S. M. Guerra

2002

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Whom S. M. Guerra trusts overall

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

  1. Serena Ng
  2. Pierre Perron

Who trusts S. M. Guerra overall

  1. E. H. Kim
  2. Vijay Singal
  3. Michel Beine

Papers from S. M. Guerra's perspective

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

  1. Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
  2. 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?
  3. Trends and random walks in macroeconmic time series: Some evidence and implications
  4. Generalized autoregressive conditional heteroskedasticity
  5. Estimating the Dimension of a Model
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. TESTS OF COMMON STOCHASTIC TRENDS (Econometric Theory)
  8. Fitting autoregressive models for prediction
  9. Uniform Inference in Autoregressive Models
  10. GLS Detrending, Efficient Unit Root Tests and Structural Change

Their papers