F. Vieira

Economics and Econometrics · 2012

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom F. Vieira trusts overall

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

  1. K. Hadri
  2. P. Pedroni
  3. Robert J. Barro

Papers from F. Vieira's perspective

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

  1. Testing for Stationarity in Heterogeneous Panel Data
  2. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
  3. International Data on Educational Attainment Updates and Implications
  4. Testing for unit roots in heterogeneous panels
  5. Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
  6. Testing For A Unit Root In Panels With Dynamic Factors
  7. Nonstationary panels, panel cointegration, and dynamic panels
  8. 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?
  9. Testing Slope Homogeneity in Large Panels (Social Science Research Network)
  10. It's Not Factor Accumulation : Stylized Facts and Growth Models

Their papers