Access Statistics for Nikolay Gospodinov

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Look at the Forward Premium Puzzle 4 17 41 41 6 25 58 58
Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes: An Application to Purchasing Power Parity 0 0 0 0 3 8 16 344
Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors 1 3 49 49 6 19 78 78
Local GMM Estimation of Time Series Models with Conditional Moment Restrictions 4 13 53 53 9 26 76 76
Median Unbiased Forecasts for Highly Persistent Autoregressive Processes 0 0 0 69 6 11 37 517
Modeling Financial Return Dynamics by Decomposition 1 5 19 134 6 21 86 400
Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels 2 2 11 11 11 14 33 33
Nonparametric Likelihood Methods for Estimation and Inference in Moment Condition Models with Weak Instruments 0 0 0 0 10 21 72 561
Specification Testing in Models with Many Instruments 0 2 29 29 4 14 57 57
Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes 1 1 21 41 5 8 48 69
Total Working Papers 13 43 223 427 66 167 561 2,193


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Look at the Forward Premium Puzzle 1 5 5 5 3 11 13 13
A `long march' perspective on tobacco use in Canada 0 1 3 42 2 7 20 216
Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root 1 4 18 18 4 11 40 40
Asymptotic confidence intervals for impulse responses of near-integrated processes 0 1 6 23 4 9 24 158
Bootstrap-Based Inference in Models with a Nearly Noninvertible Moving Average Component 0 0 0 0 3 6 12 131
Forecasting volatility 0 3 13 63 3 8 29 173
Global Health Warnings on Tobacco Packaging: Evidence from the Canadian Experiment 0 2 16 64 1 10 87 330
Median unbiased forecasts for highly persistent autoregressive processes 1 1 4 24 3 5 9 79
Testing For Threshold Nonlinearity in Short-Term Interest Rates 0 0 11 31 2 5 21 77
Tobacco taxes and regressivity 2 5 7 7 9 16 25 25
Total Journal Articles 5 22 83 277 34 88 280 1,242


Statistics updated 2009-11-04