J. Gonzalo
Economics and Econometrics · 2002–2017
A researcher in the Science corpus: 7 papers; trusts 19 researchers and is trusted by 87 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 60 citations into it; #598 of 23,481 by trust here, #3,485 by citations
- Statistics and Probability — 30 citations into it; #3,088 of 12,932 by trust here, #4,650 by citations
- Finance — 28 citations into it; #248 of 10,518 by trust here, #1,234 by citations
Whom J. Gonzalo trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Theodore W. Anderson
- B. Hansen
- Jushan Bai
- Hirotugu Akaike
- Christopher A. Sims
- Arnold J. Stromberg
- Serena Ng
- James H. Stock
- Donald W. K. Andrews
- J. Casassus
Who trusts J. Gonzalo overall
- Tālis J. Putniņš
- Serena Ng
- Daniel Rittler
- F. Jong
- Anindya Banerjee
- Isabel Figuerola‐Ferretti
- G. Booth
- B. Hansen
- Bingcheng Yan
- Yue‐Jun Zhang
Papers from J. Gonzalo's perspective
Ordered by how strongly the researchers J. Gonzalo trusts endorse each paper. Same corpus, a different order for every researcher.
- Inferential Theory for Factor Models of Large Dimensions
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Testing for unit roots in autoregressive-moving average models of unknown order
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- Forecasting in dynamic factor models subject to structural instability
- Statistics for long-memory processes
- MACROECONOMICS AND REALITY
- Working Paper Series
- Sample Splitting and Threshold Estimation
- A new look at the statistical model identification
Their papers
- The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems" (2010) — 1,340 citations
- A Fractional Dickey–Fuller Test for Unit Roots (2002) — 166 citations
- Detecting big structural breaks in large factor models (2014) — 136 citations
- Subsampling inference in threshold autoregressive models (2005) — 105 citations
- Modelling and Measuring Price Discovery in Commodity Markets (2010) — 207 citations
- Quantile Factor Models (2017) — 126 citations
- Lag length estimation in large dimensional systems (2002) — 70 citations