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A Class of Time-Varying Vector Moving Average (infinity) Models |
1 |
3 |
4 |
76 |
1 |
3 |
8 |
168 |

A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application |
0 |
0 |
0 |
56 |
0 |
0 |
3 |
216 |

A Computational Implementation of GMM |
0 |
0 |
1 |
69 |
2 |
3 |
4 |
152 |

A Frequency Approach to Bayesian Asymptotics |
0 |
0 |
0 |
89 |
0 |
0 |
0 |
135 |

A Localized Neural Network with Dependent Data: Estimation and Inference |
0 |
0 |
26 |
26 |
4 |
4 |
16 |
16 |

A Near Unit Root Test for High-Dimensional Nonstationary Time Series |
0 |
0 |
0 |
27 |
0 |
1 |
1 |
41 |

A New Class of Bivariate Threshold Cointegration Models |
0 |
0 |
0 |
71 |
0 |
1 |
2 |
124 |

A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
135 |

A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
124 |

A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation |
0 |
0 |
8 |
24 |
0 |
1 |
17 |
30 |

A Quantile Regression Approach to Panel Data Analysis of Health Care Expenditure in OECD Countries |
0 |
0 |
3 |
59 |
0 |
0 |
3 |
97 |

A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks |
0 |
0 |
1 |
130 |
0 |
0 |
3 |
229 |

A panel data analysis of hospital variations in length of stay for hip replacements: Private versus public |
0 |
0 |
0 |
34 |
0 |
0 |
2 |
72 |

A simple nonlinear predictive model for stock returns |
0 |
0 |
1 |
96 |
1 |
1 |
12 |
138 |

A test for model specification of diffusion processes |
0 |
0 |
0 |
22 |
1 |
1 |
1 |
128 |

An Improved Nonparametric Unit-Root Test |
0 |
0 |
0 |
114 |
0 |
0 |
0 |
192 |

An Integrated Panel Data Approach to Modelling Economic Growth |
0 |
0 |
1 |
42 |
0 |
2 |
4 |
63 |

Another Look at Single-Index Models Based on Series Estimation |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
73 |

Asymptotic theory for partly linear models |
0 |
0 |
1 |
26 |
0 |
0 |
1 |
78 |

Asymptotics for Time-Varying Vector MA(∞) Processes |
1 |
3 |
10 |
62 |
1 |
8 |
25 |
66 |

Bandwidth Selection in Nonparametric Kernel Testing |
0 |
1 |
1 |
74 |
0 |
2 |
4 |
168 |

Bandwidth selection for nonparametric kernel testing |
0 |
0 |
0 |
136 |
0 |
0 |
1 |
359 |

Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models |
0 |
0 |
0 |
104 |
0 |
0 |
2 |
311 |

Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models |
0 |
0 |
0 |
66 |
0 |
0 |
3 |
139 |

Bayesian Indirect Inference and the ABC of GMM |
0 |
1 |
1 |
101 |
0 |
1 |
5 |
211 |

Bayesian estimation based on summary statistics: Double asymptotics and practice |
0 |
0 |
0 |
59 |
2 |
2 |
2 |
93 |

Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects |
0 |
2 |
13 |
35 |
0 |
5 |
30 |
57 |

CEstimation of Structural Breaks in Large Panels with Cross-Sectional Dependence |
0 |
0 |
1 |
64 |
0 |
0 |
1 |
86 |

CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series |
0 |
0 |
0 |
61 |
0 |
0 |
4 |
98 |

Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing |
0 |
0 |
1 |
78 |
0 |
1 |
2 |
266 |

Cross-sectional Independence Test for a Class of Parametric Panel Data Models |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
101 |

Does Climate Sensitivity Differ Across Regions? |
2 |
5 |
5 |
5 |
3 |
8 |
8 |
8 |

Econometric Time Series Specification Testing in a Class of Multiplicative Error Models |
0 |
0 |
0 |
73 |
0 |
0 |
1 |
160 |

Econometric estimation in long-range dependent volatility models: Theory and practice |
0 |
0 |
0 |
38 |
0 |
0 |
4 |
136 |

Econometric modelling in finance and risk management: An overview |
0 |
0 |
0 |
261 |
0 |
1 |
1 |
602 |

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

Error-in-Variables Jump Regression Using Local Clustering |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
65 |

Estimating Smooth Structural Change in Cointegration Models |
0 |
0 |
0 |
124 |
0 |
0 |
0 |
204 |

Estimating Smooth Structural Change in Cointegration Models |
0 |
0 |
0 |
65 |
0 |
0 |
0 |
139 |

Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach |
0 |
0 |
5 |
16 |
0 |
0 |
13 |
27 |

Estimation and Inference for Three-Dimensional Panel Data Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Estimation and Testing for High-Dimensional Near Unit Root Time Series |
0 |
0 |
2 |
44 |
1 |
1 |
7 |
86 |

Estimation and inference in semiparametric quantile factor models |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
136 |

Estimation and model specification testing in nonparametric and semiparametric econometric models |
0 |
0 |
1 |
115 |
0 |
0 |
1 |
354 |

Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models |
0 |
0 |
0 |
110 |
0 |
0 |
0 |
218 |

Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects |
0 |
0 |
0 |
126 |
0 |
0 |
2 |
318 |

Estimation in Semiparametric Time Series Regression |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
112 |

Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
123 |

Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
138 |

Estimation in Threshold Autoregressive Models with Nonstationarity |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
134 |

Estimation in semiparametric quantile factor models |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
50 |

Estimation in semiparametric spatial regression |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
76 |

Estimation in semiparametric spatial regression |
0 |
0 |
0 |
28 |
0 |
1 |
1 |
91 |

Estimation in threshold autoregressive models with a stationary and a unit root regime |
0 |
0 |
0 |
97 |
0 |
0 |
2 |
155 |

Estimation of Cross-Sectional Dependence in Large Panels |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
47 |

Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects |
0 |
2 |
7 |
21 |
2 |
4 |
15 |
24 |

Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects |
0 |
0 |
7 |
16 |
0 |
0 |
15 |
27 |

Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |

Estimation of Technical Change and Price Elasticities: A Categorical Time-varying Coefficient Approach |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
96 |

Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
115 |

Expansion of Lévy Process Functionals and Its Application in Statistical Estimation |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
96 |

Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors |
0 |
0 |
0 |
35 |
1 |
2 |
5 |
73 |

Functional Coefficient Nonstationary Regression |
0 |
0 |
0 |
113 |
0 |
0 |
1 |
185 |

Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration |
0 |
0 |
0 |
137 |
0 |
0 |
3 |
279 |

GMM Estimation for High-Dimensional Panel Data Models |
0 |
1 |
7 |
30 |
2 |
4 |
18 |
32 |

Global Temperatures and Greenhouse Gases: A Common Features Approach |
0 |
0 |
1 |
31 |
0 |
1 |
7 |
68 |

Global temperatures and greenhouse gases - a common features approach |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
87 |

Hermite Series Estimation in Nonlinear Cointegrating Models |
0 |
0 |
0 |
103 |
0 |
1 |
1 |
131 |

Heterogeneous panel data models with cross-sectional dependence |
0 |
0 |
1 |
108 |
0 |
0 |
2 |
229 |

High Dimensional Correlation Matrices: CLT and Its Applications |
0 |
0 |
0 |
82 |
0 |
0 |
2 |
144 |

High Dimensional Semiparametric Moment Restriction Models |
0 |
0 |
2 |
16 |
2 |
2 |
6 |
62 |

High dimensional semiparametric moment restriction models |
0 |
0 |
0 |
53 |
0 |
0 |
3 |
117 |

High dimensional semiparametric moment restriction models |
0 |
0 |
0 |
27 |
0 |
1 |
2 |
58 |

High dimensional semiparametric moment restriction models |
0 |
0 |
0 |
2 |
0 |
0 |
6 |
34 |

Higher-order Expansions and Inference for Panel Data Models |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |

Higher-order Expansions and Inference for Panel Data Models |
2 |
2 |
14 |
36 |
6 |
10 |
37 |
68 |

Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models |
0 |
0 |
0 |
119 |
0 |
0 |
2 |
245 |

Identification, Estimation and Specification in a Class of Semiparametic Time Series Models |
0 |
0 |
1 |
91 |
0 |
0 |
1 |
166 |

Independence Test for High Dimensional Random Vectors |
1 |
1 |
1 |
34 |
1 |
1 |
1 |
79 |

Inference on Nonstationary Time Series with Moving Mean |
0 |
0 |
1 |
103 |
0 |
0 |
3 |
111 |

Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
71 |

Inference on a semiparametric model with global power law and local nonparametric trends |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
32 |

Inter-City Spillover and Intra-City Agglomeration Effects among Local Labour Markets in China |
0 |
0 |
1 |
40 |
0 |
1 |
3 |
66 |

Inter-regional spillover and intra-regional agglomeration effects among local labour markets in China |
0 |
0 |
0 |
48 |
0 |
0 |
8 |
89 |

Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression |
0 |
0 |
1 |
56 |
0 |
0 |
3 |
98 |

Kernel-based inference in time-varying coefficient models with multiple integrated regressors |
0 |
0 |
0 |
85 |
0 |
0 |
0 |
106 |

Local logit regression for recovery rate |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
106 |

Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models |
0 |
0 |
0 |
20 |
0 |
1 |
1 |
404 |

Model Specification between Parametric and Nonparametric Cointegration |
0 |
0 |
0 |
75 |
0 |
0 |
0 |
147 |

Modeling long-range dependent Gaussian processes with application in continuous-time financial models |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
133 |

Modelling time-varying income elasticities of health care expenditure for the OECD |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
62 |

Most Powerful Test against High Dimensional Free Alternatives |
0 |
0 |
2 |
55 |
0 |
0 |
8 |
150 |

Multi-Level Panel Data Models: Estimation and Empirical Analysis |
0 |
0 |
8 |
57 |
3 |
5 |
17 |
54 |

Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction |
0 |
1 |
3 |
74 |
0 |
2 |
8 |
102 |

Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction |
0 |
0 |
1 |
31 |
0 |
0 |
1 |
64 |

Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice |
0 |
0 |
1 |
12 |
0 |
0 |
1 |
25 |

Non- and Semi-Parametric Panel Data Models: A Selective Review |
0 |
0 |
0 |
96 |
0 |
1 |
1 |
180 |

Nonlinear Regression with Harris Recurrent Markov Chains |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
142 |

Nonlinear time series: semiparametric and nonparametric methods |
1 |
1 |
1 |
137 |
1 |
1 |
3 |
465 |

Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models |
0 |
0 |
2 |
134 |
0 |
0 |
2 |
297 |

Nonparametric Estimation and Testing for Time-Varying VAR Models |
3 |
4 |
18 |
63 |
5 |
12 |
48 |
109 |

Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness |
0 |
0 |
2 |
85 |
0 |
1 |
8 |
167 |

Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
26 |

Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia |
0 |
0 |
0 |
60 |
1 |
1 |
2 |
107 |

Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
122 |

Nonparametric Localized Bandwidth Selection for Kernel Density Estimation |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
91 |

Nonparametric Predictive Regressions for Stock Return Prediction |
0 |
0 |
3 |
125 |
0 |
0 |
6 |
122 |

Nonparametric Regression Approach to Bayesian Estimation |
0 |
0 |
0 |
107 |
0 |
0 |
2 |
202 |

Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
113 |

Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects |
0 |
0 |
1 |
166 |
1 |
2 |
4 |
399 |

Nonparametric and semiparametric regression model selection |
0 |
0 |
1 |
44 |
0 |
0 |
1 |
149 |

Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia |
0 |
0 |
1 |
33 |
0 |
0 |
1 |
48 |

On Income and Price Elasticities for Energy Demand: A Panel Data Study |
0 |
0 |
3 |
25 |
0 |
1 |
9 |
81 |

On Time Trend of COVID-19: A Panel Data Study |
1 |
1 |
2 |
87 |
1 |
1 |
4 |
329 |

On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis |
2 |
2 |
14 |
254 |
4 |
5 |
31 |
98 |

On endogeneity and shape invariance in extended partially linear single index models |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
50 |

Orthogonal Expansion of Levy Process Functionals: Theory and Practice |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
97 |

Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity |
0 |
0 |
0 |
64 |
0 |
0 |
0 |
82 |

Parameter Stability Testing for Multivariate Dynamic Time-Varying Models |
0 |
0 |
2 |
43 |
0 |
0 |
3 |
23 |

Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity |
0 |
0 |
0 |
114 |
0 |
0 |
0 |
174 |

Partially linear models |
0 |
1 |
7 |
267 |
3 |
5 |
20 |
780 |

Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
14 |

Recursive estimation in large panel data models: Theory and practice |
0 |
0 |
0 |
86 |
0 |
0 |
4 |
197 |

Regime switching in the presence of endogeneity |
0 |
0 |
0 |
41 |
0 |
3 |
3 |
63 |

Regime switching panel data models with interative fixed effects |
0 |
0 |
1 |
90 |
1 |
2 |
13 |
249 |

Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models |
0 |
0 |
14 |
14 |
0 |
0 |
14 |
14 |

Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models |
0 |
0 |
4 |
4 |
1 |
2 |
8 |
8 |

Semi-parametric Analysis of Shape-Invariant Engel Curves with Control Function Approach |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
87 |

Semiparametric Estimation in Multivariate Nonstationary Time Series Models |
0 |
0 |
0 |
84 |
0 |
0 |
0 |
207 |

Semiparametric Estimation in Simultaneous Equations of Time Series Models |
0 |
0 |
1 |
61 |
0 |
1 |
2 |
117 |

Semiparametric Estimation in Time Series of Simultaneous Equations |
0 |
0 |
1 |
71 |
0 |
0 |
2 |
165 |

Semiparametric Localized Bandwidth Selection for Kernel Density Estimation |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
102 |

Semiparametric Localized Bandwidth Selection in Kernel Density Estimation |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
123 |

Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review |
0 |
0 |
0 |
69 |
0 |
0 |
0 |
188 |

Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence |
0 |
0 |
1 |
118 |
0 |
0 |
44 |
316 |

Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
103 |

Semiparametric Single-Index Estimation for Average Treatment Effects |
0 |
0 |
0 |
10 |
3 |
3 |
3 |
17 |

Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence |
0 |
0 |
0 |
124 |
0 |
0 |
0 |
202 |

Semiparametric Single-index Predictive Regression |
0 |
2 |
3 |
27 |
3 |
6 |
10 |
63 |

Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients |
1 |
1 |
4 |
17 |
1 |
2 |
10 |
40 |

Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients |
0 |
0 |
1 |
21 |
0 |
1 |
6 |
41 |

Semiparametric Trending Panel Data Models with Cross-Sectional Dependence |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
165 |

Semiparametric Trending Panel Data Models with Cross-Sectional Dependence |
0 |
0 |
1 |
82 |
0 |
0 |
1 |
202 |

Semiparametric penalty function method in partially linear model selection |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
148 |

Semiparametric spatial regression: theory and practice |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
97 |

Series estimation for single-index models under constraints |
0 |
0 |
0 |
58 |
0 |
1 |
1 |
96 |

Simultaneous Testing of Mean and Variance Structures in Nonlinear Time Series Models |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
242 |

Smoothing the Nonsmoothness |
0 |
2 |
2 |
2 |
0 |
6 |
6 |
6 |

Solving Replication Problems in Complete Market by Orthogonal Series Expansion |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
113 |

Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models |
0 |
0 |
1 |
32 |
0 |
0 |
1 |
110 |

Specification Testing for Nonlinear Multivariate Cointegrating Regressions |
0 |
0 |
0 |
93 |
0 |
0 |
0 |
205 |

Specification Testing for Nonlinear Multivariate Cointegrating Regressions |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
51 |

Specification Testing in Nonlinear Time Series with Long-Range Dependence |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
92 |

Specification Testing in Nonstationary Time Series Models |
0 |
0 |
0 |
72 |
0 |
0 |
0 |
142 |

Specification Testing in Structural Nonparametric Cointegration |
0 |
0 |
0 |
107 |
0 |
0 |
0 |
168 |

Specification testing in discretized diffusion models: Theory and practice |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
97 |

Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices |
0 |
0 |
1 |
32 |
0 |
0 |
2 |
54 |

Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
42 |

Testing Independence for a Large Number of High Dimensional Random Vectors |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
155 |

Testing for a Structural Break in Dynamic Panel Data Models with Common Factors |
0 |
0 |
0 |
105 |
0 |
1 |
3 |
167 |

Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors |
0 |
2 |
8 |
20 |
0 |
5 |
21 |
44 |

Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors |
0 |
0 |
1 |
34 |
0 |
1 |
5 |
46 |

Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects |
0 |
0 |
2 |
97 |
1 |
1 |
6 |
267 |

Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone |
0 |
0 |
4 |
86 |
0 |
1 |
8 |
143 |

Time-Varying Multivariate Causal Processes |
0 |
2 |
5 |
67 |
2 |
7 |
31 |
56 |

Time-Varying Panel Data Models with an Additive Factor Structure |
0 |
2 |
6 |
41 |
0 |
4 |
12 |
69 |

Time-Varying Vector Error-Correction Models: Estimation and Inference |
3 |
3 |
3 |
3 |
0 |
0 |
0 |
0 |

Time-Varying Vector Error-Correction Models: Estimation and Inference |
1 |
3 |
12 |
12 |
6 |
19 |
35 |
35 |

Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
114 |

Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
85 |

Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
107 |

Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
87 |

Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
97 |

Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
107 |

Varying-coefficient panel data models with partially observed factor structure |
0 |
0 |
3 |
108 |
0 |
0 |
4 |
195 |

Total Working Papers |
19 |
48 |
281 |
10,274 |
70 |
184 |
795 |
22,477 |