| 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 |
6 |
1,138 |
| Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Approximate Asymptotic P-Values for Structural Change Tests |
0 |
0 |
1 |
699 |
2 |
3 |
13 |
2,039 |
| Asymptotic Theory for Clustered Samples |
0 |
0 |
0 |
73 |
1 |
9 |
28 |
134 |
| Asymptotic Theory for Clustered Samples |
0 |
0 |
1 |
25 |
0 |
5 |
10 |
53 |
| Autoregressive Conditional Density Estimation |
0 |
0 |
0 |
4 |
5 |
10 |
25 |
939 |
| Bootstrap Model Averaging Unit Root Inference |
0 |
0 |
2 |
110 |
3 |
4 |
8 |
169 |
| Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP |
0 |
0 |
0 |
467 |
1 |
2 |
4 |
1,808 |
| Estimation and Inference in Models of Cointegration: A Simulation Study |
2 |
4 |
5 |
423 |
2 |
8 |
15 |
1,081 |
| Estimation of TAR Models |
1 |
2 |
4 |
1,663 |
3 |
9 |
18 |
3,895 |
| Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach |
0 |
0 |
0 |
142 |
4 |
5 |
7 |
200 |
| Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version |
0 |
0 |
2 |
18 |
1 |
1 |
4 |
118 |
| How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy |
0 |
0 |
1 |
367 |
2 |
7 |
12 |
1,937 |
| Inference for Iterated GMM Under Misspecification and Clustering |
0 |
0 |
0 |
59 |
3 |
12 |
13 |
103 |
| Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis |
0 |
0 |
0 |
1 |
5 |
6 |
9 |
844 |
| Minimun mean squared error model averaging in likelihood models |
0 |
0 |
0 |
15 |
1 |
2 |
2 |
56 |
| Non-Parametric Data Dependent Bootstrap for Conditional Moment Model |
0 |
2 |
2 |
231 |
0 |
2 |
6 |
857 |
| Purchasing Power Parity and the Taylor Rule |
0 |
0 |
0 |
75 |
0 |
1 |
1 |
220 |
| Purchasing power parity and the Taylor rule |
0 |
0 |
0 |
55 |
1 |
2 |
3 |
116 |
| REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
286 |
| Regression with Non-Stationary Variances |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
263 |
| Residual-Based Tests for Cointegration in Models with Regime Shifts |
0 |
0 |
0 |
4 |
1 |
6 |
12 |
1,236 |
| Residual-based Tests For Cointegration In Models With Regime Shifts |
0 |
0 |
2 |
188 |
6 |
11 |
19 |
2,422 |
| Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power |
0 |
1 |
1 |
8 |
3 |
6 |
6 |
1,822 |
| Review Article Methodology: Alchemy or Science? |
0 |
0 |
0 |
718 |
0 |
0 |
4 |
2,772 |
| Sample Splitting and Threshold Estimation |
1 |
2 |
4 |
1,625 |
8 |
20 |
33 |
4,697 |
| Statistical Inference in Instrumental Variables |
0 |
0 |
0 |
236 |
1 |
3 |
4 |
943 |
| Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays |
0 |
0 |
0 |
215 |
1 |
2 |
3 |
1,019 |
| Testing for Structural Change in Conditional Models |
0 |
0 |
1 |
765 |
1 |
3 |
12 |
2,545 |
| Testing for linearity |
0 |
0 |
0 |
478 |
2 |
4 |
10 |
1,600 |
| The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
346 |
| The grid bootstrap and the autoregressive model |
0 |
0 |
0 |
224 |
2 |
3 |
5 |
759 |
| Threshold Autoregressions with a Near Unit Root |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
532 |
| Threshold Autoregressions with a Unit Root |
0 |
0 |
0 |
736 |
4 |
10 |
18 |
2,581 |
| Threshold autoregression with a near unit root |
0 |
0 |
0 |
310 |
5 |
8 |
11 |
645 |
| Threshold effects in non-dynamic panels: Estimation, testing and inference |
1 |
4 |
11 |
1,358 |
25 |
38 |
80 |
4,110 |
| Uncovering the Relationship between Real Interest Rates and Economic Growth |
0 |
1 |
3 |
107 |
5 |
9 |
20 |
275 |
| Total Working Papers |
5 |
16 |
40 |
11,401 |
103 |
218 |
427 |
44,560 |
| 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 |
0 |
1 |
36 |
0 |
2 |
4 |
101 |
| Approximate Asymptotic P Values for Structural-Change Tests |
0 |
0 |
0 |
0 |
10 |
22 |
30 |
763 |
| Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability |
0 |
0 |
0 |
0 |
4 |
10 |
21 |
883 |
| Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator |
1 |
2 |
3 |
147 |
4 |
8 |
10 |
406 |
| Asymptotic theory for clustered samples |
0 |
0 |
0 |
20 |
0 |
5 |
7 |
105 |
| Autoregressive Conditional Density Estimation |
0 |
1 |
5 |
1,272 |
4 |
16 |
40 |
3,332 |
| Averaging estimators for autoregressions with a near unit root |
1 |
1 |
1 |
30 |
3 |
4 |
7 |
123 |
| CHALLENGES FOR ECONOMETRIC MODEL SELECTION |
0 |
0 |
2 |
110 |
7 |
9 |
14 |
314 |
| Comment |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
27 |
| Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes |
0 |
0 |
0 |
100 |
1 |
1 |
8 |
465 |
| Convergence to Stochastic Integrals for Dependent Heterogeneous Processes |
0 |
0 |
0 |
43 |
4 |
5 |
5 |
143 |
| Discussion of 'Data mining reconsidered' |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
346 |
| EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS |
0 |
0 |
0 |
41 |
2 |
4 |
5 |
163 |
| Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends |
1 |
1 |
1 |
165 |
3 |
5 |
10 |
449 |
| Efficient shrinkage in parametric models |
1 |
1 |
1 |
39 |
1 |
3 |
3 |
130 |
| Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP |
0 |
0 |
2 |
172 |
2 |
3 |
6 |
563 |
| Forecasting with factor-augmented regression: A frequentist model averaging approach |
0 |
1 |
3 |
47 |
1 |
4 |
9 |
181 |
| GARCH(1, 1) processes are near epoch dependent |
0 |
0 |
0 |
55 |
1 |
3 |
5 |
158 |
| 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 |
2 |
2 |
5 |
46 |
| Generalized Method of Moments and Macroeconomics |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
452 |
| Guest Editors’ Introduction: Regime Switching and Threshold Models |
0 |
0 |
0 |
2 |
0 |
1 |
5 |
24 |
| Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 |
0 |
0 |
2 |
56 |
0 |
1 |
7 |
153 |
| Heteroskedastic cointegration |
0 |
0 |
0 |
94 |
2 |
2 |
4 |
241 |
| How responsive are private transfers to income? Evidence from a laissez-faire economy |
0 |
0 |
4 |
179 |
1 |
5 |
14 |
618 |
| INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL |
0 |
1 |
5 |
389 |
1 |
15 |
32 |
1,021 |
| Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis |
0 |
0 |
4 |
1,017 |
3 |
9 |
29 |
2,730 |
| Inference in TAR Models |
2 |
6 |
15 |
518 |
5 |
13 |
35 |
1,249 |
| Interval forecasts and parameter uncertainty |
0 |
0 |
2 |
53 |
0 |
2 |
4 |
155 |
| Jackknife model averaging |
2 |
4 |
8 |
143 |
9 |
21 |
35 |
445 |
| Johansen’s Reduced Rank Estimator Is GMM |
1 |
1 |
3 |
16 |
3 |
6 |
15 |
90 |
| Least Squares Model Averaging |
1 |
2 |
3 |
244 |
8 |
12 |
18 |
837 |
| Least-squares forecast averaging |
0 |
1 |
1 |
113 |
1 |
5 |
8 |
501 |
| 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 |
1 |
1 |
52 |
| Purchasing Power Parity and the Taylor Rule |
0 |
0 |
2 |
52 |
1 |
4 |
9 |
164 |
| Recounts From Undervotes: Evidence From the 2000 Presidential Election |
0 |
0 |
0 |
11 |
0 |
3 |
3 |
61 |
| Regression Kink With an Unknown Threshold |
2 |
4 |
5 |
43 |
2 |
8 |
20 |
188 |
| Regression with Nonstationary Volatility |
0 |
0 |
0 |
83 |
1 |
1 |
3 |
328 |
| Residual-based tests for cointegration in models with regime shifts |
2 |
4 |
12 |
2,291 |
6 |
20 |
65 |
5,319 |
| Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power |
0 |
1 |
1 |
86 |
0 |
1 |
3 |
287 |
| SHRINKAGE EFFICIENCY BOUNDS |
1 |
1 |
1 |
5 |
2 |
4 |
5 |
41 |
| Sample Splitting and Threshold Estimation |
0 |
0 |
0 |
9 |
9 |
16 |
36 |
1,919 |
| Statistical Inference in Instrumental Variables Regression with I(1) Processes |
2 |
4 |
20 |
1,304 |
11 |
23 |
90 |
3,442 |
| Stein-like 2SLS estimator |
0 |
0 |
0 |
5 |
1 |
1 |
4 |
56 |
| Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays |
0 |
0 |
0 |
9 |
1 |
2 |
8 |
71 |
| Strong Laws for Dependent Heterogeneous Processes |
0 |
0 |
0 |
16 |
2 |
4 |
5 |
67 |
| THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
41 |
| TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 |
0 |
0 |
1 |
2,566 |
0 |
1 |
10 |
6,004 |
| Testing for Common Features: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
125 |
| Testing for parameter instability in linear models |
0 |
1 |
2 |
920 |
6 |
10 |
21 |
2,191 |
| Testing for structural change in conditional models |
0 |
1 |
4 |
305 |
2 |
5 |
14 |
732 |
| Testing for two-regime threshold cointegration in vector error-correction models |
0 |
1 |
7 |
1,066 |
7 |
13 |
32 |
2,644 |
| Tests for Cointegration in Models with Regime and Trend Shifts |
0 |
0 |
0 |
8 |
7 |
17 |
33 |
1,623 |
| Tests for Parameter Instability in Regressions with I(1) Processes |
0 |
0 |
0 |
0 |
2 |
9 |
13 |
945 |
| Tests for Parameter Instability in Regressions with I(1) Processes |
0 |
0 |
0 |
0 |
5 |
10 |
10 |
1,237 |
| The Grid Bootstrap And The Autoregressive Model |
0 |
0 |
2 |
347 |
3 |
8 |
14 |
1,461 |
| The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP |
0 |
1 |
4 |
749 |
3 |
7 |
18 |
2,078 |
| The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity |
0 |
0 |
0 |
750 |
3 |
4 |
14 |
1,887 |
| The Risk of James--Stein and Lasso Shrinkage |
0 |
0 |
0 |
4 |
0 |
2 |
6 |
37 |
| Threshold Autoregression with a Unit Root |
0 |
0 |
0 |
570 |
2 |
5 |
12 |
1,553 |
| Threshold effects in non-dynamic panels: Estimation, testing, and inference |
3 |
10 |
44 |
1,807 |
39 |
92 |
247 |
4,990 |
| Time series econometrics for the 21st century |
1 |
1 |
2 |
15 |
2 |
4 |
11 |
55 |
| UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA |
1 |
1 |
1 |
81 |
3 |
4 |
9 |
219 |
| Total Journal Articles |
22 |
52 |
174 |
18,274 |
206 |
484 |
1,121 |
57,322 |
LogEc is hosted by the
Örebro University School of Business.