Neil Kellard

Economics and Econometrics · 2006–2010

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Neil Kellard trusts overall

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

  1. Serena Ng
  2. Pierre Perron
  3. David I. Harvey
  4. Tae-Hwan Kim
  5. John T. Cuddington
  6. S. Leybourne

Who trusts Neil Kellard overall

  1. Jeffrey A. Frankel
  2. Teresa Serra
  3. J. Boyce
  4. M. Swilling

Papers from Neil Kellard's perspective

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

  1. 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?
  2. Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
  3. A simple, robust and powerful test of the trend hypothesis
  4. The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability (Social Science Research Network)
  5. Testing for Linear Trend with Application to Relative Primary Commodity Prices
  6. The Dynamic Effects of Neutral and Investment‐Specific Technology Shocks (Journal of Political Economy)
  7. On the prevalence of trends in primary commodity prices
  8. Super Cycles in Real Metals Prices?
  9. Trend Breaks, Long-Run Restrictions, and Contractionary Technology Improvements: Appendix
  10. SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (Econometric Theory)

Their papers