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

Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity |
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0 |
1 |
29 |
1 |
1 |
9 |
97 |

Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model |
0 |
0 |
1 |
10 |
1 |
5 |
14 |
29 |

Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model |
0 |
2 |
6 |
41 |
1 |
4 |
16 |
28 |

Directionally Differentiable Econometric Models |
0 |
0 |
1 |
52 |
0 |
0 |
14 |
84 |

Generalized Runs Test for the IID Hypothesis |
0 |
0 |
2 |
197 |
1 |
1 |
7 |
787 |

Infinite Density at the Median and the Typical Shape of Stock Return Distributions |
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0 |
0 |
53 |
0 |
1 |
7 |
230 |

Infinite Density at the Median and the Typical Shape of Stock Return Distributions |
0 |
0 |
0 |
36 |
0 |
1 |
7 |
232 |

LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities |
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0 |
0 |
28 |
0 |
0 |
5 |
173 |

LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities |
0 |
0 |
0 |
38 |
0 |
0 |
3 |
114 |

Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" |
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1 |
19 |
0 |
0 |
2 |
92 |

Minimum Distance Testing and Top Income Shares in Korea |
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0 |
0 |
55 |
0 |
0 |
3 |
55 |

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 |
20 |
0 |
0 |
2 |
55 |

Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices" |
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0 |
1 |
36 |
0 |
0 |
6 |
33 |

Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves |
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1 |
7 |
57 |
0 |
1 |
16 |
50 |

Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea |
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1 |
2 |
40 |
0 |
2 |
5 |
64 |

Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices |
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0 |
2 |
36 |
0 |
0 |
4 |
45 |

Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework |
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0 |
6 |
98 |
1 |
3 |
48 |
278 |

Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine |
143 |
147 |
147 |
147 |
14 |
24 |
24 |
24 |

Sequentially Estimating the Structural Equation by Power Transformation |
1 |
1 |
30 |
30 |
2 |
4 |
38 |
38 |

Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors |
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0 |
0 |
1 |
0 |
1 |
2 |
27 |

Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors |
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0 |
0 |
36 |
0 |
0 |
2 |
56 |

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 |
30 |

Supplements to "Directionally Differentiable Econometric Models" |
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0 |
0 |
27 |
1 |
1 |
7 |
48 |

Testing Equality of Covariance Matrices via Pythagorean Means |
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0 |
0 |
11 |
0 |
1 |
5 |
27 |

Testing Linearity Using Power Transforms of Regressors |
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0 |
1 |
18 |
1 |
6 |
19 |
120 |

Testing Linearity Using Power Transforms of Regressors |
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0 |
1 |
88 |
3 |
4 |
12 |
194 |

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 |
0 |
18 |
0 |
0 |
1 |
85 |

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 |
0 |
36 |
1 |
2 |
3 |
169 |

Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models |
0 |
0 |
0 |
126 |
0 |
1 |
5 |
542 |

Testing for a Constant Mean Function using Functional Regression |
0 |
0 |
0 |
105 |
0 |
2 |
9 |
619 |

Testing for the Conditional Geometric Mixture Distribution |
0 |
0 |
0 |
36 |
1 |
7 |
13 |
79 |

Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates |
0 |
0 |
1 |
47 |
1 |
1 |
9 |
28 |

Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing |
0 |
1 |
1 |
78 |
1 |
2 |
2 |
106 |

Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model |
10 |
20 |
108 |
121 |
20 |
57 |
217 |
232 |

We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors" |
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0 |
2 |
52 |
0 |
0 |
2 |
69 |

Total Working Papers |
154 |
173 |
322 |
1,827 |
50 |
132 |
539 |
4,939 |