| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity |
0 |
0 |
0 |
29 |
1 |
5 |
9 |
115 |
| Asymmetric Interest Rate Pass-through and Its Effects on Macroeconomic Variables: Evidence from Thailand |
0 |
1 |
9 |
55 |
2 |
6 |
28 |
116 |
| Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model |
0 |
0 |
1 |
17 |
3 |
4 |
9 |
52 |
| Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model |
0 |
0 |
0 |
47 |
12 |
19 |
25 |
77 |
| Directionally Differentiable Econometric Models |
0 |
0 |
0 |
55 |
2 |
19 |
28 |
123 |
| Estimating and Inferring the Nonlinear Autoregressive Distributed Lag Model by Ordinary Least Squares |
0 |
1 |
10 |
26 |
3 |
8 |
39 |
79 |
| Fintech Pilot Programs and Digital Innovation: Evidence from Quasi-Natural Experiments in China |
1 |
1 |
20 |
20 |
4 |
10 |
32 |
32 |
| Forecasting the Confirmed COVID-19 Cases Using Modal Regression |
0 |
0 |
3 |
50 |
5 |
6 |
15 |
78 |
| Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves |
0 |
0 |
5 |
51 |
3 |
4 |
18 |
82 |
| GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement |
0 |
0 |
1 |
3 |
1 |
2 |
23 |
28 |
| GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement |
0 |
0 |
0 |
15 |
2 |
2 |
12 |
37 |
| Generalized Runs Test for the IID Hypothesis |
0 |
0 |
0 |
201 |
2 |
4 |
23 |
872 |
| Infinite Density at the Median and the Typical Shape of Stock Return Distributions |
0 |
0 |
0 |
53 |
2 |
3 |
15 |
261 |
| Infinite Density at the Median and the Typical Shape of Stock Return Distributions |
0 |
0 |
0 |
5 |
1 |
1 |
5 |
38 |
| Infinite Density at the Median and the Typical Shape of Stock Return Distributions |
0 |
0 |
0 |
36 |
1 |
2 |
10 |
253 |
| LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities |
0 |
0 |
0 |
39 |
2 |
4 |
11 |
136 |
| LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities |
0 |
0 |
0 |
28 |
2 |
4 |
9 |
192 |
| LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities |
0 |
0 |
0 |
2 |
2 |
2 |
5 |
45 |
| Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" |
0 |
0 |
0 |
19 |
1 |
2 |
8 |
101 |
| Minimum Distance Testing and Top Income Shares in Korea |
0 |
0 |
0 |
55 |
1 |
4 |
10 |
69 |
| Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014) |
0 |
0 |
0 |
24 |
3 |
4 |
6 |
68 |
| Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices" |
0 |
0 |
0 |
36 |
3 |
4 |
5 |
48 |
| Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves |
0 |
0 |
1 |
64 |
6 |
6 |
12 |
96 |
| Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea |
0 |
0 |
1 |
42 |
1 |
4 |
9 |
81 |
| Practical Testing for Normal Mixtures |
0 |
0 |
47 |
47 |
2 |
2 |
14 |
14 |
| Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices |
0 |
0 |
0 |
38 |
1 |
1 |
7 |
64 |
| Quantile ARDL Estimation of the Relationship between the Confirmed COVID-19 Cases and Deaths in the U.S |
0 |
0 |
9 |
9 |
5 |
12 |
51 |
51 |
| Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework |
0 |
0 |
1 |
114 |
2 |
6 |
18 |
344 |
| Recent Developments of the Autoregressive Distributed Lag Modelling Framework |
0 |
0 |
6 |
284 |
2 |
5 |
34 |
282 |
| Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine |
0 |
0 |
0 |
150 |
1 |
2 |
7 |
47 |
| Sequentially Estimating the Structural Equation by Power Transformation |
0 |
0 |
0 |
32 |
4 |
4 |
11 |
72 |
| Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors |
0 |
0 |
0 |
3 |
4 |
6 |
14 |
48 |
| Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors |
0 |
0 |
0 |
36 |
4 |
6 |
14 |
75 |
| Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model |
0 |
0 |
0 |
17 |
1 |
1 |
7 |
65 |
| Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡± |
0 |
0 |
0 |
5 |
1 |
2 |
6 |
39 |
| Supplements to "Directionally Differentiable Econometric Models" |
0 |
0 |
1 |
29 |
5 |
11 |
15 |
73 |
| Testing Equality of Covariance Matrices via Pythagorean Means |
0 |
1 |
1 |
15 |
1 |
11 |
20 |
55 |
| Testing Linearity Using Power Transforms of Regressors |
0 |
0 |
0 |
18 |
3 |
6 |
12 |
164 |
| Testing Linearity Using Power Transforms of Regressors |
0 |
0 |
0 |
88 |
7 |
8 |
14 |
222 |
| Testing a Constant Mean Function Using Functional Regression |
0 |
0 |
0 |
171 |
5 |
7 |
19 |
78 |
| 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.) |
0 |
0 |
0 |
19 |
2 |
5 |
6 |
101 |
| 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 |
37 |
1 |
3 |
7 |
181 |
| Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models |
0 |
0 |
0 |
129 |
0 |
2 |
9 |
566 |
| Testing for a Constant Mean Function using Functional Regression |
0 |
0 |
0 |
106 |
1 |
3 |
4 |
632 |
| Testing for the Conditional Geometric Mixture Distribution |
0 |
0 |
0 |
38 |
1 |
6 |
14 |
108 |
| Testing for the Mixture Hypothesis of Poisson Regression Models |
0 |
0 |
6 |
6 |
2 |
2 |
16 |
16 |
| Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates |
0 |
0 |
0 |
51 |
1 |
3 |
7 |
60 |
| Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing |
0 |
0 |
0 |
88 |
0 |
8 |
15 |
138 |
| The Asymmetric Response of Dividends to Earnings News |
0 |
2 |
6 |
14 |
0 |
4 |
13 |
54 |
| Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model |
9 |
10 |
38 |
537 |
23 |
38 |
120 |
1,646 |
| We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors" |
0 |
0 |
0 |
53 |
1 |
2 |
8 |
84 |
| Total Working Papers |
10 |
16 |
166 |
3,106 |
145 |
295 |
848 |
8,358 |
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