| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An Embarrassment of Riches: Forecasting Using Large Panels |
1 |
23 |
23 |
23 |
8 |
18 |
18 |
18 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
3 |
5 |
30 |
54 |
18 |
35 |
178 |
180 |
| Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation |
3 |
4 |
26 |
194 |
20 |
37 |
197 |
1,482 |
| Asymptotics for random effects models with serial correlation |
1 |
6 |
37 |
282 |
20 |
52 |
215 |
1,346 |
| Bayesian Forecast Combination for VAR Models |
4 |
12 |
32 |
32 |
19 |
44 |
74 |
74 |
| Bayesian forecast combination for VAR models |
5 |
15 |
67 |
67 |
22 |
42 |
72 |
72 |
| Bayesian simultaneous determination of structural breaks and lag lengths |
1 |
6 |
27 |
92 |
18 |
42 |
151 |
304 |
| Bootstrapping Error Component Models |
0 |
0 |
0 |
51 |
9 |
22 |
114 |
1,340 |
| Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach |
9 |
32 |
115 |
805 |
34 |
96 |
398 |
1,953 |
| Computational Efficiency in Bayesian Model and Variable Selection |
0 |
4 |
4 |
4 |
9 |
23 |
23 |
23 |
| Computational Efficiency in Bayesian Model and Variable Selection |
1 |
2 |
25 |
25 |
16 |
35 |
58 |
58 |
| Computationally Efficient Double Bootstrap Variance Estimation |
2 |
2 |
24 |
409 |
18 |
34 |
224 |
2,283 |
| FDI and Job Creation in China |
16 |
40 |
98 |
98 |
38 |
87 |
143 |
143 |
| FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS |
0 |
0 |
0 |
0 |
9 |
23 |
101 |
572 |
| Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach |
0 |
6 |
45 |
310 |
10 |
39 |
207 |
896 |
| Forecast Combination and Model Averaging Using Predictive Measures |
3 |
8 |
43 |
119 |
18 |
34 |
185 |
421 |
| Forecast Combination and Model Averaging using Predictive Measures |
6 |
22 |
92 |
281 |
20 |
56 |
303 |
678 |
| Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures |
0 |
0 |
3 |
65 |
22 |
63 |
242 |
1,604 |
| Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects |
0 |
1 |
6 |
50 |
7 |
20 |
99 |
295 |
| Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects |
1 |
7 |
51 |
327 |
23 |
59 |
273 |
1,625 |
| Numerical Aspects of Bayesian VAR-modeling |
6 |
21 |
87 |
718 |
22 |
65 |
271 |
2,903 |
| On the power and interpretation of panel unit root tests |
2 |
3 |
21 |
349 |
9 |
20 |
134 |
1,468 |
| RePEc and S-WoPEc: Internet access to electronic preprints in Economics |
0 |
1 |
7 |
89 |
7 |
18 |
115 |
1,380 |
| Seasonality, Cycles and Unit Roots |
1 |
3 |
18 |
114 |
10 |
27 |
88 |
343 |
| Specification and estimation of random effects models with serial correlation of general form |
0 |
1 |
10 |
186 |
10 |
23 |
144 |
1,408 |
| Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies |
3 |
10 |
52 |
722 |
24 |
73 |
311 |
4,509 |
| Total Working Papers |
68 |
234 |
943 |
5,466 |
440 |
1,087 |
4,338 |
27,378 |