| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Jackknife Correction to a Test for Cointegration Rank |
0 |
0 |
0 |
8 |
5 |
7 |
12 |
66 |
| A Note on Modelling Seasonal Processes in Continuous Time |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
12 |
| A Statistical Analysis of Wheat Price Fluctuations in England: 1685–1850 |
1 |
1 |
1 |
47 |
5 |
7 |
12 |
197 |
| A Theory of Commodity Price Fluctuations |
1 |
3 |
5 |
936 |
7 |
16 |
29 |
2,599 |
| A nonnested approach to testing continuous time models against discrete alternatives |
0 |
0 |
0 |
6 |
1 |
1 |
1 |
47 |
| Cointegration and sampling frequency |
0 |
0 |
0 |
0 |
6 |
12 |
13 |
145 |
| Continuous time ARMA processes: Discrete time representation and likelihood evaluation |
0 |
0 |
0 |
9 |
4 |
5 |
9 |
52 |
| Continuous-time autoregressive moving average processes in discrete time: representation and embeddability |
0 |
0 |
0 |
20 |
6 |
8 |
9 |
73 |
| Corrigendum to: "Testing for unit roots with flow data and varying sampling frequency" [J. Econom. 119 (1) (2004) 1-18] |
0 |
0 |
0 |
15 |
0 |
1 |
3 |
48 |
| DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES |
0 |
0 |
0 |
22 |
6 |
8 |
12 |
72 |
| DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA |
0 |
0 |
0 |
25 |
2 |
3 |
5 |
82 |
| Deterministic Parameter Change Models in Continuous and Discrete Time |
0 |
0 |
0 |
4 |
6 |
7 |
8 |
25 |
| Discrete Models for Estimating General Linear Continuous Time Systems |
0 |
0 |
0 |
6 |
0 |
2 |
2 |
27 |
| Discrete time representation of stationary and non-stationary continuous time systems |
0 |
0 |
0 |
48 |
4 |
7 |
10 |
170 |
| ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS |
0 |
0 |
1 |
25 |
2 |
5 |
8 |
98 |
| Econometric Modelling with Mixed Frequency and Temporally Aggregated Data |
0 |
0 |
0 |
14 |
1 |
1 |
2 |
29 |
| Estimation of a Continuous-Time Dynamic Demand System |
0 |
0 |
0 |
47 |
0 |
1 |
1 |
148 |
| Forecasting with demand systems: A comparative study |
0 |
0 |
0 |
75 |
0 |
1 |
2 |
181 |
| Forecasting with the almost ideal demand system: evidence from some alternative dynamic specifications |
0 |
0 |
2 |
97 |
5 |
7 |
11 |
228 |
| Fractional integration, trend stationarity and difference stationarity Evidence from some U.K. macroeconomic time series |
0 |
0 |
0 |
26 |
2 |
3 |
4 |
139 |
| Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data |
0 |
0 |
0 |
2 |
0 |
3 |
4 |
12 |
| Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data |
0 |
0 |
0 |
2 |
3 |
8 |
11 |
36 |
| Frequency domain estimation of temporally aggregated Gaussian cointegrated systems |
0 |
0 |
0 |
42 |
2 |
2 |
5 |
139 |
| Granger causality and the sampling of economic processes |
0 |
0 |
0 |
130 |
3 |
6 |
9 |
543 |
| IDENTIFICATION AND ESTIMATION OF EXCHANGE RATE MODELS WITH UNOBSERVABLE FUNDAMENTALS |
0 |
0 |
0 |
30 |
2 |
2 |
2 |
145 |
| Jackknife Bias Reduction in the Presence of a Near-Unit Root |
0 |
0 |
0 |
0 |
5 |
6 |
8 |
34 |
| Jackknife estimation of stationary autoregressive models |
0 |
0 |
0 |
48 |
1 |
1 |
4 |
196 |
| Jackknife estimation with a unit root |
0 |
0 |
1 |
10 |
1 |
3 |
6 |
82 |
| Long Memory and Aggregation in Macroeconomic Time Series |
0 |
0 |
0 |
1 |
1 |
6 |
8 |
408 |
| Long‐Term Demographic Interactions in Precensus England |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
10 |
| MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
67 |
| Monetary policy, exchange rates and stock prices in the Middle East region |
0 |
0 |
0 |
83 |
6 |
10 |
16 |
380 |
| Speed of adjustment and estimation of the partial adjustment model |
0 |
0 |
0 |
67 |
1 |
3 |
6 |
190 |
| TEMPORAL AGGREGATION AND THE FINITE SAMPLE PERFORMANCE OF SPECTRAL REGRESSION ESTIMATORS IN COINTEGRATED SYSTEMS |
0 |
0 |
0 |
4 |
0 |
3 |
3 |
31 |
| THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION |
0 |
0 |
0 |
5 |
2 |
2 |
2 |
49 |
| Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data |
0 |
0 |
0 |
1 |
2 |
3 |
3 |
21 |
| Testing for seasonal unit roots by frequency domain regression |
0 |
0 |
0 |
17 |
4 |
4 |
5 |
70 |
| Testing for unit roots with flow data and varying sampling frequency |
0 |
0 |
0 |
25 |
1 |
2 |
6 |
144 |
| The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending |
0 |
0 |
0 |
6 |
4 |
4 |
4 |
27 |
| The Estimation of Continuous Parameter Long-Memory Time Series Models |
0 |
0 |
0 |
25 |
5 |
7 |
9 |
67 |
| The estimation of continuous time models with mixed frequency data |
0 |
0 |
0 |
13 |
3 |
7 |
11 |
60 |
| The estimation of systems of joint differential-difference equations |
0 |
0 |
0 |
22 |
1 |
3 |
6 |
77 |
| The exact discretisation of CARMA models with applications in finance |
0 |
0 |
0 |
9 |
3 |
5 |
10 |
70 |
| The impact of real wage and mortality fluctuations on fertility and nuptiality in precensus England |
0 |
0 |
0 |
71 |
3 |
6 |
6 |
487 |
| The purchasing power parity puzzle, temporal aggregation, and half-life estimation |
0 |
0 |
0 |
40 |
0 |
2 |
3 |
112 |
| Unobserved Components and Time Series Econometrics, edited by Siem Jan Koopman and Neil Shephard. Published by Oxford University Press, Oxford, 2015. Total number of pages: 400. ISBN: 978-0-19-968366-6 |
0 |
0 |
0 |
10 |
2 |
4 |
6 |
41 |
| Total Journal Articles |
2 |
4 |
10 |
2,112 |
120 |
210 |
315 |
7,936 |
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