| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Gaussian IV estimator of cointegrating relations |
0 |
0 |
3 |
36 |
0 |
3 |
17 |
162 |
| A Note on the Vogelsang Test for Additive Outliers |
1 |
2 |
13 |
87 |
4 |
8 |
33 |
261 |
| A Regime Switching Long Memory Model for Electricity Prices |
2 |
6 |
42 |
523 |
4 |
15 |
90 |
1,168 |
| A Review of the Econometric Analysis of I(2) Variables |
1 |
2 |
23 |
145 |
1 |
4 |
37 |
950 |
| A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching |
0 |
3 |
62 |
99 |
2 |
10 |
177 |
234 |
| A vector autoregressive model for electricity prices subject to long memory and regime switching |
11 |
47 |
47 |
47 |
34 |
75 |
75 |
75 |
| Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data |
0 |
0 |
3 |
47 |
3 |
6 |
20 |
186 |
| Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices |
0 |
3 |
12 |
99 |
1 |
5 |
29 |
239 |
| Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis |
1 |
3 |
14 |
169 |
6 |
10 |
54 |
565 |
| Estimating the LQAC Model with I(2) Variables |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
46 |
| Estimating the LQAC model with I(2) Variables |
0 |
0 |
0 |
34 |
0 |
0 |
11 |
1,752 |
| Estimation of Fractional Integration in the Presence of Data Noise |
2 |
5 |
10 |
11 |
3 |
8 |
24 |
28 |
| Heteroscedasticity in Non-Stationary Time Series, Some Monte Carlo Evidence |
0 |
0 |
0 |
0 |
0 |
3 |
19 |
157 |
| Improving Size and Power in Unit Root Testing |
2 |
12 |
44 |
158 |
3 |
16 |
73 |
271 |
| Local Power Functions of Tests for Double Unit Roots |
0 |
1 |
3 |
74 |
0 |
2 |
19 |
597 |
| Local Power Functions of Tests for Double Unit Roots |
0 |
0 |
2 |
19 |
0 |
2 |
15 |
105 |
| Long-Run Forecasting in Multicointegrated Systems |
0 |
0 |
5 |
78 |
0 |
7 |
20 |
135 |
| Long-Run Forecasting in Multicointegrated Systems |
1 |
1 |
3 |
117 |
1 |
6 |
20 |
445 |
| Long-run forecasting in multicointegrated systems |
1 |
2 |
6 |
113 |
3 |
8 |
30 |
301 |
| Measurement Errors and Outliers in Seasonal Unit Root Testing |
1 |
2 |
11 |
92 |
2 |
6 |
29 |
291 |
| Measurement Errors and Outliers in Seasonal Unit Root Testing |
0 |
2 |
9 |
268 |
1 |
7 |
29 |
1,155 |
| Money Demand, Expectations and the Foreward Looking Model: A Comment |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
174 |
| Multicointegration and Present Value Relations |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
137 |
| Multicointegration in Stock-Flow Models |
0 |
2 |
13 |
656 |
3 |
6 |
47 |
2,946 |
| Multiple Unit Roots in Periodic Autoregression |
0 |
0 |
0 |
0 |
2 |
5 |
28 |
1,451 |
| Multiple Unit Roots in Periodic Autoregression |
0 |
0 |
0 |
0 |
2 |
4 |
9 |
248 |
| On the Robustness of Unit Root Tests in the Presence of Double Unit Roots |
1 |
3 |
8 |
62 |
1 |
3 |
15 |
175 |
| On the Robustness of Unit Root Tests in the Presence of Double Unit Roots |
0 |
2 |
7 |
205 |
1 |
4 |
23 |
706 |
| Polynomially Cointegrated Systems and their Representation; A Synthesis |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
101 |
| Product Market Integration and European Labour Markets |
1 |
2 |
8 |
302 |
2 |
3 |
21 |
999 |
| Separation in Cointegrated Systems, Long Memory Components and Common Stochastic Trends |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
97 |
| Separation in Cointegrated Systems,Long Memory Components and Common Stochastic Trends |
0 |
0 |
0 |
80 |
0 |
0 |
14 |
768 |
| Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon |
0 |
0 |
5 |
14 |
2 |
5 |
29 |
65 |
| Sequential versus simultaneous market |
0 |
2 |
6 |
32 |
0 |
3 |
17 |
95 |
| Sequential versus simultaneous market delineation: The relevant antitrust market for salmon |
0 |
1 |
4 |
30 |
0 |
3 |
18 |
132 |
| Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach |
0 |
2 |
13 |
713 |
3 |
10 |
62 |
2,100 |
| Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach |
1 |
4 |
15 |
382 |
3 |
8 |
34 |
781 |
| Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach |
3 |
8 |
24 |
807 |
10 |
23 |
64 |
2,734 |
| TESTS FOR UNIT ROOTS WITH A MAINTAINED TREND WHEN THE TRUE DATA GENERATING PROCESS IN A RANDOM WALK WITH DRIFT |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
117 |
| Testing Quadriatic Adjustment Cost Models within a Cointegrated VAR |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
166 |
| Testing for Additive Outliers in Seasonally Integrated Time Series |
0 |
2 |
22 |
52 |
3 |
13 |
73 |
200 |
| Testing for Additive Outliers in Seasonally Integrated Time Series |
0 |
2 |
10 |
116 |
3 |
6 |
34 |
327 |
| Testing for Double Unit Roots |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
81 |
| Testing for Multicointegration |
1 |
2 |
15 |
697 |
1 |
2 |
24 |
3,029 |
| The Effects of Additive Outliers on Tests for Unit Roots and Cointegration |
0 |
0 |
0 |
0 |
7 |
10 |
35 |
401 |
| UNIT ROOTS AND DETERMINISTIC TRENDS, WITH YET ANOTHER COMMENT ON THE EXISTENCE AND INTERPRETATION OF A UNIT ROOT IN U.S. GNP |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
276 |
| Udviklingslinier i Oekonometrien |
0 |
1 |
3 |
48 |
0 |
1 |
6 |
622 |
| Total Working Papers |
30 |
124 |
465 |
6,413 |
111 |
313 |
1,423 |
28,051 |
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