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12 months |
Total |
Last month |
3 months |
12 months |
Total |

An Empirical Analysis of Current Economic Growth in Relation to Precolonial and Colonial Legacies |
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0 |
32 |
32 |
1 |
3 |
38 |
38 |

Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
104 |

Asymmetric Interest Rate Pass-through and Its Effects on Macroeconomic Variables: Evidence from Thailand |
1 |
3 |
36 |
36 |
4 |
12 |
67 |
67 |

Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model |
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1 |
2 |
47 |
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2 |
4 |
48 |

Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model |
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0 |
1 |
16 |
0 |
0 |
2 |
43 |

Directionally Differentiable Econometric Models |
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1 |
1 |
55 |
0 |
1 |
1 |
95 |

Forecasting the Confirmed COVID-19 Cases Using Modal Regression |
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0 |
41 |
41 |
1 |
3 |
49 |
49 |

Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves |
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1 |
11 |
36 |
0 |
3 |
28 |
48 |

Generalized Runs Test for the IID Hypothesis |
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0 |
2 |
201 |
0 |
0 |
3 |
849 |

Infinite Density at the Median and the Typical Shape of Stock Return Distributions |
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0 |
0 |
5 |
0 |
0 |
1 |
33 |

Infinite Density at the Median and the Typical Shape of Stock Return Distributions |
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0 |
0 |
36 |
0 |
0 |
1 |
243 |

Infinite Density at the Median and the Typical Shape of Stock Return Distributions |
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0 |
0 |
53 |
0 |
0 |
1 |
246 |

LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities |
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0 |
0 |
28 |
0 |
0 |
1 |
182 |

LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities |
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0 |
0 |
39 |
0 |
0 |
2 |
121 |

LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities |
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0 |
0 |
2 |
0 |
0 |
1 |
39 |

Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" |
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19 |
0 |
0 |
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93 |

Minimum Distance Testing and Top Income Shares in Korea |
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0 |
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55 |
0 |
0 |
1 |
58 |

Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014) |
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1 |
24 |
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0 |
1 |
60 |

Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices" |
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0 |
0 |
36 |
1 |
1 |
5 |
42 |

Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves |
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0 |
0 |
63 |
0 |
1 |
5 |
83 |

Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea |
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0 |
0 |
41 |
0 |
0 |
1 |
71 |

Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices |
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1 |
2 |
38 |
0 |
2 |
5 |
55 |

Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework |
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1 |
1 |
111 |
0 |
2 |
7 |
317 |

Recent Developments of the Autoregressive Distributed Lag Modelling Framework |
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10 |
270 |
0 |
5 |
34 |
231 |

Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine |
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0 |
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150 |
0 |
0 |
1 |
39 |

Sequentially Estimating the Structural Equation by Power Transformation |
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1 |
1 |
32 |
0 |
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3 |
59 |

Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors |
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3 |
0 |
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1 |
33 |

Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors |
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0 |
0 |
36 |
0 |
0 |
1 |
61 |

Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model |
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0 |
3 |
16 |
1 |
1 |
4 |
55 |

Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡± |
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0 |
0 |
5 |
0 |
0 |
1 |
32 |

Supplements to "Directionally Differentiable Econometric Models" |
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0 |
0 |
28 |
0 |
0 |
0 |
57 |

Testing Equality of Covariance Matrices via Pythagorean Means |
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0 |
1 |
14 |
0 |
0 |
2 |
34 |

Testing Linearity Using Power Transforms of Regressors |
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0 |
0 |
18 |
0 |
0 |
1 |
152 |

Testing Linearity Using Power Transforms of Regressors |
0 |
0 |
0 |
88 |
0 |
0 |
1 |
205 |

Testing a Constant Mean Function Using Functional Regression |
0 |
0 |
0 |
170 |
0 |
1 |
9 |
56 |

Testing for Neglected Nonlinearity Using Extreme Learning Machines (published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21, Suppl. 2 (2013), 117--129.) |
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0 |
1 |
19 |
0 |
0 |
2 |
94 |

Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (published in: Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Terasvirta. Eds. Niels Haldrup, Mika Meitz, and Pentti Saikkonen (2014). Oxford: Oxford University Press.) |
0 |
0 |
1 |
37 |
0 |
0 |
1 |
174 |

Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models |
0 |
0 |
0 |
129 |
0 |
0 |
0 |
556 |

Testing for a Constant Mean Function using Functional Regression |
0 |
0 |
0 |
106 |
0 |
0 |
1 |
628 |

Testing for the Conditional Geometric Mixture Distribution |
0 |
0 |
0 |
38 |
0 |
1 |
5 |
93 |

Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates |
0 |
0 |
1 |
51 |
0 |
0 |
5 |
49 |

Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing |
0 |
1 |
4 |
88 |
2 |
3 |
6 |
123 |

The Asymmetric Response of Dividends to Earnings News |
0 |
1 |
4 |
7 |
1 |
4 |
13 |
30 |

Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model |
8 |
21 |
100 |
465 |
32 |
79 |
392 |
1,406 |

We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors" |
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0 |
0 |
53 |
0 |
0 |
1 |
76 |

Total Working Papers |
9 |
32 |
256 |
2,866 |
43 |
126 |
709 |
7,227 |