Robert Sollis
Economics and Econometrics · 2002–2016
A researcher in the Science corpus: 5 papers; trusts 14 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 24 citations into it; #12,603 of 23,481 by trust here, #13,596 by citations
- Finance — 12 citations into it; #8,295 of 10,518 by trust here, #8,309 by citations
Whom Robert Sollis trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- George Kapetanios
- W. Enders
- Peter C. B. Phillips
- S. Leybourne
- Yongcheol Shin
- Giuseppe Cavaliere
- P. Newbold
- Mark P. Taylor
- Christopher F. Baum
- Alan M. Taylor
Who trusts Robert Sollis overall
- Mounir Belloumi
- F. Bec
- Mohammed Bouznit
- Andrea Saayman
- A. Durre
- Iason Hatzakis
- A. Belke
- Jungho Baek
- Mohammad A. Salahuddin
- Muhammad Shahbaz
Papers from Robert Sollis's perspective
Ordered by how strongly the researchers Robert Sollis trusts endorse each paper. Same corpus, a different order for every researcher.
- Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles
- Bootstrap tests: how many bootstraps?
- Bubbles in food commodity markets: Four decades of evidence ☆
- Dating the Timeline of Financial Bubbles During the Subprime Crisis
- Testing for unit roots in time series models with non-stationary volatility
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Econometric Theory)
- Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?
- Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500
- Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods
- Sample Splitting and Threshold Estimation
Their papers
- Tests for explosive financial bubbles in the presence of non-stationary volatility☆ (2016) — 150 citations
- Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates (2002) — 127 citations
- A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries (2009) — 260 citations
- Asymmetric adjustment and smooth transitions: a combination of some unit root tests (2004) — 90 citations
- Applied Time Series Modelling and Forecasting (2003) — 1,095 citations