Citation Impact
Citing Papers
Analyzing nested experimental designs—A user-friendly resampling method to determine experimental significance
2022 StandoutNobel
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?
1996 StandoutNobel
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models
2003
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
2008
Comparing implementations of global and local indicators of spatial association
2018 Standout
History as a coordination device
2011
Testing slope homogeneity in large panels
2007 Standout
Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations
2016 Standout
General diagnostic tests for cross-sectional dependence in panels
2020 Standout
Geopolitical risks and stock market dynamics of the BRICS
2018 Standout
Challenges in Identifying and Measuring Systemic Risk
2012 StandoutNobel
History, Expectations, and Leadership in Evolution of Social Norms
2011 StandoutNobel
Temporal Aggregation of Univariate and Multivariate Time Series Models: A Survey
2008
Testing Weak Cross-Sectional Dependence in Large Panels
2014 Standout
Probability and Uncertainty in Economic Modeling
2008
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
2016 Standout
Conditional correlations and volatility spillovers between crude oil and stock index returns
2012
Probabilistic Trajectory Prediction and Conflict Detection for Air Traffic Control
2011
Day-ahead wind speed forecasting using f-ARIMA models
2008 Standout
Volatility Spillovers between Returns on Crude Oil Futures and Oil Company Stocks
2009
Sufficient Sample Sizes for Multilevel Modeling
2005 Standout
Innovation and Productivity in SMEs - Empirical Evidence for Italy
2009 Standout
Oil volatility, oil and gas firms and portfolio diversification
2018 Standout
Small sample inference for the fixed effects in the mixed linear model
2003
A Simple Approximate Long-Memory Model of Realized Volatility
2008 Standout
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks
2020
The Saddlepoint Approximation of Moran's I's and Local Moran's I i's Reference Distributions and Their Numerical Evaluation
2002
A consistent nonparametric test for nonlinear causality—Specification in time series regression
2011
On the estimation of dynamic conditional correlation models
2010
History, Expectations, and Leadership in the Evolution of Social Norms
2014 StandoutNobel
Geopolitical risk and dynamic connectedness between commodity markets
2022 Standout
Exploiting AIS Data for Intelligent Maritime Navigation: A Comprehensive Survey From Data to Methodology
2017 Standout
Works of Offer Lieberman being referenced
Dynamic Regression and Filtered Data Series: A Laplace Approximation to the Effects of Filtering in Small Samples
1996
Asymptotic theory for multivariate GARCH processes
2003
Second‐Order Noncausality in Multivariate GARCH Processes
2000
Saddlepoint Approximation for the Distribution of a Ratio of Quadratic Forms in Normal Variables
1994
Refined Inference on Long Memory in Realized Volatility
2008
A Laplace approximation to the moments of a ratio of quadratic forms
1994
Empirical Similarity
2006
Improved Small Sample Inference in the Mixed Linear Model: Bartlett Correction and Adjusted Likelihood
2000
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION
2008
Penalised maximum likelihood estimation for fractional Gaussian processes
2001