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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 7 16 59 321 47 109 384 2,060
Chi-square Tests when a Nuisance Parameter is Present only under the Alternative 0 0 0 0 0 0 4 267
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 1 6 51 308 6 18 109 737
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 1 2 13 48 2 5 27 137
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 0 1 16 261 2 6 57 889
Efficient GMM Estimation Using the Empirical Characteristic Function 0 1 3 6 0 1 10 364
Efficient GMM Estimation Using the Empirical Characteristic Function 2 3 13 72 5 7 21 125
Estimation of a Mixture via the Empirical Characteristic Function 1 1 9 300 2 7 32 886
Kernel Estimation of the Density of a Change-Point in the Mean 0 0 0 0 0 3 11 185
Nonlinearity and Temporal Dependence 2 6 23 60 14 36 120 193
On the Asymptotic Efficiency of GMM 3 6 24 144 7 19 75 378
On the Asymptotic Efficiency of GMM 1 1 4 24 1 3 12 92
Optimal test for Markov switching 3 7 33 210 5 13 71 538
Optimal test for Markov switching 0 0 0 0 10 25 59 302
Spectral Method for Deconvolving a Density 0 2 12 22 0 4 20 62
Total Working Papers 21 52 260 1,776 101 256 1,012 7,215


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 0 1 4 4
Efficient estimation of general dynamic models with a continuum of moment conditions 0 2 15 29 0 2 22 53
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS 3 8 18 18 3 9 23 23
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 4 10 24 25 6 17 36 36
Misspecified Structural Change, Threshold, and Markov-switching models 0 1 17 78 1 3 26 137
Simulation-Based Method of Moments and Efficiency 0 0 0 0 2 5 39 448
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 4 7 35 76 4 9 49 107
Total Journal Articles 11 28 110 227 16 46 199 808


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 21 104 155 31 60 237 357
Total Chapters 12 21 104 155 31 60 237 357


Statistics updated 2009-11-04