M. Wohar

Economics and Econometrics · 2002–2020

A researcher in the Science corpus: 21 papers; trusts 108 researchers and is trusted by 28 researchers here, as inferred from the citation graph.

Subfields

Whom M. Wohar trusts overall

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

  1. Jushan Bai
  2. Pierre Perron
  3. Serena Ng
  4. Lutz Kilian
  5. Christopher A. Sims
  6. Mark P. Taylor
  7. Domenico Giannone
  8. Donald W. K. Andrews
  9. David E. Rapach
  10. Michael W. McCracken

Who trusts M. Wohar overall

  1. Walid Mensi
  2. Michael W. McCracken
  3. Barbara Rossi
  4. Chien‐Chiang Lee
  5. Joakim Westerlund
  6. Kenneth S. Rogoff
  7. Jeffrey A. Frankel
  8. Shawkat Hammoudeh
  9. Heikki Lehkonen
  10. Paresh Kumar Narayan

Papers from M. Wohar's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. 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?
  3. Tests for Parameter Instability and Structural Change with Unknown Change Point
  4. Computation and Analysis of Multiple Structural-Change Models
  5. Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. MACROECONOMICS AND REALITY
  8. Dynamic Conditional Correlation
  9. Testing for structural change in conditional models
  10. Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)

Their papers