Vicente Germán-Soto

Economics and Econometrics · 2009

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Vicente Germán-Soto trusts overall

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

  1. Jushan Bai
  2. K. Hadri
  3. Serena Ng
  4. Peter C. B. Phillips
  5. Donggyu Sul

Papers from Vicente Germán-Soto's perspective

Ordered by how strongly the researchers Vicente Germán-Soto trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A PANIC Attack on Unit Roots and Cointegration
  2. Determining the Number of Factors in Approximate Factor Models
  3. Testing for Stationarity in Heterogeneous Panel Data
  4. Transition Modeling and Econometric Convergence Tests
  5. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  6. 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?
  7. Unit root tests for panel data
  8. Testing For A Unit Root In Panels With Dynamic Factors
  9. Inferential Theory for Factor Models of Large Dimensions
  10. Generalized autoregressive conditional heteroskedasticity

Their papers