Journal Article |
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Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A Beveridge-Nelson smoother |
0 |
1 |
3 |
119 |
2 |
3 |
7 |
234 |

A Note on Common Cycles, Common Trends, and Convergence |
0 |
1 |
1 |
179 |
0 |
1 |
4 |
447 |

A Note on the Efficiency of Kelejian's Method of Estimating Cobb-Douglas Type Functions with Multiplicative and Additive Errors |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
126 |

A comparison of the power of some tests for heteroskedasticity in the general linear model |
0 |
0 |
1 |
101 |
0 |
0 |
3 |
195 |

A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
47 |

An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive–Moving Average Models by Means of Kaiman Filtering |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

Analysis and Generalisation of a Multivariate Exponential Smoothing Model |
1 |
1 |
1 |
13 |
1 |
1 |
5 |
49 |

Bayesian Analysis of Stochastic Volatility Models: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
111 |

Computing observation weights for signal extraction and filtering |
0 |
1 |
3 |
150 |
0 |
7 |
21 |
352 |

Computing the mean square error of unobserved components extracted by misspecified time series models |
0 |
0 |
0 |
117 |
0 |
0 |
1 |
431 |

Continuous time autoregressive models with common stochastic trends |
0 |
0 |
0 |
71 |
0 |
2 |
2 |
147 |

Convergence in the trends and cycles of Euro-zone income |
0 |
2 |
5 |
286 |
4 |
7 |
16 |
725 |

Convergence of Prices and Rates of Inflation* |
0 |
0 |
1 |
106 |
1 |
2 |
5 |
290 |

Detrending, Stylized Facts and the Business Cycle |
1 |
3 |
26 |
1,158 |
7 |
16 |
70 |
3,327 |

Diagnostic Checking of Unobserved-Components Time Series Models |
0 |
0 |
0 |
0 |
2 |
4 |
6 |
728 |

EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION |
0 |
0 |
3 |
3 |
0 |
0 |
3 |
3 |

EGARCH models with fat tails, skewness and leverage |
1 |
2 |
9 |
31 |
4 |
6 |
21 |
107 |

Estimating Regression Models with Multiplicative Heteroscedasticity |
0 |
4 |
35 |
709 |
0 |
6 |
75 |
1,600 |

Estimating integrated higher-order continuous time autoregressions with an application to money-income causality |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
62 |

Estimating the underlying change in unemployment in the UK |
0 |
0 |
2 |
97 |
1 |
1 |
6 |
209 |

Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns |
0 |
0 |
0 |
0 |
2 |
4 |
8 |
869 |

Estimation of simultaneous equation models with stochastic trend components |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
109 |

FINITE SAMPLE PREDICTION AND OVERDIFFERENCING |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS |
0 |
0 |
0 |
66 |
2 |
2 |
3 |
161 |

Filtering With Heavy Tails |
2 |
3 |
11 |
38 |
2 |
6 |
23 |
80 |

Finite Sample Prediction from Arima Processes |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study |
0 |
0 |
0 |
0 |
2 |
9 |
20 |
867 |

Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study: Response |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
363 |

Forecasting and Interpolation Using Vector Autoregressions with Common Trends |
0 |
0 |
1 |
3 |
0 |
1 |
2 |
11 |

General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series |
2 |
2 |
22 |
330 |
2 |
5 |
35 |
773 |

Growth, cycles and convergence in US regional time series |
0 |
2 |
3 |
72 |
0 |
3 |
4 |
215 |

Inflation Convergence and Divergence within the European Monetary Union |
0 |
2 |
17 |
207 |
3 |
11 |
47 |
529 |

Kernel density estimation for time series data |
2 |
5 |
14 |
31 |
4 |
9 |
35 |
105 |

Linear Regression in the Frequency Domain |
1 |
1 |
7 |
232 |
3 |
5 |
26 |
598 |

Measurement and Testing of Inequality from Time Series of Deciles with an Application to U.S. Wages |
0 |
0 |
0 |
65 |
0 |
1 |
4 |
332 |

Modeling the Interactions between Volatility and Returns using EGARCH‐M |
0 |
0 |
1 |
1 |
0 |
2 |
10 |
10 |

Modelling the Phillips curve with unobserved components |
3 |
3 |
4 |
150 |
5 |
5 |
10 |
298 |

Multivariate Stochastic Variance Models |
0 |
3 |
13 |
1,401 |
3 |
9 |
48 |
3,319 |

ON THE PROBABILITY OF ESTIMATING A DETERMINISTIC COMPONENT IN THE LOCAL LEVEL MODEL |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |

On Comparing Regression Models in Levels and First Differences |
0 |
4 |
15 |
1,056 |
2 |
10 |
28 |
2,468 |

Quantiles, expectiles and splines |
0 |
0 |
7 |
111 |
2 |
4 |
20 |
272 |

Review of '4thought' |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
97 |

Robust time series models with trend and seasonal components |
1 |
1 |
1 |
8 |
3 |
3 |
5 |
35 |

Seasonality Tests |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
1,436 |

Seasonality in Dynamic Regression Models |
0 |
0 |
2 |
350 |
0 |
1 |
7 |
1,164 |

Seemingly Unrelated Time Series Equations and a Test for Homogeneity |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
407 |

Signal extraction and the formulation of unobserved components models |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
1,449 |

Some Comments on Multicollinearity in Regression |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Stochastic Trends in Dynamic Regression Models: An Application to the Employment-Output Equations |
1 |
2 |
6 |
104 |
3 |
4 |
21 |
268 |

Structural time series models in inventory control |
0 |
0 |
0 |
127 |
1 |
1 |
1 |
396 |

TESTING FOR TREND |
0 |
0 |
1 |
97 |
1 |
3 |
6 |
231 |

TESTS OF COMMON STOCHASTIC TRENDS |
1 |
1 |
5 |
147 |
1 |
3 |
14 |
253 |

Testing against changing correlation |
0 |
0 |
0 |
6 |
4 |
4 |
13 |
44 |

Testing against smooth stochastic trends |
0 |
0 |
0 |
268 |
0 |
0 |
0 |
1,103 |

Testing for Contemporaneous Correlation of Disturbances in Systems of Regression Equations |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
204 |

Testing for Serial Correlation in Simultaneous Equation Models |
0 |
0 |
2 |
52 |
0 |
0 |
2 |
184 |

Testing for a slowly changing level with special reference to stochastic volatility |
0 |
0 |
1 |
37 |
0 |
0 |
3 |
111 |

Testing for functional misspecification in regression analysis |
2 |
4 |
7 |
183 |
4 |
7 |
14 |
546 |

Testing for heteroscedasticity in simultaneous equation models |
0 |
0 |
0 |
65 |
0 |
0 |
0 |
138 |

Testing for serial correlation in simultaneous equation models: Some further results |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
59 |

Testing for the Presence of a Random Walk in Series with Structural Breaks |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Testing in Unobserved Components Models |
0 |
0 |
0 |
1 |
1 |
3 |
6 |
451 |

Tests for Deterministic Versus Indeterministic Cycles |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Tests of strict stationarity based on quantile indicators |
0 |
0 |
3 |
22 |
0 |
0 |
5 |
74 |

The Estimation of Higher-Order Continuous Time Autoregressive Models |
0 |
1 |
1 |
12 |
1 |
2 |
2 |
41 |

The Modeling and Seasonal Adjustment of Weekly Observations |
0 |
0 |
0 |
0 |
4 |
13 |
35 |
852 |

The effects of seat belt legislation on British road casualities: A case study in structural modelling: A.C. Harvey and J. Durbing, Journal of the Royal Statistical Society, Series A 149 (1986) (in press) |
0 |
0 |
1 |
94 |
3 |
3 |
5 |
284 |

The estimation of dynamic models with missing observations |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
3 |

The local quadratic trend model |
1 |
1 |
3 |
107 |
1 |
4 |
13 |
389 |

Time Series Models for Count or Qualitative Observations |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
470 |

Time Series Models for Count or Qualitative Observations: Reply |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
281 |

Time-series models with an EGB2 conditional distribution |
0 |
0 |
0 |
9 |
2 |
2 |
5 |
39 |

Tracking a changing copula |
0 |
0 |
4 |
116 |
0 |
0 |
6 |
229 |

Trends and Cycles in Macroeconomic Time Series |
0 |
0 |
0 |
0 |
3 |
8 |
43 |
1,200 |

Trends and cycles in economic time series: A Bayesian approach |
0 |
0 |
5 |
244 |
4 |
6 |
26 |
504 |

Trends, Cycles and Autoregressions |
0 |
1 |
1 |
287 |
1 |
2 |
6 |
509 |

Unobserved component time series models with Arch disturbances |
0 |
2 |
10 |
616 |
2 |
9 |
29 |
1,050 |

Volatility Modeling with a Generalized t Distribution |
0 |
0 |
0 |
5 |
0 |
2 |
2 |
12 |

When is a Copula Constant? A Test for Changing Relationships |
0 |
0 |
2 |
76 |
0 |
2 |
7 |
202 |

Total Journal Articles |
19 |
53 |
261 |
10,086 |
98 |
230 |
873 |
35,286 |