R. Brüggemann
Economics and Econometrics · 2000–2016
A researcher in the Science corpus: 5 papers; trusts 17 researchers and is trusted by 7 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 19 citations into it; #8,283 of 23,481 by trust here, #12,444 by citations
- Finance — 17 citations into it; #7,832 of 10,518 by trust here, #7,575 by citations
- Statistics and Probability — 9 citations into it; #10,608 of 12,932 by trust here, #9,233 by citations
Whom R. Brüggemann trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Christian M. Hafner
- Christopher A. Sims
- Hans R. Künsch
- Bradley Efron
- Soumendra Nath Lahiri
- A. Lindner
- Xiaofeng Shao
- Alexander Benkwitz
- Lutz Kilian
- Sílvia Gonçalves
Who trusts R. Brüggemann overall
- Derek W. Bunn
- Helmut Lütkepohl
- B. Pfaff
- Byeong U. Park
- Carlo Fezzi
- Anja Baum
- Enno Mammen
- Pentti Saikkonen
- Oliver Hülsewig
Papers from R. Brüggemann's perspective
Ordered by how strongly the researchers R. Brüggemann trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- The Jackknife and the Bootstrap for General Stationary Observations
- ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
- MACROECONOMICS AND REALITY
- Mixing: Properties and Examples
- Stationarity and the existence of moments of a family of GARCH processes
- Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
- Bootstrap Methods: Another Look at the Jackknife
- Residual‐Based Block Bootstrap for Unit Root Testing
- Resampling Methods for Dependent Data
Their papers
- Practical Problems with Reduced-Rank ML Estimators for Cointegration Parameters and a Simple Alternative (2005) — 56 citations
- Residual autocorrelation testing for vector error correction models (2006) — 59 citations
- Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System (2000) — 125 citations
- Structural Vector Autoregressive Modeling and Impulse Responses (2004) — 218 citations
- Inference in VARs with Conditional Heteroskedasticity of Unknown Form (2016) — 127 citations