Evan Lau

Economics and Econometrics · 2003–2009

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 18 citations into it
• Finance — 10 citations into it

Whom Evan Lau trusts overall

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

1. P. Pedroni
2. K. Hadri
3. Joerg Breitung
4. M. Pesaran
5. K. Im
6. Andrew T. Levin
7. S. Edwards
8. Peter C. B. Phillips
9. Yongcheol Shin

Papers from Evan Lau's perspective

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

1. 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?
2. Testing for unit roots in heterogeneous panels
3. Testing for Stationarity in Heterogeneous Panel Data
4. Unit Roots and Cointegration in Panels (Social Science Research Network)
5. Fully modified OLS for heterogeneous cointegrated panels
6. Unit root tests in panel data: asymptotic and finite-sample properties
7. Does the Current Account Matter?
8. Trends and random walks in macroeconmic time series: Some evidence and implications
9. US deficit sustainability: a new approach based on multiple endogenous breaks
10. Are current account deficits sustainable? Evidence from panel cointegration

Their papers

• On the sustainability of current account deficits: evidence from four ASEAN countries (2003) — 145 citations
• Does external debt lead to economic growth in Pacific island countries (2009) — 127 citations
• Testing Twin Deficits Hypothesis using VARs and Variance Decomposition (2006) — 127 citations