E. O. Kan

Economics and Econometrics · 2010

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 8 citations into it

Whom E. O. Kan trusts

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

1. M. Hashem (in Economics and Econometrics)

Papers from E. O. Kan's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. A simple panel unit root test in the presence of cross-section dependence
3. Estimating the Dimension of a Model
4. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
5. Asymptotic Inference about Predictive Ability
6. Testing Density Forecasts, With Applications to Risk Management
7. A Multivariate GARCH Model with Time-Varying Correlations
8. Dynamic Conditional Correlation
9. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
10. Testing for Stationarity in Heterogeneous Panel Data

Their papers

• Re-examining the threshold effects in the inflation–growth nexus with cross-sectionally dependent non-linear panel: Evidence from six industrialized economies (2010) — 137 citations