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- CONTROL VARIATES FOR VARIANCE REDUCTION IN INDIRECT INFERENCE: INTEREST RATE MODELS IN CONTINUOUS TIME |
0 |
1 |
1 |
17 |
1 |
2 |
8 |
78 |

A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007 |
0 |
0 |
3 |
50 |
0 |
2 |
21 |
123 |

A note on the estimation of long-run relationships in dependent cointegrated panels |
0 |
0 |
0 |
51 |
2 |
6 |
14 |
114 |

A note on the estimation of long-run relationships in panel equations with cross-section linkages |
0 |
0 |
0 |
44 |
0 |
2 |
12 |
92 |

A sieve bootstrap range test for poolability in dependent cointegrated panels |
0 |
0 |
1 |
94 |
2 |
3 |
12 |
234 |

Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs |
0 |
0 |
2 |
82 |
2 |
3 |
12 |
96 |

Cointegration testing in dependent panels with breaks |
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0 |
1 |
132 |
0 |
1 |
6 |
275 |

Control variates for variance reduction in indirect inference: interest rate models in continuous time |
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0 |
0 |
9 |
0 |
1 |
9 |
82 |

Dealing with unobservable common trends in small samples: a panel cointegration approach |
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2 |
5 |
73 |
2 |
7 |
22 |
54 |

Indirect Estimation of Just-Identified Models with Control Variates |
0 |
2 |
4 |
17 |
1 |
5 |
23 |
118 |

Indirect estimation of Markov switching models with endogenous switching |
0 |
1 |
4 |
33 |
2 |
5 |
20 |
98 |

Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test |
1 |
4 |
8 |
80 |
1 |
8 |
42 |
225 |

Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle |
0 |
0 |
1 |
68 |
1 |
4 |
13 |
121 |

Testing for breaks in cointegrated panels |
0 |
0 |
1 |
61 |
1 |
3 |
7 |
126 |

Testing for non-causality by using the Autoregressive Metric |
0 |
0 |
0 |
54 |
0 |
1 |
11 |
82 |

Total Working Papers |
1 |
10 |
31 |
865 |
15 |
53 |
232 |
1,918 |