Kristian Jönsson

Economics and Econometrics · 2005

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Kristian Jönsson trusts overall

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

  1. P. Pedroni
  2. David H. Papell
  3. Jushan Bai

Who trusts Kristian Jönsson overall

  1. Joerg Breitung
  2. Mariana Aguirre
  3. Samarjit Das
  4. Gbenga Ibikunle
  5. Jörg Breitung
  6. Canh Phuc Nguyen
  7. Thai‐Ha Le

Papers from Kristian Jönsson's perspective

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

  1. Inferential Theory for Factor Models of Large Dimensions
  2. Determining the Number of Factors in Approximate Factor Models
  3. A PANIC Attack on Unit Roots and Cointegration
  4. Eigenvalue Ratio Test for the Number of Factors
  5. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  6. 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?
  7. GMM Estimation of Autoregressive Roots Near Unity with Panel Data
  8. Unit root tests for panel data
  9. Testing For A Unit Root In Panels With Dynamic Factors
  10. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF

Their papers