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

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

A PANIC Attack on Unit Roots and Cointegration |
0 |
0 |
0 |
1,033 |
2 |
5 |
13 |
3,064 |

A consistent test for conditional symmetry in time series models |
0 |
0 |
1 |
57 |
1 |
1 |
3 |
209 |

A simple new test for slope homogeneity in panel data models with interactive effects |
0 |
1 |
2 |
34 |
0 |
3 |
9 |
122 |

Asset Pricing with a General Multifactor Structure |
2 |
7 |
24 |
118 |
2 |
7 |
26 |
220 |

Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity |
0 |
0 |
1 |
11 |
0 |
4 |
10 |
26 |

Boosting diffusion indices |
1 |
2 |
3 |
110 |
1 |
3 |
7 |
401 |

Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures |
0 |
1 |
5 |
28 |
1 |
2 |
8 |
82 |

Common breaks in means and variances for panel data |
1 |
1 |
5 |
191 |
1 |
2 |
14 |
437 |

Computation and analysis of multiple structural change models |
6 |
14 |
48 |
3,030 |
19 |
52 |
171 |
7,098 |

Conditional Markov chain and its application in economic time series analysis |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
161 |

Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions |
0 |
0 |
3 |
196 |
1 |
1 |
11 |
717 |

Critical values for multiple structural change tests |
0 |
0 |
0 |
450 |
1 |
3 |
13 |
1,060 |

Cross‐Sectional Dependence in Panel Data Models: A Special Issue |
0 |
2 |
7 |
77 |
0 |
2 |
10 |
161 |

Determining the Number of Factors in Approximate Factor Models |
0 |
0 |
0 |
1,297 |
5 |
22 |
97 |
4,965 |

Determining the Number of Primitive Shocks in Factor Models |
0 |
1 |
6 |
381 |
0 |
2 |
12 |
853 |

Dynamic spatial panel data models with common shocks |
0 |
1 |
5 |
20 |
1 |
3 |
16 |
55 |

Econometric Analysis of Large Factor Models |
1 |
1 |
4 |
38 |
1 |
2 |
11 |
136 |

Efficient estimation of approximate factor models via penalized maximum likelihood |
0 |
0 |
3 |
85 |
1 |
3 |
12 |
246 |

Estimating High Dimensional Covariance Matrices and its Applications |
0 |
0 |
6 |
270 |
2 |
5 |
38 |
1,001 |

Estimating Multiple Breaks One at a Time |
1 |
1 |
9 |
343 |
4 |
10 |
35 |
725 |

Estimating and Testing Linear Models with Multiple Structural Changes |
0 |
0 |
0 |
9 |
4 |
32 |
98 |
4,939 |

Estimating cross-section common stochastic trends in nonstationary panel data |
0 |
1 |
3 |
325 |
0 |
1 |
13 |
720 |

Estimation Of A Change Point In Multiple Regression Models |
3 |
5 |
21 |
949 |
8 |
14 |
56 |
2,531 |

Estimation and Inference of FAVAR Models |
0 |
3 |
6 |
23 |
0 |
6 |
17 |
102 |

Estimation and inference of change points in high-dimensional factor models |
0 |
0 |
6 |
14 |
1 |
4 |
12 |
43 |

Evaluating latent and observed factors in macroeconomics and finance |
0 |
5 |
12 |
357 |
0 |
8 |
22 |
841 |

Extremum Estimation when the Predictors are Estimated from Large Panels |
0 |
1 |
2 |
41 |
0 |
2 |
5 |
253 |

Factor-based imputation of missing values and covariances in panel data of large dimensions |
0 |
1 |
2 |
2 |
2 |
10 |
19 |
19 |

Fama–MacBeth two-pass regressions: Improving risk premia estimates |
1 |
1 |
5 |
92 |
2 |
2 |
17 |
364 |

Feasible generalized least squares for panel data with cross-sectional and serial correlations |
2 |
7 |
15 |
26 |
6 |
22 |
58 |
113 |

Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method |
0 |
1 |
1 |
73 |
0 |
2 |
3 |
253 |

Forecasting economic time series using targeted predictors |
5 |
13 |
60 |
776 |
15 |
39 |
163 |
1,933 |

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 |
4 |
107 |
1 |
2 |
8 |
263 |

Identification and Bayesian Estimation of Dynamic Factor Models |
1 |
4 |
8 |
104 |
2 |
7 |
27 |
252 |

Identification theory for high dimensional static and dynamic factor models |
0 |
0 |
4 |
110 |
0 |
0 |
7 |
303 |

Inferences in panel data with interactive effects using large covariance matrices |
1 |
1 |
6 |
61 |
2 |
3 |
11 |
152 |

Inferential Theory for Factor Models of Large Dimensions |
0 |
0 |
0 |
332 |
2 |
10 |
41 |
1,254 |

LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES |
0 |
1 |
4 |
17 |
1 |
4 |
12 |
66 |

Large Dimensional Factor Analysis |
1 |
6 |
16 |
127 |
2 |
9 |
37 |
357 |

Least Absolute Deviation Estimation of a Shift |
0 |
0 |
0 |
55 |
1 |
2 |
6 |
271 |

Likelihood ratio tests for multiple structural changes |
0 |
1 |
3 |
269 |
0 |
2 |
4 |
569 |

Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data |
0 |
1 |
4 |
7 |
1 |
3 |
11 |
23 |

Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension |
0 |
1 |
9 |
101 |
0 |
4 |
25 |
283 |

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

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 |
1 |
100 |
1 |
1 |
2 |
251 |

Panel Data Models With Interactive Fixed Effects |
4 |
4 |
27 |
527 |
9 |
19 |
92 |
1,503 |

Panel Data Models with Grouped Factor Structure Under Unknown Group Membership |
0 |
0 |
6 |
55 |
1 |
1 |
16 |
170 |

Panel cointegration with global stochastic trends |
0 |
1 |
6 |
298 |
1 |
5 |
22 |
785 |

Principal components estimation and identification of static factors |
0 |
2 |
16 |
168 |
2 |
12 |
41 |
571 |

Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity |
0 |
3 |
6 |
18 |
1 |
7 |
22 |
69 |

Quasi-maximum likelihood estimation of break point in high-dimensional factor models |
0 |
0 |
1 |
1 |
0 |
3 |
9 |
9 |

Rank regularized estimation of approximate factor models |
0 |
1 |
2 |
34 |
1 |
2 |
10 |
106 |

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 |
1 |
1 |
1 |
15 |
2 |
2 |
3 |
32 |

Special Issue on Big Data |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
39 |

Structural Changes in High Dimensional Factor Models |
0 |
0 |
4 |
52 |
1 |
1 |
5 |
118 |

Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data |
1 |
1 |
6 |
309 |
2 |
6 |
25 |
828 |

Testing For and Dating Common Breaks in Multivariate Time Series |
0 |
3 |
12 |
588 |
0 |
5 |
24 |
1,335 |

Testing Parametric Conditional Distributions of Dynamic Models |
0 |
0 |
0 |
165 |
0 |
0 |
0 |
489 |

Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach |
0 |
0 |
0 |
139 |
0 |
1 |
3 |
651 |

Testing multivariate distributions in GARCH models |
0 |
0 |
2 |
129 |
0 |
0 |
3 |
311 |

Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors |
0 |
0 |
1 |
44 |
0 |
0 |
1 |
113 |

Tests for Skewness, Kurtosis, and Normality for Time Series Data |
0 |
1 |
4 |
307 |
3 |
5 |
17 |
865 |

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

Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices |
2 |
3 |
21 |
269 |
4 |
6 |
31 |
634 |

Total Journal Articles |
34 |
106 |
439 |
15,233 |
122 |
397 |
1,520 |
47,624 |