| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests |
2 |
3 |
12 |
304 |
4 |
10 |
50 |
1,243 |
| A New Multivariate Product Growth Model |
0 |
4 |
22 |
93 |
2 |
16 |
89 |
303 |
| A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests |
2 |
5 |
12 |
202 |
4 |
11 |
55 |
1,493 |
| Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models |
0 |
0 |
5 |
77 |
0 |
0 |
7 |
221 |
| Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models |
0 |
0 |
0 |
24 |
0 |
1 |
9 |
163 |
| Asymmetric and common absorption of shocks in nonlinear autoregressive models |
1 |
1 |
9 |
132 |
2 |
7 |
26 |
448 |
| Behavioral Heterogeneity in Stock Prices |
3 |
5 |
38 |
206 |
8 |
15 |
82 |
573 |
| Behavioral Heterogeneity in Stock Prices |
0 |
3 |
9 |
9 |
4 |
12 |
38 |
38 |
| Block Local to Unity and Continuous Record Asymptotics |
0 |
0 |
4 |
48 |
0 |
3 |
13 |
158 |
| Common Persistence in Nonlinear Autoregressive Models |
0 |
0 |
0 |
0 |
1 |
6 |
29 |
438 |
| Common Persistence in Nonlinear Autoregressive Models |
1 |
1 |
6 |
90 |
1 |
2 |
8 |
224 |
| Common Persistence in Nonlinear Autoregressive Models |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
125 |
| Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors |
1 |
2 |
8 |
136 |
4 |
10 |
22 |
544 |
| How Large is Average Economic Growth? Evidence from a Robust Method |
1 |
2 |
6 |
57 |
2 |
6 |
17 |
265 |
| Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview |
5 |
14 |
43 |
281 |
8 |
27 |
74 |
369 |
| JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL |
0 |
0 |
0 |
0 |
3 |
8 |
17 |
489 |
| JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
626 |
| Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices |
1 |
3 |
11 |
183 |
3 |
8 |
28 |
242 |
| Multiple Unit Roots in Periodic Autoregression |
0 |
0 |
0 |
0 |
4 |
6 |
30 |
1,445 |
| Multiple Unit Roots in Periodic Autoregression |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
244 |
| Robust inference on average economic growth |
0 |
1 |
1 |
51 |
2 |
4 |
10 |
307 |
| Semi-nonparametric cointegration testing |
1 |
1 |
6 |
125 |
1 |
3 |
15 |
369 |
| Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market |
0 |
0 |
0 |
0 |
8 |
20 |
69 |
706 |
| Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets |
0 |
0 |
0 |
49 |
2 |
7 |
49 |
554 |
| Success and Failure of Technical Trading Strategies in the Cocoa Futures Market |
0 |
0 |
0 |
1 |
9 |
18 |
59 |
783 |
| Success and Failure of Technical Trading Strategies in the Cocoa Futures Market |
2 |
9 |
26 |
348 |
4 |
22 |
67 |
822 |
| Testing for Periodique Integration |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
263 |
| Testing for a Unit Root with Near-Integrated Volatility |
1 |
2 |
6 |
126 |
2 |
5 |
16 |
402 |
| Testing for a Unit Root with Near-Integrated Volatility |
0 |
0 |
0 |
27 |
0 |
1 |
14 |
258 |
| Testing for a Unit Root with Near-Integrated Volatility |
0 |
0 |
9 |
99 |
1 |
3 |
22 |
233 |
| The Econometrics Of The Bass Diffusion Model |
5 |
16 |
64 |
818 |
10 |
43 |
215 |
2,607 |
| Wake me up before you GO-GARCH |
1 |
3 |
6 |
6 |
1 |
9 |
19 |
20 |
| Wake me up before you GO-GARCH |
3 |
9 |
39 |
142 |
9 |
23 |
89 |
351 |
| Why Frequency Matters for Unit Root Testing |
4 |
7 |
10 |
118 |
4 |
11 |
30 |
356 |
| Total Working Papers |
34 |
91 |
352 |
3,752 |
103 |
318 |
1,289 |
17,682 |