| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter |
0 |
0 |
0 |
335 |
0 |
3 |
3 |
1,548 |
| A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter |
0 |
1 |
2 |
12 |
0 |
2 |
3 |
71 |
| A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter |
0 |
0 |
0 |
37 |
0 |
3 |
4 |
168 |
| Applications of Subsampling, Hybrid, and Size-Correction Methods |
0 |
0 |
0 |
134 |
0 |
1 |
1 |
511 |
| Applications of Subsampling, Hybrid, and Size-Correction Methods (joint with D.W.K. Andrews), 2005, this version May 2007 |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
55 |
| Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models |
0 |
0 |
0 |
27 |
1 |
2 |
2 |
53 |
| Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
63 |
| Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity |
0 |
0 |
1 |
29 |
0 |
2 |
3 |
183 |
| Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity |
0 |
0 |
0 |
172 |
0 |
2 |
2 |
843 |
| Asymptotics for Stationary Very Nearly Unit Root Processes |
0 |
0 |
0 |
97 |
0 |
1 |
1 |
280 |
| Asymptotics for Stationary Very Nearly Unit Root Processes (joint with D.W.K. Andrews), this version November 2006 |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
82 |
| Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
28 |
| Efficiency Properties of Labor Taxation in a Spatial Model of Restricted Labor Mobility |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
359 |
| Finite-Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator, accepted for publication, Econometric Reviews |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
181 |
| Generalized Empirical Likelihood Tests in Time Series Models With Potential Identification Failure (joint with R.J.Smith), accepted for publication, Journal of Econometrics |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
87 |
| Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests |
0 |
0 |
1 |
72 |
0 |
2 |
5 |
173 |
| Hybrid and Size-Corrected Subsample Methods |
0 |
0 |
0 |
113 |
0 |
1 |
2 |
382 |
| Hybrid and size-corrected subsample methods (joint with D.W.K. Andrews), June 2005, this version March 2007 |
0 |
0 |
0 |
15 |
0 |
1 |
2 |
72 |
| Identification- and Singularity-Robust Inference for Moment Condition |
0 |
0 |
1 |
58 |
0 |
2 |
3 |
119 |
| Specification Testing under Moment Inequalities (joint with J. Hahn and K. Kim), 2006, revised April 2007 |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
172 |
| The Impact of a Hausman Pretest on the Size of Hypothesis Tests |
0 |
0 |
0 |
45 |
0 |
1 |
1 |
177 |
| The Limit of Finite-Sample Size and a Problem with Subsampling |
0 |
0 |
0 |
74 |
0 |
1 |
1 |
352 |
| The Limit of Finite-Sample Size and a Problem with Subsampling |
0 |
0 |
0 |
93 |
0 |
1 |
1 |
501 |
| The limit of finite sample size and a problem with subsampling (joint with D.W.K. Andrews), June 2005, this version March 2007 |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
171 |
| Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities |
0 |
1 |
1 |
113 |
0 |
3 |
5 |
341 |
| Total Working Papers |
0 |
2 |
6 |
1,725 |
1 |
29 |
43 |
6,972 |
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