B. Pfaff
2005–2008
A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Whom B. Pfaff trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Helmut Lütkepohl
- Russell Davidson
- J. Breitung
- James G. MacKinnon
- Christopher A. Sims
- R. Brüggemann
- Helmut Ltkepohl
Who trusts B. Pfaff overall
- Jonas M. B. Haslbeck
- Lourens J. Waldorp
- Ali Shojaie
- Andrew Ngai
- M. Stigler
- Emily B. Fox
- Michael Sherris
- Edward Herranz
Papers from B. Pfaff's perspective
Ordered by how strongly the researchers B. Pfaff trusts endorse each paper. Same corpus, a different order for every researcher.
- Applied Time Series Econometrics
- MACROECONOMICS AND REALITY
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Estimation and inference in econometrics
- Analysis of Integrated and Cointegrated Time Series with R
- Structural Vector Autoregressive Modeling and Impulse Responses
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- An Introduction to Multivariate Statistical Analysis
- The stationary bootstrap
- Tests for Parameter Instability and Structural Change with Unknown Change Point
Their papers
- Analysis of Integrated and Cointegrated Time Series with R (2005) — 377 citations
- VAR, SVAR and SVEC Models: Implementation Within R Package vars (2008) — 535 citations