Alan Kirman

Economics and Econometrics · 2000–2010

A researcher in the Science corpus: 10 papers; trusts 24 researchers and is trusted by 26 researchers here, as inferred from the citation graph.

Subfields

Whom Alan Kirman trusts overall

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

  1. Liudas Giraitis
  2. Marc Henry
  3. Russell Davidson
  4. Andrea Gaunersdorfer
  5. Sanjeev Goyal
  6. John D. Geanakoplos
  7. Peter M. Robinson
  8. Cars H. Hommes
  9. Donatas Surgailis
  10. Hyun Song Shin

Who trusts Alan Kirman overall

  1. Cars H. Hommes
  2. Jean-Philippe Bouchaud
  3. Giovanni Dosi
  4. Andrea Roventini
  5. Marco Ajmone Marsan
  6. Ben R. Martin
  7. Thomas Lux
  8. Yann Bramoullé
  9. Andrew G. Haldane
  10. Simone Alfarano

Papers from Alan Kirman's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  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. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. The memory of stochastic volatility models
  5. Rescaled variance and related tests for long memory in volatility and levels
  6. ARCH-type bilinear models with double long memory
  7. STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Econometric Theory)
  8. Statistics for long-memory processes
  9. Discrete Choice with Social Interactions
  10. Stochastic behavioral asset pricing models and the stylized facts

Their papers