J. Roderick McCrorie
Economics and Econometrics · 2006–2015
A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 13 citations into it
- Finance — 11 citations into it
Whom J. Roderick McCrorie trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Christopher A. Sims
- Massimiliano Marcellino
- J. Breitung
- Clive W. J. Granger
- Norman R. Swanson
- Peter C. B. Phillips
Who trusts J. Roderick McCrorie overall
Papers from J. Roderick McCrorie's perspective
Ordered by how strongly the researchers J. Roderick McCrorie trusts endorse each paper. Same corpus, a different order for every researcher.
- Some Consequences of Temporal Aggregation in Empirical Analysis
- Investigating causal relations by econometric models and cross-spectral methods
- Detecting bubbles in Hong Kong residential property market
- The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?
- Bubbles in food commodity markets: Four decades of evidence ☆
- Modelling and Measuring Price Discovery in Commodity Markets
- Some recent developments in a concept of causality
- Money, Income, and Causality
- Temporal aggregation and spurious instantaneous causality in multiple time series models
- Determining the Number of Factors in Approximate Factor Models
Their papers
- Testing for Mild Explosivity and Bubbles in LME Non‐Ferrous Metals Prices (2015) — 52 citations
- Granger causality and the sampling of economic processes (2006) — 75 citations