| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Gaussian IV estimator of cointegrating relations |
0 |
0 |
0 |
55 |
0 |
0 |
2 |
261 |
| A Note on the Vogelsang Test for Additive Outliers |
0 |
0 |
0 |
114 |
0 |
0 |
1 |
414 |
| A Parametric Factor Model of the Term Structure of Mortality |
0 |
0 |
0 |
34 |
1 |
1 |
2 |
73 |
| A Regime Switching Long Memory Model for Electricity Prices |
0 |
0 |
0 |
632 |
0 |
1 |
1 |
1,460 |
| A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching |
0 |
0 |
0 |
271 |
0 |
0 |
3 |
761 |
| A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching |
0 |
0 |
0 |
132 |
0 |
0 |
0 |
388 |
| A generalized exponential time series regression model for electricity prices |
0 |
1 |
1 |
135 |
0 |
1 |
1 |
168 |
| Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
77 |
| Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads |
0 |
0 |
0 |
28 |
0 |
3 |
4 |
75 |
| Detection of additive outliers in seasonal time series |
0 |
0 |
0 |
143 |
1 |
1 |
1 |
391 |
| Deterministic and stochastic trends in the Lee-Carter mortality model |
0 |
0 |
1 |
61 |
3 |
3 |
8 |
104 |
| Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices |
0 |
0 |
0 |
133 |
0 |
0 |
1 |
363 |
| Discriminating between fractional integration and spurious long memory |
0 |
0 |
0 |
105 |
0 |
1 |
2 |
200 |
| Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis |
0 |
0 |
0 |
272 |
0 |
1 |
8 |
872 |
| Estimation of Fractional Integration in the Presence of Data Noise |
0 |
0 |
0 |
35 |
2 |
3 |
4 |
131 |
| Improving Size and Power in Unit Root Testing |
0 |
0 |
1 |
23 |
0 |
0 |
1 |
83 |
| Local Power Functions of Tests for Double Unit Roots |
1 |
1 |
1 |
88 |
1 |
1 |
6 |
705 |
| Long Memory, Fractional Integration, and Cross-Sectional Aggregation |
0 |
0 |
0 |
45 |
0 |
1 |
2 |
49 |
| Long-Run Forecasting in Multicointegrated Systems |
0 |
0 |
0 |
130 |
1 |
2 |
3 |
538 |
| Long-Run Forecasting in Multicointegrated Systems |
0 |
0 |
0 |
103 |
0 |
2 |
4 |
283 |
| Long-run forecasting in multicointegrated systems |
0 |
0 |
0 |
128 |
2 |
2 |
2 |
380 |
| Measurement Errors and Outliers in Seasonal Unit Root Testing |
0 |
0 |
0 |
287 |
1 |
1 |
1 |
1,264 |
| Multicointegration and present value relations |
0 |
0 |
1 |
6 |
1 |
3 |
6 |
42 |
| On the Robustness of Unit Root Tests in the Presence of Double Unit Roots |
0 |
0 |
1 |
246 |
8 |
21 |
51 |
1,182 |
| Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon |
0 |
0 |
0 |
29 |
0 |
1 |
3 |
180 |
| Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
13 |
| Sequential versus simultaneous market |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
152 |
| Sequential versus simultaneous market delineation: The relevant antitrust market for salmon |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
40 |
| Space-time modeling of electricity spot prices |
0 |
1 |
1 |
57 |
3 |
5 |
7 |
149 |
| Spikes and memory in (Nord Pool) electricity price spot prices |
0 |
0 |
0 |
4 |
1 |
2 |
2 |
44 |
| Spikes and memory in (Nord Pool) electricity price spot prices |
0 |
0 |
0 |
42 |
1 |
1 |
5 |
65 |
| Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach |
0 |
0 |
0 |
867 |
0 |
0 |
0 |
2,938 |
| Testing for Additive Outliers in Seasonally Integrated Time Series |
0 |
0 |
0 |
98 |
3 |
5 |
9 |
474 |
| Testing for Additive Outliers in Seasonally Integrated Time Series |
0 |
0 |
0 |
128 |
2 |
2 |
4 |
382 |
| Unit roots, nonlinearities and structural breaks |
0 |
0 |
0 |
290 |
0 |
0 |
3 |
504 |
| Total Working Papers |
1 |
3 |
7 |
4,779 |
32 |
66 |
151 |
15,205 |
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