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12 months |
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A Locally Optimal Test for No Unit Root in Cross-Sectionally Dependent Panel Data |
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1 |
2 |
2 |
0 |
1 |
3 |
3 |

A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence |
0 |
0 |
2 |
130 |
0 |
0 |
7 |
411 |

A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence |
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0 |
0 |
0 |
0 |
1 |
3 |
3 |

A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence |
1 |
3 |
11 |
164 |
3 |
10 |
52 |
439 |

A Simple Panel Stationarity Test in the Presence of Serial Correlation and a Common Factor |
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0 |
1 |
1 |
1 |
1 |
4 |
4 |

Backpropagation Neural Network versus Translog Model in Stochastic Frontiers: a Note Carlo Compatrison |
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0 |
0 |
0 |
0 |
1 |
17 |
1,557 |

Bias Nonmonotonicity in Stochastic Difference Equations |
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0 |
0 |
0 |
1 |
3 |
9 |
405 |

Bias Nonmonotonicity in Stochastic Difference Equations |
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0 |
0 |
0 |
0 |
1 |
6 |
241 |

Breaking the Dynamic of Relative Primary Commodity Prices in Levels and Volatilities since 1650 |
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1 |
7 |
7 |
0 |
3 |
24 |
24 |

Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests |
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0 |
1 |
1 |
1 |
3 |
10 |
10 |

Chinese emprical evidence on the linear and quadratic expenditure systems |
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0 |
0 |
0 |
0 |
0 |
2 |
20 |

Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes |
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1 |
6 |
98 |
2 |
5 |
29 |
377 |

Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data |
1 |
1 |
4 |
34 |
1 |
1 |
18 |
137 |

Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data |
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0 |
1 |
1 |
0 |
1 |
6 |
6 |

Doubly Heteroscedastic Stochastic Production Frontiers With Technical Inefficiency Effects. Application To Panel Data Of English Cereal Farms |
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0 |
0 |
0 |
0 |
1 |
3 |
115 |

Doubly Heteroscedastic Stochastic Production Frontiers with an English Cere al Farms |
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0 |
0 |
0 |
0 |
0 |
3 |
481 |

Effects of Rationing On Consumer Behaviour In Chinese Urban Households |
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0 |
0 |
2 |
0 |
2 |
7 |
605 |

Effects of Rationing on Consumer Bahaviour in Chinese Urban Households |
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0 |
0 |
2 |
0 |
1 |
8 |
838 |

Efficiency, environmental Contaminants and Farm Size: Testing for Links Using Stochastic Production Frontiers |
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0 |
0 |
0 |
0 |
2 |
8 |
249 |

Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options |
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0 |
2 |
78 |
0 |
4 |
26 |
408 |

Forecasting Value at Risk in Emerging Arab Stock Markets |
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0 |
2 |
24 |
0 |
3 |
9 |
86 |

Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets |
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0 |
0 |
1 |
0 |
1 |
6 |
231 |

Heteroscedasticity in Stochastic Frontier Models: a Monte Carlo Analysis |
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0 |
0 |
0 |
0 |
1 |
13 |
1,279 |

KPSS Test and Model Misspecifications |
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0 |
3 |
39 |
1 |
1 |
12 |
139 |

Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations |
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0 |
0 |
54 |
0 |
1 |
9 |
211 |

Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential |
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1 |
2 |
2 |
0 |
1 |
7 |
7 |

Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed |
3 |
3 |
6 |
53 |
4 |
6 |
36 |
69 |

Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed |
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0 |
11 |
11 |
0 |
0 |
15 |
15 |

Panel Stationarity Test with Structural Breaks |
0 |
0 |
3 |
111 |
1 |
2 |
15 |
347 |

Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates |
1 |
1 |
9 |
9 |
2 |
4 |
11 |
11 |

Testing For Stationarity In Heterogeneous Panel Data |
0 |
0 |
0 |
0 |
3 |
11 |
33 |
701 |

Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite |
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0 |
1 |
1 |
0 |
1 |
7 |
7 |

Testing The Null Hypothesis Of Stationarity Against The Alternative Of A Unit Root In Panel Data With Serially Correlated Errors |
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0 |
0 |
1 |
2 |
3 |
21 |
673 |

Testing the Prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks |
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1 |
2 |
66 |
0 |
2 |
20 |
66 |

Testing the Prebisch-Singer Hypothesis since 1650; Evidence from Panel Techniques that Allow for Multiple Breaks |
0 |
1 |
5 |
38 |
0 |
3 |
20 |
104 |

Testing the prebisch-Singer Hypothesis Since 1650: Evidence from panel techniques that allow for multiple breaks |
1 |
1 |
7 |
24 |
1 |
3 |
23 |
57 |

The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator |
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0 |
0 |
0 |
2 |
2 |
12 |
350 |

The Asymptotic Influence of VAR Dimension on Estimator Biases |
0 |
0 |
0 |
0 |
2 |
2 |
10 |
366 |

The Influence of VAR Dimensions on Estimator Biases |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
352 |

What Can We Learn From Primary Commodity Prices Series Which Is Useful To Policymakers In Resource-Rich Countries? |
0 |
0 |
2 |
2 |
0 |
1 |
9 |
9 |

Which Type of Central Bank Smooths the Political Business Cycle? |
0 |
0 |
1 |
121 |
0 |
1 |
2 |
270 |

Total Working Papers |
7 |
15 |
91 |
1,077 |
27 |
91 |
542 |
11,683 |