Valerie Grossman

Economics and Econometrics · 2016

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Valerie Grossman trusts

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

  1. Peter C. B. Phillips (in Economics and Econometrics)
  2. Lutz Kilian (in Economics and Econometrics)
  3. Yoosoon Chang (in Economics and Econometrics)
  4. Jae-Young Kim (in Economics and Econometrics)
  5. Jun Yu (in Economics and Econometrics)

Papers from Valerie Grossman's perspective

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

  1. Detection of change in persistence of a linear time series
  2. Detecting bubbles in Hong Kong residential property market
  3. Tests of stationarity against a change in persistence
  4. Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
  5. Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
  6. Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence
  7. Testing for unit roots in heterogeneous panels
  8. Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods
  9. Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
  10. Mildly explosive autoregression under weak and strong dependence

Their papers