A. Coppola
Economics and Econometrics · 2007
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 7 citations into it; #10,724 of 23,481 by trust here, #18,597 by citations
Whom A. Coppola trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts A. Coppola overall
Papers from A. Coppola's perspective
Ordered by how strongly the researchers A. Coppola trusts endorse each paper. Same corpus, a different order for every researcher.
- Tests of Equal Forecast Accuracy and Encompassing for Nested Models
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- The Jackknife and the Bootstrap for General Stationary Observations
- Forecasting Using Principal Components From a Large Number of Predictors
- 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?
- Regime Switches in Interest Rates
- Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
- Inferential Theory for Factor Models of Large Dimensions
- A Reality Check for Data Snooping
- Nonlinear Statistical Models
Their papers
- Forecasting oil price movements: Exploiting the information in the futures market (2007) — 114 citations