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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 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
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS 0 0 0 20 0 0 0 78
A New Class of Bivariate Threshold Cointegration Models 0 0 0 1 0 0 1 20
A central limit theorem for a random quadratic form of strictly stationary processes 0 0 0 20 2 2 2 71
A frequentist approach to Bayesian asymptotics 1 1 1 3 1 1 1 29
A misspecification test for multiplicative error models of non-negative time series processes 0 0 0 13 0 0 0 86
A panel data model of length of stay in hospitals for hip replacements 0 0 3 5 1 1 4 10
A quantile regression approach to panel data analysis of health‐care expenditure in Organisation for Economic Co‐operation and Development countries 0 0 0 9 0 0 3 32
A varying-coefficient panel data model with fixed effects: Theory and an application to US commercial banks 0 0 2 40 0 0 5 159
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS 0 0 0 26 0 0 0 97
An adaptive empirical likelihood test for parametric time series regression models 0 0 0 31 0 0 0 118
An integrated panel data approach to modelling economic growth 0 1 4 5 0 2 12 21
Asymptotic normality of pseudo-LS estimator for partly linear autoregression models 0 0 0 23 0 0 0 91
Bandwidth Selection in Nonparametric Kernel Testing 0 1 2 52 0 1 2 102
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models 0 0 0 8 0 1 1 30
Binary response models for heterogeneous panel data with interactive fixed effects 0 0 0 0 0 0 0 0
Central limit theorems for generalized -statistics with applications in nonparametric specification 0 0 0 0 1 1 1 13
Chaohua Dong, Jiti Gao and Oliver Linton’s contribution to the Discussion of ‘Assumption‐lean inference for generalised linear model parameters’ by Vansteelandt and Dukes 0 0 1 1 1 3 10 11
Comments on: Some recent theory for autoregressive count time series 0 0 0 4 0 0 2 19
Computer-Intensive Time-Varying Model Approach to the Systematic Risk of Australian Industrial Stock Returns 0 0 2 8 0 0 2 34
Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information 0 0 0 51 0 0 1 152
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 90 0 0 1 253
Econometric modelling in finance and risk management: An overview 0 1 1 78 0 1 2 210
Empirical Comparisons in Short-Term Interest Rate Models Using Nonparametric Methods 0 0 1 87 0 0 2 227
Estimating smooth structural change in cointegration models 0 1 1 23 0 1 1 84
Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach 0 0 0 0 0 1 1 1
Estimation and inference in semiparametric quantile factor models 0 0 1 9 1 2 8 40
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 0 1 2 146
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 0 0 0 87
Estimation in a semiparametric panel data model with nonstationarity 0 0 0 4 0 0 1 10
Estimation in threshold autoregressive models with a stationary and a unit root regime 0 0 0 86 0 0 3 268
Estimation of technical change and price elasticities: a categorical time–varying coefficient approach 0 0 0 6 0 0 2 51
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression 0 0 1 3 0 0 1 9
Global temperatures and greenhouse gases: A common features approach 0 1 1 3 0 3 5 9
High dimensional correlation matrices: the central limit theorem and its applications 0 0 1 12 1 1 5 45
High dimensional semiparametric moment restriction models 0 0 0 0 0 1 3 3
INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS 0 0 1 6 0 0 1 32
INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN 0 0 0 14 0 0 0 51
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression 0 0 0 7 0 0 0 33
Local Linear M‐estimation in non‐parametric spatial regression 0 0 1 56 0 0 1 142
Local logit regression for loan recovery rate 0 0 1 6 0 0 5 23
Model Specification Tests in Nonparametric Stochastic Regression Models 0 0 0 17 0 0 0 51
Modelling and managing financial risk: An overview 0 0 1 4 0 0 1 56
Moment inequalities for spatial processes 0 0 1 35 0 0 1 69
Most powerful test against a sequence of high dimensional local alternatives 0 0 0 0 0 2 6 6
NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY 0 0 0 28 0 0 0 93
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 0 0 1 15 1 2 5 59
Nonparametric Methods in Continuous Time Model Specification 0 1 1 39 0 1 1 147
Nonparametric localized bandwidth selection for Kernel density estimation 0 0 0 3 0 1 1 11
Nonparametric simultaneous testing for structural breaks 0 0 0 93 0 0 1 251
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 2 128 0 0 7 354
On endogeneity and shape invariance in extended partially linear single index models 0 0 0 2 0 0 0 11
On income and price elasticities for energy demand: A panel data study 0 0 1 5 0 2 9 19
Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency 0 0 0 0 0 0 0 4
Recursive estimation in large panel data models: Theory and practice 0 0 6 9 0 1 11 29
Regime switching panel data models with interactive fixed effects 0 0 0 11 1 3 4 45
SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION 0 0 0 25 0 0 4 70
SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY 0 0 2 4 0 1 4 21
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE 0 0 0 14 0 0 0 67
Semiparametric Autoregressive Conditional Duration Model: Theory and Practice 0 0 0 9 0 0 0 46
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients 0 0 0 0 0 2 7 7
Semiparametric estimation and testing of the trend of temperature series 0 0 0 67 0 0 4 272
Semiparametric estimation in triangular system equations with nonstationarity 0 1 1 24 0 1 1 112
Semiparametric methods in nonlinear time series analysis: a selective review 0 0 0 2 0 0 1 43
Semiparametric non‐linear time series model selection 0 0 0 52 0 0 1 125
Semiparametric single-index panel data models with cross-sectional dependence 0 0 1 25 0 1 3 103
Semiparametric trending panel data models with cross-sectional dependence 0 1 1 103 0 1 1 275
Solving replication problems in a complete market by orthogonal series expansion 0 0 0 18 0 0 1 91
Specification testing for nonlinear multivariate cointegrating regressions 0 0 0 11 0 0 1 43
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 0 0 0 126
Specification testing in nonstationary time series models 0 0 0 23 0 0 0 63
Statistical Inference in Single-Index and Partially Nonlinear Models 0 0 0 30 0 0 1 81
Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency 0 0 0 7 0 0 0 35
Testing Independence Among a Large Number of High-Dimensional Random Vectors 1 1 1 10 1 1 2 40
The laws of the iterated logarithm of some estimates in partly linear models 0 0 0 24 0 0 0 89
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 0 0 5 15 0 3 12 41
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 0 0 7 0 0 0 47
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 0 0 0 38
Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure 0 0 2 5 0 1 5 22
Total Journal Articles 2 10 51 1,801 11 46 186 5,959

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Non-Stationary Parametric Single-Index Predictive Models: Simulation and Empirical Studies 0 1 2 2 0 2 4 4
Specification Testing in Parametric Trending Models with Unknown Errors 0 0 0 1 0 0 0 19
The Determinants of Health Care Expenditure and Trends: A Semiparametric Panel Data Analysis of OECD Countries 0 0 1 9 0 0 3 26
Total Chapters 0 1 3 12 0 2 7 49

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Statistics updated 2023-12-04