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12 months |
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Last month |
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12 months |
Total |

A Bartlett Correction Factor for Tests on the Cointegrating Relations |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
483 |

A Necessary Moment Condition For The Fractional Functional Central Limit Theorem |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
171 |

A Necessary Moment Condition for the Fractional Functional Central Limit Theorem |
0 |
0 |
1 |
25 |
0 |
0 |
2 |
144 |

A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
0 |
0 |
1 |
234 |
0 |
0 |
2 |
548 |

A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
0 |
0 |
0 |
137 |
0 |
0 |
0 |
330 |

A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
537 |

A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
449 |

A Statistical Analsysis of Cointegration for I(2) Variables |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
888 |

A necessary moment condition for the fractional functional central limit theorem |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
64 |

Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
33 |

Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models |
0 |
0 |
1 |
25 |
0 |
0 |
1 |
26 |

Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression |
0 |
0 |
3 |
646 |
0 |
0 |
4 |
1,069 |

An Extension of Cointegration to Fractional Autoregressive Processes |
0 |
0 |
0 |
70 |
0 |
1 |
1 |
147 |

An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States |
0 |
0 |
0 |
2 |
0 |
2 |
6 |
927 |

An Invariance Property of the Common Trends under Linear Transformations of the Data |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
130 |

An analysis of the indicator saturation estimator as a robust regression |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
220 |

An analysis of the indicator saturation estimator as a robust regression estimator |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
236 |

An analysis of the indicator saturation estimator as a robust regression estimator |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
91 |

An extension of cointegration to fractional autoregressive processes |
0 |
0 |
0 |
92 |
0 |
0 |
0 |
162 |

An invariance property of the common trends under linear transformations of the data |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
117 |

Asset Prices Under Knightian Uncertainty |
0 |
0 |
1 |
4 |
0 |
0 |
3 |
9 |

Asymptotic analysis of the Forward Search |
0 |
0 |
1 |
14 |
0 |
0 |
1 |
51 |

Asymptotic analysis of the Forward Search |
0 |
0 |
0 |
79 |
0 |
0 |
0 |
59 |

Asymptotic analysis of the Forward Search |
0 |
0 |
1 |
8 |
0 |
0 |
3 |
74 |

Asymptotic theory for iterated one-step Huber-skip estimators |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
82 |

Asymptotic theory for iterated one-step Huber-skip estimators |
0 |
0 |
1 |
46 |
0 |
0 |
2 |
96 |

Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
38 |

Cointegration between trends and their estimators in state space models and CVAR models |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
34 |

Cointegration between trends and their estimators in state space models and CVAR models |
0 |
0 |
1 |
60 |
0 |
0 |
3 |
46 |

Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data |
0 |
0 |
0 |
756 |
0 |
1 |
2 |
1,641 |

Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data |
0 |
0 |
0 |
191 |
0 |
0 |
0 |
436 |

Correlation, Regression, and Cointegration of Nonstationary Economic Time Series |
0 |
0 |
1 |
863 |
1 |
3 |
23 |
2,307 |

Correlation, regression, and cointegration of nonstationary economic time series |
0 |
0 |
1 |
97 |
0 |
0 |
2 |
203 |

DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
50 |

Data revisions and the statistical relation of global mean sea-level and temperature |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
61 |

Determination of Cointegration Rank in the Presence of a Linear Trend |
0 |
0 |
0 |
5 |
1 |
1 |
12 |
1,614 |

Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
31 |
0 |
1 |
1 |
804 |

Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
773 |

Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
951 |

Exact Rational Expectations, Cointegration, and Reduced Rank Regression |
0 |
0 |
1 |
134 |
0 |
2 |
3 |
283 |

Exact rational expectations, cointegration, and reduced rank regression |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
87 |

Extracting Information from the Data: A Popperian View on Empirical Macro |
0 |
0 |
1 |
369 |
0 |
0 |
2 |
854 |

Granger's Representation Theorem and Multicointegration |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
877 |

Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland |
0 |
0 |
0 |
4 |
2 |
4 |
36 |
1,294 |

Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model |
0 |
0 |
0 |
7 |
1 |
2 |
6 |
2,325 |

Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles |
0 |
0 |
1 |
11 |
0 |
0 |
4 |
48 |

Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles |
0 |
0 |
0 |
25 |
1 |
2 |
2 |
36 |

Likelihood Analysis of Seasonal Cointegration |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
391 |

Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model |
0 |
0 |
1 |
322 |
0 |
0 |
5 |
554 |

Likelihood Inference For A Nonstationary Fractional Autoregressive Model |
0 |
0 |
1 |
223 |
0 |
0 |
1 |
554 |

Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model |
0 |
0 |
0 |
46 |
0 |
0 |
3 |
173 |

Likelihood Inference for a Nonstationary Fractional Autoregressive Model |
0 |
0 |
0 |
110 |
0 |
0 |
0 |
259 |

Likelihood inference for a fractionally cointegrated vector autoregressive model |
0 |
0 |
1 |
122 |
0 |
0 |
2 |
198 |

Likelihood inference for a nonstationary fractional autoregressive model |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
98 |

Mathematical and Statistical Modelling of Cointegration |
0 |
0 |
0 |
3 |
1 |
1 |
3 |
492 |

Model Discovery and Trygve Haavelmo's Legacy |
0 |
0 |
1 |
119 |
0 |
0 |
4 |
314 |

Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
0 |
1 |
11 |
0 |
0 |
2 |
59 |

Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
0 |
1 |
5 |
0 |
2 |
5 |
27 |

Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
0 |
1 |
10 |
0 |
1 |
3 |
32 |

Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
1 |
2 |
2 |
35 |
1 |
3 |
5 |
66 |

More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms |
0 |
0 |
0 |
283 |
0 |
0 |
0 |
526 |

Nonstationary Cointegration In The Fractionally Cointegrated Var Model |
0 |
0 |
1 |
134 |
0 |
0 |
7 |
221 |

Nonstationary cointegration in the fractionally cointegrated VAR model |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
43 |

Nonstationary cointegration in the fractionally cointegrated VAR model |
0 |
0 |
0 |
34 |
0 |
1 |
1 |
53 |

On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations |
0 |
0 |
0 |
22 |
1 |
2 |
2 |
131 |

On a numerical and graphical technique for evaluating some models involving rational expectations |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
85 |

Optimal Hedging with the Vector Autoregressive Model |
0 |
0 |
2 |
20 |
1 |
1 |
3 |
79 |

Optimal hedging with the cointegrated vector autoregressive model |
0 |
0 |
0 |
47 |
0 |
0 |
3 |
111 |

Optimal hedging with the cointegrated vector autoregressive model |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
72 |

Optimal hedging with the cointegrated vector autoregressive model |
0 |
0 |
0 |
31 |
1 |
3 |
6 |
147 |

Outlier detection algorithms for least squares time series regression |
0 |
1 |
1 |
157 |
1 |
3 |
3 |
161 |

Outlier detection algorithms for least squares time series regression |
0 |
0 |
0 |
31 |
0 |
1 |
2 |
87 |

Recursive Estimation in Cointegrated VAR-Models |
0 |
0 |
0 |
5 |
6 |
26 |
124 |
2,780 |

Selecting a Regression Saturated by Indicators |
0 |
0 |
0 |
44 |
0 |
1 |
2 |
197 |

Selecting a Regression Saturated by Indicators |
0 |
0 |
0 |
185 |
0 |
0 |
2 |
605 |

Some Econometric Results for the Blanchard-Watson Bubble Model |
0 |
0 |
0 |
64 |
0 |
0 |
2 |
264 |

Some Identification Problems in the Cointegrated Vector Autoregressive Model |
0 |
0 |
1 |
351 |
0 |
1 |
2 |
642 |

Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK |
0 |
0 |
0 |
1 |
5 |
16 |
78 |
2,468 |

Some econometric results for the Blanchard-Watson bubble model |
0 |
0 |
0 |
116 |
0 |
1 |
3 |
238 |

Some identification problems in the cointegrated vector autoregressive model |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
73 |

Statistical analysis of global surface air temperature and sea level using cointegration methods |
0 |
0 |
0 |
30 |
0 |
1 |
3 |
122 |

Statistical analysis of global surface air temperature and sea level using cointegration methods |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
95 |

THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT |
0 |
0 |
0 |
23 |
0 |
1 |
2 |
50 |

Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate |
0 |
0 |
1 |
176 |
0 |
0 |
1 |
413 |

Testing Rational Expectations in Vector Autoregressive Models |
0 |
0 |
1 |
66 |
0 |
0 |
2 |
371 |

Testing The Cvar In The Fractional Cvar Model |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
96 |

Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
1,586 |

Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate |
0 |
0 |
1 |
59 |
0 |
0 |
1 |
158 |

Testing the CVAR in the fractional CVAR model |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
41 |

Testing the CVAR in the fractional CVAR model |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
42 |

The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level |
0 |
0 |
1 |
133 |
1 |
1 |
4 |
312 |

The Asymptotic Variance of the Estimated Roots in a Cointegrated Vector Autoregressive Model |
0 |
0 |
0 |
156 |
0 |
0 |
0 |
336 |

The Cointegrated Vector Autoregressive Model With General Deterministic Terms |
0 |
0 |
0 |
83 |
0 |
0 |
2 |
147 |

The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications |
0 |
0 |
0 |
2 |
1 |
4 |
22 |
2,019 |

The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
28 |

The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muthï¿½s Consistency Constraint in Modeling Aggregate Outcomes |
0 |
0 |
0 |
54 |
0 |
0 |
2 |
91 |

The Properties of Model Selection when Retaining Theory Variables |
0 |
0 |
0 |
59 |
0 |
1 |
2 |
130 |

The Properties of Model Selection when Retaining Theory Variables |
0 |
0 |
1 |
46 |
0 |
1 |
2 |
98 |

The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment |
0 |
0 |
0 |
13 |
0 |
1 |
1 |
229 |

The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
18 |

The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models |
1 |
1 |
1 |
215 |
1 |
2 |
5 |
420 |

The Selection of ARIMA Models with or without Regressors |
0 |
0 |
0 |
96 |
0 |
0 |
1 |
110 |

The Selection of ARIMA Models with or without Regressors |
0 |
0 |
1 |
79 |
0 |
0 |
5 |
165 |

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

The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
1 |
8 |
0 |
0 |
5 |
52 |

The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
40 |

The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
0 |
55 |
1 |
1 |
1 |
56 |

The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level |
0 |
0 |
0 |
123 |
0 |
1 |
1 |
256 |

The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level |
0 |
0 |
0 |
104 |
0 |
0 |
0 |
195 |

The cointegrated vector autoregressive model with general deterministic terms |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
51 |

The cointegrated vector autoregressive model with general deterministic terms |
0 |
0 |
0 |
63 |
0 |
0 |
1 |
59 |

The role of cointegration for optimal hedging with heteroscedastic error term |
0 |
1 |
1 |
20 |
0 |
4 |
6 |
72 |

The role of cointegration for optimal hedging with heteroscedastic error term |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
37 |

The role of initial values in nonstationary fractional time series models |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
69 |

The role of initial values in nonstationary fractional time series models |
0 |
0 |
1 |
17 |
0 |
1 |
6 |
66 |

Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
33 |

Tightness of M-estimators for multiple linear regression in time series |
0 |
1 |
2 |
75 |
0 |
3 |
4 |
70 |

Times Series: Cointegration |
0 |
0 |
1 |
212 |
0 |
1 |
6 |
121 |

Times Series: Cointegration |
0 |
0 |
1 |
79 |
0 |
1 |
5 |
181 |

Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
37 |

Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
1 |
1 |
1 |
52 |
1 |
1 |
1 |
44 |

Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
5 |

Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
22 |

Weak convergence to derivatives of fractional Brownian motion |
0 |
2 |
7 |
8 |
1 |
5 |
18 |
27 |

Total Working Papers |
3 |
10 |
55 |
9,524 |
30 |
117 |
538 |
42,679 |