| 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 |
0 |
2 |
15 |
1,101 |
| Approximate Asymptotic P-Values for Structural Change Tests |
1 |
2 |
5 |
686 |
2 |
8 |
35 |
1,978 |
| Autoregressive Conditional Density Estimation |
0 |
0 |
0 |
4 |
5 |
8 |
39 |
839 |
| Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP |
0 |
0 |
3 |
462 |
2 |
5 |
14 |
1,788 |
| Estimation and Inference in Models of Cointegration: A Simulation Study |
4 |
6 |
10 |
369 |
6 |
13 |
29 |
922 |
| Estimation of TAR Models |
1 |
2 |
7 |
1,616 |
2 |
9 |
38 |
3,726 |
| Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach |
1 |
1 |
2 |
142 |
2 |
2 |
10 |
173 |
| Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
106 |
| How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy |
1 |
2 |
12 |
357 |
1 |
8 |
34 |
1,880 |
| Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis |
0 |
0 |
0 |
1 |
4 |
15 |
41 |
775 |
| Minimun mean squared error model averaging in likelihood models |
0 |
0 |
2 |
15 |
1 |
1 |
13 |
50 |
| Non-Parametric Data Dependent Bootstrap for Conditional Moment Model |
0 |
0 |
1 |
221 |
0 |
2 |
10 |
830 |
| Purchasing Power Parity and the Taylor Rule |
0 |
0 |
0 |
75 |
1 |
2 |
13 |
210 |
| Purchasing power parity and the Taylor rule |
0 |
0 |
0 |
50 |
2 |
3 |
8 |
96 |
| REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
282 |
| Regression with Non-Stationary Variances |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
260 |
| Residual-Based Tests for Cointegration in Models with Regime Shifts |
0 |
0 |
0 |
4 |
1 |
4 |
24 |
1,182 |
| Residual-based Tests For Cointegration In Models With Regime Shifts |
0 |
2 |
11 |
160 |
4 |
16 |
49 |
2,312 |
| Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power |
1 |
1 |
4 |
4 |
1 |
2 |
15 |
1,786 |
| Review Article Methodology: Alchemy or Science? |
0 |
0 |
5 |
712 |
0 |
1 |
13 |
2,750 |
| Sample Splitting and Threshold Estimation |
0 |
1 |
8 |
1,532 |
6 |
18 |
55 |
4,423 |
| Statistical Inference in Instrumental Variables |
0 |
0 |
3 |
233 |
2 |
4 |
16 |
907 |
| Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays |
0 |
0 |
0 |
211 |
1 |
1 |
6 |
1,001 |
| Testing for Structural Change in Conditional Models |
0 |
0 |
4 |
759 |
6 |
8 |
33 |
2,475 |
| Testing for linearity |
0 |
0 |
5 |
471 |
4 |
11 |
33 |
1,535 |
| The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
338 |
| The grid bootstrap and the autoregressive model |
0 |
0 |
0 |
218 |
3 |
5 |
15 |
706 |
| Threshold Autoregressions with a Near Unit Root |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
517 |
| Threshold Autoregressions with a Unit Root |
0 |
0 |
3 |
725 |
0 |
0 |
12 |
2,515 |
| Threshold autoregression with a near unit root |
0 |
0 |
2 |
306 |
1 |
1 |
7 |
616 |
| Threshold effects in non-dynamic panels: Estimation, testing and inference |
1 |
4 |
18 |
1,279 |
4 |
20 |
75 |
3,617 |
| Uncovering the Relationship between Real Interest Rates and Economic Growth |
2 |
4 |
21 |
84 |
5 |
15 |
61 |
180 |
| Total Working Papers |
12 |
25 |
126 |
10,714 |
68 |
186 |
735 |
41,876 |
| 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 |
0 |
35 |
0 |
0 |
2 |
88 |
| Approximate Asymptotic P Values for Structural-Change Tests |
0 |
0 |
0 |
0 |
1 |
3 |
26 |
664 |
| Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability |
0 |
0 |
0 |
0 |
0 |
4 |
26 |
793 |
| Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator |
3 |
7 |
18 |
110 |
6 |
16 |
43 |
299 |
| Autoregressive Conditional Density Estimation |
2 |
4 |
51 |
1,145 |
5 |
18 |
147 |
2,898 |
| Averaging estimators for autoregressions with a near unit root |
0 |
1 |
1 |
26 |
0 |
1 |
8 |
105 |
| CHALLENGES FOR ECONOMETRIC MODEL SELECTION |
0 |
0 |
2 |
101 |
0 |
1 |
10 |
267 |
| Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes |
0 |
0 |
0 |
94 |
0 |
1 |
8 |
439 |
| Convergence to Stochastic Integrals for Dependent Heterogeneous Processes |
0 |
0 |
4 |
33 |
0 |
2 |
19 |
108 |
| Discussion of 'Data mining reconsidered' |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
337 |
| EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
147 |
| Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends |
2 |
2 |
5 |
148 |
2 |
4 |
32 |
395 |
| Efficient shrinkage in parametric models |
0 |
0 |
3 |
28 |
0 |
1 |
12 |
98 |
| Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP |
0 |
0 |
0 |
167 |
0 |
0 |
5 |
540 |
| Forecasting with factor-augmented regression: A frequentist model averaging approach |
0 |
0 |
5 |
30 |
4 |
7 |
27 |
126 |
| GARCH(1, 1) processes are near epoch dependent |
0 |
0 |
0 |
52 |
0 |
0 |
4 |
143 |
| 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 |
1 |
1 |
3 |
38 |
| Generalized Method of Moments and Macroeconomics |
0 |
0 |
0 |
0 |
2 |
2 |
8 |
440 |
| Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 |
0 |
0 |
0 |
52 |
0 |
0 |
4 |
139 |
| Heteroskedastic cointegration |
0 |
0 |
0 |
93 |
0 |
0 |
3 |
229 |
| How responsive are private transfers to income? Evidence from a laissez-faire economy |
0 |
3 |
8 |
153 |
1 |
8 |
33 |
530 |
| INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL |
1 |
3 |
9 |
332 |
3 |
13 |
54 |
799 |
| Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis |
0 |
4 |
19 |
942 |
1 |
21 |
78 |
2,395 |
| Inference in TAR Models |
0 |
6 |
14 |
458 |
0 |
12 |
43 |
1,051 |
| Interval forecasts and parameter uncertainty |
0 |
1 |
2 |
50 |
0 |
1 |
4 |
143 |
| Jackknife model averaging |
1 |
1 |
14 |
74 |
2 |
5 |
46 |
272 |
| Least Squares Model Averaging |
0 |
1 |
6 |
225 |
3 |
7 |
24 |
754 |
| Least-squares forecast averaging |
0 |
0 |
2 |
94 |
0 |
2 |
19 |
431 |
| Methodology: Alchemy or Science: Review Article |
0 |
0 |
0 |
54 |
0 |
0 |
2 |
278 |
| Model averaging, asymptotic risk, and regressor groups |
0 |
0 |
0 |
8 |
0 |
2 |
7 |
46 |
| Purchasing Power Parity and the Taylor Rule |
0 |
1 |
3 |
35 |
1 |
3 |
13 |
120 |
| Recounts From Undervotes: Evidence From the 2000 Presidential Election |
0 |
0 |
1 |
10 |
0 |
0 |
1 |
55 |
| Regression with Nonstationary Volatility |
0 |
1 |
5 |
80 |
4 |
7 |
20 |
301 |
| Residual-based tests for cointegration in models with regime shifts |
7 |
27 |
107 |
2,070 |
26 |
97 |
394 |
4,496 |
| Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power |
0 |
0 |
4 |
80 |
2 |
4 |
15 |
247 |
| SHRINKAGE EFFICIENCY BOUNDS |
0 |
0 |
1 |
4 |
1 |
1 |
5 |
31 |
| Sample Splitting and Threshold Estimation |
0 |
0 |
0 |
9 |
5 |
13 |
53 |
1,603 |
| Statistical Inference in Instrumental Variables Regression with I(1) Processes |
2 |
10 |
59 |
1,053 |
14 |
46 |
240 |
2,641 |
| Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays |
0 |
0 |
0 |
9 |
0 |
1 |
3 |
57 |
| Strong Laws for Dependent Heterogeneous Processes |
0 |
0 |
2 |
15 |
0 |
0 |
5 |
56 |
| THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY |
0 |
0 |
0 |
2 |
2 |
2 |
5 |
32 |
| TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 |
2 |
10 |
138 |
2,532 |
8 |
38 |
347 |
5,889 |
| Testing for Common Features: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
121 |
| Testing for parameter instability in linear models |
2 |
14 |
52 |
825 |
6 |
35 |
148 |
1,889 |
| Testing for structural change in conditional models |
1 |
1 |
12 |
287 |
3 |
7 |
43 |
662 |
| Testing for two-regime threshold cointegration in vector error-correction models |
1 |
4 |
16 |
972 |
7 |
18 |
88 |
2,321 |
| Tests for Cointegration in Models with Regime and Trend Shifts |
0 |
0 |
0 |
8 |
1 |
9 |
65 |
1,457 |
| Tests for Parameter Instability in Regressions with I(1) Processes |
0 |
0 |
0 |
0 |
2 |
6 |
15 |
874 |
| Tests for Parameter Instability in Regressions with I(1) Processes |
0 |
0 |
0 |
0 |
2 |
5 |
13 |
1,196 |
| The Grid Bootstrap And The Autoregressive Model |
0 |
1 |
4 |
330 |
1 |
4 |
21 |
1,385 |
| The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP |
2 |
2 |
7 |
737 |
3 |
4 |
17 |
2,022 |
| The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity |
0 |
0 |
4 |
739 |
2 |
4 |
28 |
1,817 |
| The Risk of James--Stein and Lasso Shrinkage |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
23 |
| Threshold Autoregression with a Unit Root |
0 |
0 |
2 |
570 |
2 |
3 |
32 |
1,483 |
| Threshold effects in non-dynamic panels: Estimation, testing, and inference |
4 |
32 |
144 |
1,468 |
26 |
121 |
474 |
3,614 |
| UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA |
0 |
0 |
2 |
66 |
0 |
0 |
8 |
171 |
| Total Journal Articles |
30 |
136 |
726 |
16,451 |
150 |
561 |
2,758 |
49,555 |
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