| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation |
0 |
0 |
1 |
1,294 |
1 |
2 |
14 |
3,243 |
| A SINGLE-BLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS* |
0 |
0 |
1 |
39 |
0 |
5 |
15 |
193 |
| A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos |
0 |
0 |
0 |
654 |
0 |
0 |
5 |
2,239 |
| Alternative Models for Stock Price Dynamic |
0 |
0 |
0 |
441 |
1 |
14 |
23 |
1,421 |
| Alternative Models for Stock Price Dynamics |
0 |
0 |
0 |
909 |
0 |
7 |
23 |
2,736 |
| Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State |
0 |
0 |
1 |
57 |
2 |
3 |
11 |
159 |
| Comments on Calibration |
0 |
0 |
0 |
71 |
0 |
1 |
4 |
186 |
| Cross Validated SNP Density Estimates |
0 |
0 |
0 |
75 |
0 |
1 |
10 |
579 |
| Does Smooth Ambiguity Matter for Asset Pricing? |
0 |
0 |
0 |
28 |
0 |
2 |
14 |
83 |
| Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry |
0 |
0 |
0 |
33 |
0 |
3 |
7 |
149 |
| EMM: A Program for Efficient Method of Moments Estimation. Version 1.1. User's Guide |
0 |
0 |
0 |
285 |
0 |
3 |
5 |
1,007 |
| Efficient Method of Moments |
1 |
5 |
6 |
676 |
3 |
11 |
16 |
1,796 |
| Estimating Dynamic Games of Complete Information with an Application to the Generic Pharmaceutical Industry |
0 |
0 |
0 |
7 |
1 |
5 |
10 |
64 |
| Estimating Stochastic Differential Equations Efficiently by Minimum Chi-Square |
0 |
0 |
0 |
258 |
0 |
2 |
8 |
901 |
| Estimation of Continuous Time Models for Stock Returns and Interest Rates |
0 |
0 |
0 |
40 |
0 |
0 |
8 |
779 |
| Estimation of Stochastic Volatility Models with Diagnostics |
0 |
0 |
0 |
38 |
0 |
3 |
15 |
686 |
| Generalized Method of Moments with Latent Variables |
0 |
0 |
1 |
24 |
0 |
3 |
19 |
100 |
| Generalized method of moments with latent variables |
0 |
0 |
1 |
36 |
1 |
3 |
12 |
73 |
| Habit, Long-Run Risks, Prospect? A Statistical Inquiry |
0 |
0 |
0 |
20 |
0 |
3 |
9 |
125 |
| Imposing Curvature Restrictions on Flexible Functional Forms |
0 |
0 |
0 |
55 |
0 |
1 |
5 |
153 |
| Measuring Ambiguity Aversion |
0 |
0 |
0 |
33 |
0 |
4 |
21 |
133 |
| ON FITTING A RECALCITRANT SERIES: THE POUND/DOLLAR EXCHANGE RATE, 1974- 83 |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
2,854 |
| Qualitative and Asymptotic Performance of SNP Density Estimators |
0 |
0 |
0 |
0 |
1 |
2 |
8 |
504 |
| Rational Pessimism, Rational Exuberance, and Asset Pricing Models |
0 |
0 |
0 |
108 |
1 |
4 |
19 |
448 |
| Reproducing Partial Observed Systems with Application to Interest Rate Diffusions |
0 |
0 |
0 |
20 |
1 |
3 |
13 |
102 |
| Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
329 |
| SEMINONPARAMETRIC ESTIMATION OF CONDITIONALLY CONSTRAINED HETEROGENEOUS PROCESSES: ASSET PRICING APPLICATIONS |
0 |
0 |
0 |
0 |
0 |
4 |
10 |
467 |
| SNP: A Program for Nonparametric Time Series Analysis. Version 8.4. User's Guide |
0 |
0 |
0 |
263 |
0 |
1 |
7 |
1,102 |
| Sign switching behavior of cross-county interest rate correlations: Theory and Evidence |
0 |
0 |
0 |
18 |
0 |
2 |
9 |
164 |
| Simulated Score Methods and Indirect Inference for Continuous-time Models |
0 |
0 |
0 |
403 |
0 |
3 |
10 |
863 |
| Specification Analysis of Continuous Time Models in Finance |
0 |
0 |
0 |
17 |
0 |
2 |
7 |
395 |
| Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors |
0 |
0 |
0 |
21 |
1 |
2 |
8 |
163 |
| Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors |
0 |
0 |
0 |
357 |
0 |
2 |
10 |
494 |
| Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors |
0 |
0 |
0 |
134 |
0 |
1 |
12 |
268 |
| The Nonlinear Mixed Effects Model with a Smooth Random Effects Density |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
673 |
| Theory Matters: GARP, Separability, Aggregation, and Euler Equation Estimation |
0 |
0 |
0 |
91 |
0 |
1 |
7 |
492 |
| Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance |
0 |
0 |
0 |
266 |
0 |
3 |
13 |
924 |
| Which Moments to Match |
0 |
0 |
0 |
10 |
0 |
7 |
26 |
1,243 |
| Total Working Papers |
1 |
5 |
11 |
6,783 |
13 |
116 |
429 |
28,290 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Gaussian approximation scheme for computation of option prices in stochastic volatility models |
0 |
0 |
0 |
27 |
0 |
4 |
21 |
252 |
| A single-blind controlled competition among tests for nonlinearity and chaos |
0 |
0 |
1 |
67 |
1 |
3 |
8 |
300 |
| Adaptive Rules for Seminonparametric Estimators That Achieve Asymptotic Normality |
0 |
0 |
0 |
19 |
0 |
4 |
9 |
73 |
| Alternative models for stock price dynamics |
0 |
0 |
3 |
341 |
1 |
9 |
36 |
918 |
| An Elasticity Can Be Estimated Consistently without A Priori Knowledge of Functional Form |
0 |
0 |
1 |
44 |
1 |
4 |
10 |
213 |
| Comment |
0 |
0 |
0 |
3 |
0 |
1 |
7 |
49 |
| Computations for constrained linear models |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
69 |
| Convergence Rates of SNP Density Estimators |
0 |
0 |
1 |
46 |
0 |
0 |
5 |
237 |
| Costs and benefits of peak-load pricing of electricity: A continuous-time econometric approach |
0 |
0 |
0 |
88 |
1 |
2 |
7 |
196 |
| Cross-validated SNP density estimates |
0 |
0 |
0 |
30 |
0 |
1 |
3 |
127 |
| Diffuse Decision-Making in Hierarchical Organizations: An Empirical Examination |
0 |
0 |
0 |
2 |
1 |
5 |
8 |
50 |
| ESTIMATION OF CONTINUOUS-TIME MODELS FOR STOCK RETURNS AND INTEREST RATES |
0 |
0 |
2 |
28 |
0 |
1 |
10 |
101 |
| Editor's introduction |
0 |
0 |
0 |
1 |
0 |
4 |
6 |
40 |
| Erratum [Convergence Rates of SNP Density Estimators] |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
93 |
| Estimating substitution elasticities with the Fourier cost function: Some Monte Carlo results |
0 |
0 |
0 |
96 |
1 |
3 |
9 |
245 |
| Estimation of stochastic volatility models with diagnostics |
0 |
0 |
0 |
229 |
1 |
5 |
15 |
501 |
| Explicitly infinite-dimensional Bayesian analysis of production technologies |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
42 |
| Imposing curvature restrictions on flexible functional forms |
0 |
0 |
0 |
130 |
0 |
0 |
7 |
280 |
| Nonlinear Dynamic Structures |
0 |
0 |
1 |
427 |
0 |
3 |
14 |
1,366 |
| Nonparametric estimation of structural models for high-frequency currency market data |
0 |
0 |
0 |
230 |
2 |
5 |
16 |
535 |
| Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
834 |
| Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Reply |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
181 |
| On the Determination of General Scientific Models With Application to Asset Pricing |
0 |
0 |
0 |
60 |
0 |
1 |
3 |
125 |
| On the asymptotic normality of Fourier flexible form estimates |
0 |
0 |
1 |
165 |
0 |
1 |
6 |
326 |
| On the bias in flexible functional forms and an essentially unbiased form: The fourier flexible form |
1 |
2 |
4 |
458 |
3 |
11 |
15 |
906 |
| Purebred or hybrid?: Reproducing the volatility in term structure dynamics |
0 |
0 |
0 |
54 |
0 |
2 |
10 |
458 |
| Qualitative and asymptotic performance of SNP density estimators |
0 |
0 |
3 |
41 |
3 |
5 |
16 |
156 |
| Rational Pessimism, Rational Exuberance, and Asset Pricing Models |
0 |
0 |
1 |
105 |
1 |
3 |
21 |
407 |
| Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size |
0 |
0 |
0 |
50 |
1 |
3 |
8 |
191 |
| SEPARABILITY, AGGREGATION, AND EULER EQUATION ESTIMATION |
0 |
0 |
0 |
15 |
0 |
4 |
7 |
72 |
| Seemingly unrelated nonlinear regressions |
0 |
0 |
0 |
174 |
0 |
2 |
9 |
363 |
| Semi-nonparametric Maximum Likelihood Estimation |
0 |
1 |
3 |
712 |
2 |
7 |
26 |
2,047 |
| Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications |
0 |
0 |
1 |
217 |
0 |
5 |
14 |
528 |
| Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Model in the Context of Maximum Likelihood Estimation |
0 |
0 |
1 |
87 |
1 |
2 |
10 |
270 |
| Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation |
0 |
0 |
1 |
114 |
0 |
2 |
11 |
340 |
| Stock Prices and Volume |
1 |
1 |
3 |
1,001 |
3 |
11 |
23 |
3,530 |
| Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors |
0 |
0 |
2 |
190 |
1 |
5 |
25 |
662 |
| The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression: Alternatives and a new distribution-free Cox test |
0 |
0 |
0 |
22 |
0 |
1 |
5 |
69 |
| The relative efficiency of method of moments estimators1 |
0 |
0 |
0 |
16 |
1 |
3 |
10 |
94 |
| Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations |
0 |
0 |
0 |
158 |
1 |
2 |
7 |
368 |
| Unbiased determination of production technologies |
0 |
1 |
1 |
133 |
1 |
5 |
18 |
297 |
| Using Daily Range Data To Calibrate Volatility Diffusions And Extract The Forward Integrated Variance |
0 |
0 |
0 |
169 |
1 |
4 |
9 |
636 |
| Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution |
0 |
0 |
0 |
169 |
1 |
1 |
3 |
404 |
| Which Moments to Match? |
0 |
0 |
1 |
137 |
3 |
17 |
34 |
483 |
| Total Journal Articles |
2 |
5 |
31 |
6,074 |
32 |
155 |
509 |
19,434 |
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