S. Ziliak

2004–2009

A researcher in the Science corpus: 2 papers; trusts 0 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Who trusts S. Ziliak overall

1. D. Gasper
2. Xinyu Cao
3. Gary Sweeten
4. Patricia L. Mokhtarian
5. P. Downward
6. Christopher Rhoads
7. Timothy R. Wojan
8. Engelbert Stockhammer
9. Gerd Gigerenzer
10. Norman E. Fenton

Papers from S. Ziliak's perspective

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

1. Statistical Methods for Research Workers
2. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
3. The CUSUM test for OLS residuals
4. Computation and Analysis of Multiple Structural-Change Models
5. Covariance changes detection in multivariate time series
6. Change-Point Analysis for Dependence Structures in Finance and Insurance
7. Review: P. Billingsley, Convergence of probability measures
8. Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
9. No Contagion, Only Interdependence: Measuring Stock Market Comovements
10. Statistical Models in S

Their papers

• Size Matters: The Standard Error of Regressions in the American Economic Review (2004) — 420 citations
• The Cult of Statistical Significance (2009) — 291 citations