Working Paper |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests |
0 |
0 |
0 |
330 |
0 |
0 |
0 |
1,355 |
A New Multivariate Product Growth Model |
0 |
0 |
0 |
123 |
0 |
0 |
1 |
427 |
A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests |
0 |
0 |
0 |
216 |
0 |
0 |
0 |
1,576 |
Adaptive Testing for Cointegration with Nonstationary Volatility |
0 |
0 |
0 |
53 |
0 |
0 |
19 |
55 |
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models |
0 |
0 |
0 |
99 |
0 |
0 |
2 |
293 |
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
254 |
Asymmetric and common absorption of shocks in nonlinear autoregressive models |
0 |
0 |
0 |
26 |
1 |
2 |
5 |
102 |
Behavioral Heterogeneity in Stock Prices |
0 |
0 |
0 |
325 |
0 |
0 |
0 |
924 |
Behavioral Heterogeneity in Stock Prices |
0 |
0 |
0 |
117 |
0 |
2 |
4 |
378 |
Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors |
0 |
0 |
0 |
52 |
0 |
0 |
21 |
113 |
Block Local to Unity and Continuous Record Asymptotics |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
221 |
Bootstrapping Non-Stationary Stochastic Volatility |
0 |
0 |
0 |
67 |
0 |
1 |
1 |
106 |
Cartel Dating |
0 |
1 |
1 |
63 |
1 |
4 |
30 |
260 |
Cartel dating |
0 |
0 |
1 |
26 |
0 |
0 |
4 |
88 |
Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors |
0 |
0 |
0 |
167 |
2 |
2 |
2 |
641 |
How Large is Average Economic Growth? Evidence from a Robust Method |
0 |
0 |
0 |
65 |
0 |
0 |
0 |
313 |
Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview |
0 |
0 |
0 |
383 |
0 |
0 |
1 |
611 |
Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
180 |
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
132 |
Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model |
0 |
0 |
2 |
16 |
0 |
0 |
2 |
83 |
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions |
0 |
0 |
0 |
126 |
0 |
1 |
1 |
215 |
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
65 |
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
541 |
JOINT PREDICTION OF AUTOMOBILE OWNERSHIP AND MILEAGE BY A CROSS-SECTION MODEL |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
673 |
Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices |
0 |
0 |
0 |
223 |
0 |
0 |
0 |
350 |
Robust inference on average economic growth |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
29 |
Semi-nonparametric cointegration testing |
0 |
0 |
0 |
152 |
0 |
1 |
2 |
479 |
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
931 |
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets |
0 |
0 |
2 |
51 |
0 |
0 |
7 |
742 |
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market |
0 |
0 |
0 |
412 |
1 |
1 |
4 |
1,030 |
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market |
0 |
0 |
0 |
1 |
0 |
1 |
5 |
1,025 |
Temporal aggregation in a periodically integrated autoregressive process |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
24 |
Testing for a Unit Root with Near-Integrated Volatility |
0 |
0 |
1 |
28 |
0 |
0 |
1 |
324 |
Testing for a Unit Root with Near-Integrated Volatility |
0 |
1 |
1 |
116 |
0 |
1 |
2 |
283 |
Testing for a Unit Root with Near-Integrated Volatility |
0 |
0 |
0 |
145 |
0 |
0 |
0 |
489 |
The Econometrics Of The Bass Diffusion Model |
0 |
0 |
1 |
990 |
1 |
1 |
5 |
3,130 |
Wake me up before you GO-GARCH |
0 |
0 |
0 |
292 |
0 |
0 |
4 |
808 |
Wake me up before you GO-GARCH |
0 |
0 |
0 |
116 |
0 |
1 |
7 |
459 |
Why Frequency Matters for Unit Root Testing |
0 |
0 |
1 |
153 |
1 |
1 |
2 |
476 |
Total Working Papers |
0 |
2 |
10 |
5,144 |
7 |
19 |
140 |
20,185 |