| 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 |
3 |
19 |
0 |
0 |
9 |
78 |
| Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications |
0 |
0 |
0 |
15 |
1 |
1 |
1 |
149 |
| Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations |
0 |
0 |
0 |
58 |
0 |
0 |
3 |
255 |
| Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes |
0 |
0 |
1 |
7 |
0 |
0 |
2 |
105 |
| COINTEGRATING SMOOTH TRANSITION REGRESSIONS |
0 |
0 |
0 |
89 |
0 |
2 |
3 |
250 |
| Canonical Cointegrating Regression and Testing for Cointegration in the Presence of I(1) and I(2) Variables |
0 |
0 |
3 |
63 |
3 |
6 |
11 |
167 |
| Canonical correlation-based model selection for the multilevel factors |
0 |
1 |
7 |
8 |
0 |
1 |
12 |
17 |
| Causal relation between interest and exchange rates in the Asian currency crisis |
0 |
0 |
1 |
119 |
0 |
1 |
3 |
426 |
| Choosing the Level of Significance: A Decision‐theoretic Approach |
0 |
0 |
4 |
14 |
0 |
0 |
9 |
59 |
| Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels |
0 |
1 |
1 |
9 |
0 |
1 |
4 |
32 |
| Differencing versus nondifferencing in factor‐based forecasting |
0 |
0 |
1 |
7 |
0 |
0 |
3 |
33 |
| Does climate change affect economic data? |
0 |
0 |
0 |
1 |
1 |
1 |
13 |
17 |
| Durbin-Hausman Tests for a Unit Root |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
344 |
| Durbin-Hausman tests for cointegration |
0 |
3 |
9 |
84 |
0 |
4 |
15 |
277 |
| ECONOMETRICS |
0 |
0 |
1 |
25 |
0 |
0 |
3 |
171 |
| EFFICIENT ESTIMATION OF FACTOR MODELS |
0 |
0 |
1 |
72 |
0 |
2 |
5 |
217 |
| Econometrics Best Paper Award 2018 |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
30 |
| Effects of data aggregation on the power of tests for a unit root: A simulation study |
0 |
0 |
0 |
23 |
0 |
1 |
2 |
133 |
| Frequency Domain Tests for Residual Serial Correlation in Cointegration Regressions |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
376 |
| Inconsistency of bootstrap for nonstationary, vector autoregressive processes |
0 |
0 |
0 |
4 |
0 |
2 |
2 |
118 |
| Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
171 |
| Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
71 |
| Model selection criteria for the leads-and-lags cointegrating regression |
0 |
0 |
0 |
33 |
0 |
0 |
3 |
151 |
| Model selection for factor analysis: Some new criteria and performance comparisons |
0 |
0 |
3 |
12 |
1 |
1 |
9 |
50 |
| Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series |
0 |
0 |
0 |
21 |
0 |
0 |
9 |
188 |
| STRUCTURAL CHANGES AND SEEMINGLY UNIDENTIFIED STRUCTURAL EQUATIONS |
0 |
0 |
0 |
7 |
0 |
1 |
6 |
154 |
| Sampling frequency and the power of tests for a unit root: A simulation study |
0 |
0 |
1 |
37 |
0 |
0 |
1 |
127 |
| Spurious Fixed Effects Regression |
0 |
0 |
1 |
17 |
0 |
0 |
3 |
118 |
| Spurious regressions and residual-based tests for cointegration when regressors are cointegrated |
0 |
0 |
0 |
38 |
0 |
1 |
3 |
150 |
| Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices |
0 |
0 |
0 |
142 |
0 |
0 |
1 |
422 |
| Subsampling vector autoregressive tests of linear constraints |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
119 |
| TESTS FOR NONLINEAR COINTEGRATION |
0 |
1 |
4 |
93 |
0 |
2 |
10 |
266 |
| THE ET INTERVIEW: PROFESSOR KATSUTO TANAKA |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
76 |
| TIME-SERIES-BASED ECONOMETRICS |
0 |
0 |
0 |
17 |
0 |
1 |
5 |
141 |
| Testing for Cointegration in a System of Equations |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
74 |
| Testing for a unit root by frequency domain regression |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
139 |
| Testing linearity in cointegrating smooth transition regressions |
0 |
0 |
0 |
120 |
0 |
0 |
2 |
386 |
| Testing the Random Walk Hypothesis for Real Exchange Rates |
0 |
0 |
3 |
652 |
0 |
0 |
10 |
1,882 |
| Testing the null of stationarity for multiple time series |
1 |
1 |
1 |
47 |
1 |
1 |
2 |
153 |
| Testing the random walk hypothesis for real exchange rates |
0 |
0 |
3 |
7 |
0 |
1 |
9 |
24 |
| Unit Root Tests for Dependent Micropanels |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
63 |
| Unit Root Tests for Dependent Micropanels |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
50 |
| Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels |
0 |
0 |
0 |
2 |
0 |
2 |
4 |
53 |
| Unit root tests for panel data |
1 |
1 |
10 |
2,852 |
3 |
10 |
49 |
6,103 |
| Univariate Properties of The Korean Economic Time Series |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
107 |
| Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986 |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
37 |
| Total Journal Articles |
2 |
8 |
58 |
4,888 |
11 |
44 |
247 |
14,529 |
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