M. Rahmat

Economics and Econometrics · 2005

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

Subfields

• Economics and Econometrics — 6 citations into it; #18,604 of 23,481 by trust here, #20,730 by citations

Whom M. Rahmat trusts overall

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

1. Clive W. J. Granger

Who trusts M. Rahmat overall

1. I. O. Osamwonyi

Papers from M. Rahmat's perspective

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

1. Developments in the study of cointegrated economic variables
2. A vector error correction model of the Singapore stock market
3. Macroeconomic influences on the stock market
4. Stock prices and domestic and international macroeconomic activity: a cointegration approach
5. Smoothing noisy data with spline functions
6. DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Econometric Theory)
7. Forecasting with difference‐stationary and trend‐stationary models
8. A Note on Aggregation, Disaggregation and Forecasting Performance
9. Noise
10. Testing Models of Low‐Frequency Variability

Their papers

• Relationship between Macroeconomic Variables and Stock Market Indices: Cointegration Evidence from Stock Exchange of Singapore's All-S Sector Indices (2005) — 393 citations