M. Stigler
Economics and Econometrics · 2013
A researcher in the Science corpus: 1 paper; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 14 citations into it
- Finance — 6 citations into it
Whom M. Stigler trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- W. Enders
- Christopher A. Sims
- B. Hansen
- Myung Hwan Seo
- F. Bec
- J. Gonzalo
- B. Pfaff
- Byeongseon Seo
- Oliver B. Linton
- Michael Wolf
Who trusts M. Stigler overall
Papers from M. Stigler's perspective
Ordered by how strongly the researchers M. Stigler trusts endorse each paper. Same corpus, a different order for every researcher.
- Testing for two-regime threshold cointegration in vector error-correction models
- Subsampling inference in threshold autoregressive models
- Trends and random walks in macroeconmic time series: Some evidence and implications
- MACROECONOMICS AND REALITY
- THRESHOLD COINTEGRATION AND NONLINEAR ADJUSTMENT TO THE LAW OF ONE PRICE (Macroeconomic Dynamics)
- A Smoothed Least Squares Estimator for Threshold Regression Models
- Adaptive consistent unit-root tests based on autoregressive threshold model
- Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship
- Analysis of Integrated and Cointegrated Time Series with R
- Cointegration and Threshold Adjustment
Their papers
- Threshold cointegration: overview and implementation in R (2013) — 70 citations