L. Serlenga

Economics and Econometrics · 2007

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 10 citations into it; #15,623 of 23,481 by trust here, #16,755 by citations

Whom L. Serlenga trusts overall

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

1. Peter H. Egger
2. Jushan Bai

Who trusts L. Serlenga overall

1. E. Ekanayake
2. Amit Mukherjee
3. Bala Veeramacheneni

Papers from L. Serlenga's perspective

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

1. Determining the Number of Factors in Approximate Factor Models
2. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
3. Unit root tests for panel data
4. Inferential Theory for Factor Models of Large Dimensions
5. Generalized autoregressive conditional heteroskedasticity
6. Macroeconomic Forecasting Using Diffusion Indexes
7. ALTERNATIVE APPROXIMATIONS TO THE DISTRIBUTIONS OF INSTRUMENTAL VARIABLE ESTIMATORS
8. A simple panel unit root test in the presence of cross-section dependence
9. A PANIC Attack on Unit Roots and Cointegration
10. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF

Their papers

• Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors (2007) — 214 citations