L. Smith
Economics and Econometrics · with Pesaran · 2006–2013
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 30 citations into it; #10,969 of 23,481 by trust here, #8,485 by citations
Whom L. Smith trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts L. Smith overall
Papers from L. Smith's perspective
Ordered by how strongly the researchers L. Smith trusts endorse each paper. Same corpus, a different order for every researcher.
- A simple panel unit root test in the presence of cross-section dependence
- Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence
- PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION (Econometric Theory)
- More powerful panel data unit root tests with an application to mean reversion in real exchange rates
- Unit root tests in panel data: asymptotic and finite-sample properties
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Determining the Number of Factors in Approximate Factor Models
- Unit root tests for panel data
- Inferential Theory for Factor Models of Large Dimensions
- Testing For A Unit Root In Panels With Dynamic Factors
Their papers
- Exploring the International Linkages of the Euro Area: A Global VAR Analysis (2006) — 359 citations
- Panel Unit Root Tests in the Presence of a Multifactor Error Structure (2013) — 351 citations