Mark A. Thompson

Economics and Econometrics · 2007–2016

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Mark A. Thompson trusts overall

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

  1. S. Ling

Who trusts Mark A. Thompson overall

  1. Mohamed Arouri
  2. Duc Khuong Nguyen
  3. Sang Hoon Kang
  4. Boqiang Lin

Papers from Mark A. Thompson's perspective

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

  1. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
  2. Generalized autoregressive conditional heteroskedasticity
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Semiparametric ARCH models
  5. Stationarity and the existence of moments of a family of GARCH processes
  6. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
  7. Local polynomial estimation with a FARIMA-GARCH error process
  8. On Asymptotically Efficient Estimation in Semiparametric Models
  9. Local asymptotic minimax and admissibility in estimation
  10. Introduction to Statistical Time Series.

Their papers