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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 19 65 346 37 102 416 2,203
Chi-square Tests when a Nuisance Parameter is Present only under the Alternative 1 1 1 1 1 2 3 269
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model 4 8 38 319 12 31 105 777
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 3 3 12 53 7 10 29 149
Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions 1 1 14 265 2 6 46 898
Efficient GMM Estimation Using the Empirical Characteristic Function 2 2 8 11 2 3 11 370
Efficient GMM Estimation Using the Empirical Characteristic Function 3 5 17 78 7 14 39 145
Estimation of a Mixture via the Empirical Characteristic Function 1 5 11 305 2 8 36 897
Kernel Estimation of the Density of a Change-Point in the Mean 0 0 0 0 3 3 10 188
Nonlinearity and Temporal Dependence 4 7 27 71 14 44 146 253
On the Asymptotic Efficiency of GMM 4 9 28 156 8 21 77 405
On the Asymptotic Efficiency of GMM 0 2 7 28 2 8 19 102
Optimal test for Markov switching 2 4 23 218 3 15 62 559
Optimal test for Markov switching 0 0 0 0 5 22 67 328
Spectral Method for Deconvolving a Density 1 1 9 24 3 6 19 69
Total Working Papers 33 67 260 1,875 108 295 1,085 7,612


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 3 3 4 1 5 8 9
Efficient estimation of general dynamic models with a continuum of moment conditions 0 2 10 31 1 3 19 58
GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS 1 4 23 24 4 9 31 34
MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS 1 1 27 29 2 3 41 42
Misspecified Structural Change, Threshold, and Markov-switching models 2 4 13 86 3 8 24 150
Simulation-Based Method of Moments and Efficiency 0 0 0 0 5 11 35 462
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship 0 4 30 84 1 8 42 121
Total Journal Articles 4 18 106 258 17 47 200 876


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 11 28 100 191 19 52 237 434
Total Chapters 11 28 100 191 19 52 237 434


Statistics updated 2010-03-03