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 |
3 |
97 |

A PANIC Attack on Unit Roots and Cointegration |
0 |
0 |
0 |
1,033 |
1 |
3 |
24 |
3,046 |

A consistent test for conditional symmetry in time series models |
0 |
0 |
1 |
56 |
0 |
1 |
6 |
202 |

A simple new test for slope homogeneity in panel data models with interactive effects |
0 |
0 |
0 |
32 |
3 |
3 |
14 |
112 |

Asset Pricing with a General Multifactor Structure |
2 |
7 |
15 |
90 |
2 |
8 |
24 |
185 |

Boosting diffusion indices |
0 |
0 |
2 |
106 |
0 |
1 |
7 |
392 |

Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures |
0 |
0 |
2 |
22 |
1 |
2 |
10 |
71 |

Common breaks in means and variances for panel data |
0 |
4 |
6 |
185 |
1 |
5 |
18 |
418 |

Computation and analysis of multiple structural change models |
2 |
9 |
32 |
2,967 |
12 |
44 |
185 |
6,861 |

Conditional Markov chain and its application in economic time series analysis |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
157 |

Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions |
1 |
2 |
6 |
190 |
3 |
5 |
28 |
700 |

Critical values for multiple structural change tests |
0 |
0 |
0 |
450 |
2 |
9 |
34 |
1,036 |

Cross‐Sectional Dependence in Panel Data Models: A Special Issue |
0 |
0 |
0 |
68 |
0 |
0 |
4 |
147 |

Determining the Number of Factors in Approximate Factor Models |
0 |
0 |
0 |
1,297 |
3 |
16 |
48 |
4,839 |

Determining the Number of Primitive Shocks in Factor Models |
0 |
1 |
9 |
369 |
0 |
4 |
31 |
827 |

Econometric Analysis of Large Factor Models |
0 |
1 |
8 |
34 |
1 |
4 |
25 |
121 |

Efficient estimation of approximate factor models via penalized maximum likelihood |
0 |
1 |
12 |
81 |
3 |
5 |
29 |
230 |

Estimating High Dimensional Covariance Matrices and its Applications |
1 |
1 |
6 |
262 |
5 |
11 |
46 |
950 |

Estimating Multiple Breaks One at a Time |
0 |
1 |
6 |
332 |
0 |
8 |
35 |
682 |

Estimating and Testing Linear Models with Multiple Structural Changes |
0 |
0 |
0 |
9 |
5 |
23 |
105 |
4,797 |

Estimating cross-section common stochastic trends in nonstationary panel data |
0 |
0 |
5 |
321 |
0 |
0 |
9 |
701 |

Estimation Of A Change Point In Multiple Regression Models |
0 |
4 |
34 |
916 |
3 |
19 |
97 |
2,448 |

Estimation and Inference of FAVAR Models |
1 |
1 |
3 |
8 |
1 |
1 |
11 |
64 |

Estimation and inference of change points in high-dimensional factor models |
0 |
1 |
2 |
7 |
0 |
1 |
11 |
28 |

Evaluating latent and observed factors in macroeconomics and finance |
0 |
3 |
8 |
342 |
2 |
8 |
21 |
813 |

Extremum Estimation when the Predictors are Estimated from Large Panels |
0 |
0 |
1 |
38 |
0 |
0 |
8 |
247 |

Fama–MacBeth two-pass regressions: Improving risk premia estimates |
2 |
4 |
20 |
84 |
6 |
16 |
61 |
337 |

Feasible generalized least squares for panel data with cross-sectional and serial correlations |
0 |
0 |
3 |
7 |
3 |
8 |
28 |
41 |

Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method |
0 |
0 |
0 |
72 |
0 |
2 |
4 |
250 |

Forecasting economic time series using targeted predictors |
5 |
18 |
59 |
689 |
15 |
39 |
166 |
1,714 |

Generic consistency of the break-point estimators under specification errors in a multiple-break model |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
301 |

INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT |
0 |
0 |
4 |
102 |
0 |
3 |
15 |
252 |

Identification and Bayesian Estimation of Dynamic Factor Models |
6 |
8 |
17 |
89 |
7 |
10 |
39 |
208 |

Identification theory for high dimensional static and dynamic factor models |
0 |
1 |
4 |
105 |
1 |
3 |
9 |
292 |

Inferences in panel data with interactive effects using large covariance matrices |
0 |
3 |
11 |
49 |
0 |
6 |
19 |
132 |

Inferential Theory for Factor Models of Large Dimensions |
0 |
0 |
0 |
332 |
2 |
7 |
42 |
1,196 |

LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES |
2 |
2 |
3 |
11 |
5 |
9 |
21 |
48 |

Large Dimensional Factor Analysis |
0 |
0 |
10 |
109 |
1 |
4 |
25 |
312 |

Least Absolute Deviation Estimation of a Shift |
0 |
0 |
3 |
54 |
1 |
5 |
13 |
264 |

Likelihood ratio tests for multiple structural changes |
0 |
0 |
1 |
266 |
1 |
2 |
10 |
562 |

Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension |
3 |
7 |
22 |
80 |
6 |
15 |
54 |
230 |

OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
182 |

ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
7 |

PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION |
0 |
0 |
0 |
98 |
1 |
2 |
7 |
247 |

Panel Data Models With Interactive Fixed Effects |
2 |
7 |
34 |
483 |
5 |
26 |
99 |
1,358 |

Panel Data Models with Grouped Factor Structure Under Unknown Group Membership |
0 |
1 |
4 |
48 |
0 |
2 |
9 |
151 |

Panel cointegration with global stochastic trends |
1 |
1 |
4 |
291 |
1 |
5 |
23 |
748 |

Principal components estimation and identification of static factors |
3 |
6 |
21 |
146 |
3 |
10 |
110 |
510 |

Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity |
0 |
2 |
3 |
9 |
1 |
3 |
19 |
38 |

Rank regularized estimation of approximate factor models |
0 |
1 |
4 |
27 |
0 |
1 |
16 |
89 |

Selecting Instrumental Variables in a Data Rich Environment |
0 |
1 |
3 |
170 |
0 |
4 |
15 |
477 |

Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
28 |

Special Issue on Big Data |
0 |
0 |
1 |
7 |
0 |
1 |
5 |
35 |

Structural Changes in High Dimensional Factor Models |
0 |
0 |
4 |
47 |
0 |
0 |
8 |
112 |

Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data |
1 |
2 |
14 |
293 |
3 |
10 |
43 |
777 |

Testing For and Dating Common Breaks in Multivariate Time Series |
3 |
3 |
7 |
576 |
3 |
3 |
9 |
1,308 |

Testing Parametric Conditional Distributions of Dynamic Models |
0 |
0 |
2 |
163 |
0 |
0 |
4 |
485 |

Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach |
0 |
0 |
2 |
138 |
0 |
0 |
4 |
645 |

Testing multivariate distributions in GARCH models |
0 |
0 |
1 |
126 |
1 |
1 |
4 |
307 |

Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors |
0 |
0 |
0 |
43 |
0 |
1 |
3 |
112 |

Tests for Skewness, Kurtosis, and Normality for Time Series Data |
0 |
3 |
10 |
295 |
1 |
5 |
30 |
831 |

Theory and Applications of TAR Model with Two Threshold Variables |
0 |
0 |
0 |
2 |
0 |
0 |
5 |
31 |

Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices |
2 |
4 |
19 |
239 |
3 |
12 |
37 |
585 |

Total Journal Articles |
37 |
110 |
448 |
14,565 |
118 |
397 |
1,797 |
45,373 |