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12 months |
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Last month |
3 months |
12 months |
Total |
(IAM Series No 003) Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates |
0 |
0 |
0 |
182 |
0 |
0 |
3 |
437 |
A Model Selection Test for Bivariate Failure-Time Data |
0 |
0 |
1 |
107 |
0 |
0 |
3 |
389 |
A practical asymptotic variance estimator for two-step semiparametric estimators |
0 |
0 |
0 |
44 |
0 |
0 |
7 |
112 |
An Alternative Way of ComputingEfficient Instrumental VariableEstimators |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
32 |
An Empirical Investigation of Habit-Based Asset Pricing Models |
0 |
0 |
0 |
1 |
0 |
1 |
6 |
178 |
An Estimation of Economic Models with Recursive |
0 |
0 |
1 |
62 |
0 |
0 |
4 |
210 |
An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
1 |
60 |
2 |
4 |
9 |
192 |
An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
11 |
0 |
0 |
5 |
74 |
An Estimation of Economic Models with Recursive Preferences |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
85 |
An alternative way of computing efficient instrumental variable estimators |
0 |
0 |
0 |
3 |
1 |
4 |
12 |
43 |
An estimation of economic models with recursive preferences |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
50 |
An estimation of economic models with recursive preferences |
0 |
0 |
0 |
11 |
0 |
5 |
12 |
52 |
An estimation of economic models with recursive preferences |
0 |
0 |
0 |
30 |
0 |
0 |
3 |
60 |
Asymptotic Efficiency of Semiparametric Two-step GMM |
1 |
2 |
2 |
32 |
1 |
2 |
7 |
92 |
Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space |
0 |
1 |
1 |
12 |
0 |
1 |
5 |
47 |
Asymptotic Variance Estimator for Two-Step Semiparametric Estimators |
0 |
0 |
0 |
34 |
0 |
0 |
6 |
137 |
Asymptotic efficiency of semiparametric two-step GMM |
0 |
0 |
0 |
43 |
0 |
0 |
7 |
75 |
Asymptotic efficiency of semiparametric two-step GMM |
0 |
0 |
0 |
9 |
1 |
4 |
11 |
57 |
Averaging of moment condition estimators |
1 |
1 |
1 |
48 |
2 |
2 |
10 |
83 |
Copula-Based Nonlinear Quantile Autoregression |
0 |
0 |
0 |
136 |
0 |
1 |
7 |
336 |
Copula-Based Nonlinear Quantile Autoregression |
0 |
0 |
1 |
127 |
0 |
2 |
13 |
282 |
Copula-based nonlinear quantile autoregression |
0 |
0 |
1 |
57 |
0 |
1 |
4 |
91 |
Efficient Estimation of Copula-based Semiparametric Markov Models |
0 |
0 |
0 |
187 |
0 |
0 |
4 |
541 |
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals |
0 |
0 |
2 |
185 |
0 |
0 |
5 |
495 |
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals |
0 |
0 |
2 |
37 |
1 |
3 |
10 |
128 |
Efficient Estimation of Semiparametric Multivariate Copula Models |
0 |
0 |
1 |
442 |
0 |
1 |
8 |
1,067 |
Efficient estimation of copula-based semiparametric Markov models |
0 |
0 |
0 |
20 |
0 |
1 |
4 |
30 |
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals |
0 |
0 |
0 |
23 |
0 |
0 |
3 |
103 |
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals |
0 |
0 |
0 |
13 |
1 |
1 |
6 |
70 |
Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification |
1 |
1 |
8 |
513 |
1 |
2 |
40 |
1,556 |
Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship |
0 |
0 |
0 |
115 |
0 |
2 |
4 |
379 |
Estimation of Copula-Based Semiparametric Time Series Models |
0 |
0 |
3 |
223 |
2 |
2 |
14 |
621 |
Estimation of Copula-Based Semiparametric Time Series Models |
0 |
1 |
1 |
443 |
0 |
2 |
8 |
1,105 |
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals |
0 |
0 |
1 |
45 |
0 |
0 |
12 |
180 |
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals |
0 |
0 |
0 |
6 |
0 |
1 |
6 |
77 |
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments |
0 |
1 |
2 |
121 |
0 |
1 |
9 |
369 |
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments |
0 |
0 |
0 |
25 |
1 |
1 |
4 |
95 |
Estimation of Semiparametric Models when the Criterion Function is not Smooth |
0 |
0 |
1 |
6 |
2 |
2 |
7 |
49 |
Estimation of nonparametric conditional moment models with possibly nonsmooth moments |
0 |
0 |
0 |
16 |
0 |
0 |
4 |
97 |
Estimation of semiparametric models when the criterion function is not smooth |
0 |
0 |
0 |
2 |
1 |
3 |
9 |
59 |
Estimation of semiparametric models when the criterion function is not smooth |
0 |
2 |
4 |
150 |
1 |
4 |
9 |
612 |
Evaluating Density Forecasts via the Copula Approach |
0 |
0 |
0 |
320 |
0 |
0 |
4 |
653 |
High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data |
0 |
0 |
1 |
50 |
0 |
0 |
5 |
74 |
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors |
0 |
0 |
1 |
119 |
0 |
2 |
10 |
657 |
Identification and SQRT N Efficient Estimation of Semiparametric Panel Data Models with Binary Dependent Variables and a Latent Factor |
0 |
1 |
2 |
216 |
0 |
3 |
12 |
518 |
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior |
0 |
1 |
1 |
82 |
1 |
2 |
13 |
322 |
Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models |
0 |
0 |
1 |
131 |
0 |
1 |
6 |
462 |
Likelihood Inference in Some Finite Mixture Models |
0 |
0 |
0 |
27 |
0 |
1 |
7 |
59 |
Likelihood inference in some finite mixture models |
0 |
0 |
0 |
11 |
0 |
1 |
3 |
72 |
Local Identification of Nonparametric and Semiparametric Models |
0 |
0 |
0 |
48 |
1 |
1 |
3 |
167 |
Local Identification of Nonparametric and Semiparametric Models |
0 |
0 |
0 |
12 |
0 |
0 |
5 |
127 |
Local identification of nonparametric and semiparametric models |
0 |
0 |
0 |
16 |
0 |
0 |
4 |
73 |
Local identification of nonparametric and semiparametric models |
0 |
0 |
0 |
31 |
1 |
1 |
8 |
108 |
MCMC Confidence sets for Identified Sets |
0 |
0 |
0 |
38 |
0 |
0 |
4 |
44 |
MCMC Confidence sets for Identified Sets |
0 |
0 |
1 |
2 |
0 |
1 |
7 |
46 |
MCMC confidence sets for identified sets |
0 |
0 |
1 |
3 |
0 |
1 |
7 |
35 |
Methods for Nonparametric and Semiparametric Regressions with Endogeneity: a Gentle Guide |
0 |
1 |
4 |
93 |
1 |
3 |
16 |
85 |
Monte Carlo Confidence Sets for Identified Sets |
0 |
0 |
0 |
0 |
0 |
3 |
9 |
26 |
Monte Carlo Confidence sets for Identified Sets |
0 |
0 |
0 |
25 |
0 |
0 |
10 |
46 |
Monte Carlo confidence sets for identified sets |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
20 |
Nonlinearity and Temporal Dependence |
0 |
0 |
0 |
34 |
1 |
3 |
9 |
123 |
Nonlinearity and Temporal Dependence |
0 |
0 |
0 |
143 |
0 |
2 |
6 |
688 |
Nonlinearity and Temporal Dependence |
0 |
0 |
0 |
47 |
2 |
3 |
9 |
147 |
Nonlinearity and Temporal Dependence |
0 |
0 |
0 |
42 |
1 |
1 |
6 |
131 |
Nonparametric IV estimation of shape-invariant Engel curves |
0 |
0 |
0 |
313 |
0 |
1 |
6 |
1,004 |
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information |
0 |
0 |
1 |
86 |
0 |
0 |
4 |
251 |
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
221 |
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information |
0 |
0 |
0 |
41 |
0 |
0 |
4 |
113 |
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
152 |
On Rate Optimality for Ill-posed Inverse Problems in Econometrics |
0 |
0 |
0 |
131 |
1 |
1 |
2 |
351 |
On rate optimality for ill-posed inverse problems in econometrics |
0 |
0 |
0 |
12 |
0 |
0 |
3 |
66 |
Optimal Sup-Norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression |
0 |
0 |
0 |
2 |
1 |
2 |
8 |
17 |
Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
13 |
Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation |
0 |
0 |
1 |
15 |
0 |
1 |
13 |
61 |
Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
21 |
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression |
0 |
0 |
0 |
27 |
0 |
1 |
3 |
68 |
Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
13 |
Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression |
0 |
0 |
0 |
8 |
2 |
3 |
8 |
24 |
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation |
0 |
0 |
1 |
1 |
1 |
3 |
11 |
43 |
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
30 |
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression |
0 |
0 |
0 |
4 |
0 |
0 |
4 |
41 |
Overidentification in Regular Models |
0 |
0 |
0 |
20 |
0 |
0 |
3 |
58 |
Overidentification in Regular Models |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
9 |
Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review |
1 |
1 |
3 |
67 |
1 |
3 |
11 |
131 |
Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions |
0 |
0 |
0 |
14 |
0 |
1 |
6 |
27 |
Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review |
1 |
2 |
3 |
10 |
1 |
3 |
9 |
44 |
Principal Components and Long Run Implications of Multivariate Diffusions |
0 |
1 |
1 |
128 |
1 |
3 |
10 |
317 |
Principal components and the long run |
0 |
0 |
0 |
47 |
0 |
1 |
7 |
115 |
Robust Identification of Investor Beliefs |
0 |
2 |
8 |
8 |
2 |
16 |
33 |
33 |
Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions |
0 |
0 |
0 |
101 |
1 |
2 |
9 |
325 |
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects |
1 |
1 |
2 |
97 |
1 |
3 |
10 |
318 |
Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects |
0 |
0 |
0 |
27 |
0 |
2 |
3 |
96 |
Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions |
0 |
0 |
0 |
11 |
0 |
1 |
2 |
60 |
Sensitivity Analysis in Semiparametric Likelihood Models |
0 |
0 |
1 |
39 |
1 |
2 |
8 |
95 |
Sieve Inference on Semi-nonparametric Time Series Models |
0 |
1 |
2 |
34 |
1 |
3 |
13 |
98 |
Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models |
0 |
0 |
0 |
35 |
0 |
0 |
4 |
67 |
Sieve Semiparametric Two-Step GMM under Weak Dependence |
0 |
0 |
0 |
12 |
1 |
1 |
7 |
47 |
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models |
0 |
0 |
0 |
4 |
1 |
1 |
6 |
35 |
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
11 |
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models |
0 |
0 |
0 |
25 |
1 |
1 |
2 |
44 |
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models |
0 |
0 |
0 |
3 |
0 |
0 |
7 |
26 |
Sieve inference on semi-nonparametric time series models |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
49 |
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
23 |
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model |
0 |
1 |
2 |
34 |
0 |
3 |
18 |
71 |
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model |
0 |
0 |
0 |
19 |
0 |
1 |
5 |
40 |
Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates |
0 |
0 |
2 |
5 |
0 |
0 |
9 |
56 |
The Estimation of Conditional Densities |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
16 |
The estimation of conditional densities |
0 |
0 |
0 |
6 |
0 |
1 |
7 |
26 |
b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models |
0 |
2 |
3 |
69 |
0 |
3 |
4 |
133 |
Total Working Papers |
6 |
23 |
76 |
6,690 |
43 |
150 |
769 |
20,289 |