| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Are New Keynesian Phillips Curved Identified? |
0 |
0 |
4 |
42 |
3 |
3 |
14 |
129 |
| Are New Keynesian Phillips Curves Identified ? |
0 |
0 |
0 |
1 |
9 |
16 |
35 |
241 |
| Are New Keynesian Phillips Curves Identified ? |
0 |
0 |
0 |
0 |
1 |
5 |
13 |
171 |
| Estimating New Keynesian Phillips Curves Using Exact Methods |
0 |
2 |
11 |
139 |
4 |
11 |
37 |
365 |
| Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions |
1 |
2 |
12 |
97 |
4 |
8 |
40 |
369 |
| Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions |
1 |
3 |
11 |
140 |
4 |
11 |
41 |
529 |
| Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models |
3 |
5 |
38 |
483 |
12 |
43 |
303 |
2,982 |
| Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models |
5 |
8 |
44 |
780 |
35 |
81 |
372 |
4,267 |
| Exact Testing of the Stability of the Phillips Curve |
0 |
0 |
0 |
0 |
1 |
3 |
10 |
136 |
| Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions |
0 |
2 |
9 |
104 |
3 |
10 |
48 |
542 |
| Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions |
3 |
7 |
16 |
356 |
9 |
21 |
109 |
2,771 |
| Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions |
0 |
0 |
0 |
0 |
2 |
9 |
28 |
565 |
| Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models |
2 |
4 |
39 |
451 |
8 |
25 |
232 |
3,388 |
| Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models |
0 |
1 |
6 |
111 |
1 |
4 |
33 |
447 |
| Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models |
0 |
0 |
2 |
99 |
1 |
4 |
20 |
453 |
| Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models |
0 |
2 |
8 |
191 |
3 |
12 |
58 |
1,183 |
| Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions |
4 |
4 |
8 |
109 |
7 |
9 |
31 |
642 |
| Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions |
1 |
3 |
7 |
129 |
8 |
21 |
60 |
901 |
| On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests |
0 |
0 |
2 |
86 |
3 |
5 |
11 |
416 |
| On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
335 |
| On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests |
0 |
1 |
6 |
64 |
3 |
10 |
48 |
468 |
| SIMULATION-BASED EXACT TESTS FOR STRUCTURAL DISCONTINUITIES WITH UNIDENTIFIED NUISANCE PARAMETERS: AN APPLICATION TO COMMODITIES SPOT PRICES |
0 |
0 |
0 |
0 |
1 |
3 |
11 |
160 |
| Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models |
0 |
0 |
4 |
20 |
3 |
6 |
19 |
155 |
| Simulation Based Finite and Large Sample Tests in Multivariate Regressions |
1 |
1 |
8 |
305 |
3 |
6 |
69 |
2,154 |
| Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations |
0 |
0 |
0 |
0 |
1 |
8 |
40 |
331 |
| Simulation Based Inference in Moving Average Models |
0 |
0 |
5 |
8 |
1 |
1 |
10 |
87 |
| Simulation Based Inference in Moving Average Models |
1 |
4 |
12 |
268 |
5 |
14 |
36 |
1,487 |
| Simulation Based Inference in Moving Average Models |
0 |
0 |
0 |
1 |
6 |
14 |
42 |
319 |
| Simulation Based Inference in Simultaneous Equations |
0 |
0 |
0 |
40 |
1 |
1 |
6 |
112 |
| Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices |
0 |
0 |
0 |
2 |
4 |
6 |
29 |
556 |
| Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity |
0 |
0 |
0 |
28 |
3 |
6 |
15 |
205 |
| Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis: the Case of Jumps Tests in Model with Conditional Heteroskedasticity |
0 |
0 |
5 |
44 |
2 |
4 |
31 |
435 |
| Simulation-Based Finite and Large Sample Tests in Multivariate Regressions |
0 |
0 |
0 |
0 |
2 |
3 |
17 |
268 |
| Simulation-Based Finite and Large Sample Tests in Multivariate Regressions |
1 |
2 |
5 |
46 |
4 |
8 |
26 |
321 |
| Simulation-Based Finite-Sample Inference in Simultaneous Equations |
1 |
2 |
9 |
54 |
5 |
10 |
48 |
265 |
| Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects |
1 |
2 |
15 |
127 |
2 |
7 |
52 |
564 |
| Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects |
0 |
0 |
0 |
0 |
2 |
5 |
25 |
326 |
| Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects |
2 |
6 |
21 |
575 |
11 |
25 |
109 |
3,112 |
| Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions |
0 |
1 |
2 |
45 |
1 |
3 |
16 |
219 |
| Structural Change and Forecasting Long-Run Energy Prices |
2 |
8 |
45 |
333 |
6 |
16 |
84 |
767 |
| TESTING THE PRICING-TO-MARKET HYPOTHESIS CASE OF THE TRANSPORTATION EQUIPMENT INDUSTRY |
1 |
1 |
2 |
82 |
3 |
6 |
13 |
259 |
| Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach |
5 |
5 |
29 |
359 |
25 |
51 |
248 |
2,017 |
| Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach |
3 |
16 |
56 |
190 |
24 |
72 |
278 |
1,117 |
| Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach |
4 |
7 |
24 |
566 |
10 |
22 |
137 |
3,092 |
| Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry |
1 |
3 |
7 |
245 |
6 |
15 |
57 |
1,649 |
| Testing the Stability of the Canadian Phillips Curve Using Exact Methods |
1 |
1 |
6 |
94 |
3 |
4 |
32 |
339 |
| Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression |
1 |
1 |
10 |
73 |
5 |
9 |
67 |
1,161 |
| Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression |
2 |
3 |
8 |
129 |
8 |
16 |
115 |
2,126 |
| Total Working Papers |
47 |
107 |
496 |
7,016 |
269 |
654 |
3,184 |
44,903 |
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