Nelson C. Mark

Economics and Econometrics · with Sul · 2001–2015

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 46 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 20 citations into it; #1,780 of 23,481 by trust here, #4,221 by citations
• Finance — 8 citations into it; #4,189 of 10,518 by trust here, #4,482 by citations

Whom Nelson C. Mark trusts overall

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

1. Peter C. B. Phillips
2. H. R. Moon
3. Donggyu Sul
4. Ken West
5. Jushan Bai
6. Todd E. Clark
7. Laurence M. Ball
8. K. Im
9. James H. Stock

Who trusts Nelson C. Mark overall

1. Martin Wagner
2. Sahbi Farhani
3. A. Belke
4. Christian Dreger
5. David E. Rapach
6. A. Chudik
7. Jung Wan Lee
8. S. Poelhekke
9. M. Bun
10. N. Apergis

Papers from Nelson C. Mark's perspective

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

1. Determining the Number of Factors in Approximate Factor Models
2. Testing For A Unit Root In Panels With Dynamic Factors
3. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence
4. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
5. Nonstationary panel data analysis: an overview of some recent developments
6. Another look at long-run money demand
7. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
8. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
9. A PANIC Attack on Unit Roots and Cointegration
10. Testing for unit roots in heterogeneous panels

Their papers

• Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand* (2002) — 842 citations
• Nominal Exchange Rates and Mon-etary Fundamentals: Evidence from a Small Post-Bretton Woods Sample (2001) — 300 citations
• Factor Model Forecasts of Exchange Rates (2015) — 166 citations