Journal Article |
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Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A NOTE ON SPURIOUS BREAK |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
98 |

A PANIC Attack on Unit Roots and Cointegration |
2 |
2 |
2 |
1,035 |
3 |
6 |
22 |
3,079 |

A consistent test for conditional symmetry in time series models |
0 |
0 |
0 |
57 |
0 |
0 |
3 |
211 |

A simple new test for slope homogeneity in panel data models with interactive effects |
1 |
1 |
2 |
35 |
1 |
4 |
12 |
127 |

Approximate factor models with weaker loadings |
0 |
0 |
1 |
1 |
0 |
0 |
4 |
5 |

Asset Pricing with a General Multifactor Structure |
3 |
4 |
15 |
124 |
4 |
6 |
19 |
230 |

Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity |
0 |
0 |
0 |
11 |
0 |
0 |
8 |
28 |

Boosting diffusion indices |
0 |
1 |
5 |
112 |
0 |
1 |
8 |
405 |

Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures |
1 |
2 |
7 |
33 |
1 |
2 |
10 |
89 |

Common breaks in means and variances for panel data |
0 |
1 |
8 |
197 |
0 |
3 |
17 |
447 |

Computation and analysis of multiple structural change models |
3 |
14 |
60 |
3,064 |
20 |
64 |
228 |
7,238 |

Conditional Markov chain and its application in economic time series analysis |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
163 |

Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions |
0 |
0 |
0 |
196 |
0 |
0 |
7 |
722 |

Critical values for multiple structural change tests |
0 |
0 |
0 |
450 |
1 |
3 |
8 |
1,064 |

Cross‐Sectional Dependence in Panel Data Models: A Special Issue |
1 |
2 |
7 |
79 |
1 |
2 |
7 |
163 |

Determining the Number of Factors in Approximate Factor Models |
0 |
0 |
0 |
1,297 |
2 |
13 |
72 |
4,998 |

Determining the Number of Primitive Shocks in Factor Models |
0 |
1 |
5 |
382 |
0 |
1 |
9 |
854 |

Dynamic spatial panel data models with common shocks |
0 |
0 |
4 |
22 |
1 |
1 |
13 |
60 |

Econometric Analysis of Large Factor Models |
0 |
0 |
2 |
38 |
1 |
4 |
11 |
142 |

Efficient estimation of approximate factor models via penalized maximum likelihood |
0 |
0 |
2 |
87 |
0 |
0 |
7 |
249 |

Estimating High Dimensional Covariance Matrices and its Applications |
0 |
0 |
4 |
271 |
2 |
2 |
18 |
1,007 |

Estimating Multiple Breaks One at a Time |
0 |
0 |
10 |
348 |
1 |
4 |
33 |
738 |

Estimating and Testing Linear Models with Multiple Structural Changes |
0 |
0 |
0 |
9 |
9 |
22 |
93 |
4,982 |

Estimating cross-section common stochastic trends in nonstationary panel data |
0 |
0 |
1 |
325 |
1 |
1 |
5 |
722 |

Estimation Of A Change Point In Multiple Regression Models |
0 |
3 |
22 |
960 |
2 |
11 |
43 |
2,551 |

Estimation and Inference of FAVAR Models |
0 |
0 |
4 |
24 |
0 |
4 |
17 |
110 |

Estimation and inference of change points in high-dimensional factor models |
0 |
0 |
2 |
15 |
0 |
1 |
10 |
47 |

Evaluating latent and observed factors in macroeconomics and finance |
0 |
3 |
14 |
363 |
0 |
7 |
26 |
855 |

Extremum Estimation when the Predictors are Estimated from Large Panels |
0 |
0 |
2 |
41 |
0 |
0 |
5 |
253 |

Factor-based imputation of missing values and covariances in panel data of large dimensions |
0 |
1 |
3 |
4 |
2 |
7 |
24 |
30 |

Fama–MacBeth two-pass regressions: Improving risk premia estimates |
1 |
1 |
4 |
93 |
1 |
4 |
11 |
369 |

Feasible generalized least squares for panel data with cross-sectional and serial correlations |
0 |
4 |
17 |
35 |
8 |
24 |
78 |
157 |

Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method |
0 |
0 |
1 |
73 |
0 |
0 |
2 |
253 |

Forecasting economic time series using targeted predictors |
1 |
18 |
68 |
816 |
10 |
45 |
165 |
2,023 |

Generic consistency of the break-point estimators under specification errors in a multiple-break model |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
301 |

INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT |
0 |
1 |
3 |
108 |
0 |
2 |
8 |
267 |

Identification and Bayesian Estimation of Dynamic Factor Models |
2 |
5 |
14 |
113 |
3 |
10 |
30 |
269 |

Identification theory for high dimensional static and dynamic factor models |
0 |
2 |
2 |
112 |
1 |
3 |
6 |
308 |

Inferences in panel data with interactive effects using large covariance matrices |
1 |
1 |
7 |
65 |
1 |
2 |
12 |
157 |

Inferential Theory for Factor Models of Large Dimensions |
0 |
0 |
0 |
332 |
1 |
5 |
25 |
1,261 |

LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES |
0 |
0 |
4 |
19 |
0 |
1 |
13 |
74 |

Large Dimensional Factor Analysis |
2 |
2 |
20 |
132 |
2 |
6 |
38 |
372 |

Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
4 |

Least Absolute Deviation Estimation of a Shift |
0 |
0 |
0 |
55 |
2 |
2 |
6 |
273 |

Likelihood approach to dynamic panel models with interactive effects |
0 |
2 |
3 |
3 |
0 |
6 |
7 |
7 |

Likelihood ratio tests for multiple structural changes |
0 |
0 |
2 |
269 |
0 |
0 |
3 |
569 |

Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data |
1 |
1 |
5 |
9 |
1 |
3 |
14 |
30 |

Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension |
2 |
4 |
8 |
106 |
3 |
7 |
16 |
292 |

OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
183 |

ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
9 |

PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION |
0 |
0 |
0 |
100 |
0 |
0 |
1 |
251 |

Panel Data Models With Interactive Fixed Effects |
3 |
11 |
30 |
543 |
7 |
31 |
89 |
1,550 |

Panel Data Models with Grouped Factor Structure Under Unknown Group Membership |
0 |
1 |
2 |
57 |
0 |
1 |
10 |
177 |

Panel cointegration with global stochastic trends |
1 |
5 |
9 |
304 |
2 |
8 |
22 |
794 |

Principal components estimation and identification of static factors |
0 |
1 |
9 |
171 |
0 |
3 |
31 |
578 |

Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity |
2 |
2 |
8 |
21 |
2 |
3 |
17 |
74 |

Quasi-maximum likelihood estimation of break point in high-dimensional factor models |
1 |
1 |
2 |
3 |
2 |
3 |
8 |
13 |

Rank regularized estimation of approximate factor models |
0 |
2 |
6 |
38 |
0 |
2 |
12 |
112 |

Selecting Instrumental Variables in a Data Rich Environment |
0 |
0 |
0 |
173 |
0 |
0 |
0 |
481 |

Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency |
0 |
0 |
2 |
16 |
0 |
0 |
4 |
34 |

Special Issue on Big Data |
0 |
0 |
0 |
7 |
1 |
2 |
3 |
41 |

Standard errors for panel data models with unknown clusters |
0 |
1 |
2 |
2 |
0 |
1 |
4 |
4 |

Structural Changes in High Dimensional Factor Models |
0 |
0 |
4 |
53 |
0 |
1 |
7 |
121 |

Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data |
0 |
2 |
6 |
312 |
1 |
4 |
23 |
839 |

Testing For and Dating Common Breaks in Multivariate Time Series |
0 |
0 |
6 |
588 |
0 |
0 |
11 |
1,335 |

Testing Parametric Conditional Distributions of Dynamic Models |
1 |
3 |
4 |
169 |
1 |
3 |
4 |
493 |

Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach |
0 |
0 |
0 |
139 |
0 |
1 |
2 |
652 |

Testing multivariate distributions in GARCH models |
0 |
1 |
1 |
130 |
1 |
4 |
4 |
315 |

Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors |
0 |
0 |
0 |
44 |
1 |
1 |
1 |
114 |

Tests for Skewness, Kurtosis, and Normality for Time Series Data |
1 |
2 |
4 |
310 |
2 |
5 |
22 |
878 |

The likelihood ratio test for structural changes in factor models |
0 |
1 |
2 |
2 |
0 |
2 |
8 |
8 |

Theory and Applications of TAR Model with Two Threshold Variables |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
32 |

Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices |
0 |
4 |
17 |
277 |
1 |
5 |
27 |
645 |

Total Journal Articles |
30 |
113 |
454 |
15,469 |
108 |
372 |
1,493 |
48,386 |