| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Homotopy Approach to Solving Nonlinear Rational Expectation Problems |
0 |
0 |
0 |
332 |
0 |
0 |
8 |
1,635 |
| A Monte Carlo study on two methods of calculating the MLEs covariance matrix in a seemingly unrelated nonlinear regression |
0 |
0 |
0 |
10 |
0 |
0 |
3 |
114 |
| A SINGLE-BLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS* |
0 |
0 |
1 |
35 |
5 |
6 |
14 |
167 |
| A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos |
0 |
0 |
1 |
650 |
3 |
3 |
11 |
2,211 |
| An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets |
0 |
0 |
0 |
368 |
3 |
4 |
12 |
1,607 |
| An Approximate Wavelet MLE of Short and Long Memory Parameters |
0 |
0 |
1 |
547 |
0 |
2 |
10 |
1,681 |
| An Approximate Wavelet MLE of Short- and Long-Memory Parameters |
0 |
0 |
1 |
221 |
0 |
1 |
15 |
714 |
| Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors |
0 |
0 |
4 |
49 |
0 |
0 |
14 |
67 |
| Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors |
0 |
0 |
0 |
15 |
0 |
2 |
11 |
28 |
| Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry |
0 |
0 |
0 |
33 |
0 |
1 |
3 |
14 |
| Bayesian Semiparametric Multivariate GARCH Modeling |
0 |
0 |
0 |
58 |
1 |
1 |
8 |
134 |
| Bayesian Semiparametric Stochastic Volatility Modeling |
0 |
0 |
0 |
39 |
1 |
1 |
7 |
146 |
| Bayesian semiparametric multivariate GARCH modeling |
0 |
0 |
1 |
37 |
0 |
0 |
7 |
131 |
| Bayesian semiparametric multivariate GARCH modeling |
0 |
0 |
0 |
35 |
0 |
0 |
4 |
81 |
| Bayesian semiparametric stochastic volatility modeling |
0 |
0 |
0 |
47 |
0 |
0 |
6 |
161 |
| Bayesian semiparametric stochastic volatility modeling |
0 |
0 |
0 |
135 |
0 |
5 |
12 |
354 |
| Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture |
0 |
0 |
0 |
33 |
1 |
1 |
16 |
166 |
| Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture |
0 |
0 |
0 |
28 |
1 |
1 |
8 |
115 |
| Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture |
0 |
0 |
0 |
23 |
2 |
2 |
6 |
74 |
| Long-Run Neutrality in a Long-Memory Model |
0 |
0 |
0 |
262 |
1 |
1 |
8 |
1,119 |
| Measuring and Managing COVID-19 Model Risk |
5 |
5 |
5 |
5 |
9 |
9 |
9 |
9 |
| OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels |
0 |
0 |
0 |
334 |
1 |
1 |
1 |
1,775 |
| Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings |
0 |
0 |
0 |
441 |
2 |
3 |
11 |
2,704 |
| Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis |
0 |
0 |
0 |
14 |
2 |
5 |
22 |
90 |
| Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis |
0 |
0 |
0 |
43 |
1 |
3 |
15 |
136 |
| Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis |
0 |
0 |
1 |
7 |
1 |
4 |
16 |
66 |
| Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility |
0 |
0 |
0 |
211 |
0 |
0 |
10 |
38 |
| The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets |
0 |
0 |
2 |
21 |
1 |
1 |
4 |
150 |
| The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets |
0 |
0 |
0 |
447 |
0 |
1 |
6 |
1,587 |
| The Tracking Ability of the Divisia Monetary Aggregate Under Risk |
0 |
0 |
0 |
125 |
1 |
1 |
2 |
1,515 |
| The long-run Fisher effect: can it be tested? |
0 |
0 |
1 |
163 |
2 |
5 |
14 |
644 |
| Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter |
0 |
0 |
0 |
553 |
1 |
2 |
12 |
1,620 |
| Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter |
0 |
0 |
2 |
37 |
2 |
2 |
14 |
128 |
| Wavelet Analysis of Fractionally Integrated Processes |
0 |
0 |
0 |
457 |
1 |
1 |
3 |
1,474 |
| Total Working Papers |
5 |
5 |
20 |
5,815 |
42 |
69 |
322 |
22,655 |
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