S. C. Karmaker

Economics and Econometrics · 2021

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom S. C. Karmaker trusts overall

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

  1. P. Pedroni

Papers from S. C. Karmaker's perspective

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

  1. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
  2. Testing for Stationarity in Heterogeneous Panel Data
  3. Testing for unit roots in heterogeneous panels
  4. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  5. A simple panel unit root test in the presence of cross-section dependence
  6. Testing Slope Homogeneity in Large Panels (Social Science Research Network)
  7. Unit Roots and Cointegration in Panels (Social Science Research Network)
  8. Nonstationary panels, panel cointegration, and dynamic panels
  9. Unit root tests in panel data: asymptotic and finite-sample properties
  10. Unit root tests for panel data

Their papers