Fabio Spagnolo

Economics and Econometrics · 2003–2004

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Fabio Spagnolo trusts overall

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

  1. Zacharias Psaradakis
  2. James H. Stock
  3. Donald W. K. Andrews
  4. B. Hansen
  5. Jonathan H. Wright
  6. Christian Francq
  7. Clive W. J. Granger

Who trusts Fabio Spagnolo overall

  1. C. Katrakilidis

Papers from Fabio Spagnolo's perspective

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

  1. A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
  2. Tests for Parameter Instability and Structural Change with Unknown Change Point
  3. Stationarity of Multivariate Markov-Switching ARMA Models
  4. Testing for parameter instability in linear models
  5. Further developments in the study of cointegrated variables
  6. Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors
  7. Estimating the Dimension of a Model
  8. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  9. ALTERNATIVE APPROXIMATIONS TO THE DISTRIBUTIONS OF INSTRUMENTAL VARIABLE ESTIMATORS
  10. Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators

Their papers