M. Kim

Economics and Econometrics · with Sun · 2011

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom M. Kim trusts overall

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

  1. N. Kiefer
  2. Lung-fei Lee
  3. Timothy J. Vogelsang
  4. Halbert White
  5. Harry H. Kelejian
  6. Sílvia Gonçalves
  7. Timothy G. Conley
  8. Yixiao Sun
  9. Ingmar R. Prucha
  10. Francesca Molinari

Who trusts M. Kim overall

  1. Harry H. Kelejian
  2. C. Bester
  3. Gianfranco Piras
  4. Timothy G. Conley
  5. Timothy J. Vogelsang
  6. Christian Hansen

Papers from M. Kim's perspective

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

  1. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  2. Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
  3. A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS (Econometric Theory)
  4. BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Econometric Theory)
  5. HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE (Econometric Theory)
  6. HAC estimation in a spatial framework
  7. Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗
  8. Technical Appendix for: Spatial Correlation Robust Inference with Errors in Location or Distance
  9. Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Econometric Models II: Mixed Regressive, Spatial Autoregressive Models
  10. On the asymptotic distribution of the Moran I test statistic with applications

Their papers