Dimitrios V. Vougas

2001–2002

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Dimitrios V. Vougas trusts overall

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

  1. P. Pedroni

Papers from Dimitrios V. Vougas's perspective

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

  1. The Econometric Modelling of Financial Time Series
  2. 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?
  3. Testing for Stationarity in Heterogeneous Panel Data
  4. The Solow model with CES technology: nonlinearities and parameter heterogeneity
  5. It's Not Factor Accumulation : Stylized Facts and Growth Models
  6. Unit Roots and Cointegration in Panels (Social Science Research Network)
  7. Nonstationary panels, panel cointegration, and dynamic panels
  8. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO PPP HYPOTHESIS: NEW RESULTS
  9. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
  10. Testing for unit roots in heterogeneous panels

Their papers