| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A New Look at Panel Testing of Stationarity and the PPP Hypothesis |
0 |
0 |
0 |
87 |
1 |
2 |
2 |
597 |
| A New Look at Panel Testing of Stationarity and the PPP Hypothesis |
0 |
0 |
0 |
490 |
0 |
0 |
1 |
1,348 |
| A Note on Spurious Break and Regime Shift in Cointegrating Relationship |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
529 |
| A PANIC Attack on Unit Roots and Cointegration |
0 |
0 |
1 |
894 |
0 |
2 |
13 |
2,519 |
| A Panic Attack on Unit Roots and Cointegration |
0 |
0 |
0 |
158 |
0 |
1 |
10 |
1,093 |
| A Quantile-based Asset Pricing Model |
0 |
0 |
0 |
65 |
0 |
0 |
9 |
97 |
| A Test for Conditional Symmetry in Time Series Models |
0 |
0 |
0 |
470 |
0 |
0 |
0 |
2,020 |
| A simple new test for slope homogeneity in panel data models with interactive effects |
0 |
0 |
0 |
70 |
0 |
1 |
2 |
125 |
| An Inequality for Vector-Valued Martingales and Its Applications |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
488 |
| Approximate Factor Models with Weaker Loadings |
0 |
0 |
1 |
61 |
1 |
2 |
7 |
61 |
| Bayesian inference for dynamic spatial quantile models with interactive effects |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Bayesian inference for dynamic spatial quantile models with interactive effects |
0 |
7 |
7 |
7 |
0 |
6 |
6 |
6 |
| Causal inference using factor models |
0 |
2 |
9 |
48 |
2 |
5 |
35 |
61 |
| Computation and Analysis of Multiple Structural-Change Models |
1 |
3 |
5 |
2,524 |
2 |
8 |
27 |
5,368 |
| Conditional Markov chain and its application in economic time series analysis |
1 |
1 |
1 |
451 |
1 |
2 |
5 |
1,642 |
| Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor |
0 |
0 |
1 |
220 |
0 |
1 |
4 |
505 |
| Determining the Number of Factors in Approximate Factor Models |
2 |
6 |
20 |
1,462 |
7 |
16 |
62 |
4,718 |
| Determining the Number of Factors in Approximate Factor Models |
0 |
3 |
4 |
403 |
0 |
3 |
13 |
1,161 |
| Efficiency of QMLE for dynamic panel data models with interactive effects |
0 |
0 |
0 |
10 |
0 |
1 |
7 |
19 |
| Efficient Estimation of Approximate Factor Models |
0 |
0 |
0 |
103 |
0 |
1 |
3 |
216 |
| Estimating & Testing Linear Models with Multiple Structural Changes |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
1,069 |
| Estimating Multiple Breaks One at a Time |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
1,191 |
| Estimating and Testing Linear Models with Multiple Structural Changes |
0 |
0 |
0 |
10 |
0 |
4 |
15 |
1,992 |
| Estimating and Testing Linear Models with Multiple Structural Changes |
0 |
2 |
10 |
770 |
0 |
5 |
25 |
2,000 |
| Estimation and inference of FAVAR models |
0 |
0 |
1 |
464 |
3 |
4 |
9 |
1,565 |
| Estimation of Structural Change Based on Wald-Type Statistics |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
700 |
| Estimation of multiple-regime regressions with least absolutes deviation |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
82 |
| Evaluating Latent and Observed Factors in Macroeconomics and Financ |
0 |
0 |
0 |
540 |
0 |
0 |
4 |
1,371 |
| Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions |
0 |
1 |
1 |
42 |
0 |
1 |
5 |
81 |
| Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations |
1 |
9 |
28 |
198 |
6 |
30 |
107 |
774 |
| Identification and estimation of dynamic factor models |
1 |
1 |
2 |
307 |
1 |
4 |
7 |
680 |
| Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity |
0 |
0 |
2 |
19 |
0 |
1 |
8 |
28 |
| Least squares estimation of a shift in linear processes |
0 |
0 |
3 |
124 |
0 |
0 |
6 |
315 |
| Likelihood approach to dynamic panel models with interactive effects |
2 |
2 |
2 |
142 |
2 |
3 |
4 |
263 |
| Likelihood ratio test for structural changes in factor models |
0 |
0 |
1 |
25 |
0 |
2 |
6 |
42 |
| Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data |
0 |
0 |
0 |
64 |
0 |
0 |
4 |
159 |
| Maximum likelihood estimation and inference for approximate factor models of high dimension |
0 |
0 |
2 |
175 |
0 |
1 |
6 |
330 |
| Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors |
0 |
0 |
1 |
88 |
0 |
2 |
6 |
235 |
| Olive: a simple method for estimating betas when factors are measured with error |
0 |
0 |
0 |
55 |
0 |
2 |
5 |
171 |
| On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence |
0 |
1 |
3 |
725 |
0 |
1 |
9 |
1,501 |
| Panel Cointegration with Global Stochastic Trends |
0 |
0 |
1 |
471 |
0 |
2 |
5 |
1,047 |
| Panel data models with grouped factor structure under unknown group membership |
0 |
0 |
1 |
160 |
0 |
0 |
9 |
292 |
| Practical notes on panel data models with interactive effects |
0 |
0 |
2 |
105 |
0 |
1 |
3 |
92 |
| Principal Components and Regularized Estimation of Factor Models |
0 |
1 |
2 |
84 |
1 |
2 |
6 |
173 |
| Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity |
0 |
0 |
5 |
85 |
1 |
2 |
12 |
169 |
| Quasi-maximum likelihood estimation of break point in high-dimensional factor models |
0 |
0 |
1 |
48 |
0 |
0 |
12 |
88 |
| Robust Principal Component Analysis with Non-Sparse Errors |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
64 |
| Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network |
0 |
0 |
4 |
4 |
0 |
1 |
14 |
14 |
| Simpler Proofs for Approximate Factor Models of Large Dimensions |
1 |
1 |
2 |
52 |
1 |
2 |
6 |
64 |
| Singularity-Based Consistent QML Estimation of Multiple Breakpoints in High-Dimensional Factor Models |
1 |
2 |
2 |
2 |
4 |
6 |
6 |
6 |
| Spatial panel data models with common shocks |
0 |
0 |
1 |
111 |
1 |
1 |
5 |
220 |
| Standard Errors for Panel Data Models with Unknown Clusters |
0 |
0 |
1 |
47 |
0 |
0 |
1 |
99 |
| Stochastic Equicontinuity and Weak Convergence of Unbounded Sequential Empirical Proceses |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
309 |
| Structural changes, common stochastic trends and unit roots in panel data |
0 |
0 |
1 |
536 |
0 |
2 |
5 |
1,075 |
| Testing Panel Cointegration with Unobservable Dynamic Common Factors |
0 |
0 |
1 |
102 |
0 |
1 |
4 |
245 |
| Testing for Parameter Constancy in Linear Regressions: Empirical Distribution Function Approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
404 |
| Tests for Skewness, Kurtosis, and Normality for Time Series Data |
0 |
1 |
5 |
4,593 |
1 |
4 |
15 |
19,877 |
| The Impact of 1989 California Major Anti-Smoking Legislation on Cigarette Consumption: Three Years Later |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
826 |
| The Impact of a Large Tax Increase on Cigarette Consumption: The Case of California |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
289 |
| Theory and Applications of TAR Model with Two Threshold Variables |
0 |
0 |
3 |
43 |
0 |
0 |
6 |
183 |
| Theory and methods of panel data models with interactive effects |
0 |
0 |
0 |
129 |
0 |
2 |
4 |
273 |
| Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices |
2 |
2 |
6 |
459 |
2 |
13 |
32 |
1,454 |
| Weak convergence of the sequential empirical processes of residuals in ARMA models |
0 |
0 |
1 |
23 |
0 |
1 |
2 |
89 |
| the Impact of 1989 California Major Anti-Smoking Legislation Cigarette Consumption: Three Years Later |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
17 |
| the Impact of a Large Tax Increase on Cigarette Consumption: The Case of California |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
33 |
| Total Working Papers |
12 |
45 |
144 |
18,391 |
37 |
157 |
594 |
64,525 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A NOTE ON SPURIOUS BREAK |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
99 |
| A PANIC Attack on Unit Roots and Cointegration |
0 |
0 |
9 |
1,042 |
2 |
4 |
26 |
3,101 |
| A consistent test for conditional symmetry in time series models |
0 |
1 |
1 |
58 |
0 |
3 |
5 |
216 |
| A simple new test for slope homogeneity in panel data models with interactive effects |
0 |
2 |
4 |
38 |
0 |
2 |
11 |
135 |
| Approximate factor models with weaker loadings |
0 |
0 |
2 |
3 |
0 |
1 |
10 |
15 |
| Asset Pricing with a General Multifactor Structure |
0 |
0 |
10 |
131 |
1 |
2 |
17 |
242 |
| Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity |
0 |
1 |
6 |
17 |
1 |
2 |
15 |
43 |
| Boosting diffusion indices |
1 |
1 |
2 |
114 |
1 |
2 |
6 |
411 |
| Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures |
0 |
1 |
5 |
36 |
1 |
3 |
13 |
100 |
| Common breaks in means and variances for panel data |
0 |
1 |
2 |
199 |
1 |
2 |
5 |
452 |
| Computation and analysis of multiple structural change models |
6 |
9 |
32 |
3,089 |
19 |
35 |
157 |
7,361 |
| Conditional Markov chain and its application in economic time series analysis |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
165 |
| Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions |
0 |
0 |
3 |
199 |
0 |
0 |
3 |
725 |
| Critical values for multiple structural change tests |
0 |
0 |
0 |
450 |
2 |
4 |
13 |
1,075 |
| Cross‐Sectional Dependence in Panel Data Models: A Special Issue |
0 |
1 |
5 |
83 |
0 |
1 |
8 |
170 |
| Determining the Number of Factors in Approximate Factor Models |
0 |
0 |
0 |
1,297 |
1 |
5 |
37 |
5,028 |
| Determining the Number of Primitive Shocks in Factor Models |
0 |
0 |
2 |
383 |
1 |
2 |
7 |
860 |
| Dynamic spatial panel data models with common shocks |
0 |
0 |
3 |
25 |
2 |
2 |
10 |
69 |
| Econometric Analysis of Large Factor Models |
0 |
1 |
10 |
48 |
0 |
3 |
25 |
165 |
| Efficient estimation of approximate factor models via penalized maximum likelihood |
0 |
0 |
1 |
88 |
1 |
2 |
7 |
256 |
| Estimating High Dimensional Covariance Matrices and its Applications |
1 |
1 |
3 |
274 |
1 |
2 |
12 |
1,017 |
| Estimating Multiple Breaks One at a Time |
0 |
1 |
4 |
352 |
1 |
5 |
18 |
755 |
| Estimating and Testing Linear Models with Multiple Structural Changes |
0 |
0 |
0 |
9 |
5 |
16 |
77 |
5,044 |
| Estimating cross-section common stochastic trends in nonstationary panel data |
0 |
1 |
1 |
326 |
0 |
1 |
6 |
727 |
| Estimation Of A Change Point In Multiple Regression Models |
1 |
2 |
9 |
969 |
4 |
7 |
26 |
2,573 |
| Estimation and Inference of FAVAR Models |
0 |
0 |
3 |
27 |
0 |
0 |
7 |
116 |
| Estimation and inference of change points in high-dimensional factor models |
0 |
0 |
1 |
16 |
0 |
1 |
10 |
57 |
| Evaluating latent and observed factors in macroeconomics and finance |
0 |
1 |
6 |
368 |
4 |
8 |
30 |
882 |
| Extremum Estimation when the Predictors are Estimated from Large Panels |
0 |
0 |
0 |
41 |
1 |
1 |
2 |
255 |
| Factor-based imputation of missing values and covariances in panel data of large dimensions |
0 |
1 |
3 |
6 |
0 |
2 |
10 |
35 |
| Fama–MacBeth two-pass regressions: Improving risk premia estimates |
0 |
0 |
2 |
94 |
2 |
2 |
11 |
377 |
| Feasible generalized least squares for panel data with cross-sectional and serial correlations |
2 |
8 |
19 |
52 |
7 |
28 |
93 |
231 |
| Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method |
1 |
1 |
1 |
74 |
1 |
2 |
3 |
256 |
| Forecasting economic time series using targeted predictors |
7 |
13 |
40 |
846 |
18 |
33 |
118 |
2,111 |
| Generic consistency of the break-point estimators under specification errors in a multiple-break model |
0 |
0 |
0 |
44 |
0 |
0 |
2 |
303 |
| INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT |
0 |
1 |
4 |
112 |
0 |
2 |
9 |
275 |
| Identification and Bayesian Estimation of Dynamic Factor Models |
3 |
5 |
24 |
133 |
4 |
12 |
47 |
309 |
| Identification theory for high dimensional static and dynamic factor models |
1 |
3 |
12 |
124 |
3 |
6 |
23 |
330 |
| Inferences in panel data with interactive effects using large covariance matrices |
0 |
0 |
1 |
65 |
0 |
0 |
4 |
159 |
| Inferential Theory for Factor Models of Large Dimensions |
0 |
0 |
0 |
332 |
2 |
4 |
21 |
1,278 |
| LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
75 |
| Large Dimensional Factor Analysis |
0 |
1 |
23 |
153 |
5 |
10 |
52 |
420 |
| Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
8 |
| Least Absolute Deviation Estimation of a Shift |
0 |
0 |
1 |
56 |
1 |
2 |
9 |
280 |
| Likelihood approach to dynamic panel models with interactive effects |
0 |
3 |
6 |
8 |
0 |
4 |
16 |
20 |
| Likelihood ratio tests for multiple structural changes |
0 |
0 |
0 |
269 |
1 |
3 |
5 |
574 |
| Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data |
0 |
0 |
4 |
12 |
2 |
4 |
14 |
42 |
| Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension |
0 |
2 |
6 |
110 |
2 |
5 |
17 |
305 |
| OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
185 |
| ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
| PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION |
0 |
2 |
2 |
102 |
1 |
3 |
5 |
256 |
| Panel Data Models With Interactive Fixed Effects |
3 |
6 |
42 |
578 |
7 |
17 |
103 |
1,638 |
| Panel Data Models with Grouped Factor Structure Under Unknown Group Membership |
2 |
3 |
7 |
63 |
4 |
7 |
19 |
195 |
| Panel cointegration with global stochastic trends |
0 |
0 |
2 |
304 |
0 |
1 |
6 |
796 |
| Principal components estimation and identification of static factors |
1 |
1 |
5 |
176 |
2 |
3 |
13 |
590 |
| Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity |
2 |
2 |
8 |
27 |
2 |
5 |
28 |
99 |
| Quasi-maximum likelihood estimation of break point in high-dimensional factor models |
0 |
0 |
4 |
6 |
0 |
1 |
14 |
25 |
| Rank regularized estimation of approximate factor models |
1 |
1 |
3 |
40 |
2 |
2 |
7 |
118 |
| Reprint of: The likelihood ratio test for structural changes in factor models |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
| Scenario-based quantile connectedness of the U.S. interbank liquidity risk network |
0 |
0 |
2 |
2 |
2 |
4 |
7 |
7 |
| Selecting Instrumental Variables in a Data Rich Environment |
0 |
0 |
0 |
173 |
1 |
2 |
2 |
483 |
| Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency |
1 |
1 |
1 |
17 |
1 |
1 |
3 |
37 |
| Special Issue on Big Data |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
42 |
| Standard errors for panel data models with unknown clusters |
0 |
0 |
0 |
2 |
1 |
3 |
10 |
14 |
| Structural Changes in High Dimensional Factor Models |
0 |
1 |
2 |
55 |
1 |
3 |
5 |
126 |
| Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data |
2 |
4 |
15 |
326 |
4 |
9 |
29 |
865 |
| Testing For and Dating Common Breaks in Multivariate Time Series |
0 |
0 |
0 |
588 |
1 |
1 |
4 |
1,339 |
| Testing Parametric Conditional Distributions of Dynamic Models |
0 |
1 |
3 |
171 |
0 |
1 |
9 |
501 |
| Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach |
0 |
0 |
1 |
140 |
1 |
1 |
3 |
655 |
| Testing multivariate distributions in GARCH models |
1 |
1 |
2 |
131 |
1 |
1 |
7 |
318 |
| Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors |
0 |
1 |
2 |
46 |
0 |
1 |
6 |
119 |
| Tests for Skewness, Kurtosis, and Normality for Time Series Data |
0 |
0 |
3 |
311 |
1 |
3 |
12 |
887 |
| The likelihood ratio test for structural changes in factor models |
0 |
0 |
1 |
3 |
1 |
2 |
6 |
13 |
| Theory and Applications of TAR Model with Two Threshold Variables |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
36 |
| Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices |
1 |
3 |
5 |
281 |
3 |
5 |
13 |
656 |
| Total Journal Articles |
37 |
89 |
380 |
15,786 |
133 |
314 |
1,352 |
49,516 |
LogEc is hosted by the
Örebro University School of Business.