Ronald N. Johnson

2002

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 8 researchers here, as inferred from the citation graph.

Whom Ronald N. Johnson trusts overall

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

  1. Timothy J. Vogelsang

Who trusts Ronald N. Johnson overall

  1. Matthew S. Lewis
  2. S. Radchenko
  3. Matthew Greenwood‐Nimmo
  4. Yongcheol Shin
  5. L. Bettendorf
  6. Michael R. Baye
  7. Andrew Eckert
  8. Mariano Tappata
  9. George Deltas

Papers from Ronald N. Johnson's perspective

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

  1. Unit Roots, Cointegration, and Structural Change
  2. Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗
  3. Asymptotic properties of a robust variance matrix estimator for panel data when T is large
  4. The Error in Rejection Probability of Simple Autocorrelation Robust Tests
  5. Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence
  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. GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
  8. How Much Should We Trust Differences-in-Differences Estimates?
  9. On the Asymptotic Accuracy of Efron's Bootstrap
  10. Identification and estimation of econometric models with group interactions, contextual factors and fixed effects

Their papers