V. Ivanov
with Kilian · 2001–2005
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Whom V. Ivanov trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts V. Ivanov overall
Papers from V. Ivanov's perspective
Ordered by how strongly the researchers V. Ivanov trusts endorse each paper. Same corpus, a different order for every researcher.
- Estimating the Dimension of a Model
- Structural analysis of vector error correction models with exogenous I(1) variables
- IMPULSE RESPONSE ANALYSIS IN VECTOR AUTOREGRESSIONS WITH UNKNOWN LAG ORDER
- Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence
- MACROECONOMICS AND REALITY
- Generalized autoregressive conditional heteroskedasticity
- Asymptotic Inference about Predictive Ability
- Determining the Number of Factors in Approximate Factor Models
- Macroeconomic Forecasting Using Diffusion Indexes
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
Their papers
- A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis (2005) — 359 citations
- A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions (2001) — 51 citations