Valérie Mignon
Economics and Econometrics · 2005–2013
A researcher in the Science corpus: 11 papers; trusts 40 researchers and is trusted by 38 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 135 citations into it; #2,266 of 23,481 by trust here, #1,362 by citations
- Finance — 40 citations into it
- Renewable Energy, Sustainability and the Environment — 16 citations into it; #867 of 5,212 by trust here, #2,147 by citations
- Statistics and Probability — 12 citations into it
- Sociology and Political Science — 5 citations into it
Whom Valérie Mignon trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Yoosoon Chang
- Roger W. Koenker
- In Choi
- Jushan Bai
- P. Pedroni
- Robert F. Engle
- Evangelia Papapetrou
- K. Hadri
- H. R. Moon
- Serena Ng
Who trusts Valérie Mignon overall
- Mohamed Arouri
- George Filis
- Duc Khuong Nguyen
- F. Lescaroux
- Afees A. Salisu
- Stavros Degiannakis *
- Vasilis Sarafidis
- Anne-Laure Delatte
- Christophe Rault
- Yongcheol Shin
Papers from Valérie Mignon's perspective
Ordered by how strongly the researchers Valérie Mignon trusts endorse each paper. Same corpus, a different order for every researcher.
- Unit root tests in panel data: asymptotic and finite-sample properties
- Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
- Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
- Unit root tests for panel data
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- Testing for Stationarity in Heterogeneous Panel Data
- Generalized autoregressive conditional heteroskedasticity
- The Adaptive Lasso and Its Oracle Properties
- Dynamic Conditional Correlation
- Testing For A Unit Root In Panels With Dynamic Factors
Their papers
- Oil prices and economic activity: An asymmetric cointegration approach (2008) — 420 citations
- China and the relationship between the oil price and the dollar (2007) — 344 citations
- The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration (2006) — 271 citations
- On the links between stock and commodity markets' volatility (2013) — 573 citations
- Oil Price and the Dollar (2008) — 143 citations
- On the Influence of Oil Prices on Economic Activity and Other Macroeconomic and Financial Variables (2008) — 343 citations
- The trade-growth nexus in the developing countries: a quantile regression approach (2010) — 197 citations
- Une synthèse des tests de racine unitaire sur données de panel (2005) — 160 citations
- Currency misalignments and growth: a new look using nonlinear panel data methods (2012) — 150 citations
- On the impact of inflation on output growth: Does the level of inflation matter? (2011) — 210 citations
- Second Generation Panel Unit Root Tests (2007) — 192 citations