J. Vega
Social Science Research Network · with Coenen · 2001
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 13 researchers here, as inferred from the citation graph.
Whom J. Vega trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts J. Vega overall
Papers from J. Vega's perspective
Ordered by how strongly the researchers J. Vega trusts endorse each paper. Same corpus, a different order for every researcher.
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Testing for parameter instability in linear models
- The Jackknife and the Bootstrap for General Stationary Observations
- Asymptotic Inference about Predictive Ability
- Subsampling
- The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence
- Specification tests in econometrics
- Higher‐Order Improvements of a Computationally Attractive k‐Step Bootstrap for Extremum Estimators
- Trends and random walks in macroeconmic time series: Some evidence and implications
Their papers
- The Demand for M3 in the Euro Area (2001) — 406 citations