Cointegration
  6. 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?
  7. Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models
  8. Unit root tests in panel data: asymptotic and finite-sample properties
  9. Nonlinear Regressions with Integrated Time Series
  10. The Rise and Fall of the Environmental Kuznets Curve

Their papers