M. Solá
Finance · 2003–2004
A researcher in the Science corpus: 4 papers; trusts 7 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Finance — 7 citations into it; #6,120 of 10,518 by trust here, #5,728 by citations
- Economics and Econometrics — 6 citations into it; #13,305 of 23,481 by trust here, #14,051 by citations
Whom M. Solá trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Donald W. K. Andrews
- B. Hansen
- Zacharias Psaradakis
- Clive W. J. Granger
- Paolo Zaffaroni
- James H. Stock
Who trusts M. Solá overall
Papers from M. Solá's perspective
Ordered by how strongly the researchers M. Solá trusts endorse each paper. Same corpus, a different order for every researcher.
- STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Econometric Theory)
- A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Stationarity of Multivariate Markov-Switching ARMA Models
- Testing for parameter instability in linear models
- STATIONARITY AND MEMORY OF ARCH(∞) MODELS (Econometric Theory)
- Further developments in the study of cointegrated variables
- Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Statistics for long-memory processes
Their papers
- On the Autocorrelation Properties of Long‐Memory GARCH Processes (2004) — 51 citations
- On Markov error‐correction models, with an application to stock prices and dividends (2004) — 201 citations
- Asymmetric Effects of Monetary Policy in the United States (2004) — 116 citations
- Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables (2003) — 47 citations