G. Hochman

Economics and Econometrics · 2011–2020

A researcher in the Science corpus: 7 papers; trusts 4 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom G. Hochman trusts overall

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

  1. Teresa Serra
  2. Beng Wah Ang
  3. Kangyin Dong
  4. M. Hashem
  5. Richard S. J. Tol

Who trusts G. Hochman overall

  1. Kangyin Dong
  2. Xiucheng Dong
  3. Anwar Khan

Papers from G. Hochman's perspective

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

  1. Volatility Spillovers between Food and Energy Markets, A Semiparametric Approach
  2. Ethanol, Corn, and Soybean Price Relations in a Volatile Vehicle-Fuels Market
  3. A simple panel unit root test in the presence of cross-section dependence
  4. Testing for unit roots in heterogeneous panels
  5. Unit root tests in panel data: asymptotic and finite-sample properties
  6. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
  7. Testing Slope Homogeneity in Large Panels (Social Science Research Network)
  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. Bounds testing approaches to the analysis of level relationships
  10. Environmental Kuznets Curve Hypothesis: A Survey

Their papers