Josep Lluís Carrion‐i‐Silvestre
Economics and Econometrics · 2001–2017
A researcher in the Science corpus: 9 papers; trusts 39 researchers and is trusted by 37 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 101 citations into it; #2,223 of 23,481 by trust here, #1,736 by citations
- Finance — 41 citations into it; #4,463 of 10,518 by trust here, #4,039 by citations
- Statistics and Probability — 16 citations into it
Whom Josep Lluís Carrion‐i‐Silvestre trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- Pierre Perron
- Serena Ng
- K. Hadri
- M. Hashem
- Peter C. B. Phillips
- Timothy J. Vogelsang
- P. Pedroni
- Anindya Banerjee
- M. Pesaran
Who trusts Josep Lluís Carrion‐i‐Silvestre overall
- Ruhul Salim
- N. Apergis
- Shuddhasattwa Rafiq
- James E. Payne
- Russell Smyth *
- Lajos Horv'ath
- S. Katircioğlu
- Setareh Katircioglu
- V. Esteve
- Muhammad Shahbaz
Papers from Josep Lluís Carrion‐i‐Silvestre's perspective
Ordered by how strongly the researchers Josep Lluís Carrion‐i‐Silvestre trusts endorse each paper. Same corpus, a different order for every researcher.
- Determining the Number of Factors in Approximate Factor Models
- A PANIC Attack on Unit Roots and Cointegration
- 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?
- Unit root tests for panel data
- Computation and Analysis of Multiple Structural-Change Models
- Generalized autoregressive conditional heteroskedasticity
- Macroeconomic Forecasting Using Diffusion Indexes
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- TESTS OF COMMON STOCHASTIC TRENDS (Econometric Theory)
Their papers
- Breaking the panels: An application to the GDP per capita (2005) — 690 citations
- Cointegration in Panel Data with Breaks and Cross-Section Dependence (2006) — 217 citations
- Testing the Null of Cointegration With Structural Breaks (2006) — 182 citations
- GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (2009) — 407 citations
- Structural changes, common stochastic trends and unit roots in panel data (2004) — 297 citations
- Testing for Panel Cointegration Using Common Correlated Effects Estimators (2017) — 232 citations
- Panel data stochastic convergence analysis of the Mexican regions (2009) — 111 citations
- Testing for changes in the unconditional variance of financial time series. (2003) — 102 citations
- Unit root and stationarity tests’ wedding (2001) — 57 citations