Working Paper |
File Downloads |
Abstract Views |

Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A Class of Time-Varying Vector Moving Average (infinity) Models |
3 |
32 |
32 |
32 |
6 |
42 |
42 |
42 |

A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application |
5 |
48 |
48 |
48 |
7 |
129 |
129 |
129 |

A Computational Implementation of GMM |
0 |
0 |
2 |
68 |
0 |
2 |
11 |
127 |

A Frequency Approach to Bayesian Asymptotics |
0 |
0 |
1 |
88 |
0 |
1 |
12 |
126 |

A Near Unit Root Test for High-Dimensional Nonstationary Time Series |
0 |
0 |
3 |
27 |
1 |
1 |
14 |
33 |

A New Class of Bivariate Threshold Cointegration Models |
0 |
1 |
3 |
69 |
3 |
4 |
15 |
116 |

A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model |
0 |
0 |
0 |
46 |
1 |
1 |
5 |
129 |

A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors |
0 |
0 |
0 |
46 |
0 |
0 |
2 |
120 |

A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries |
1 |
1 |
4 |
53 |
1 |
3 |
12 |
77 |

A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks |
0 |
0 |
2 |
125 |
3 |
6 |
18 |
212 |

A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public |
0 |
0 |
1 |
31 |
1 |
1 |
11 |
56 |

A simple nonlinear predictive model for stock returns |
1 |
2 |
2 |
79 |
2 |
4 |
13 |
67 |

A test for model specification of diffusion processes |
0 |
0 |
0 |
22 |
0 |
0 |
5 |
124 |

An Improved Nonparametric Unit-Root Test |
0 |
0 |
0 |
114 |
0 |
0 |
0 |
188 |

An Integrated Panel Data Approach to Modelling Economic Growth |
1 |
1 |
9 |
36 |
1 |
1 |
19 |
46 |

Another Look at Single-Index Models Based on Series Estimation |
1 |
2 |
2 |
45 |
1 |
3 |
8 |
66 |

Asymptotic theory for partly linear models |
0 |
0 |
0 |
22 |
0 |
1 |
1 |
68 |

Bandwidth Selection in Nonparametric Kernel Testing |
0 |
0 |
1 |
67 |
1 |
2 |
3 |
157 |

Bandwidth selection for nonparametric kernel testing |
0 |
0 |
1 |
136 |
0 |
0 |
3 |
355 |

Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models |
0 |
0 |
0 |
104 |
1 |
4 |
16 |
263 |

Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models |
0 |
0 |
2 |
66 |
1 |
2 |
10 |
130 |

Bayesian Indirect Inference and the ABC of GMM |
0 |
0 |
5 |
93 |
1 |
5 |
20 |
177 |

Bayesian estimation based on summary statistics: Double asymptotics and practice |
0 |
0 |
2 |
59 |
0 |
2 |
10 |
88 |

Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects |
13 |
13 |
13 |
13 |
4 |
4 |
4 |
4 |

CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence |
0 |
0 |
0 |
62 |
0 |
1 |
4 |
76 |

CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series |
0 |
0 |
1 |
61 |
0 |
0 |
10 |
87 |

Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing |
0 |
0 |
0 |
75 |
0 |
2 |
5 |
258 |

Cross-sectional Independence Test for a Class of Parametric Panel Data Models |
0 |
1 |
2 |
57 |
1 |
3 |
9 |
87 |

Econometric Time Series Specification Testing in a Class of Multiplicative Error Models |
0 |
0 |
1 |
73 |
0 |
0 |
8 |
146 |

Econometric estimation in long-range dependent volatility models: Theory and practice |
0 |
0 |
0 |
38 |
0 |
1 |
6 |
124 |

Econometric modelling in finance and risk management: An overview |
0 |
0 |
0 |
261 |
0 |
0 |
4 |
598 |

Empirical comparisons in short-term interest rate models using nonparametric methods |
0 |
0 |
0 |
35 |
0 |
0 |
3 |
121 |

Error-in-Variables Jump Regression Using Local Clustering |
0 |
1 |
1 |
30 |
0 |
3 |
9 |
58 |

Estimating Smooth Structural Change in Cointegration Models |
0 |
0 |
2 |
124 |
1 |
1 |
7 |
195 |

Estimating Smooth Structural Change in Cointegration Models |
1 |
1 |
1 |
63 |
3 |
6 |
14 |
130 |

Estimation and Testing for High-Dimensional Near Unit Root Time Series |
2 |
5 |
28 |
28 |
3 |
9 |
49 |
49 |

Estimation and inference in semiparametric quantile factor models |
1 |
2 |
4 |
71 |
2 |
4 |
19 |
117 |

Estimation and model specification testing in nonparametric and semiparametric econometric models |
0 |
0 |
1 |
109 |
0 |
2 |
6 |
337 |

Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models |
0 |
0 |
1 |
104 |
1 |
2 |
9 |
203 |

Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects |
0 |
0 |
3 |
124 |
0 |
0 |
8 |
303 |

Estimation in Semiparametric Time Series Regression |
1 |
1 |
1 |
66 |
1 |
1 |
2 |
108 |

Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions |
0 |
0 |
0 |
20 |
0 |
2 |
6 |
118 |

Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions |
0 |
0 |
1 |
53 |
0 |
1 |
7 |
131 |

Estimation in Threshold Autoregressive Models with Nonstationarity |
0 |
1 |
2 |
47 |
0 |
2 |
8 |
130 |

Estimation in semiparametric quantile factor models |
0 |
0 |
5 |
22 |
0 |
1 |
14 |
38 |

Estimation in semiparametric spatial regression |
0 |
0 |
0 |
16 |
0 |
1 |
6 |
72 |

Estimation in semiparametric spatial regression |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
85 |

Estimation in threshold autoregressive models with a stationary and a unit root regime |
0 |
1 |
1 |
96 |
0 |
1 |
6 |
141 |

Estimation of Cross-Sectional Dependence in Large Panels |
0 |
2 |
7 |
46 |
0 |
2 |
11 |
37 |

Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach |
0 |
0 |
2 |
37 |
1 |
3 |
13 |
89 |

Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation |
0 |
0 |
0 |
50 |
0 |
1 |
1 |
112 |

Expansion of Lévy Process Functionals and Its Application in Statistical Estimation |
0 |
0 |
0 |
32 |
1 |
1 |
4 |
91 |

Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors |
1 |
1 |
31 |
31 |
1 |
4 |
56 |
56 |

Functional Coefficient Nonstationary Regression |
0 |
1 |
3 |
105 |
0 |
2 |
12 |
160 |

Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration |
0 |
1 |
6 |
133 |
2 |
4 |
17 |
257 |

Global Temperatures and Greenhouse Gases: A Common Features Approach |
0 |
2 |
8 |
13 |
1 |
3 |
22 |
24 |

Global temperatures and greenhouse gases - a common features approach |
0 |
0 |
0 |
0 |
5 |
8 |
24 |
33 |

Hermite Series Estimation in Nonlinear Cointegrating Models |
0 |
0 |
1 |
100 |
0 |
2 |
7 |
121 |

Heterogeneous Panel Data Models with Cross-Sectional Dependence |
0 |
1 |
4 |
9 |
0 |
7 |
27 |
45 |

Heterogeneous panel data models with cross-sectional dependence |
0 |
2 |
6 |
102 |
3 |
8 |
42 |
199 |

High Dimensional Correlation Matrices: CLT and Its Applications |
0 |
2 |
2 |
78 |
0 |
2 |
12 |
119 |

High Dimensional Semiparametric Moment Restriction Models |
2 |
2 |
4 |
12 |
2 |
5 |
21 |
40 |

High dimensional semiparametric moment restriction models |
0 |
0 |
0 |
2 |
2 |
2 |
10 |
20 |

High dimensional semiparametric moment restriction models |
0 |
0 |
0 |
26 |
0 |
3 |
15 |
48 |

High dimensional semiparametric moment restriction models |
0 |
0 |
2 |
50 |
0 |
1 |
19 |
97 |

Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models |
0 |
0 |
0 |
118 |
2 |
2 |
4 |
240 |

Identification, Estimation and Specification in a Class of Semiparametic Time Series Models |
0 |
0 |
0 |
89 |
0 |
0 |
4 |
161 |

Independence Test for High Dimensional Random Vectors |
0 |
0 |
0 |
33 |
1 |
1 |
5 |
77 |

Inference on Nonstationary Time Series with Moving Mean |
0 |
0 |
1 |
101 |
0 |
1 |
8 |
102 |

Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends |
0 |
0 |
3 |
51 |
0 |
0 |
9 |
66 |

Inference on a semiparametric model with global power law and local nonparametric trends |
0 |
0 |
0 |
4 |
1 |
3 |
8 |
25 |

Inter-City Spillover and Intra-City Agglomeration Effects among Local Labour Markets in China |
0 |
1 |
11 |
38 |
1 |
6 |
26 |
52 |

Inter-regional spillover and intra-regional agglomeration effects among local labour markets in China |
1 |
1 |
6 |
46 |
1 |
3 |
16 |
69 |

Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression |
1 |
1 |
4 |
53 |
2 |
6 |
23 |
85 |

Kernel-based inference in time-varying coefficient models with multiple integrated regressors |
2 |
3 |
4 |
82 |
2 |
4 |
11 |
99 |

Local logit regression for recovery rate |
0 |
0 |
4 |
41 |
1 |
6 |
21 |
95 |

Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models |
0 |
0 |
0 |
20 |
0 |
1 |
5 |
391 |

Model Specification between Parametric and Nonparametric Cointegration |
0 |
0 |
1 |
73 |
0 |
1 |
7 |
142 |

Modeling long-range dependent Gaussian processes with application in continuous-time financial models |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
123 |

Modelling time-varying income elasticities of health care expenditure for the OECD |
0 |
1 |
6 |
23 |
0 |
2 |
16 |
49 |

Most Powerful Test against High Dimensional Free Alternatives |
0 |
4 |
35 |
35 |
1 |
10 |
63 |
63 |

Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction |
0 |
0 |
3 |
70 |
1 |
3 |
9 |
90 |

Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction |
0 |
0 |
0 |
30 |
1 |
1 |
3 |
61 |

Non- and Semi-Parametric Panel Data Models: A Selective Review |
0 |
0 |
2 |
95 |
0 |
0 |
9 |
174 |

Nonlinear Regression with Harris Recurrent Markov Chains |
0 |
0 |
1 |
62 |
0 |
0 |
5 |
136 |

Nonlinear time series: semiparametric and nonparametric methods |
0 |
2 |
7 |
130 |
4 |
15 |
37 |
418 |

Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models |
2 |
2 |
4 |
130 |
3 |
3 |
20 |
289 |

Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness |
4 |
10 |
31 |
52 |
12 |
25 |
75 |
96 |

Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
23 |

Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia |
0 |
0 |
0 |
60 |
0 |
2 |
7 |
102 |

Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model |
0 |
0 |
0 |
55 |
0 |
0 |
2 |
119 |

Nonparametric Localized Bandwidth Selection for Kernel Density Estimation |
0 |
0 |
0 |
51 |
2 |
4 |
10 |
87 |

Nonparametric Predictive Regressions for Stock Return Prediction |
1 |
2 |
11 |
111 |
1 |
6 |
21 |
88 |

Nonparametric Regression Approach to Bayesian Estimation |
0 |
0 |
7 |
103 |
1 |
3 |
21 |
169 |

Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity |
0 |
1 |
1 |
39 |
0 |
1 |
2 |
109 |

Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects |
0 |
0 |
2 |
159 |
0 |
4 |
13 |
378 |

Nonparametric and semiparametric regression model selection |
0 |
0 |
1 |
39 |
0 |
0 |
4 |
142 |

Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia |
1 |
1 |
2 |
31 |
2 |
3 |
11 |
39 |

On Income and Price Elasticities for Energy Demand: A Panel Data Study |
1 |
1 |
9 |
9 |
2 |
7 |
30 |
30 |

On Time Trend of COVID-19: A Panel Data Study |
8 |
12 |
24 |
24 |
23 |
38 |
89 |
89 |

On endogeneity and shape invariance in extended partially linear single index models |
0 |
1 |
3 |
30 |
0 |
2 |
15 |
43 |

Orthogonal Expansion of Levy Process Functionals: Theory and Practice |
0 |
0 |
0 |
49 |
0 |
0 |
7 |
94 |

Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity |
1 |
1 |
2 |
62 |
1 |
1 |
5 |
75 |

Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity |
1 |
4 |
4 |
113 |
1 |
5 |
12 |
164 |

Partially linear models |
1 |
5 |
13 |
229 |
16 |
31 |
64 |
631 |

Recursive estimation in large panel data models: Theory and practice |
2 |
5 |
12 |
77 |
4 |
12 |
36 |
167 |

Regime switching in the presence of endogeneity |
1 |
1 |
3 |
38 |
1 |
4 |
15 |
52 |

Regime switching panel data models with interative fixed effects |
1 |
2 |
15 |
63 |
2 |
10 |
62 |
160 |

Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach |
0 |
0 |
0 |
33 |
0 |
0 |
2 |
84 |

Semiparametric Estimation in Multivariate Nonstationary Time Series Models |
0 |
0 |
0 |
82 |
0 |
0 |
3 |
201 |

Semiparametric Estimation in Simultaneous Equations of Time Series Models |
0 |
0 |
0 |
59 |
0 |
1 |
1 |
110 |

Semiparametric Estimation in Time Series of Simultaneous Equations |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
155 |

Semiparametric Localized Bandwidth Selection for Kernel Density Estimation |
0 |
0 |
0 |
10 |
1 |
4 |
13 |
69 |

Semiparametric Localized Bandwidth Selection in Kernel Density Estimation |
0 |
0 |
1 |
54 |
0 |
0 |
6 |
119 |

Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review |
0 |
0 |
1 |
69 |
0 |
0 |
9 |
185 |

Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence |
0 |
1 |
6 |
110 |
5 |
11 |
38 |
195 |

Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series |
1 |
1 |
2 |
19 |
2 |
2 |
6 |
100 |

Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence |
0 |
0 |
0 |
122 |
1 |
1 |
5 |
198 |

Semiparametric Single-index Predictive Regression |
0 |
1 |
8 |
17 |
2 |
4 |
21 |
26 |

Semiparametric Trending Panel Data Models with Cross-Sectional Dependence |
0 |
0 |
0 |
78 |
0 |
0 |
7 |
190 |

Semiparametric Trending Panel Data Models with Cross-Sectional Dependence |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
160 |

Semiparametric penalty function method in partially linear model selection |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
146 |

Semiparametric spatial regression: theory and practice |
0 |
0 |
1 |
25 |
0 |
0 |
4 |
93 |

Series estimation for single-index models under constraints |
1 |
2 |
8 |
50 |
3 |
6 |
15 |
80 |

Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models |
0 |
0 |
0 |
69 |
0 |
1 |
3 |
239 |

Solving Replication Problems in Complete Market by Orthogonal Series Expansion |
0 |
0 |
0 |
23 |
0 |
0 |
4 |
104 |

Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models |
0 |
0 |
0 |
30 |
0 |
1 |
4 |
103 |

Specification Testing for Nonlinear Multivariate Cointegrating Regressions |
0 |
0 |
1 |
26 |
1 |
1 |
9 |
49 |

Specification Testing for Nonlinear Multivariate Cointegrating Regressions |
0 |
0 |
1 |
90 |
1 |
2 |
10 |
193 |

Specification Testing in Nonlinear Time Series with Long-Range Dependence |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
90 |

Specification Testing in Nonstationary Time Series Models |
0 |
0 |
0 |
72 |
0 |
1 |
3 |
139 |

Specification Testing in Structural Nonparametric Cointegration |
0 |
0 |
0 |
106 |
0 |
0 |
6 |
146 |

Specification testing in discretized diffusion models: Theory and practice |
0 |
0 |
0 |
23 |
0 |
0 |
4 |
94 |

Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices |
0 |
2 |
23 |
24 |
0 |
7 |
31 |
32 |

Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency |
0 |
0 |
0 |
7 |
0 |
0 |
5 |
41 |

Testing Independence for a Large Number of High Dimensional Random Vectors |
0 |
0 |
0 |
60 |
0 |
1 |
3 |
124 |

Testing for a Structural Break in Dynamic Panel Data Models with Common Factors |
0 |
0 |
1 |
103 |
0 |
2 |
14 |
141 |

Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects |
1 |
24 |
43 |
77 |
10 |
86 |
129 |
148 |

Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone |
1 |
3 |
7 |
26 |
1 |
7 |
25 |
31 |

Time-Varying Panel Data Models with an Additive Factor Structure |
13 |
13 |
13 |
13 |
6 |
6 |
6 |
6 |

Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series |
0 |
0 |
0 |
22 |
0 |
1 |
6 |
81 |

Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series |
0 |
0 |
0 |
30 |
0 |
0 |
3 |
112 |

Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series |
0 |
0 |
0 |
31 |
0 |
1 |
2 |
101 |

Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression |
1 |
1 |
1 |
34 |
1 |
1 |
9 |
96 |

Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression |
0 |
0 |
0 |
18 |
1 |
1 |
2 |
85 |

Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index |
0 |
0 |
0 |
61 |
7 |
8 |
13 |
102 |

Varying-coefficient panel data models with partially observed factor structure |
1 |
2 |
4 |
96 |
3 |
6 |
17 |
169 |

Total Working Papers |
80 |
238 |
617 |
8,679 |
199 |
707 |
2,173 |
18,561 |