Joras Ferwerda

2009

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Joras Ferwerda trusts overall

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

  1. Clive W. J. Granger
  2. Jerry A. Hausman
  3. Rodrigo R. Soares
  4. E. Takáts

Papers from Joras Ferwerda's perspective

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

  1. Investigating causal relations by econometric models and cross-spectral methods
  2. Smoothing noisy data with spline functions
  3. DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Econometric Theory)
  4. Forecasting with difference‐stationary and trend‐stationary models
  5. A Note on Aggregation, Disaggregation and Forecasting Performance
  6. Noise
  7. Testing Models of Low‐Frequency Variability
  8. Blur‐generated non‐separable space–time models
  9. Fitting autoregressive models for prediction
  10. Market timing and return prediction under model instability

Their papers