Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A POWERFUL, SIMPLE TEST FOR COINTEGRATION USING COCHRANE- ORCUTT |
0 |
0 |
0 |
2 |
2 |
3 |
8 |
1,135 |
Approximate Asymptotic P-Values for Structural Change Tests |
0 |
0 |
1 |
699 |
1 |
1 |
7 |
2,031 |
Asymptotic Theory for Clustered Samples |
0 |
0 |
1 |
25 |
0 |
1 |
4 |
47 |
Asymptotic Theory for Clustered Samples |
0 |
0 |
0 |
73 |
0 |
11 |
36 |
122 |
Autoregressive Conditional Density Estimation |
0 |
0 |
0 |
4 |
0 |
1 |
6 |
917 |
Bootstrap Model Averaging Unit Root Inference |
0 |
0 |
3 |
109 |
0 |
1 |
5 |
163 |
Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP |
0 |
0 |
1 |
467 |
0 |
0 |
2 |
1,805 |
Estimation and Inference in Models of Cointegration: A Simulation Study |
0 |
0 |
5 |
418 |
0 |
1 |
21 |
1,071 |
Estimation of TAR Models |
0 |
1 |
6 |
1,661 |
0 |
2 |
17 |
3,884 |
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach |
0 |
0 |
0 |
142 |
1 |
1 |
3 |
195 |
Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version |
0 |
1 |
2 |
18 |
0 |
1 |
2 |
116 |
How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy |
1 |
1 |
1 |
367 |
2 |
3 |
6 |
1,929 |
Inference for Iterated GMM Under Misspecification and Clustering |
0 |
0 |
2 |
59 |
1 |
1 |
3 |
91 |
Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis |
0 |
0 |
0 |
1 |
0 |
1 |
5 |
838 |
Minimun mean squared error model averaging in likelihood models |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
54 |
Non-Parametric Data Dependent Bootstrap for Conditional Moment Model |
0 |
0 |
0 |
229 |
1 |
2 |
3 |
853 |
Purchasing Power Parity and the Taylor Rule |
0 |
0 |
0 |
75 |
0 |
0 |
1 |
219 |
Purchasing power parity and the Taylor rule |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
114 |
REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
286 |
Regression with Non-Stationary Variances |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
262 |
Residual-Based Tests for Cointegration in Models with Regime Shifts |
0 |
0 |
0 |
4 |
1 |
2 |
4 |
1,227 |
Residual-based Tests For Cointegration In Models With Regime Shifts |
0 |
0 |
1 |
186 |
0 |
0 |
7 |
2,406 |
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
1,816 |
Review Article Methodology: Alchemy or Science? |
0 |
0 |
0 |
718 |
0 |
2 |
3 |
2,771 |
Sample Splitting and Threshold Estimation |
0 |
0 |
3 |
1,622 |
0 |
2 |
18 |
4,671 |
Statistical Inference in Instrumental Variables |
0 |
0 |
0 |
236 |
0 |
0 |
4 |
939 |
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays |
0 |
0 |
0 |
215 |
0 |
0 |
1 |
1,016 |
Testing for Structural Change in Conditional Models |
0 |
0 |
1 |
765 |
0 |
0 |
9 |
2,540 |
Testing for linearity |
0 |
0 |
0 |
478 |
0 |
0 |
9 |
1,596 |
The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
345 |
The grid bootstrap and the autoregressive model |
0 |
0 |
0 |
224 |
0 |
1 |
2 |
755 |
Threshold Autoregressions with a Near Unit Root |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
530 |
Threshold Autoregressions with a Unit Root |
0 |
0 |
2 |
736 |
0 |
0 |
6 |
2,564 |
Threshold autoregression with a near unit root |
0 |
0 |
1 |
310 |
0 |
0 |
3 |
635 |
Threshold effects in non-dynamic panels: Estimation, testing and inference |
2 |
4 |
12 |
1,352 |
8 |
18 |
54 |
4,058 |
Uncovering the Relationship between Real Interest Rates and Economic Growth |
1 |
1 |
1 |
105 |
1 |
2 |
14 |
262 |
Total Working Papers |
4 |
8 |
43 |
11,377 |
18 |
59 |
271 |
44,263 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK |
0 |
1 |
1 |
36 |
0 |
1 |
2 |
98 |
Approximate Asymptotic P Values for Structural-Change Tests |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
737 |
Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability |
0 |
0 |
0 |
0 |
0 |
2 |
13 |
868 |
Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator |
0 |
1 |
2 |
145 |
0 |
2 |
7 |
398 |
Asymptotic theory for clustered samples |
0 |
0 |
1 |
20 |
1 |
1 |
3 |
99 |
Autoregressive Conditional Density Estimation |
2 |
3 |
11 |
1,271 |
4 |
9 |
34 |
3,308 |
Averaging estimators for autoregressions with a near unit root |
0 |
0 |
1 |
29 |
0 |
0 |
5 |
118 |
CHALLENGES FOR ECONOMETRIC MODEL SELECTION |
1 |
2 |
3 |
110 |
1 |
3 |
8 |
304 |
Comment |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
25 |
Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes |
0 |
0 |
0 |
100 |
1 |
1 |
2 |
458 |
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
138 |
Discussion of 'Data mining reconsidered' |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
343 |
EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS |
0 |
0 |
0 |
41 |
0 |
0 |
2 |
159 |
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends |
0 |
0 |
1 |
164 |
0 |
1 |
8 |
442 |
Efficient shrinkage in parametric models |
0 |
0 |
1 |
38 |
0 |
0 |
2 |
127 |
Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP |
0 |
0 |
0 |
170 |
0 |
0 |
1 |
557 |
Forecasting with factor-augmented regression: A frequentist model averaging approach |
2 |
2 |
3 |
46 |
3 |
4 |
8 |
176 |
GARCH(1, 1) processes are near epoch dependent |
0 |
0 |
0 |
55 |
0 |
0 |
2 |
155 |
GUEST EDITORS INTRODUCTION: THE SPECIAL 18TH MEETING OF THE NEW ZEALAND ECONOMETRIC STUDY GROUP IN HONOR OF PETER C. B. PHILLIPS |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
41 |
Generalized Method of Moments and Macroeconomics |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
450 |
Guest Editors’ Introduction: Regime Switching and Threshold Models |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
22 |
Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 |
1 |
1 |
1 |
55 |
2 |
2 |
4 |
150 |
Heteroskedastic cointegration |
0 |
0 |
0 |
94 |
0 |
1 |
1 |
238 |
How responsive are private transfers to income? Evidence from a laissez-faire economy |
0 |
4 |
4 |
179 |
0 |
7 |
8 |
611 |
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL |
1 |
3 |
6 |
388 |
3 |
12 |
22 |
1,006 |
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis |
0 |
2 |
8 |
1,015 |
2 |
8 |
27 |
2,717 |
Inference in TAR Models |
1 |
7 |
12 |
510 |
4 |
11 |
29 |
1,230 |
Interval forecasts and parameter uncertainty |
0 |
1 |
2 |
53 |
0 |
1 |
2 |
153 |
Jackknife model averaging |
0 |
2 |
8 |
139 |
2 |
6 |
18 |
421 |
Johansen’s Reduced Rank Estimator Is GMM |
0 |
0 |
0 |
13 |
0 |
1 |
5 |
77 |
Least Squares Model Averaging |
0 |
1 |
1 |
242 |
1 |
5 |
7 |
825 |
Least-squares forecast averaging |
0 |
0 |
0 |
112 |
0 |
1 |
5 |
495 |
Methodology: Alchemy or Science: Review Article |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
291 |
Model averaging, asymptotic risk, and regressor groups |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
51 |
Purchasing Power Parity and the Taylor Rule |
1 |
1 |
2 |
51 |
1 |
2 |
4 |
158 |
Recounts From Undervotes: Evidence From the 2000 Presidential Election |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
58 |
Regression Kink With an Unknown Threshold |
0 |
1 |
3 |
39 |
0 |
3 |
20 |
177 |
Regression with Nonstationary Volatility |
0 |
0 |
0 |
83 |
1 |
1 |
2 |
327 |
Residual-based tests for cointegration in models with regime shifts |
0 |
4 |
15 |
2,285 |
4 |
20 |
62 |
5,286 |
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power |
0 |
0 |
0 |
85 |
0 |
0 |
3 |
285 |
SHRINKAGE EFFICIENCY BOUNDS |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
36 |
Sample Splitting and Threshold Estimation |
0 |
0 |
0 |
9 |
1 |
4 |
35 |
1,897 |
Statistical Inference in Instrumental Variables Regression with I(1) Processes |
2 |
3 |
29 |
1,297 |
8 |
25 |
103 |
3,406 |
Stein-like 2SLS estimator |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
54 |
Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
64 |
Strong Laws for Dependent Heterogeneous Processes |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
63 |
THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
39 |
TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 |
1 |
1 |
1 |
2,566 |
2 |
2 |
4 |
5,998 |
Testing for Common Features: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
124 |
Testing for parameter instability in linear models |
0 |
0 |
2 |
918 |
0 |
1 |
8 |
2,173 |
Testing for structural change in conditional models |
1 |
1 |
3 |
304 |
1 |
2 |
10 |
726 |
Testing for two-regime threshold cointegration in vector error-correction models |
0 |
1 |
10 |
1,064 |
0 |
3 |
29 |
2,626 |
Tests for Cointegration in Models with Regime and Trend Shifts |
0 |
0 |
0 |
8 |
1 |
3 |
23 |
1,603 |
Tests for Parameter Instability in Regressions with I(1) Processes |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
1,227 |
Tests for Parameter Instability in Regressions with I(1) Processes |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
933 |
The Grid Bootstrap And The Autoregressive Model |
0 |
1 |
3 |
347 |
0 |
1 |
6 |
1,451 |
The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP |
0 |
0 |
2 |
747 |
0 |
2 |
8 |
2,066 |
The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity |
0 |
0 |
1 |
750 |
1 |
3 |
15 |
1,881 |
The Risk of James--Stein and Lasso Shrinkage |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
33 |
Threshold Autoregression with a Unit Root |
0 |
0 |
0 |
570 |
0 |
1 |
6 |
1,543 |
Threshold effects in non-dynamic panels: Estimation, testing, and inference |
3 |
11 |
46 |
1,784 |
13 |
48 |
190 |
4,834 |
Time series econometrics for the 21st century |
0 |
1 |
1 |
14 |
0 |
3 |
9 |
50 |
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA |
0 |
0 |
0 |
80 |
0 |
0 |
3 |
211 |
Total Journal Articles |
16 |
55 |
184 |
18,191 |
58 |
207 |
796 |
56,617 |