| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes |
0 |
0 |
0 |
22 |
0 |
4 |
11 |
72 |
| A Review of: “Book Review: Mathematical and Statistical Foundations” |
0 |
0 |
0 |
25 |
0 |
2 |
6 |
79 |
| A Wald test of restrictions on the cointegrating space based on Johansen's estimator |
0 |
0 |
0 |
44 |
0 |
2 |
5 |
174 |
| A model of fractional cointegration, and tests for cointegration using the bootstrap |
0 |
0 |
0 |
76 |
0 |
3 |
6 |
231 |
| A non-linear error correction mechanism based on the bilinear model1 |
0 |
0 |
0 |
50 |
0 |
1 |
7 |
223 |
| ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION |
0 |
0 |
0 |
14 |
0 |
4 |
13 |
77 |
| Alternative bootstrap procedures for testing cointegration in fractionally integrated processes |
0 |
0 |
0 |
35 |
0 |
3 |
8 |
128 |
| An L1-convergence theorem for heterogeneous mixingale arrays with trending moments |
0 |
0 |
0 |
26 |
0 |
1 |
3 |
90 |
| Buffer Stock Models of the Monetary Sector |
0 |
0 |
0 |
7 |
0 |
3 |
9 |
25 |
| Buffer stocks, credit, and aggregation effects in the demand for broad money: Theory and an application to the U.K. personal sector |
0 |
0 |
0 |
11 |
0 |
1 |
4 |
70 |
| Buffer stocks, credit, and aggregation effects in the demand for broad money: theory and an application to the U.K. personal sector |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
426 |
| Cointegration in Recursive Systems |
0 |
0 |
2 |
63 |
0 |
3 |
23 |
343 |
| Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices |
0 |
0 |
0 |
0 |
0 |
2 |
12 |
328 |
| Consistency of kernel variance estimators for sums of semiparametric linear processes |
0 |
0 |
0 |
31 |
0 |
1 |
15 |
339 |
| Corrigendum to "Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes": [Journal of Econometrics 106 (2) (2002) 243-269] |
0 |
0 |
0 |
13 |
0 |
4 |
6 |
82 |
| Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom |
1 |
1 |
5 |
1,917 |
3 |
9 |
26 |
4,307 |
| Econometric Modelling: Techniques and Applications,: Sean Holly and Martin Weale (Eds.) (2000), Cambridge: Cambridge University Press, x+296 pages. ISBN 0 521 65069 0 Hardback [UK pound]45, $74.95 |
0 |
0 |
0 |
101 |
0 |
4 |
8 |
413 |
| Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes |
0 |
0 |
0 |
62 |
1 |
7 |
15 |
368 |
| FIML estimation of models with multiple regimes and covariance restrictions |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
30 |
| Forecasting Markov-switching dynamic, conditionally heteroscedastic processes |
0 |
0 |
0 |
40 |
0 |
0 |
7 |
113 |
| Generating schemes for long memory processes: regimes, aggregation and linearity |
0 |
0 |
0 |
48 |
1 |
3 |
9 |
166 |
| Identifying Cointegrating Regressions by the Rank Condition |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
212 |
| Implementing the wild bootstrap using a two-point distribution |
0 |
0 |
0 |
90 |
1 |
3 |
8 |
328 |
| Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK |
0 |
0 |
0 |
170 |
0 |
4 |
11 |
326 |
| Long memory and nonlinear time series |
0 |
0 |
0 |
81 |
0 |
1 |
6 |
209 |
| Modelling Political Popularity: an Analysis of Long‐range Dependence in Opinion Poll Series |
0 |
0 |
1 |
17 |
0 |
6 |
12 |
105 |
| Modelling political popularity: a correction |
0 |
0 |
0 |
10 |
0 |
2 |
6 |
92 |
| Modelling the UK Gilt-Edged Market |
0 |
0 |
0 |
56 |
0 |
1 |
7 |
456 |
| Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model |
0 |
0 |
0 |
2 |
1 |
5 |
14 |
527 |
| NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC |
0 |
0 |
0 |
14 |
0 |
2 |
5 |
54 |
| Problems with the estimation of moving average processes |
0 |
0 |
0 |
192 |
0 |
3 |
9 |
946 |
| REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES |
0 |
0 |
1 |
25 |
0 |
3 |
10 |
92 |
| Reply to Rasche's comments on "Buffer stock, credit, and aggregation effects in the demand for broad money: Theory and an application to the U.K. personal sector" |
0 |
0 |
0 |
4 |
0 |
3 |
10 |
104 |
| Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results |
0 |
0 |
1 |
47 |
0 |
1 |
11 |
178 |
| Structural relations, cointegration and identification: some simple results and their application |
0 |
0 |
1 |
91 |
1 |
2 |
16 |
264 |
| Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 |
0 |
0 |
0 |
32 |
0 |
0 |
6 |
139 |
| THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I |
0 |
0 |
1 |
45 |
0 |
2 |
10 |
157 |
| THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II |
0 |
0 |
1 |
68 |
0 |
1 |
12 |
185 |
| Tests for cointegration with structural breaks based on subsamples |
0 |
0 |
0 |
35 |
0 |
4 |
12 |
118 |
| Tests of bias in log-periodogram regression |
0 |
0 |
0 |
34 |
0 |
0 |
11 |
133 |
| The Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes: The Asymptotically Degenerate Case |
1 |
1 |
1 |
16 |
1 |
2 |
6 |
59 |
| The long memory model of political support: some further results |
0 |
0 |
0 |
23 |
0 |
2 |
10 |
115 |
| Type I and type II fractional Brownian motions: A reconsideration |
0 |
0 |
0 |
24 |
0 |
3 |
12 |
112 |
| “Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference” by Mai Le, David Meenagh, Patrick Minford and Mike Wickens: Discussion |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
43 |
| Total Journal Articles |
2 |
2 |
14 |
3,665 |
9 |
107 |
420 |
13,038 |
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