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12 months |
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Last month |
3 months |
12 months |
Total |

Alternative Asymptotics and the Partially Linear Model with Many Regressors |
0 |
0 |
0 |
0 |
2 |
2 |
7 |
8 |

Alternative Asymptotics and the Partially Linear Model with Many Regressors |
0 |
0 |
0 |
66 |
1 |
1 |
5 |
115 |

Alternative asymptotics and the partially linear model with many regressors |
0 |
0 |
0 |
0 |
2 |
2 |
11 |
38 |

Average Density Estimators: Efficiency and Bootstrap Consistency |
0 |
0 |
0 |
18 |
1 |
1 |
10 |
15 |

Bootstrap-Based Inference for Cube Root Asymptotics |
0 |
1 |
2 |
14 |
4 |
7 |
16 |
25 |

Bootstrap-Based Inference for Cube Root Consistent Estimators |
0 |
0 |
1 |
2 |
0 |
1 |
5 |
12 |

Bootstrapping Density-Weighted Average Derivatives |
0 |
0 |
0 |
18 |
2 |
4 |
7 |
77 |

Bootstrapping Kernel-Based Semiparametric Estimators |
0 |
0 |
1 |
66 |
1 |
3 |
7 |
62 |

Bootstrapping density-weighted average derivatives |
0 |
0 |
0 |
14 |
4 |
4 |
10 |
97 |

Generalized Jackknife Estimators of Weighted Average Derivatives |
0 |
0 |
0 |
29 |
2 |
2 |
4 |
73 |

Improved Likelihood Ratio Tests For Cointegration Rank In The Var Model |
0 |
0 |
0 |
48 |
2 |
2 |
11 |
178 |

Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model |
0 |
0 |
0 |
49 |
1 |
1 |
3 |
129 |

Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model |
0 |
0 |
0 |
14 |
4 |
4 |
10 |
77 |

Improving Size and Power in Unit Root Testing |
0 |
0 |
2 |
13 |
0 |
0 |
9 |
60 |

Inference in Linear Regression Models with Many Covariates and Heteroskedasticity |
0 |
1 |
1 |
1 |
0 |
3 |
8 |
39 |

Inference in linear regression models with many covariates and heteroskedasticity |
0 |
0 |
0 |
46 |
1 |
4 |
12 |
81 |

Nearly Efficient Likelihood Ratio Tests For Seasonal Unit Roots |
0 |
0 |
0 |
37 |
4 |
5 |
7 |
150 |

Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis |
0 |
0 |
2 |
179 |
5 |
5 |
21 |
393 |

Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots |
0 |
0 |
0 |
17 |
3 |
3 |
12 |
69 |

Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order |
1 |
15 |
33 |
33 |
4 |
18 |
30 |
30 |

Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis |
0 |
0 |
0 |
34 |
2 |
2 |
8 |
112 |

Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors |
0 |
0 |
0 |
36 |
3 |
3 |
7 |
152 |

Optimal Inference in Regression Models with Nearly Integrated Regressors |
0 |
0 |
1 |
36 |
1 |
2 |
4 |
160 |

Optimal Inference in Regression Models with Nearly Integrated Regressors |
0 |
0 |
1 |
91 |
1 |
2 |
10 |
351 |

Optimal Power for Testing Potential Cointegrating Vectors with Known |
0 |
0 |
0 |
0 |
3 |
3 |
10 |
34 |

Robust Data-Driven Inference for Density-Weighted Average Derivatives |
0 |
0 |
0 |
22 |
2 |
2 |
3 |
84 |

Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis |
0 |
0 |
0 |
29 |
1 |
1 |
1 |
100 |

Simple Local Polynomial Density Estimators |
0 |
1 |
4 |
4 |
0 |
7 |
28 |
28 |

Simple Local Polynomial Density Estimators |
0 |
0 |
0 |
14 |
1 |
1 |
12 |
23 |

Small Bandwidth Asymptotics for Density-Weighted Average Derivatives |
0 |
0 |
1 |
23 |
3 |
3 |
8 |
120 |

Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach |
0 |
0 |
1 |
865 |
1 |
1 |
3 |
2,927 |

Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach |
0 |
0 |
0 |
25 |
0 |
0 |
8 |
88 |

Testing for Unit Roots with Stationary Covariances |
0 |
1 |
1 |
5 |
2 |
6 |
12 |
49 |

Testing for Unit Roots with Stationary Covariates |
0 |
0 |
0 |
167 |
2 |
3 |
9 |
669 |

Testing for Unit Roots with Stationary Covariates |
0 |
0 |
0 |
7 |
2 |
4 |
8 |
43 |

Towards a General Large Sample Theory for Regularized Estimators |
0 |
0 |
0 |
20 |
1 |
2 |
9 |
22 |

Towards a general large sample theory for regularized estimators |
0 |
0 |
3 |
3 |
1 |
3 |
6 |
6 |

Treatment Effects with Many Covariates and Heteroskedasticity |
0 |
0 |
0 |
20 |
0 |
0 |
3 |
41 |

Treatment effects with many covariates and heteroskedasticity |
0 |
0 |
0 |
5 |
1 |
1 |
9 |
36 |

Two-Step Estimation and Inference with Possibly Many Included Covariates |
0 |
0 |
0 |
0 |
1 |
5 |
8 |
8 |

Two-Step Estimation and Inference with Possibly Many Included Covariates |
0 |
0 |
1 |
15 |
1 |
4 |
13 |
30 |

lpdensity: Local Polynomial Density Estimation and Inference |
0 |
0 |
1 |
18 |
4 |
6 |
20 |
23 |

Total Working Papers |
1 |
19 |
56 |
2,103 |
76 |
133 |
404 |
6,834 |