| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A multilevel factor model: Identification, asymptotic theory and applications |
0 |
0 |
4 |
7 |
0 |
2 |
13 |
35 |
| Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications |
0 |
0 |
1 |
14 |
2 |
3 |
8 |
130 |
| Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations |
0 |
1 |
1 |
55 |
1 |
4 |
8 |
232 |
| Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes |
0 |
0 |
0 |
6 |
0 |
2 |
3 |
98 |
| COINTEGRATING SMOOTH TRANSITION REGRESSIONS |
1 |
2 |
5 |
84 |
1 |
7 |
16 |
229 |
| Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables |
0 |
4 |
4 |
57 |
0 |
4 |
12 |
144 |
| Causal relation between interest and exchange rates in the Asian currency crisis |
0 |
0 |
2 |
111 |
0 |
2 |
16 |
394 |
| Differencing versus nondifferencing in factor‐based forecasting |
0 |
1 |
1 |
1 |
0 |
4 |
4 |
4 |
| Durbin-Hausman Tests for a Unit Root |
0 |
0 |
0 |
0 |
0 |
9 |
28 |
294 |
| Durbin-Hausman tests for cointegration |
0 |
0 |
3 |
68 |
0 |
1 |
9 |
229 |
| ECONOMETRICS |
1 |
2 |
2 |
22 |
1 |
3 |
16 |
138 |
| EFFICIENT ESTIMATION OF FACTOR MODELS |
0 |
0 |
3 |
63 |
1 |
4 |
16 |
189 |
| Econometrics Best Paper Award 2018 |
0 |
0 |
0 |
4 |
1 |
3 |
9 |
22 |
| Effects of data aggregation on the power of tests for a unit root: A simulation study |
0 |
0 |
0 |
20 |
1 |
2 |
6 |
115 |
| Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions |
0 |
0 |
0 |
2 |
0 |
0 |
8 |
373 |
| Inconsistency of bootstrap for nonstationary, vector autoregressive processes |
0 |
0 |
0 |
4 |
0 |
4 |
8 |
103 |
| Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model |
0 |
0 |
0 |
47 |
0 |
1 |
5 |
158 |
| Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors |
0 |
0 |
1 |
1 |
1 |
7 |
27 |
34 |
| Model selection criteria for the leads-and-lags cointegrating regression |
0 |
0 |
0 |
25 |
2 |
5 |
24 |
117 |
| Model selection for factor analysis: Some new criteria and performance comparisons |
0 |
0 |
4 |
5 |
0 |
1 |
14 |
24 |
| Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series |
0 |
0 |
0 |
19 |
0 |
7 |
21 |
158 |
| STRUCTURAL CHANGES AND SEEMINGLY UNIDENTIFIED STRUCTURAL EQUATIONS |
0 |
0 |
0 |
6 |
1 |
5 |
19 |
120 |
| Sampling frequency and the power of tests for a unit root: A simulation study |
0 |
0 |
1 |
32 |
0 |
3 |
6 |
114 |
| Spurious Fixed Effects Regression |
0 |
0 |
0 |
12 |
2 |
8 |
15 |
96 |
| Spurious regressions and residual-based tests for cointegration when regressors are cointegrated |
0 |
0 |
0 |
37 |
0 |
3 |
5 |
140 |
| Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices |
0 |
0 |
0 |
141 |
0 |
1 |
8 |
416 |
| Subsampling vector autoregressive tests of linear constraints |
0 |
0 |
0 |
23 |
0 |
1 |
7 |
115 |
| TESTS FOR NONLINEAR COINTEGRATION |
0 |
1 |
2 |
79 |
3 |
8 |
20 |
230 |
| THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA |
0 |
0 |
0 |
13 |
0 |
1 |
5 |
69 |
| TIME-SERIES-BASED ECONOMETRICS |
0 |
0 |
1 |
17 |
1 |
1 |
13 |
118 |
| Testing for Cointegration in a System of Equations |
0 |
0 |
0 |
13 |
1 |
1 |
6 |
63 |
| Testing for a unit root by frequency domain regression |
0 |
0 |
1 |
44 |
0 |
1 |
3 |
128 |
| Testing linearity in cointegrating smooth transition regressions |
0 |
0 |
1 |
120 |
2 |
4 |
7 |
375 |
| Testing the Random Walk Hypothesis for Real Exchange Rates |
1 |
1 |
5 |
640 |
2 |
12 |
30 |
1,825 |
| Testing the null of stationarity for multiple time series |
0 |
0 |
0 |
45 |
1 |
1 |
3 |
145 |
| Unit Root Tests for Dependent Micropanels |
0 |
0 |
0 |
0 |
2 |
5 |
18 |
18 |
| Unit Root Tests for Dependent Micropanels |
0 |
0 |
1 |
4 |
0 |
4 |
19 |
33 |
| Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels |
0 |
0 |
0 |
1 |
1 |
5 |
18 |
35 |
| Unit root tests for panel data |
14 |
28 |
159 |
2,609 |
27 |
75 |
354 |
5,450 |
| Univariate Properties of The Korean Economic Time Series |
0 |
0 |
0 |
4 |
2 |
5 |
9 |
90 |
| Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986 |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
31 |
| Total Journal Articles |
17 |
40 |
202 |
4,458 |
56 |
219 |
837 |
12,831 |
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