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

A PANIC Attack on Unit Roots and Cointegration |
0 |
0 |
1 |
1,031 |
3 |
8 |
47 |
3,008 |

A consistent test for conditional symmetry in time series models |
0 |
0 |
0 |
55 |
0 |
0 |
5 |
195 |

A simple new test for slope homogeneity in panel data models with interactive effects |
0 |
0 |
2 |
28 |
1 |
2 |
6 |
90 |

Asset Pricing with a General Multifactor Structure |
1 |
8 |
15 |
63 |
1 |
10 |
27 |
133 |

Boosting diffusion indices |
0 |
0 |
0 |
103 |
0 |
0 |
4 |
379 |

Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures |
0 |
0 |
3 |
18 |
0 |
0 |
13 |
50 |

Common breaks in means and variances for panel data |
0 |
0 |
5 |
175 |
0 |
2 |
15 |
392 |

Computation and analysis of multiple structural change models |
3 |
17 |
72 |
2,901 |
27 |
80 |
296 |
6,540 |

Conditional Markov chain and its application in economic time series analysis |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
151 |

Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions |
0 |
1 |
4 |
180 |
1 |
8 |
26 |
656 |

Critical values for multiple structural change tests |
1 |
3 |
11 |
445 |
5 |
14 |
40 |
973 |

Cross‐Sectional Dependence in Panel Data Models: A Special Issue |
0 |
0 |
1 |
63 |
0 |
3 |
6 |
135 |

Determining the Number of Factors in Approximate Factor Models |
0 |
0 |
4 |
1,297 |
13 |
43 |
104 |
4,742 |

Determining the Number of Primitive Shocks in Factor Models |
3 |
8 |
23 |
348 |
5 |
13 |
47 |
763 |

Econometric Analysis of Large Factor Models |
1 |
2 |
5 |
20 |
1 |
7 |
28 |
80 |

Efficient estimation of approximate factor models via penalized maximum likelihood |
0 |
0 |
3 |
65 |
0 |
1 |
12 |
187 |

Estimating High Dimensional Covariance Matrices and its Applications |
0 |
2 |
13 |
251 |
5 |
14 |
55 |
875 |

Estimating Multiple Breaks One at a Time |
0 |
2 |
7 |
324 |
4 |
16 |
44 |
636 |

Estimating and Testing Linear Models with Multiple Structural Changes |
0 |
0 |
0 |
9 |
23 |
60 |
190 |
4,602 |

Estimating cross-section common stochastic trends in nonstationary panel data |
0 |
1 |
4 |
316 |
0 |
2 |
10 |
686 |

Estimation Of A Change Point In Multiple Regression Models |
8 |
21 |
57 |
850 |
14 |
40 |
123 |
2,282 |

Estimation and Inference of FAVAR Models |
0 |
1 |
2 |
5 |
1 |
6 |
20 |
48 |

Evaluating latent and observed factors in macroeconomics and finance |
1 |
1 |
5 |
333 |
3 |
4 |
21 |
778 |

Extremum Estimation when the Predictors are Estimated from Large Panels |
0 |
0 |
2 |
37 |
0 |
0 |
6 |
236 |

Fama–MacBeth two-pass regressions: Improving risk premia estimates |
0 |
1 |
6 |
55 |
2 |
10 |
43 |
247 |

Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method |
0 |
0 |
0 |
72 |
3 |
9 |
21 |
243 |

Forecasting economic time series using targeted predictors |
7 |
21 |
102 |
595 |
21 |
51 |
237 |
1,452 |

Generic consistency of the break-point estimators under specification errors in a multiple-break model |
0 |
0 |
0 |
44 |
0 |
0 |
2 |
299 |

INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT |
1 |
1 |
2 |
97 |
2 |
4 |
12 |
234 |

Identification and Bayesian Estimation of Dynamic Factor Models |
2 |
3 |
8 |
55 |
3 |
6 |
19 |
116 |

Identification theory for high dimensional static and dynamic factor models |
0 |
1 |
7 |
101 |
0 |
3 |
15 |
281 |

Inferences in panel data with interactive effects using large covariance matrices |
0 |
0 |
7 |
34 |
1 |
2 |
21 |
96 |

Inferential Theory for Factor Models of Large Dimensions |
0 |
0 |
0 |
332 |
3 |
13 |
37 |
1,135 |

LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES |
0 |
1 |
3 |
5 |
2 |
3 |
9 |
23 |

Large Dimensional Factor Analysis |
0 |
0 |
7 |
93 |
2 |
5 |
28 |
264 |

Least Absolute Deviation Estimation of a Shift |
1 |
1 |
1 |
48 |
3 |
5 |
10 |
242 |

Likelihood ratio tests for multiple structural changes |
1 |
1 |
3 |
262 |
3 |
4 |
9 |
546 |

Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension |
3 |
5 |
14 |
50 |
5 |
11 |
41 |
154 |

OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
174 |

ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |

PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION |
1 |
1 |
2 |
97 |
1 |
3 |
8 |
233 |

Panel Data Models With Interactive Fixed Effects |
2 |
3 |
7 |
442 |
6 |
16 |
53 |
1,226 |

Panel Data Models with Grouped Factor Structure Under Unknown Group Membership |
1 |
1 |
2 |
43 |
1 |
1 |
8 |
136 |

Panel cointegration with global stochastic trends |
1 |
1 |
11 |
282 |
2 |
6 |
37 |
709 |

Principal components estimation and identification of static factors |
0 |
1 |
7 |
122 |
1 |
8 |
31 |
378 |

Rank regularized estimation of approximate factor models |
0 |
0 |
15 |
19 |
2 |
7 |
50 |
59 |

Selecting Instrumental Variables in a Data Rich Environment |
0 |
0 |
8 |
167 |
2 |
7 |
36 |
455 |

Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency |
1 |
1 |
1 |
10 |
1 |
2 |
9 |
23 |

Special Issue on Big Data |
0 |
0 |
1 |
5 |
1 |
1 |
10 |
27 |

Structural Changes in High Dimensional Factor Models |
1 |
2 |
12 |
39 |
1 |
5 |
26 |
95 |

Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data |
0 |
2 |
17 |
266 |
0 |
8 |
44 |
703 |

Testing For and Dating Common Breaks in Multivariate Time Series |
1 |
1 |
4 |
568 |
3 |
5 |
21 |
1,287 |

Testing Parametric Conditional Distributions of Dynamic Models |
0 |
1 |
2 |
161 |
0 |
3 |
7 |
478 |

Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach |
0 |
0 |
1 |
133 |
0 |
5 |
8 |
634 |

Testing multivariate distributions in GARCH models |
1 |
1 |
2 |
125 |
1 |
2 |
10 |
303 |

Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors |
1 |
1 |
2 |
41 |
2 |
3 |
8 |
103 |

Tests for Skewness, Kurtosis, and Normality for Time Series Data |
0 |
1 |
6 |
280 |
2 |
4 |
26 |
785 |

Theory and Applications of TAR Model with Two Threshold Variables |
0 |
0 |
2 |
2 |
0 |
0 |
5 |
22 |

Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices |
0 |
0 |
6 |
213 |
2 |
3 |
24 |
534 |

Total Journal Articles |
43 |
119 |
507 |
13,775 |
186 |
551 |
2,082 |
42,316 |