| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets |
2 |
4 |
5 |
58 |
3 |
6 |
21 |
150 |
| A Consistent Characteristic-Fuction-Based Test for Conditional Independence |
1 |
6 |
13 |
113 |
4 |
20 |
80 |
425 |
| A Convergence Result for Learning in Recurrent Neural Networks |
0 |
0 |
0 |
0 |
1 |
4 |
14 |
154 |
| A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) |
0 |
2 |
7 |
27 |
0 |
8 |
28 |
129 |
| A Model Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks |
0 |
0 |
0 |
0 |
1 |
4 |
21 |
165 |
| A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks |
2 |
6 |
47 |
1,005 |
8 |
24 |
109 |
2,827 |
| A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks |
0 |
0 |
0 |
3 |
2 |
8 |
37 |
326 |
| A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk |
0 |
0 |
2 |
103 |
4 |
6 |
12 |
390 |
| A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Markets Risks |
0 |
1 |
1 |
1 |
1 |
2 |
2 |
2 |
| A Subsampling Approach to Estimating the Distribution of Diversing Statistics with Application to Assessing Financial Market Risks |
1 |
2 |
8 |
149 |
4 |
10 |
33 |
846 |
| A Unified Theory of Consistent Estimation for Parametric Models |
0 |
0 |
0 |
0 |
1 |
4 |
11 |
92 |
| A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) |
0 |
0 |
3 |
58 |
0 |
2 |
20 |
183 |
| Adaptive Efficient Weighted Least Squares with Dependent Observations |
0 |
0 |
0 |
0 |
2 |
5 |
18 |
96 |
| An Alternative Definition of Finite Sample Breakdown Point with Applications to Regression Model Estimators |
1 |
3 |
6 |
54 |
2 |
6 |
32 |
239 |
| An Extended Class of Instrumental Variables for the Estimation of Causal Effects |
5 |
12 |
26 |
26 |
8 |
26 |
54 |
54 |
| Approximating and Learning Unknown Mappings Using Multilayer Feedforward Networks with Bounded Weights |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
71 |
| Artificial Neural Networks: An Econometric Perspective |
0 |
0 |
0 |
7 |
19 |
40 |
132 |
794 |
| Asymptotic Properties of S-Estimators for Nonlinear Regression Models with Dependent, Heterogeneous Processes |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
88 |
| Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space |
1 |
1 |
6 |
64 |
2 |
4 |
20 |
329 |
| Asymptotic Properties of Some Projection-based Robins-Monro Procedures in a Hilbert Space |
0 |
0 |
0 |
0 |
1 |
3 |
12 |
88 |
| Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights |
0 |
0 |
8 |
167 |
4 |
9 |
37 |
438 |
| Bootstrapping the Information Matrix Test |
3 |
7 |
22 |
185 |
11 |
28 |
104 |
773 |
| CLOSED FORM INTEGRATION OF ARTIFICIAL NEURAL NETWORKS WITH SOME APPLICATIONS TO FINANCE |
0 |
1 |
9 |
216 |
2 |
7 |
33 |
547 |
| Central Limit and Functional Central Limit Theorems for Hilbert-Valued Dependent Heterogeneous Arrays with Applications |
0 |
2 |
11 |
66 |
1 |
6 |
27 |
215 |
| Closed Form Integration of Artificial Neural Networks with Some Applications to Finance |
1 |
2 |
3 |
3 |
2 |
4 |
11 |
11 |
| Closed Form Integration of Artificial Neural Networks with Some Applications to Finance |
1 |
1 |
3 |
115 |
2 |
3 |
14 |
198 |
| Closed Form Integration of Artificial Neural Networks with Some Applications to Finance |
0 |
2 |
5 |
181 |
1 |
6 |
31 |
521 |
| Comments on Testing Economic Theories and the Use of Model Selection Criteria |
0 |
0 |
0 |
0 |
3 |
11 |
49 |
255 |
| Connectionist Non-parametric Regression Multilayer Feedforward Networks Can Learn Arbitrary Mappings |
0 |
0 |
0 |
0 |
4 |
21 |
101 |
327 |
| Consistent Nonparametric Estimation and Testing for the Variance of a Diffusion from Discretely Sampled Observations |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
66 |
| Consistent Specification Testing via Nonparametric Series Regression |
0 |
0 |
0 |
0 |
1 |
2 |
13 |
65 |
| Consistent Specification Testing with Unidentified Nuisance Parameters Using Duality and Banach Space Limit Theory |
0 |
0 |
0 |
0 |
0 |
4 |
12 |
73 |
| Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns |
0 |
1 |
6 |
6 |
2 |
8 |
17 |
17 |
| Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns |
3 |
5 |
16 |
269 |
5 |
19 |
56 |
818 |
| Data-Snooping, Technical Trading Rule Performance and the Bootstrap |
1 |
3 |
12 |
241 |
3 |
10 |
43 |
777 |
| Data-Snooping, Technical Trading Rule Performance, and the Bootstrap |
24 |
61 |
164 |
1,352 |
37 |
110 |
336 |
2,777 |
| Data-Snooping, Technical Trading, Rule Performance and the Bootstrap |
5 |
16 |
63 |
671 |
18 |
44 |
165 |
1,759 |
| Degree of Approximation Results for Feedforward Networks Approximating Unknown Mappings and Their Derivatives |
0 |
0 |
0 |
0 |
7 |
9 |
18 |
69 |
| Determination of Estimators with Minimum Asymptotic Covariance Matrices |
0 |
0 |
0 |
1 |
1 |
1 |
7 |
68 |
| Estimating average marginal effects in nonseparable structural systems |
2 |
4 |
30 |
69 |
6 |
16 |
79 |
122 |
| Estimating average marginal effects in nonseparable structural systems |
3 |
8 |
20 |
39 |
8 |
22 |
68 |
93 |
| Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression |
3 |
10 |
39 |
286 |
7 |
21 |
90 |
844 |
| Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) |
0 |
0 |
2 |
33 |
1 |
5 |
29 |
157 |
| Forecast Evaluation with Shared Data Sets |
0 |
1 |
6 |
49 |
1 |
6 |
21 |
179 |
| Hypernormal Densities |
1 |
2 |
5 |
167 |
3 |
8 |
19 |
585 |
| Hypernormal Densities |
1 |
1 |
3 |
81 |
3 |
7 |
29 |
342 |
| Hypernormal Densities |
1 |
1 |
4 |
65 |
1 |
2 |
10 |
217 |
| Improved Rates and Asymptotic Normality for Nonparametric Neural Network Estimators |
0 |
1 |
5 |
97 |
1 |
3 |
18 |
321 |
| Independence and Conditional Independence in Causal Systems |
5 |
16 |
64 |
64 |
14 |
51 |
139 |
139 |
| Information Criteria for Selecting Possibly Misspecified Parametric Models |
0 |
0 |
0 |
0 |
9 |
19 |
82 |
221 |
| James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator |
0 |
2 |
12 |
123 |
4 |
15 |
48 |
444 |
| James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator |
0 |
0 |
1 |
1 |
1 |
1 |
5 |
5 |
| James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator |
0 |
3 |
4 |
4 |
2 |
6 |
7 |
7 |
| James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator |
0 |
0 |
4 |
131 |
1 |
5 |
26 |
531 |
| M-Testing Using Finite and Infinite Dimensional Parameter Estimators |
0 |
2 |
4 |
4 |
1 |
3 |
7 |
7 |
| M-Testing Using Finite and Infinite Dimensional Parameter Estimators |
1 |
2 |
8 |
63 |
2 |
7 |
28 |
249 |
| Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models |
1 |
1 |
15 |
240 |
4 |
8 |
40 |
648 |
| Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models |
1 |
1 |
9 |
124 |
2 |
5 |
26 |
371 |
| Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models |
0 |
1 |
12 |
273 |
6 |
13 |
56 |
1,119 |
| Mixtures of t-distributions for Finance and Forecasting |
1 |
6 |
39 |
121 |
7 |
17 |
98 |
191 |
| Modeling autoregressive conditional skewness and kurtosis with Multi-quantile CAViaR |
5 |
15 |
48 |
48 |
13 |
35 |
65 |
65 |
| Nonparametric Adaptive Learning with Feedback |
1 |
3 |
8 |
58 |
2 |
6 |
19 |
142 |
| On Learning the Derivatives of an Unknown Mapping with Multilayer Feedforward Networks |
0 |
0 |
0 |
1 |
2 |
6 |
18 |
132 |
| On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index |
13 |
33 |
104 |
549 |
30 |
76 |
282 |
1,511 |
| Parametric Statistical Estimation with Artificial Neural Networks |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
95 |
| Recursive M-Estimation, Nonlinear Regression and Neural Network Learning with Dependent Observations |
0 |
0 |
0 |
0 |
2 |
8 |
34 |
312 |
| Regularized Neural Networks: Some Convergence Rate Results |
1 |
1 |
6 |
59 |
1 |
4 |
16 |
129 |
| Some Convergence Results for Learning in Recurrent Neural Networks |
0 |
0 |
0 |
1 |
0 |
0 |
10 |
98 |
| Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses |
0 |
0 |
0 |
0 |
1 |
5 |
16 |
63 |
| Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties |
4 |
15 |
90 |
195 |
5 |
50 |
264 |
555 |
| Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables |
0 |
0 |
0 |
0 |
2 |
3 |
11 |
292 |
| Strong Convergence of Recursive m-Estimators for Models with Dynamic Latent Variables |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
99 |
| Testing Conditional Independence Via Empirical Likelihood |
4 |
13 |
46 |
244 |
6 |
20 |
94 |
560 |
| Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes |
0 |
0 |
0 |
0 |
5 |
14 |
47 |
641 |
| Testing for Structural Change in Some Simple Time Series Models |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
104 |
| Tests of Conditional Predictive Ability |
2 |
7 |
20 |
163 |
4 |
10 |
45 |
307 |
| Tests of Conditional Predictive Ability |
7 |
16 |
47 |
326 |
7 |
22 |
84 |
614 |
| Tests of conditional predictive ability |
1 |
4 |
21 |
123 |
5 |
16 |
54 |
390 |
| The Bootstrap of Mean for Dependent Heterogeneous Arrays |
1 |
1 |
4 |
38 |
3 |
7 |
23 |
222 |
| The Bootstrap of Mean for Dependent Heterogeneous Arrays |
0 |
0 |
0 |
0 |
1 |
3 |
11 |
149 |
| The Bootstrap of the Mean for Dependent Heterogeneous Arrays |
1 |
2 |
4 |
135 |
3 |
6 |
40 |
668 |
| The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns |
0 |
1 |
8 |
175 |
1 |
4 |
24 |
517 |
| Universal Approximation of an Unknown Mapping And Its Derivatives Using Multilayer Feedforward Networks |
0 |
0 |
0 |
2 |
27 |
97 |
382 |
716 |
| Weak and Strong Laws of Large Numbers for Hilbert Space - Valued Mixingales |
0 |
0 |
0 |
0 |
1 |
5 |
16 |
123 |
| Total Working Papers |
111 |
311 |
1,138 |
9,292 |
372 |
1,128 |
4,251 |
32,518 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
16 |
| A Direct Test for Changing Trend |
0 |
0 |
0 |
0 |
5 |
10 |
45 |
200 |
| A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) |
0 |
0 |
5 |
9 |
0 |
2 |
19 |
52 |
| A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity |
56 |
194 |
851 |
1,998 |
113 |
402 |
2,496 |
6,626 |
| A Misspecified Model |
0 |
1 |
1 |
1 |
0 |
1 |
1 |
1 |
| A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks |
0 |
1 |
21 |
235 |
4 |
7 |
50 |
661 |
| A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks |
0 |
0 |
0 |
0 |
2 |
13 |
42 |
345 |
| A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE |
1 |
9 |
13 |
13 |
1 |
15 |
31 |
31 |
| A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques |
0 |
0 |
0 |
0 |
2 |
5 |
15 |
81 |
| A Reality Check for Data Snooping |
0 |
0 |
0 |
11 |
23 |
65 |
230 |
1,605 |
| A consistent characteristic function-based test for conditional independence |
0 |
4 |
13 |
17 |
1 |
8 |
28 |
40 |
| Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes |
0 |
1 |
4 |
28 |
0 |
5 |
27 |
215 |
| An efficient algorithm to compute maximum entropy densities |
4 |
11 |
36 |
52 |
6 |
18 |
81 |
121 |
| Artificial neural networks: an econometric perspective |
15 |
29 |
99 |
140 |
16 |
38 |
165 |
232 |
| Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence |
2 |
7 |
36 |
131 |
5 |
17 |
100 |
422 |
| Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space |
1 |
1 |
5 |
47 |
2 |
5 |
20 |
213 |
| Bootstrap Standard Error Estimates for Linear Regression |
5 |
14 |
45 |
95 |
9 |
31 |
102 |
272 |
| CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS |
0 |
1 |
5 |
5 |
0 |
3 |
11 |
11 |
| CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE |
0 |
3 |
5 |
5 |
0 |
3 |
6 |
6 |
| Can Mutual Fund "Stars" Really Pick Stocks? New Evidence from a Bootstrap Analysis |
6 |
16 |
46 |
109 |
10 |
38 |
137 |
320 |
| Comment |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
4 |
| Comment |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
| Comment on basic structure of the asymptotic theory in dynamic nonlinear econometric models. ii. asymptotic normality |
0 |
1 |
1 |
2 |
0 |
2 |
8 |
16 |
| Comments on testing economic theories and the use of model selection criteria |
3 |
10 |
41 |
119 |
5 |
15 |
123 |
318 |
| Conditional distributions of earnings, wages and hours for blacks and whites |
0 |
0 |
0 |
1 |
1 |
3 |
7 |
15 |
| Consistency of OLS |
1 |
6 |
8 |
8 |
4 |
10 |
15 |
15 |
| Consistent Specification Testing via Nonparametric Series Regression |
0 |
4 |
13 |
63 |
2 |
7 |
29 |
224 |
| Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White |
0 |
1 |
1 |
1 |
1 |
5 |
5 |
5 |
| Corrigendum [Maximum Likelihood Estimation of Misspecified Models] |
0 |
0 |
0 |
2 |
0 |
1 |
11 |
125 |
| Dangers of data mining: The case of calendar effects in stock returns |
4 |
22 |
74 |
368 |
15 |
67 |
230 |
1,000 |
| Data-Snooping, Technical Trading Rule Performance, and the Bootstrap |
2 |
9 |
31 |
134 |
5 |
17 |
67 |
313 |
| Determination of Estimators with Minimum Asymptotic Covariance Matrices |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
| Differencing as a Test of Specification |
1 |
2 |
3 |
24 |
2 |
6 |
14 |
95 |
| Editor's introduction |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
| Editor's introduction |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
6 |
| Forecast evaluation with shared data sets |
0 |
0 |
2 |
22 |
0 |
0 |
6 |
73 |
| Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models |
4 |
5 |
15 |
72 |
6 |
15 |
47 |
279 |
| High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility |
0 |
0 |
0 |
2 |
2 |
7 |
73 |
428 |
| Information criteria for selecting possibly misspecified parametric models |
5 |
13 |
42 |
118 |
9 |
17 |
79 |
270 |
| Instrumental Variables Regression with Independent Observations |
2 |
8 |
22 |
124 |
3 |
14 |
48 |
470 |
| Interval forecasting: An analysis based upon ARCH-quantile estimators |
3 |
13 |
46 |
100 |
9 |
26 |
88 |
197 |
| James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator |
0 |
4 |
7 |
14 |
0 |
5 |
13 |
31 |
| Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications |
0 |
6 |
6 |
6 |
0 |
7 |
7 |
7 |
| Learning in recurrent neural networks |
0 |
0 |
0 |
12 |
0 |
0 |
5 |
39 |
| Maximum Likelihood Estimation of Misspecified Models |
11 |
72 |
277 |
897 |
25 |
119 |
489 |
2,120 |
| Maximum likelihood and the bootstrap for nonlinear dynamic models |
3 |
5 |
16 |
78 |
3 |
6 |
24 |
183 |
| Misspecified models with dependent observations |
0 |
5 |
11 |
33 |
2 |
9 |
20 |
53 |
| Mixtures of t-distributions for finance and forecasting |
1 |
3 |
11 |
11 |
3 |
7 |
37 |
37 |
| Monitoring Structural Change |
3 |
11 |
27 |
125 |
4 |
15 |
61 |
357 |
| Nonlinear Regression on Cross-Section Data |
1 |
6 |
33 |
131 |
7 |
17 |
109 |
490 |
| Nonlinear Regression with Dependent Observations |
0 |
4 |
26 |
143 |
1 |
12 |
57 |
405 |
| Nonparametric Adaptive Learning with Feedback |
0 |
2 |
3 |
28 |
0 |
4 |
11 |
78 |
| On more robust estimation of skewness and kurtosis |
3 |
8 |
25 |
120 |
5 |
20 |
63 |
264 |
| Optimal Investment in Schooling when Incomes are Risky |
0 |
0 |
4 |
21 |
1 |
3 |
15 |
63 |
| Optimum Trade Restrictions and Their Consequences |
0 |
2 |
2 |
26 |
1 |
4 |
22 |
156 |
| Regularity conditions for cox's test of non-nested hypotheses |
0 |
0 |
8 |
39 |
3 |
4 |
24 |
79 |
| Reply to comments on "artificial neural networks: an econometric perspective" |
1 |
1 |
2 |
3 |
1 |
2 |
8 |
16 |
| S-estimation of nonlinear regression models with dependent and heterogeneous observations |
1 |
1 |
6 |
37 |
1 |
1 |
9 |
81 |
| Some Measurability Results for Extrema of Random Functions over Random Sets |
1 |
3 |
6 |
19 |
1 |
4 |
13 |
99 |
| Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties |
0 |
4 |
25 |
97 |
1 |
11 |
58 |
226 |
| Subsampling the distribution of diverging statistics with applications to finance |
0 |
0 |
3 |
25 |
1 |
1 |
14 |
99 |
| THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
| Testing for Regime Switching |
1 |
8 |
39 |
76 |
7 |
24 |
112 |
194 |
| Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests |
0 |
6 |
45 |
227 |
1 |
8 |
77 |
407 |
| Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes |
1 |
2 |
10 |
51 |
2 |
6 |
31 |
170 |
| Tests for model specification in the presence of alternative hypotheses: Some further results |
2 |
8 |
48 |
101 |
3 |
14 |
94 |
195 |
| Tests of Conditional Predictive Ability |
8 |
28 |
90 |
168 |
22 |
71 |
240 |
471 |
| Time-series estimation of the effects of natural experiments |
1 |
1 |
3 |
23 |
1 |
1 |
5 |
65 |
| U.S. Merchandise Imports and the Dispersion of Demand |
0 |
0 |
0 |
0 |
1 |
3 |
17 |
50 |
| Unanticipated money, output, and prices in the small economy |
0 |
0 |
0 |
2 |
2 |
2 |
4 |
8 |
| Using Least Squares to Approximate Unknown Regression Functions |
0 |
1 |
28 |
94 |
3 |
6 |
79 |
259 |
| Total Journal Articles |
154 |
578 |
2,247 |
6,668 |
367 |
1,288 |
6,184 |
22,038 |
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