David Peel
Economics and Econometrics · with Taylor · 2000–2016
A researcher in the Science corpus: 5 papers; trusts 6 researchers and is trusted by 19 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 37 citations into it; #4,720 of 23,481 by trust here, #3,565 by citations
- Finance — 19 citations into it; #5,608 of 10,518 by trust here, #2,404 by citations
- Statistics and Probability — 5 citations into it; #9,373 of 12,932 by trust here, #9,233 by citations
Whom David Peel trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts David Peel overall
- Mark P. Taylor
- Lucio Sarno
- James R. Lothian
- Mototsugu Shintani
- Abhay Abhyankar
- David H. Papell
- Frank H. Westerhoff
- Cristina Amado
- Kenneth S. Rogoff
Papers from David Peel's perspective
Ordered by how strongly the researchers David Peel trusts endorse each paper. Same corpus, a different order for every researcher.
- Detection of change in persistence of a linear time series
- Detecting bubbles in Hong Kong residential property market
- Tests of stationarity against a change in persistence
- Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
- Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
- Testing for unit roots in heterogeneous panels
- Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence
- Mildly explosive autoregression under weak and strong dependence
- Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
- Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods
Their papers
- Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001) — 1,039 citations
- Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals (2000) — 509 citations
- The Favourite-Longshot Bias and Market Efficiency in UK Football Betting (2000) — 150 citations
- Implementing the wild bootstrap using a two-point distribution☆ (2007) — 53 citations
- Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun (2016) — 146 citations