Jerry Coakley
Economics and Econometrics · 2001–2006
A researcher in the Science corpus: 4 papers; trusts 7 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 27 citations into it; #8,928 of 23,481 by trust here, #9,863 by citations
Whom Jerry Coakley trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- Serena Ng
- H. R. Moon
- Peter C. B. Phillips
- B. Perron
- M. Hashem
- M. Pesaran
- Ana‐Maria Fuertes
- James H. Stock
- Badi H. Baltagi
Who trusts Jerry Coakley overall
- M. Eberhardt
- M. Pesaran
- Cheng Hsiao
- F. Teal
- Elisa Tosetti
- Perry Sadorsky
- Stephen R. Bond
- Hashem Pesaran
- M. Hashem
- George Kapetanios
Papers from Jerry Coakley's perspective
Ordered by how strongly the researchers Jerry Coakley trusts endorse each paper. Same corpus, a different order for every researcher.
- A PANIC Attack on Unit Roots and Cointegration
- Determining the Number of Factors in Approximate Factor Models
- A New Look at Panel Testing of Stationarity and the PPP Hypothesis
- Inferential Theory for Factor Models of Large Dimensions
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Eigenvalue Ratio Test for the Number of Factors
- Unit root tests in panel data: asymptotic and finite-sample properties
- GMM Estimation of Autoregressive Roots Near Unity with Panel Data
- Nonstationary panel data analysis: an overview of some recent developments
- Macroeconomic Forecasting Using Diffusion Indexes
Their papers
- Unobserved heterogeneity in panel time series models (2006) — 295 citations
- Small sample properties of panel time-series estimators with I(1) errors (2001) — 50 citations
- Is the Feldstein-Horioka Puzzle History? (2004) — 153 citations
- A Principal Components Approach to Cross-Section Dependence in Panels (2002) — 135 citations