Eyal Dvir

Economics and Econometrics · 2009

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Eyal Dvir trusts overall

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

  1. Lutz Kilian
  2. James D. Hamilton

Who trusts Eyal Dvir overall

  1. Lutz Kilian
  2. Kenneth J. Singleton
  3. Ron Alquist

Papers from Eyal Dvir's perspective

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

  1. 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?
  2. Trends and random walks in macroeconmic time series: Some evidence and implications
  3. What are the Effects of Monetary Policy on Output? : Results from an Agnostic Identification Procedure
  4. Generalized autoregressive conditional heteroskedasticity
  5. Testing for structural change in conditional models
  6. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
  7. What Do We Learn from the Price of Crude Oil Futures
  8. A meta-analysis of the price elasticity of gasoline demand. A SUR approach
  9. Tests of Equal Forecast Accuracy and Encompassing for Nested Models
  10. Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions: Theory and Applications

Their papers