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

A Bartlett Correction Factor for Tests on the Cointegrating Relations |
0 |
0 |
0 |
1 |
2 |
3 |
7 |
477 |

A Necessary Moment Condition For The Fractional Functional Central Limit Theorem |
0 |
0 |
1 |
61 |
1 |
2 |
7 |
161 |

A Necessary Moment Condition for the Fractional Functional Central Limit Theorem |
0 |
1 |
1 |
23 |
0 |
4 |
11 |
133 |

A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
0 |
0 |
1 |
136 |
0 |
1 |
4 |
324 |

A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
1 |
2 |
3 |
231 |
2 |
6 |
19 |
531 |

A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
530 |

A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model |
0 |
0 |
0 |
3 |
1 |
1 |
6 |
444 |

A Statistical Analsysis of Cointegration for I(2) Variables |
0 |
0 |
0 |
3 |
1 |
3 |
8 |
875 |

A necessary moment condition for the fractional functional central limit theorem |
0 |
0 |
0 |
15 |
2 |
2 |
5 |
61 |

Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression |
0 |
0 |
7 |
639 |
0 |
2 |
23 |
1,053 |

An Extension of Cointegration to Fractional Autoregressive Processes |
0 |
0 |
0 |
70 |
2 |
3 |
9 |
145 |

An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States |
0 |
0 |
0 |
2 |
1 |
2 |
13 |
908 |

An Invariance Property of the Common Trends under Linear Transformations of the Data |
0 |
0 |
0 |
25 |
1 |
2 |
9 |
124 |

An analysis of the indicator saturation estimator as a robust regression |
0 |
0 |
1 |
58 |
0 |
1 |
6 |
208 |

An analysis of the indicator saturation estimator as a robust regression estimator |
0 |
1 |
2 |
60 |
1 |
2 |
9 |
229 |

An analysis of the indicator saturation estimator as a robust regression estimator |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
83 |

An extension of cointegration to fractional autoregressive processes |
0 |
0 |
1 |
92 |
1 |
1 |
6 |
161 |

An invariance property of the common trends under linear transformations of the data |
1 |
1 |
2 |
54 |
1 |
1 |
4 |
111 |

Asymptotic analysis of the Forward Search |
0 |
0 |
0 |
5 |
0 |
3 |
10 |
53 |

Asymptotic analysis of the Forward Search |
0 |
0 |
0 |
13 |
0 |
0 |
4 |
45 |

Asymptotic analysis of the Forward Search |
0 |
0 |
1 |
78 |
1 |
2 |
4 |
55 |

Asymptotic theory for iterated one-step Huber-skip estimators |
0 |
0 |
0 |
22 |
0 |
0 |
3 |
77 |

Asymptotic theory for iterated one-step Huber-skip estimators |
0 |
0 |
0 |
43 |
0 |
0 |
4 |
87 |

Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models |
0 |
0 |
3 |
38 |
0 |
1 |
6 |
31 |

Cointegration between trends and their estimators in state space models and CVAR models |
0 |
0 |
0 |
7 |
0 |
1 |
5 |
28 |

Cointegration between trends and their estimators in state space models and CVAR models |
0 |
0 |
2 |
58 |
0 |
2 |
8 |
35 |

Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data |
0 |
0 |
2 |
750 |
0 |
1 |
7 |
1,625 |

Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data |
0 |
0 |
0 |
191 |
0 |
0 |
1 |
432 |

Correlation, Regression, and Cointegration of Nonstationary Economic Time Series |
0 |
3 |
7 |
855 |
1 |
23 |
51 |
2,219 |

Correlation, regression, and cointegration of nonstationary economic time series |
0 |
0 |
0 |
96 |
0 |
1 |
4 |
199 |

DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE |
0 |
0 |
1 |
13 |
0 |
0 |
5 |
46 |

Data revisions and the statistical relation of global mean sea-level and temperature |
0 |
0 |
1 |
22 |
0 |
0 |
3 |
58 |

Determination of Cointegration Rank in the Presence of a Linear Trend |
0 |
0 |
0 |
5 |
1 |
3 |
17 |
1,571 |

Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
15 |
0 |
0 |
7 |
757 |

Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
56 |
0 |
1 |
3 |
948 |

Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
30 |
0 |
0 |
4 |
797 |

Exact Rational Expectations, Cointegration, and Reduced Rank Regression |
0 |
0 |
1 |
132 |
0 |
2 |
8 |
274 |

Exact rational expectations, cointegration, and reduced rank regression |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
83 |

Extracting Information from the Data: A Popperian View on Empirical Macro |
0 |
0 |
3 |
366 |
1 |
2 |
8 |
824 |

Granger's Representation Theorem and Multicointegration |
0 |
0 |
0 |
2 |
0 |
2 |
8 |
845 |

Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland |
0 |
0 |
0 |
4 |
9 |
24 |
84 |
1,146 |

Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model |
0 |
0 |
0 |
7 |
0 |
14 |
39 |
2,280 |

Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles |
0 |
0 |
1 |
25 |
1 |
3 |
6 |
25 |

Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles |
0 |
0 |
0 |
9 |
0 |
3 |
9 |
38 |

Likelihood Analysis of Seasonal Cointegration |
0 |
0 |
0 |
1 |
2 |
3 |
10 |
384 |

Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model |
0 |
0 |
0 |
317 |
2 |
4 |
9 |
536 |

Likelihood Inference For A Nonstationary Fractional Autoregressive Model |
0 |
0 |
1 |
220 |
2 |
2 |
9 |
545 |

Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model |
0 |
0 |
1 |
45 |
4 |
7 |
19 |
165 |

Likelihood Inference for a Nonstationary Fractional Autoregressive Model |
0 |
0 |
1 |
109 |
2 |
3 |
7 |
254 |

Likelihood inference for a fractionally cointegrated vector autoregressive model |
0 |
1 |
5 |
119 |
1 |
3 |
15 |
184 |

Likelihood inference for a nonstationary fractional autoregressive model |
0 |
0 |
0 |
27 |
1 |
2 |
9 |
93 |

Mathematical and Statistical Modelling of Cointegration |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
485 |

Model Discovery and Trygve Haavelmo's Legacy |
0 |
0 |
0 |
116 |
1 |
4 |
13 |
278 |

Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
0 |
30 |
30 |
1 |
3 |
34 |
34 |

Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
4 |

Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
0 |
5 |
5 |
1 |
1 |
15 |
15 |

Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
0 |
4 |
4 |
0 |
4 |
19 |
19 |

More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms |
0 |
0 |
1 |
283 |
0 |
0 |
4 |
525 |

Nonstationary Cointegration In The Fractionally Cointegrated Var Model |
2 |
4 |
16 |
122 |
3 |
6 |
50 |
176 |

Nonstationary cointegration in the fractionally cointegrated VAR model |
1 |
2 |
4 |
9 |
3 |
5 |
14 |
31 |

Nonstationary cointegration in the fractionally cointegrated VAR model |
0 |
2 |
7 |
28 |
2 |
7 |
15 |
37 |

On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations |
0 |
0 |
0 |
22 |
1 |
3 |
7 |
125 |

On a numerical and graphical technique for evaluating some models involving rational expectations |
0 |
0 |
0 |
40 |
0 |
1 |
6 |
83 |

Optimal Hedging with the Vector Autoregressive Model |
0 |
0 |
0 |
18 |
1 |
1 |
4 |
68 |

Optimal hedging with the cointegrated vector autoregressive model |
0 |
0 |
1 |
46 |
1 |
1 |
10 |
91 |

Optimal hedging with the cointegrated vector autoregressive model |
0 |
3 |
6 |
25 |
4 |
10 |
26 |
77 |

Optimal hedging with the cointegrated vector autoregressive model |
0 |
0 |
0 |
18 |
1 |
1 |
7 |
46 |

Outlier detection algorithms for least squares time series regression |
0 |
0 |
1 |
31 |
1 |
2 |
10 |
62 |

Outlier detection algorithms for least squares time series regression |
0 |
0 |
3 |
156 |
2 |
2 |
16 |
150 |

Recursive Estimation in Cointegrated VAR-Models |
0 |
0 |
0 |
5 |
2 |
4 |
29 |
2,510 |

Selecting a Regression Saturated by Indicators |
0 |
0 |
3 |
184 |
2 |
6 |
71 |
594 |

Selecting a Regression Saturated by Indicators |
0 |
1 |
2 |
44 |
1 |
3 |
18 |
181 |

Some Econometric Results for the Blanchard-Watson Bubble Model |
0 |
0 |
0 |
64 |
0 |
1 |
8 |
252 |

Some Identification Problems in the Cointegrated Vector Autoregressive Model |
0 |
0 |
1 |
349 |
4 |
5 |
10 |
629 |

Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK |
0 |
0 |
0 |
1 |
16 |
63 |
395 |
1,971 |

Some econometric results for the Blanchard-Watson bubble model |
0 |
0 |
1 |
115 |
1 |
1 |
10 |
224 |

Some identification problems in the cointegrated vector autoregressive model |
0 |
0 |
0 |
36 |
0 |
2 |
7 |
71 |

Statistical analysis of global surface air temperature and sea level using cointegration methods |
0 |
0 |
1 |
22 |
1 |
1 |
6 |
90 |

Statistical analysis of global surface air temperature and sea level using cointegration methods |
0 |
0 |
0 |
29 |
1 |
1 |
6 |
114 |

THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT |
0 |
0 |
0 |
23 |
2 |
4 |
15 |
43 |

Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate |
0 |
0 |
1 |
174 |
2 |
3 |
14 |
409 |

Testing Rational Expectations in Vector Autoregressive Models |
0 |
0 |
0 |
65 |
0 |
0 |
6 |
369 |

Testing The Cvar In The Fractional Cvar Model |
0 |
0 |
1 |
71 |
1 |
1 |
13 |
84 |

Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data |
0 |
0 |
0 |
4 |
1 |
2 |
14 |
1,570 |

Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate |
0 |
0 |
0 |
58 |
1 |
1 |
6 |
156 |

Testing the CVAR in the fractional CVAR model |
0 |
0 |
3 |
5 |
0 |
2 |
10 |
33 |

Testing the CVAR in the fractional CVAR model |
0 |
1 |
3 |
17 |
0 |
1 |
7 |
31 |

The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level |
0 |
0 |
0 |
130 |
1 |
3 |
5 |
298 |

The Asymptotic Variance of the Estimated Roots in a Cointegrated Vector Autoregressive Model |
0 |
0 |
0 |
156 |
0 |
0 |
2 |
335 |

The Cointegrated Vector Autoregressive Model With General Deterministic Terms |
1 |
1 |
3 |
82 |
2 |
4 |
16 |
132 |

The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications |
0 |
0 |
0 |
2 |
7 |
23 |
60 |
1,900 |

The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes |
0 |
3 |
20 |
20 |
0 |
6 |
16 |
16 |

The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muthï¿½s Consistency Constraint in Modeling Aggregate Outcomes |
0 |
1 |
10 |
50 |
4 |
6 |
30 |
65 |

The Properties of Model Selection when Retaining Theory Variables |
0 |
0 |
0 |
45 |
4 |
5 |
14 |
87 |

The Properties of Model Selection when Retaining Theory Variables |
0 |
0 |
0 |
59 |
1 |
1 |
9 |
124 |

The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment |
1 |
1 |
9 |
9 |
1 |
2 |
10 |
10 |

The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment |
0 |
0 |
0 |
12 |
0 |
1 |
8 |
222 |

The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models |
0 |
0 |
3 |
205 |
0 |
2 |
19 |
376 |

The Selection of ARIMA Models with or without Regressors |
0 |
0 |
2 |
77 |
2 |
2 |
9 |
147 |

The Selection of ARIMA Models with or without Regressors |
0 |
0 |
1 |
95 |
0 |
0 |
2 |
104 |

The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
4 |
4 |
1 |
3 |
16 |
16 |

The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
6 |
7 |
2 |
2 |
13 |
16 |

The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
5 |
52 |
1 |
1 |
24 |
42 |

The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level |
1 |
1 |
5 |
118 |
1 |
7 |
26 |
238 |

The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level |
0 |
0 |
1 |
104 |
0 |
1 |
6 |
190 |

The cointegrated vector autoregressive model with general deterministic terms |
0 |
0 |
0 |
63 |
4 |
4 |
16 |
56 |

The cointegrated vector autoregressive model with general deterministic terms |
0 |
0 |
2 |
11 |
0 |
0 |
8 |
46 |

The role of cointegration for optimal hedging with heteroscedastic error term |
0 |
0 |
1 |
4 |
0 |
1 |
6 |
28 |

The role of cointegration for optimal hedging with heteroscedastic error term |
0 |
0 |
1 |
15 |
2 |
4 |
9 |
31 |

The role of initial values in nonstationary fractional time series models |
0 |
0 |
0 |
15 |
2 |
2 |
7 |
56 |

The role of initial values in nonstationary fractional time series models |
0 |
0 |
0 |
31 |
1 |
1 |
2 |
59 |

Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series |
0 |
0 |
0 |
48 |
0 |
0 |
6 |
31 |

Tightness of M-estimators for multiple linear regression in time series |
0 |
0 |
1 |
73 |
0 |
0 |
10 |
60 |

Times Series: Cointegration |
0 |
0 |
6 |
73 |
2 |
5 |
28 |
136 |

Times Series: Cointegration |
0 |
0 |
2 |
210 |
0 |
2 |
10 |
100 |

Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
0 |
1 |
50 |
1 |
2 |
21 |
34 |

Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
0 |
5 |
9 |
1 |
1 |
8 |
15 |

Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
0 |
7 |
7 |
3 |
3 |
15 |
15 |

Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |

Total Working Papers |
8 |
29 |
239 |
9,256 |
146 |
399 |
1,873 |
39,921 |