| 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 |
1 |
1 |
62 |
| A Review of: “Book Review: Mathematical and Statistical Foundations” |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
73 |
| A Wald test of restrictions on the cointegrating space based on Johansen's estimator |
0 |
0 |
0 |
44 |
0 |
1 |
2 |
170 |
| A model of fractional cointegration, and tests for cointegration using the bootstrap |
0 |
0 |
0 |
76 |
0 |
0 |
1 |
225 |
| A non-linear error correction mechanism based on the bilinear model1 |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
216 |
| ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
65 |
| Alternative bootstrap procedures for testing cointegration in fractionally integrated processes |
0 |
0 |
0 |
35 |
0 |
1 |
2 |
121 |
| An L1-convergence theorem for heterogeneous mixingale arrays with trending moments |
0 |
0 |
0 |
26 |
0 |
0 |
3 |
87 |
| Buffer Stock Models of the Monetary Sector |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
16 |
| 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 |
0 |
1 |
66 |
| 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 |
1 |
421 |
| Cointegration in Recursive Systems |
1 |
2 |
3 |
63 |
2 |
14 |
17 |
334 |
| Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
317 |
| Consistency of kernel variance estimators for sums of semiparametric linear processes |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
324 |
| 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 |
0 |
1 |
76 |
| Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom |
0 |
1 |
9 |
1,913 |
0 |
2 |
12 |
4,283 |
| 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 |
0 |
1 |
405 |
| Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes |
0 |
0 |
1 |
62 |
0 |
0 |
5 |
353 |
| FIML estimation of models with multiple regimes and covariance restrictions |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
25 |
| Forecasting Markov-switching dynamic, conditionally heteroscedastic processes |
0 |
0 |
0 |
40 |
0 |
0 |
2 |
106 |
| Generating schemes for long memory processes: regimes, aggregation and linearity |
0 |
0 |
0 |
48 |
0 |
0 |
2 |
157 |
| Identifying Cointegrating Regressions by the Rank Condition |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
204 |
| Implementing the wild bootstrap using a two-point distribution |
0 |
0 |
0 |
90 |
0 |
0 |
1 |
320 |
| Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK |
0 |
0 |
1 |
170 |
0 |
0 |
1 |
315 |
| Long memory and nonlinear time series |
0 |
0 |
0 |
81 |
0 |
0 |
1 |
203 |
| Modelling Political Popularity: an Analysis of Long‐range Dependence in Opinion Poll Series |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
93 |
| Modelling political popularity: a correction |
0 |
0 |
0 |
10 |
0 |
0 |
4 |
86 |
| Modelling the UK Gilt-Edged Market |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
449 |
| Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model |
0 |
0 |
0 |
2 |
1 |
1 |
9 |
514 |
| NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
49 |
| Problems with the estimation of moving average processes |
0 |
0 |
3 |
192 |
0 |
1 |
6 |
938 |
| REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES |
0 |
1 |
2 |
25 |
0 |
3 |
4 |
85 |
| 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 |
1 |
2 |
95 |
| Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results |
0 |
0 |
0 |
46 |
0 |
2 |
4 |
169 |
| Structural relations, cointegration and identification: some simple results and their application |
1 |
1 |
3 |
91 |
1 |
1 |
5 |
249 |
| Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 |
0 |
0 |
0 |
32 |
0 |
0 |
2 |
133 |
| THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I |
0 |
0 |
1 |
44 |
0 |
0 |
3 |
147 |
| THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II |
0 |
0 |
2 |
67 |
0 |
0 |
3 |
173 |
| Tests for cointegration with structural breaks based on subsamples |
0 |
0 |
0 |
35 |
0 |
0 |
3 |
106 |
| Tests of bias in log-periodogram regression |
0 |
0 |
0 |
34 |
1 |
3 |
5 |
125 |
| The Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes: The Asymptotically Degenerate Case |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
54 |
| The long memory model of political support: some further results |
0 |
0 |
1 |
23 |
0 |
0 |
1 |
105 |
| Type I and type II fractional Brownian motions: A reconsideration |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
100 |
| “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 |
1 |
40 |
| Total Journal Articles |
2 |
5 |
26 |
3,656 |
5 |
36 |
120 |
12,654 |
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