Roger Perman

Economics and Econometrics · 2003

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 22 researchers here, as inferred from the citation graph.

Subfields

Whom Roger Perman trusts overall

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

  1. David I. Stern
  2. P. Pedroni
  3. K. Im
  4. Andrew T. Levin
  5. M. Pesaran
  6. Yongcheol Shin
  7. Susmita Dasgupta

Who trusts Roger Perman overall

  1. David I. Stern
  2. Martin Wagner
  3. Marzio Galeotti
  4. Amy K. Richmond
  5. Evans Stephen Osabuohien
  6. Tao Song
  7. Georg Müller-Fürstenberger
  8. Joseph E. Aldy
  9. Robert K. Kaufmann
  10. Alessandro Lanza

Papers from Roger Perman's perspective

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

  1. Testing for unit roots in heterogeneous panels
  2. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
  3. Explaining changes in global sulfur emissions: an econometric decomposition approach
  4. Bounds testing approaches to the analysis of level relationships
  5. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO PPP HYPOTHESIS: NEW RESULTS
  6. Is there an environmental Kuznets curve for sulfur
  7. Unit root tests in panel data: asymptotic and finite-sample properties
  8. Confronting the Environmental Kuznets Curve
  9. 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?
  10. Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (Review of Economics and Statistics)

Their papers