P. Jones
Economics and Econometrics · with Enders · 2013–2016
A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 14 citations into it; #21,261 of 23,481 by trust here, #11,468 by citations
- Finance — 6 citations into it
Whom P. Jones trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts P. Jones overall
Papers from P. Jones's perspective
Ordered by how strongly the researchers P. Jones trusts endorse each paper. Same corpus, a different order for every researcher.
- A general test for time dependence in parameters
- Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
- A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks
- The Flexible Fourier Form and Local Generalised Least Squares De‐trended Unit Root Tests*
- Bayesian Estimation and Selection of Nonlinear Vector Error Correction Models: The Case of the Sugar-Ethanol-Oil Nexus in Brazil
- Nonlinearities in the U.S. corn-ethanol-oil-gasoline price system: T. Serra et al. / Agricultural Economics xx (2010) 1-11
- Computation and Analysis of Multiple Structural-Change Models
- A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
- Generalized autoregressive conditional heteroskedasticity
- Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (Review of Economics and Statistics)
Their papers
- The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model (2013) — 201 citations
- Grain prices, oil prices, and multiple smooth breaks in a VAR (2016) — 241 citations