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12 months |
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Last month |
3 months |
12 months |
Total |
- CONTROL VARIATES FOR VARIANCE REDUCTION IN INDIRECT INFERENCE: INTEREST RATE MODELS IN CONTINUOUS TIME |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
88 |
- NON-ADMISSIBILITY AND THE SPECIFICATION OF UNOBSERVED COMPONENTS MODELS |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
56 |
A Spectral EM Algorithm for Dynamic Factor Models |
0 |
0 |
1 |
43 |
1 |
1 |
4 |
56 |
A spectral EM algorithm for dynamic factor models |
0 |
0 |
1 |
27 |
0 |
1 |
2 |
59 |
A spectral EM algorithm for dynamic factor models |
0 |
0 |
1 |
34 |
0 |
1 |
2 |
74 |
A tobit model with garch errors |
0 |
0 |
0 |
108 |
0 |
0 |
1 |
322 |
Aggregate Output Measurements: A Common Trend Approach |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
19 |
Aggregate Output Measurements: A Common Trend Approach |
0 |
0 |
2 |
7 |
0 |
0 |
2 |
19 |
Aggregate Output Measurements: A Common Trend Approach |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
18 |
Aggregate Output Measurements: a Common Trend Approach |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
26 |
Aggregate output measurements: a common trend approach |
0 |
0 |
1 |
10 |
1 |
1 |
4 |
36 |
Alternative estimators of the covariance matrix in GARCH models |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
183 |
Analytic Derivatives and the Computation of GARCH Estimates |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
29 |
Analytic Derivatives and the Computation of Garch Estimates |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
1,246 |
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
83 |
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
935 |
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
31 |
Conditional heteroskedasticity in nonlinear simultaneous equations |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
85 |
Conditional means of time series processes and time series processes for conditional means |
0 |
0 |
1 |
26 |
0 |
0 |
2 |
171 |
Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators |
0 |
2 |
3 |
20 |
0 |
2 |
4 |
40 |
Consistent non-Gaussian pseudo maximum likelihood estimators |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
32 |
Consistent non-Gaussian pseudo maximum likelihood estimators |
0 |
0 |
0 |
24 |
0 |
1 |
1 |
28 |
Consistent non-Gaussian pseudo maximum likelihood estimators |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
60 |
Constrained EMM and Indirect Inference Estimation |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
412 |
Constrained EMM and Indirect Inference Estimation. Versión Revisada |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
Constrained Indirect Inference Estimation |
0 |
0 |
0 |
99 |
0 |
0 |
0 |
269 |
Constrained indirect inference estimation |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
11 |
Control variates for variance reduction in indirect inference: interest rate models in continuous time |
0 |
0 |
0 |
20 |
1 |
1 |
1 |
131 |
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions |
0 |
0 |
1 |
5 |
0 |
0 |
2 |
21 |
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions |
0 |
2 |
5 |
54 |
0 |
2 |
8 |
73 |
Dynamic Specification Tests for Dynamic Factor Models |
0 |
0 |
1 |
61 |
0 |
0 |
1 |
126 |
Dynamic Specification Tests for Static Factor Models |
0 |
0 |
1 |
43 |
0 |
0 |
1 |
107 |
Dynamic Specification Tests for Static Factor Models |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
241 |
Dynamic specification tests for dynamic factor models |
0 |
0 |
0 |
11 |
0 |
1 |
1 |
46 |
Estimating variances and covariances in a censored regression model |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
119 |
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation |
0 |
0 |
0 |
39 |
0 |
1 |
2 |
99 |
Fast ML estimation of dynamic bifactor models: an application to European inflation |
0 |
0 |
1 |
10 |
0 |
1 |
3 |
51 |
Fast ML estimation of dynamic bifactor models: an application to European inflation |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
37 |
GDP Solera. The Ideal Vintage Mix |
0 |
2 |
5 |
21 |
0 |
3 |
8 |
33 |
GDP Solera: The Ideal Vintage Mix |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
13 |
GDP Solera: The Ideal Vintage Mix |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
Identification of one independent shock in structural VARs |
1 |
6 |
6 |
6 |
2 |
42 |
42 |
42 |
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
889 |
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
Identification, estimation and testing of conditionally heteroskedastic factor models |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
115 |
Indirect Estimation of Conditionally Heteroskedastic Factor Models |
0 |
0 |
0 |
195 |
0 |
0 |
0 |
569 |
Indirect Estimation of Just-Identified Models with Control Variates |
0 |
0 |
2 |
24 |
1 |
1 |
10 |
158 |
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
42 |
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
142 |
Likelihood-Based Estimation of Latent Generalised ARCH Structures |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
23 |
Likelihood-based estimation of latent generalised ARCH |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
17 |
Likelihood-based estimation of latent generalised ARCH structures |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
40 |
Likelihood-based estimation of latent generalised ARCH structures |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
246 |
Likelihood-based estimation of latent generalised ARCH structures |
0 |
0 |
0 |
109 |
0 |
0 |
1 |
308 |
Likelihood-based estimation of latent generalised ARCH structures |
0 |
0 |
0 |
159 |
0 |
0 |
0 |
482 |
Moment tests of independent components |
0 |
0 |
2 |
30 |
1 |
1 |
5 |
47 |
Multivariate Hermite polynomials and information matrix tests |
0 |
1 |
3 |
18 |
0 |
1 |
4 |
30 |
Multivariate Hermite polynomials and information matrix tests |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
7 |
Multivariate Hermite polynomials and information matrix tests |
0 |
2 |
4 |
11 |
0 |
3 |
7 |
31 |
Neglected Serial Correlation Tests in UCARIMA Models |
0 |
1 |
2 |
38 |
1 |
2 |
3 |
58 |
New Testing Approaches for Mean-Variance Predictability |
0 |
1 |
2 |
8 |
0 |
1 |
2 |
30 |
New testing approaches for mean-variance predictability |
0 |
0 |
1 |
55 |
1 |
1 |
4 |
98 |
New testing approaches for mean-variance predictability |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
33 |
New testing approaches for mean-variance predictability |
0 |
0 |
0 |
18 |
1 |
1 |
1 |
41 |
Non-Admissible Decompositions in Unobserved Components Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
Non-Admissible Decompositions in Unobserved Components Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
504 |
On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models |
0 |
0 |
2 |
49 |
2 |
3 |
6 |
202 |
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
9 |
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models |
0 |
0 |
0 |
5 |
1 |
2 |
6 |
44 |
PML vs minimum χ 2: the comeback |
0 |
1 |
3 |
14 |
0 |
1 |
3 |
13 |
SHORT-TERM OPTIONS WITH STOCHASTIC VOLATILITY: ESTIMATION AND EMPIRICAL PERFORMANCE |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
152 |
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models |
0 |
0 |
1 |
56 |
0 |
1 |
2 |
147 |
Short-term options with stochastic volatility: Estimation and empirical performance |
0 |
0 |
0 |
307 |
0 |
0 |
2 |
860 |
Specification Tests for Non-Gaussian Maximum Likelihood Estimators |
0 |
1 |
2 |
6 |
0 |
1 |
2 |
16 |
Specification tests for non-Gaussian maximum likelihood estimators |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
21 |
Specification tests for non-Gaussian maximum likelihood estimators |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
44 |
Specification tests for non-Gaussian maximum likelihood estimators |
0 |
0 |
0 |
10 |
2 |
2 |
2 |
44 |
Specification tests for non-Gaussian structural vector autoregressions |
0 |
1 |
7 |
85 |
1 |
4 |
14 |
65 |
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
107 |
Tests for Serial Dependence in Static, Non-Gaussian Factor Models |
0 |
0 |
1 |
50 |
0 |
0 |
1 |
104 |
Tests for random coefficient variation in vector autoregressive models |
0 |
0 |
1 |
12 |
0 |
2 |
4 |
26 |
Tests for random coefficient variation in vector autoregressive models |
0 |
2 |
5 |
64 |
0 |
3 |
7 |
42 |
Tests for random coefficient variation in vector autoregressive models |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
11 |
The Rise and Fall of the Natural Interest Rate |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
62 |
The Rise and Fall of the Natural Interest Rate |
0 |
1 |
5 |
92 |
1 |
4 |
17 |
187 |
The Rise and Fall of the Natural Interest Rate |
0 |
0 |
1 |
113 |
3 |
4 |
11 |
287 |
The Rise and Fall of the Natural Interest Rate |
0 |
0 |
1 |
109 |
1 |
1 |
5 |
190 |
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
567 |
The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student t Innovations, and an LM Test for Multivariate Normality.Versión Revisada |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
8 |
The information matrix test for Gaussian mixtures |
0 |
2 |
20 |
20 |
0 |
4 |
32 |
32 |
The marginal likelihood of Structural Time Series Models, with application to the euro area and US NAIRU |
0 |
0 |
0 |
2 |
1 |
2 |
2 |
28 |
The rise and fall of the natural interest rate |
2 |
4 |
14 |
92 |
2 |
4 |
25 |
188 |
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
380 |
Total Working Papers |
3 |
29 |
109 |
3,071 |
26 |
117 |
304 |
13,312 |