E. Day
with Lee · 2004
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Whom E. Day trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts E. Day overall
Papers from E. Day's perspective
Ordered by how strongly the researchers E. Day trusts endorse each paper. Same corpus, a different order for every researcher.
- Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (Review of Economics and Statistics)
- Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level
- Structural breaks with deterministic and stochastic trends
- Minimum LM Unit Root Test with One Structural Break
- A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks
- Testing for stationarity with a break
- Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
- On Unit-Root Tests When the Alternative Is a Trend-Break Stationary Process
- The Flexible Fourier Form and Local Generalised Least Squares De‐trended Unit Root Tests*
- A general test for time dependence in parameters
Their papers
- Are incomes converging among OECD countries? Time series evidence with two structural breaks (2004) — 173 citations