Franz C. Palm
Economics and Econometrics · 1984–2009
A researcher in the Science corpus: 7 papers; trusts 25 researchers and is trusted by 14 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 35 citations into it; #6,433 of 23,481 by trust here, #6,687 by citations
- Finance — 12 citations into it; #4,089 of 10,518 by trust here, #4,260 by citations
- Statistics and Probability — 8 citations into it
Whom Franz C. Palm trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- Serena Ng
- Joon Y. Park
- Yoosoon Chang
- Dimitris Nicolas Politis
- P. Pedroni
- Zacharias Psaradakis
- Efstathios Paparoditis
- H. R. Moon
- Anindya Banerjee
Who trusts Franz C. Palm overall
- Christian Francq
- Joakim Westerlund
- Jushan Bai
- Roch Roy
- Mingming Gong
- L. Gutierrez
- Kun Zhang
- Alain Hecq
- Peter Spirtes
- Jean-Michel Zakoian
Papers from Franz C. Palm's perspective
Ordered by how strongly the researchers Franz C. Palm trusts endorse each paper. Same corpus, a different order for every researcher.
- A PANIC Attack on Unit Roots and Cointegration
- Testing For A Unit Root In Panels With Dynamic Factors
- A simple panel unit root test in the presence of cross-section dependence
- Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
- Unit root tests for panel data
- Determining the Number of Factors in Approximate Factor Models
- A Sieve Bootstrap For The Test Of A Unit Root
- 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?
- Testing for unit roots in heterogeneous panels
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
Their papers
- Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (2009) — 240 citations
- Cointegration Testing in Panels with Common Factors (2006) — 138 citations
- Tail-Index Estimates in Small Samples (2001) — 323 citations
- Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles (2000) — 65 citations
- Bootstrap Unit‐Root Tests: Comparison and Extensions (2008) — 81 citations
- Common cyclical features analysis in VAR models with cointegration (2006) — 61 citations
- Missing observations in the dynamic regression model (1984)