A. Rubia

Economics and Econometrics · 2006–2017

A researcher in the Science corpus: 3 papers; trusts 25 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom A. Rubia trusts overall

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

  1. Piotr Kokoszka
  2. M. Carrasco
  3. E. Andreou
  4. Claudio Morana
  5. Junsoo Lee
  6. J. Breitung
  7. I. Cortés-Jiménez
  8. Serena Ng
  9. Xiaohong Chen
  10. Eric Ghysels

Who trusts A. Rubia overall

  1. Emmanouil N. Karimalis

Papers from A. Rubia's perspective

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

  1. 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?
  2. Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (Review of Economics and Statistics)
  3. Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
  4. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
  5. Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
  6. Change-point estimation in ARCH models
  7. Minimum LM Unit Root Test with One Structural Break
  8. Structural Change and Long Range Dependence in Volatility of Exchange Rates: Either, Neither or Both?
  9. Inbound tourism and long-run economic growth
  10. Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)

Their papers