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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chi-square Tests for Parameter Stability 6 13 59 302 35 105 369 1,926
Chi-square Tests when a Nuisance Parameter is Present only under the Alternative 0 0 0 0 0 0 10 266
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 3 12 59 298 5 29 130 711
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 1 3 16 46 2 8 32 132
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 5 29 259 7 18 84 880
Efficient GMM Estimation Using the Empirical Characteristic Function 0 1 1 4 0 2 28 362
Efficient GMM Estimation Using the Empirical Characteristic Function 1 3 18 66 2 5 23 114
Estimation of a Mixture via the Empirical Characteristic Function 1 3 14 298 5 11 36 877
Kernel Estimation of the Density of a Change-Point in the Mean 0 0 0 0 1 2 14 182
Nonlinearity and Temporal Dependence 2 6 28 52 11 35 123 150
On the Asymptotic Efficiency of GMM 2 6 24 136 4 18 70 352
On the Asymptotic Efficiency of GMM 0 1 4 22 0 2 13 87
Optimal test for Markov switching 3 4 32 200 5 13 81 513
Optimal test for Markov switching 0 0 0 0 2 4 53 268
Spectral Method for Deconvolving a Density 2 5 13 20 3 7 19 57
Total Working Papers 21 62 297 1,703 82 259 1,085 6,877


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
03.1.2 Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression Solution 0 0 1 1 1 1 2 2
Efficient estimation of general dynamic models with a continuum of moment conditions 1 4 17 25 3 8 26 47
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS 4 5 7 7 5 7 11 11
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 3 12 14 15 3 16 18 18
Misspecified Structural Change, Threshold, and Markov-switching models 0 2 23 76 0 4 34 132
Simulation-Based Method of Moments and Efficiency 0 0 0 0 4 11 48 441
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 9 13 34 68 9 16 48 96
Total Journal Articles 17 36 96 192 25 63 187 747


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization 12 33 101 124 24 79 217 280
Total Chapters 12 33 101 124 24 79 217 280


Statistics updated 2009-07-03