Thomas Werner

Economics and Econometrics · with Kok · 2006

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Thomas Werner trusts overall

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

  1. P. Pedroni
  2. G. D. Bondt

Papers from Thomas Werner's perspective

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

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

Their papers