| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case |
16 |
17 |
17 |
17 |
13 |
15 |
15 |
15 |
| A Hierarchical Procedure for the Combination of Forecasts; This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided |
0 |
2 |
4 |
4 |
4 |
13 |
17 |
17 |
| A Panel-CADF Test for Unit Roots |
7 |
20 |
62 |
143 |
15 |
46 |
149 |
321 |
| Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes |
0 |
0 |
7 |
81 |
5 |
15 |
53 |
284 |
| Change in persistence tests for panels |
0 |
1 |
17 |
67 |
2 |
8 |
47 |
134 |
| Change in persistence tests for panels: An update and some new results |
0 |
2 |
10 |
44 |
2 |
7 |
34 |
76 |
| Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided |
2 |
3 |
58 |
58 |
5 |
15 |
77 |
77 |
| Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System |
5 |
16 |
16 |
16 |
9 |
22 |
22 |
22 |
| Do "Clean Hands" Ensure Healthy Growth? Theory and Practice in the Battle Against Corruption |
3 |
6 |
21 |
21 |
9 |
21 |
45 |
45 |
| Estimates of Structural Changes in the Wage Equation:Some Evidence for Italy |
1 |
3 |
15 |
49 |
3 |
7 |
37 |
90 |
| Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order |
1 |
1 |
4 |
73 |
2 |
5 |
14 |
208 |
| New panel tests to assess inflation persistence |
16 |
16 |
16 |
16 |
3 |
3 |
3 |
3 |
| Non parametric Fractional Cointegration Analysis |
0 |
1 |
6 |
68 |
3 |
6 |
21 |
152 |
| Panel Cointegration and the Neutrality of Money |
1 |
2 |
24 |
115 |
5 |
7 |
51 |
239 |
| Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production |
2 |
14 |
14 |
14 |
2 |
8 |
8 |
8 |
| Testing for rational bubbles |
0 |
0 |
2 |
40 |
2 |
4 |
19 |
107 |
| Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions |
2 |
4 |
19 |
105 |
5 |
12 |
49 |
278 |
| Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions |
4 |
6 |
23 |
83 |
6 |
14 |
58 |
211 |
| Unit root and cointegration tests for cross-sectionally correlated panels. Estimating regional production functions |
3 |
3 |
14 |
205 |
6 |
9 |
35 |
492 |
| Total Working Papers |
63 |
117 |
349 |
1,219 |
101 |
237 |
754 |
2,779 |