| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A General Framework for Factor Models |
0 |
0 |
1 |
1 |
0 |
3 |
19 |
326 |
| ADDITIVE LOG-DIFFERENCED PROBABILITY MODELS FOR COUNT DATA |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
248 |
| Actifs Financiers et Theorie de la Consommation |
0 |
0 |
0 |
0 |
1 |
1 |
17 |
613 |
| Actifs financiers et theorie de la consommation |
0 |
0 |
1 |
1 |
0 |
6 |
24 |
322 |
| Actifs financiers et theorie de la consommation |
1 |
1 |
6 |
6 |
2 |
4 |
27 |
198 |
| Actifs financiers et theorie de la consommation |
0 |
0 |
0 |
0 |
1 |
14 |
79 |
891 |
| Agrégation de dynamiques de prix et modèles à facteurs à coefficients stochastiques |
1 |
2 |
9 |
23 |
4 |
28 |
52 |
165 |
| Agrégation de processus autoregressifs d'ordre 1 |
0 |
0 |
0 |
0 |
1 |
5 |
12 |
94 |
| Analysis of Order Queues |
0 |
0 |
0 |
0 |
4 |
10 |
17 |
329 |
| Approche géométrique des processus arma (une) |
0 |
0 |
0 |
0 |
1 |
5 |
11 |
98 |
| Arbitrage Based Pricing When Volatility Is Stochastic |
3 |
10 |
31 |
689 |
10 |
34 |
100 |
2,963 |
| Arbitrage-Based Pricing When Volatility is Stochastic |
0 |
0 |
2 |
11 |
1 |
4 |
14 |
159 |
| Arbitrage-Based Pricing When Volatility is Stochastic |
0 |
0 |
0 |
0 |
3 |
7 |
15 |
684 |
| Arbitrage-Based Pricing when Volatility is Stochastic |
1 |
2 |
2 |
2 |
2 |
4 |
13 |
120 |
| Arbitrage-Based Pricing when Volatility is Stochastic |
0 |
0 |
1 |
1 |
6 |
12 |
23 |
500 |
| Asymptotic comparison of tests for non-nested hypotheses by bahadur's a.r.e |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
77 |
| Aversion Analysis |
4 |
7 |
17 |
61 |
9 |
17 |
53 |
174 |
| Aversion Analysis |
1 |
2 |
5 |
64 |
2 |
7 |
28 |
251 |
| Bartlett Identities Tests |
0 |
0 |
0 |
0 |
2 |
8 |
13 |
223 |
| Bartlett Identities Tests |
0 |
0 |
0 |
0 |
1 |
4 |
25 |
260 |
| Calibrarion By Simulation for Small Sample Bias Correction |
0 |
0 |
0 |
0 |
4 |
12 |
38 |
657 |
| Calibration by Simulation for Small Sample Bias Correction |
0 |
0 |
1 |
1 |
1 |
8 |
24 |
469 |
| Causality Between Returns and Trated Volumes |
0 |
0 |
0 |
0 |
4 |
5 |
15 |
394 |
| Choix de portefeuille dans un environnement d'incvestissement desagrege: le cadre statique |
0 |
0 |
0 |
0 |
0 |
2 |
15 |
147 |
| Classification d'Actifs Financiers selon leurs Performances |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
173 |
| Coherency Conditions In Simultaneous Linear Equation Models With Endogenous Switching Regimes |
0 |
2 |
7 |
56 |
4 |
27 |
76 |
430 |
| Comparison of Kernel estimator based goodness of fit tests (a) |
0 |
0 |
1 |
1 |
1 |
6 |
20 |
321 |
| Composition des portefeuilles des ménages: une analyse scores sur données françaises |
0 |
0 |
0 |
0 |
3 |
11 |
18 |
286 |
| Compound Autoregressive Models |
0 |
0 |
0 |
0 |
10 |
19 |
52 |
351 |
| Computation of Multipliers in Multivariate Rational Expectations Models |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
155 |
| Computation of multipliers in multivariate rational expectations models |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
92 |
| Consistent m-estimators in a semi-parametric model |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
59 |
| Contraintes linéaires mixtes |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
53 |
| Contrats d'assurance chomage sur prets immobiliers; etude descriptive et valorisation du portefeuille |
0 |
0 |
0 |
0 |
1 |
6 |
17 |
292 |
| Courbes de performance et de discrimination |
0 |
0 |
0 |
0 |
0 |
4 |
14 |
205 |
| Court et long-terme dans les modèles de durée |
0 |
0 |
0 |
0 |
3 |
14 |
18 |
119 |
| Covariance Estimators and Adjusted Pseudo Maximum Likelihood Method |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
134 |
| DYNAMIC QUANTILE MODELS |
5 |
15 |
65 |
154 |
7 |
25 |
109 |
240 |
| Detecting a long run relationship (with an application to the p.p.p. hypothesis) |
0 |
1 |
5 |
19 |
0 |
2 |
12 |
84 |
| Diffusion et Effet de Vague |
0 |
0 |
0 |
0 |
3 |
24 |
45 |
130 |
| Direct test of the rational expectations hypothesis (with special attention to qualitative variables) |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
156 |
| Dynamic Factor Models |
0 |
0 |
11 |
11 |
13 |
27 |
180 |
963 |
| Dynamiques tronquees et estimation de modeles de diffusion |
0 |
0 |
0 |
0 |
1 |
2 |
10 |
460 |
| ECONOMETRICS BASED ON ENDOGENOUS SAMPLES |
0 |
0 |
1 |
1 |
2 |
5 |
23 |
242 |
| ECONOMETRICS OF COUNT DATA: THE A.L.D.P. MODEL |
0 |
0 |
0 |
0 |
0 |
2 |
12 |
302 |
| Econometric Specification of the Risk Neutral Valuation Model |
0 |
0 |
0 |
0 |
8 |
14 |
71 |
1,387 |
| Econometric specification of the risk neutral valuation model |
0 |
0 |
0 |
0 |
11 |
22 |
61 |
639 |
| Efficient Derivative Pricing by Extended Method of Moments |
3 |
8 |
23 |
107 |
5 |
23 |
60 |
206 |
| Efficient Fitted Portfolios |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
57 |
| Estimation and test in probit models with serial correlation |
0 |
0 |
1 |
1 |
2 |
8 |
37 |
364 |
| Estimation of a Dynamic Hedge |
0 |
0 |
1 |
1 |
1 |
21 |
77 |
846 |
| Estimation of the term structure from bond data |
0 |
0 |
0 |
0 |
1 |
6 |
25 |
315 |
| Evidence of Adverse Selction in Automobile Insurance Markets |
0 |
0 |
2 |
2 |
3 |
15 |
51 |
453 |
| Evidence of Adverse Selection in Automobile Insurance Markets |
0 |
0 |
4 |
4 |
1 |
6 |
36 |
671 |
| Evidence of Adverse Selection in Automobile Insurance Markets |
0 |
0 |
0 |
0 |
1 |
10 |
30 |
888 |
| Evidence of adverse selection in automobile insurance markets |
0 |
0 |
0 |
0 |
0 |
3 |
12 |
176 |
| Factor ARMA Representation of a Markoc Process |
0 |
0 |
0 |
0 |
1 |
5 |
14 |
183 |
| Functional averages and statistical inference |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
58 |
| Functional limit theorem for fractional processes (a) |
0 |
0 |
0 |
0 |
4 |
5 |
16 |
98 |
| General approach of serial correlation (a) |
0 |
0 |
0 |
0 |
1 |
5 |
21 |
122 |
| Heterogeneity and hazard dominance in duration data models |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
53 |
| Hétérogénéité dans les modèles à représentation linéaire |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
29 |
| Hétérogénéité/i/cas linéaire (le) |
0 |
1 |
4 |
9 |
0 |
11 |
34 |
82 |
| Hétérogénéité/ii/etude de biais (sous l'hypothèse d'exogénéité faible) |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
78 |
| Identification & consistent estimation of multi-variate linear models with rational expectations of current variables |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
82 |
| Indirect Inference |
0 |
0 |
2 |
2 |
5 |
11 |
32 |
260 |
| Indirect Inference |
0 |
0 |
4 |
4 |
5 |
12 |
38 |
380 |
| Indirect Inference for Dynamic Panel Models |
1 |
8 |
42 |
194 |
7 |
22 |
116 |
411 |
| Intra-Day Market Activity |
0 |
0 |
4 |
4 |
8 |
21 |
60 |
711 |
| Kernel Autocorrelogram for Time Deformed Processes |
1 |
3 |
5 |
142 |
2 |
11 |
33 |
1,398 |
| Kernel Based Nonlinear Canonical Analysis |
0 |
0 |
1 |
1 |
1 |
3 |
22 |
248 |
| Kernel Based Nonlinear Canonical Analysis |
0 |
0 |
6 |
8 |
2 |
3 |
12 |
28 |
| Kernel Based Nonlinear Canonical Analysis and Time Reversibility |
0 |
0 |
0 |
0 |
1 |
9 |
33 |
598 |
| Kernel M-Estimators and Functional residual Plots |
0 |
0 |
3 |
3 |
0 |
2 |
18 |
182 |
| Kernel m-estimators: non parametric diagnostics for structural models |
0 |
0 |
2 |
2 |
4 |
10 |
35 |
157 |
| LEAST SQUARES AND FRACTIONALLY INTEGRATED REGRESSORS |
0 |
0 |
1 |
1 |
2 |
8 |
18 |
374 |
| Learning procedure and convergence to rationality |
0 |
0 |
0 |
0 |
0 |
2 |
12 |
70 |
| Les transitions en economie: les changements de prix en russie dans les annees vingt |
0 |
0 |
0 |
0 |
1 |
5 |
22 |
175 |
| Linear Factor Models and the Term Structure of Interest Rates |
0 |
0 |
0 |
0 |
1 |
8 |
28 |
273 |
| M-estimateurs ponderes ou comment corriger des biais de sondage |
0 |
0 |
0 |
0 |
3 |
11 |
30 |
210 |
| Market Time and Asset Price Movements Theory and Estimation |
5 |
9 |
28 |
520 |
16 |
32 |
89 |
1,989 |
| Market Time and Asset Price Movements: Theory and Estimation |
2 |
3 |
3 |
3 |
3 |
8 |
25 |
132 |
| Market Time and Asset Price Movements: Theory and Estimation |
0 |
0 |
0 |
0 |
3 |
7 |
27 |
234 |
| Matching Procedures and Market Characteristics |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
440 |
| Mean-variance hedging and numeraire |
0 |
0 |
1 |
1 |
6 |
14 |
43 |
323 |
| Modeles de comptage Semi-parametriques |
0 |
0 |
1 |
1 |
1 |
7 |
24 |
390 |
| Modeles de duree et effets de generation |
0 |
0 |
0 |
0 |
1 |
4 |
14 |
188 |
| Modeles statistiques de valorisation par arbitrage |
0 |
0 |
0 |
0 |
5 |
12 |
27 |
265 |
| Modes de négociation et caractéristiques de marché |
0 |
0 |
0 |
0 |
3 |
7 |
28 |
265 |
| Modèles a anticipations rationnelles apprentissage par regression |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
81 |
| Modèles de durée et effets de génération |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
137 |
| Modèles linéaires à facteurs et structure à terme des taux d'intérêt |
0 |
0 |
0 |
0 |
0 |
6 |
34 |
204 |
| Modèles économétriques: utilisation et interprétation (les) |
0 |
0 |
0 |
0 |
3 |
10 |
29 |
243 |
| Multivariate distributions for limited dependent variable models |
0 |
0 |
0 |
0 |
3 |
8 |
15 |
84 |
| Non-Nested Hypothesis and Instrumental Models |
0 |
0 |
0 |
0 |
1 |
3 |
7 |
232 |
| Nonlinear Autocorrelograms: an Application to Intra-Trade Durations |
0 |
0 |
0 |
0 |
0 |
11 |
26 |
229 |
| Nonlinear Innovations and Impulse Responses |
0 |
0 |
0 |
0 |
1 |
4 |
20 |
285 |
| Nonlinear Panel Data Models with Dynamic Heterogeneity |
0 |
0 |
0 |
0 |
3 |
10 |
38 |
436 |
| Nonlinear Persistence and Copersistence |
0 |
1 |
9 |
16 |
0 |
6 |
21 |
29 |
| Nonlinear Persistence and Copersistence |
0 |
0 |
1 |
1 |
2 |
5 |
16 |
96 |
| Nonlinear innovations and impulse responses |
3 |
8 |
10 |
222 |
8 |
22 |
50 |
1,050 |
| Nonlinear persistence and copersistence |
1 |
5 |
11 |
130 |
3 |
18 |
33 |
501 |
| On Seasonal Effects in Duration Models |
0 |
0 |
0 |
0 |
1 |
6 |
12 |
122 |
| Prediction of Contingent Price Measures |
0 |
0 |
0 |
0 |
1 |
5 |
14 |
108 |
| Prévision de mesures de prix contingents |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
54 |
| Pseudo Maximum Likelihood Method, Adjusted Pseudo Maximum Likelihood Method and Covariance Estimators |
0 |
0 |
1 |
1 |
1 |
5 |
16 |
435 |
| Pseudo maximum likelihood methods: theory |
0 |
0 |
1 |
1 |
4 |
13 |
56 |
354 |
| Pseudo maximum lilelihood methods: applications to poisson models |
0 |
0 |
1 |
1 |
3 |
10 |
44 |
220 |
| Pseudo-likelihood methods |
0 |
0 |
1 |
1 |
4 |
14 |
42 |
412 |
| QUALITATIVE THRESHOLD ARCH MODELS |
0 |
0 |
0 |
0 |
2 |
12 |
42 |
461 |
| Quadratic Hedging and Numeraire |
0 |
0 |
1 |
1 |
2 |
7 |
18 |
508 |
| Qualitative threshold arch models |
0 |
0 |
0 |
0 |
9 |
20 |
56 |
193 |
| Quantité de monnaie (la): russie, les années 1918-1927 |
0 |
2 |
5 |
12 |
3 |
21 |
52 |
178 |
| Rank Tests for Unit Roots |
0 |
0 |
0 |
0 |
2 |
5 |
29 |
406 |
| Rank Tests for Unit Roots |
0 |
0 |
0 |
30 |
2 |
4 |
13 |
109 |
| Rational expectations models and bounded memory |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
112 |
| Reduction and identification of simultaneous equations models with rational expectations |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
90 |
| Revision adaptative des anticipations et convergence vers les anticipations rationnelles |
0 |
0 |
0 |
0 |
2 |
2 |
14 |
331 |
| Sensitivity Analysis of Values at Risk |
0 |
0 |
4 |
4 |
16 |
60 |
402 |
2,196 |
| Sensitivity Analysis of Values at Risk |
5 |
18 |
49 |
610 |
8 |
26 |
88 |
1,124 |
| Sensitivity analysis of values at risk |
0 |
0 |
0 |
1 |
5 |
12 |
39 |
279 |
| Series Codependantes Application a l'Hypothese de Parite du Pouvoir d'achat |
0 |
0 |
0 |
0 |
0 |
19 |
44 |
501 |
| Simulated residuals |
0 |
0 |
0 |
0 |
1 |
3 |
14 |
86 |
| Simulation Based Inference: A Survey with Special Reference to Panel Data Models |
0 |
0 |
1 |
1 |
3 |
5 |
23 |
358 |
| Solutions of dynamic linear rational expectations models |
0 |
0 |
0 |
0 |
1 |
3 |
14 |
92 |
| Some theoretical results for generalized ridge regression estimators |
0 |
0 |
1 |
1 |
1 |
12 |
41 |
290 |
| Strong concentration ordering |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
63 |
| Sélection de clientèle et tarification de prêt bancaire |
0 |
0 |
0 |
0 |
2 |
8 |
21 |
290 |
| Testing Non Nested Hypotheses |
0 |
0 |
1 |
1 |
4 |
8 |
22 |
159 |
| Testing unknown linear restrictions on parameter functions |
0 |
0 |
0 |
0 |
1 |
2 |
11 |
218 |
| Testing, Encompassing and Simulating Dynamic Econometric Models |
0 |
0 |
1 |
1 |
0 |
2 |
11 |
146 |
| Testing, encompassing and simulating dynamic econometric models |
0 |
0 |
1 |
1 |
4 |
8 |
25 |
118 |
| The Econometrics of Efficient Frontiers |
0 |
0 |
3 |
3 |
6 |
25 |
105 |
1,043 |
| The Informational Content of Household Decisions |
0 |
0 |
1 |
1 |
1 |
1 |
12 |
680 |
| The Informational Content of Household Decisions with Applications to Insurance under Adverse Selection |
0 |
0 |
1 |
1 |
6 |
12 |
49 |
506 |
| The Ordered Qualitative Model For Credit Rating Transitions |
9 |
26 |
109 |
221 |
25 |
63 |
238 |
435 |
| The Portfolio Composition of Households: A Scoring Analysis from French Data |
0 |
0 |
0 |
0 |
2 |
8 |
19 |
458 |
| The Wishart Autoregressive Process of Multivariate Stochastic Volatility |
11 |
40 |
130 |
199 |
19 |
64 |
221 |
336 |
| The agregation of commodities in quantity rationing models |
0 |
0 |
0 |
0 |
1 |
5 |
14 |
198 |
| The informational content of household decisions with applications to insurance under adverse selection |
0 |
0 |
0 |
0 |
3 |
5 |
20 |
68 |
| Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets |
8 |
17 |
60 |
611 |
20 |
56 |
170 |
2,410 |
| Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets |
0 |
0 |
1 |
1 |
11 |
30 |
95 |
553 |
| Transitions in economy: price changes in russia in the twenties |
0 |
0 |
2 |
7 |
0 |
1 |
17 |
144 |
| Truncated Dynamics and Estimation of Diffusion Equations |
0 |
0 |
0 |
0 |
2 |
4 |
13 |
413 |
| Truncated Maximum Likelihood, Goodness of Fit Tests and Tail Analysis |
0 |
0 |
0 |
49 |
1 |
4 |
25 |
207 |
| Truncated Maximum Likelihood, and Nonparametric Tail Analysis |
0 |
0 |
1 |
1 |
5 |
14 |
50 |
466 |
| Two Stage Generalized Moment Method with Applications to Regressions with heteroscedasticity of Unknown Form |
0 |
0 |
0 |
0 |
2 |
4 |
14 |
338 |
| Two stages generalized moment method with applications to regressions with heteroscedasticity of unkwnown form |
0 |
0 |
0 |
0 |
4 |
6 |
18 |
205 |
| UNE NOTE SUR L'EFFICACITE DES PROCEDURES D'ESTIMATION EN DEUX ETAPES |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
312 |
| Vérification empirique de deux schémas d'anticipation adaptatif et rationnel |
0 |
0 |
3 |
12 |
3 |
6 |
35 |
101 |
| tests sur le noyau, l'image et le rang de la matrice de coefficients d'un modele lineaire multivarie |
0 |
0 |
0 |
0 |
2 |
17 |
46 |
300 |
| Total Working Papers |
65 |
191 |
714 |
4,254 |
448 |
1,503 |
5,345 |
54,890 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Classification of Two-Factor Affine Diffusion Term Structure Models |
1 |
4 |
10 |
43 |
1 |
7 |
27 |
86 |
| A count data model with unobserved heterogeneity |
1 |
3 |
6 |
20 |
1 |
5 |
12 |
73 |
| Affine Models for Credit Risk Analysis |
3 |
8 |
30 |
54 |
5 |
18 |
66 |
112 |
| An efficient nonparametric estimator for models with nonlinear dependence |
1 |
3 |
14 |
18 |
1 |
5 |
25 |
34 |
| Asymptotic properties of the maximum likelihood estimator in dichotomous logit models |
0 |
2 |
11 |
30 |
0 |
6 |
25 |
54 |
| Autoregressive gamma processes |
1 |
4 |
20 |
48 |
2 |
8 |
42 |
126 |
| Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes |
1 |
1 |
4 |
34 |
1 |
10 |
31 |
208 |
| DYNAMIC FACTOR MODELS |
5 |
14 |
51 |
112 |
7 |
23 |
92 |
225 |
| Direct test of the rational expectation hypothesis |
2 |
3 |
10 |
19 |
3 |
8 |
20 |
38 |
| Disequilibrium Econometrics in Simultaneous Equations Systems |
0 |
0 |
4 |
39 |
0 |
3 |
14 |
201 |
| Duration, transition and count data models Introduction |
0 |
1 |
4 |
38 |
1 |
4 |
19 |
110 |
| Econometric specification of stochastic discount factor models |
2 |
8 |
34 |
65 |
2 |
12 |
53 |
117 |
| Econometric specification of the risk neutral valuation model |
3 |
5 |
21 |
56 |
3 |
9 |
44 |
127 |
| Econometrics of efficient fitted portfolios |
0 |
1 |
5 |
32 |
1 |
3 |
13 |
70 |
| Factor ARMA representation of a Markov process |
1 |
1 |
3 |
19 |
2 |
3 |
14 |
66 |
| Generalised residuals |
7 |
16 |
44 |
76 |
8 |
21 |
64 |
106 |
| Heterogeneous INAR(1) model with application to car insurance |
2 |
5 |
14 |
87 |
5 |
9 |
28 |
181 |
| Indirect Inference |
16 |
40 |
144 |
743 |
34 |
90 |
311 |
1,678 |
| Infrequent Extreme Risks |
3 |
3 |
11 |
78 |
5 |
8 |
24 |
175 |
| Instrumental Models and Indirect Encompassing |
0 |
0 |
0 |
0 |
0 |
4 |
6 |
132 |
| Intra-day market activity |
0 |
7 |
32 |
105 |
4 |
16 |
56 |
168 |
| Kernel-based nonlinear canonical analysis and time reversibility |
0 |
0 |
2 |
47 |
0 |
3 |
14 |
112 |
| Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters |
1 |
1 |
9 |
17 |
2 |
2 |
17 |
32 |
| Learning Procedures and Convergence to Rationality |
0 |
0 |
4 |
20 |
1 |
5 |
13 |
93 |
| Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters |
27 |
74 |
145 |
583 |
138 |
456 |
822 |
2,360 |
| Memory and infrequent breaks |
0 |
0 |
6 |
21 |
0 |
0 |
10 |
43 |
| Migration correlation: Definition and efficient estimation |
0 |
4 |
16 |
44 |
2 |
16 |
53 |
162 |
| Multivariate Jacobi process with application to smooth transitions |
3 |
5 |
20 |
51 |
3 |
10 |
35 |
88 |
| On the Problem of Missing Data in Linear Models |
0 |
2 |
8 |
32 |
0 |
7 |
22 |
84 |
| On the backward-forward procedure |
0 |
0 |
5 |
10 |
0 |
8 |
23 |
41 |
| On the characterization of a joint probability distribution by conditional distributions |
0 |
2 |
10 |
18 |
0 |
13 |
59 |
87 |
| Prepayment analysis for securitization |
1 |
4 |
24 |
87 |
1 |
10 |
50 |
177 |
| Pseudo Maximum Likelihood Methods: Applications to Poisson Models |
7 |
16 |
57 |
249 |
13 |
40 |
128 |
783 |
| Pseudo Maximum Likelihood Methods: Theory |
7 |
23 |
85 |
489 |
14 |
55 |
199 |
1,293 |
| Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators |
0 |
0 |
3 |
30 |
1 |
2 |
7 |
70 |
| Qualitative threshold ARCH models |
3 |
7 |
30 |
131 |
6 |
17 |
61 |
262 |
| Rank tests for unit roots |
1 |
2 |
8 |
28 |
2 |
3 |
13 |
63 |
| Rational Expectations Models and Bounded Memory |
1 |
2 |
3 |
17 |
2 |
3 |
6 |
67 |
| Rational Expectations in Dynamic Linear Models: Analysis of the Solutions |
0 |
1 |
6 |
45 |
0 |
2 |
17 |
130 |
| STOCHASTIC UNIT ROOT MODELS |
1 |
2 |
15 |
35 |
2 |
6 |
33 |
86 |
| Sensitivity analysis of Values at Risk |
3 |
7 |
36 |
282 |
5 |
13 |
88 |
607 |
| Simulated residuals |
2 |
6 |
11 |
20 |
2 |
7 |
20 |
41 |
| Simulation-based inference: A survey with special reference to panel data models |
6 |
11 |
36 |
118 |
7 |
14 |
54 |
186 |
| Some theoretical results for generalized ridge regression estimators |
0 |
4 |
11 |
18 |
2 |
8 |
20 |
32 |
| Specification pre-test estimator |
1 |
1 |
6 |
9 |
2 |
4 |
18 |
27 |
| Stochastic volatility duration models |
0 |
2 |
31 |
147 |
0 |
9 |
58 |
296 |
| Structural Laplace Transform and Compound Autoregressive Models |
2 |
5 |
21 |
49 |
3 |
8 |
51 |
117 |
| Sufficient Linear Structures: Econometric Applications |
0 |
0 |
2 |
7 |
1 |
1 |
3 |
44 |
| Testing for Common Roots |
0 |
0 |
1 |
11 |
1 |
1 |
9 |
102 |
| Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment |
3 |
7 |
19 |
144 |
4 |
11 |
31 |
366 |
| Testing nested or non-nested hypotheses |
1 |
1 |
15 |
29 |
2 |
4 |
29 |
51 |
| Tests of the Equilibrium vs. Disequilibrium Hypotheses: A Comment |
0 |
1 |
2 |
12 |
0 |
3 |
26 |
96 |
| The Aggregation of Commodities in Quantity Rationing Models |
0 |
0 |
0 |
3 |
1 |
5 |
10 |
32 |
| The econometrics of efficient portfolios |
2 |
6 |
19 |
76 |
6 |
14 |
36 |
134 |
| Truncated dynamics and estimation of diffusion equations |
1 |
2 |
6 |
13 |
1 |
3 |
9 |
36 |
| Unemployment insurance and mortgages |
0 |
1 |
3 |
10 |
0 |
1 |
6 |
47 |
| Total Journal Articles |
122 |
328 |
1,147 |
4,618 |
310 |
1,036 |
3,036 |
12,334 |