| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Review of: "Book Review: Mathematical and Statistical Foundations" |
1 |
2 |
2 |
15 |
1 |
2 |
3 |
28 |
| A Wald test of restrictions on the cointegrating space based on Johansen's estimator |
1 |
1 |
2 |
36 |
1 |
1 |
7 |
112 |
| A model of fractional cointegration, and tests for cointegration using the bootstrap |
0 |
1 |
5 |
46 |
0 |
2 |
12 |
107 |
| A non-linear error correction mechanism based on the bilinear model1 |
0 |
0 |
2 |
44 |
0 |
1 |
11 |
181 |
| ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION |
0 |
0 |
5 |
5 |
0 |
1 |
13 |
13 |
| Alternative bootstrap procedures for testing cointegration in fractionally integrated processes |
0 |
1 |
4 |
25 |
0 |
1 |
7 |
62 |
| An L1-convergence theorem for heterogeneous mixingale arrays with trending moments |
1 |
2 |
13 |
13 |
3 |
5 |
22 |
22 |
| Buffer stocks, credit, and aggregation effects in the demand for broad money: Theory and an application to the U.K. personal sector |
0 |
1 |
1 |
8 |
1 |
2 |
5 |
46 |
| Buffer stocks, credit, and aggregation effects in the demand for broad money: theory and an application to the U.K. personal sector |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
388 |
| Cointegration in Recursive Systems |
0 |
0 |
6 |
38 |
0 |
0 |
18 |
230 |
| Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices |
0 |
0 |
0 |
0 |
1 |
3 |
24 |
215 |
| Consistency of kernel variance estimators for sums of semiparametric linear processes |
0 |
0 |
2 |
27 |
0 |
2 |
11 |
291 |
| Corrigendum to "Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes": [Journal of Econometrics 106 (2) (2002) 243-269] |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
33 |
| Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom |
7 |
18 |
199 |
800 |
13 |
40 |
466 |
1,785 |
| Econometric Modelling of the Sterling Effective Exchange Rate |
0 |
0 |
11 |
30 |
0 |
0 |
18 |
87 |
| Econometric Modelling: Techniques and Applications,: Sean Holly and Martin Weale (Eds.) (2000), Cambridge: Cambridge University Press, x+296 pages. ISBN 0 521 65069 0 Hardback [UK pound]45, $74.95 |
0 |
1 |
7 |
64 |
4 |
10 |
31 |
250 |
| Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes |
0 |
0 |
3 |
42 |
1 |
3 |
46 |
237 |
| FIML estimation of models with multiple regimes and covariance restrictions |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
9 |
| Forecasting Markov-switching dynamic, conditionally heteroscedastic processes |
0 |
2 |
8 |
8 |
0 |
3 |
9 |
9 |
| Generating schemes for long memory processes: regimes, aggregation and linearity |
2 |
3 |
3 |
15 |
2 |
5 |
12 |
62 |
| Identifying Cointegrating Regressions by the Rank Condition |
0 |
0 |
0 |
0 |
2 |
3 |
21 |
163 |
| Implementing the wild bootstrap using a two-point distribution |
1 |
4 |
22 |
41 |
4 |
19 |
85 |
155 |
| Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK |
2 |
3 |
18 |
67 |
6 |
10 |
36 |
114 |
| Long memory and nonlinear time series |
0 |
0 |
8 |
48 |
0 |
1 |
13 |
113 |
| Modelling Political Popularity: an Analysis of Long-range Dependence in Opinion Poll Series |
0 |
0 |
3 |
6 |
1 |
1 |
12 |
29 |
| Modelling political popularity: a correction |
0 |
0 |
1 |
5 |
0 |
1 |
6 |
18 |
| Modelling the UK Gilt-Edged Market |
1 |
1 |
1 |
41 |
2 |
3 |
23 |
352 |
| Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model |
0 |
0 |
0 |
2 |
8 |
17 |
52 |
300 |
| NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC |
1 |
2 |
3 |
3 |
1 |
3 |
9 |
9 |
| Problems with the estimation of moving average processes |
1 |
2 |
29 |
60 |
14 |
29 |
128 |
245 |
| Reply to Rasche's comments on "Buffer stock, credit, and aggregation effects in the demand for broad money: Theory and an application to the U.K. personal sector" |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
59 |
| Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results |
1 |
1 |
15 |
33 |
1 |
5 |
35 |
86 |
| Structural relations, cointegration and identification: some simple results and their application |
0 |
2 |
7 |
61 |
1 |
5 |
18 |
143 |
| Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 |
0 |
0 |
4 |
16 |
0 |
1 |
12 |
62 |
| THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I |
1 |
3 |
7 |
9 |
7 |
11 |
19 |
20 |
| THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II |
2 |
2 |
10 |
11 |
4 |
5 |
18 |
18 |
| Tests of bias in log-periodogram regression |
1 |
1 |
6 |
6 |
4 |
6 |
24 |
24 |
| The Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes: The Asymptotically Degenerate Case |
0 |
0 |
2 |
2 |
1 |
2 |
5 |
5 |
| The long memory model of political support: some further results |
0 |
1 |
1 |
14 |
0 |
1 |
6 |
53 |
| Type I and type II fractional Brownian motions: A reconsideration |
1 |
3 |
4 |
4 |
1 |
6 |
11 |
11 |
| Total Journal Articles |
24 |
57 |
415 |
1,651 |
84 |
212 |
1,261 |
6,146 |
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