I. Paya

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 I. Paya trusts overall

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

  1. Peter C. B. Phillips
  2. Yoosoon Chang
  3. Lutz Kilian
  4. Jae-Young Kim

Papers from I. Paya's perspective

Ordered by how strongly the researchers I. Paya 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. Mildly explosive autoregression under weak and strong dependence
  9. Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
  10. Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods

Their papers