Robinson Kruse
2008
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Whom Robinson Kruse trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Robinson Kruse overall
Papers from Robinson Kruse's perspective
Ordered by how strongly the researchers Robinson Kruse trusts endorse each paper. Same corpus, a different order for every researcher.
- Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles
- Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence
- Testing for a Unit Root in Time Series with GJR-GARCH Errors
- Testing for a unit root in the nonlinear STAR framework
- Testing Joint Hypotheses When One of the Alternatives is One-Sided
- Determining the Number of Factors in Approximate Factor Models
- THRESHOLD COINTEGRATION AND NONLINEAR ADJUSTMENT TO THE LAW OF ONE PRICE (Macroeconomic Dynamics)
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Choosing the Number of Instruments
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
Their papers
- A new unit root test against ESTAR based on a class of modified statistics (2008) — 281 citations