| 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 |
1 |
3 |
14 |
293 |
6 |
12 |
45 |
1,203 |
| A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests |
0 |
1 |
12 |
190 |
5 |
16 |
92 |
1,449 |
| Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models |
2 |
2 |
6 |
74 |
2 |
4 |
17 |
216 |
| Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models |
0 |
0 |
0 |
24 |
2 |
7 |
19 |
159 |
| Asymmetric and common absorption of shocks in nonlinear autoregressive models |
1 |
3 |
12 |
125 |
1 |
8 |
33 |
425 |
| Behavioral Heterogeneity in Stock Prices |
4 |
10 |
36 |
176 |
6 |
23 |
100 |
507 |
| Block Local to Unity and Continuous Record Asymptotics |
0 |
0 |
2 |
44 |
0 |
4 |
12 |
147 |
| Common Persistence in Nonlinear Autoregressive Models |
0 |
0 |
0 |
0 |
3 |
7 |
24 |
416 |
| Common Persistence in Nonlinear Autoregressive Models |
1 |
1 |
3 |
85 |
1 |
1 |
8 |
217 |
| Common Persistence in Nonlinear Autoregressive Models |
0 |
0 |
0 |
0 |
0 |
2 |
12 |
119 |
| Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors |
0 |
1 |
3 |
129 |
2 |
8 |
26 |
527 |
| How Large is Average Economic Growth? Evidence from a Robust Method |
0 |
1 |
6 |
52 |
2 |
5 |
22 |
251 |
| Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview |
0 |
9 |
27 |
244 |
4 |
17 |
52 |
307 |
| JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL |
0 |
0 |
0 |
0 |
0 |
2 |
20 |
474 |
| JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
622 |
| Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices |
3 |
5 |
14 |
176 |
5 |
10 |
25 |
222 |
| Multiple Unit Roots in Periodic Autoregression |
0 |
0 |
0 |
0 |
6 |
10 |
32 |
1,422 |
| Multiple Unit Roots in Periodic Autoregression |
0 |
0 |
0 |
0 |
1 |
3 |
13 |
238 |
| Robust inference on average economic growth |
0 |
0 |
4 |
50 |
1 |
2 |
15 |
299 |
| Semi-nonparametric cointegration testing |
1 |
6 |
17 |
123 |
1 |
12 |
34 |
361 |
| Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market |
0 |
0 |
0 |
0 |
0 |
7 |
111 |
639 |
| Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets |
0 |
0 |
1 |
49 |
5 |
21 |
86 |
518 |
| Success and Failure of Technical Trading Strategies in the Cocoa Futures Market |
0 |
0 |
1 |
1 |
4 |
21 |
60 |
738 |
| Success and Failure of Technical Trading Strategies in the Cocoa Futures Market |
3 |
5 |
26 |
326 |
4 |
12 |
63 |
764 |
| Testing for Periodique Integration |
0 |
0 |
0 |
0 |
0 |
1 |
17 |
262 |
| Testing for a Unit Root with Near-Integrated Volatility |
0 |
1 |
2 |
120 |
0 |
4 |
10 |
386 |
| Testing for a Unit Root with Near-Integrated Volatility |
0 |
0 |
0 |
27 |
0 |
2 |
16 |
245 |
| Testing for a Unit Root with Near-Integrated Volatility |
0 |
4 |
9 |
93 |
4 |
15 |
28 |
222 |
| The Econometrics Of The Bass Diffusion Model |
4 |
16 |
85 |
762 |
17 |
55 |
300 |
2,423 |
| Why Frequency Matters for Unit Root Testing |
0 |
1 |
15 |
108 |
1 |
12 |
56 |
330 |
| Total Working Papers |
20 |
69 |
295 |
3,271 |
83 |
304 |
1,358 |
16,108 |