| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model |
0 |
0 |
2 |
25 |
0 |
0 |
2 |
90 |
| A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model |
0 |
1 |
2 |
87 |
0 |
2 |
6 |
316 |
| A Monte Carlo Comparison of Tests for Cointegration in Panel Data |
0 |
0 |
1 |
143 |
0 |
0 |
1 |
371 |
| A Monte Carlo Comparison of Tests for Cointegration in Panel Data |
0 |
0 |
0 |
520 |
0 |
0 |
2 |
1,359 |
| A Panel Data Investigation of the Relationship Between Urbanization and Growth |
0 |
1 |
1 |
606 |
0 |
2 |
3 |
1,998 |
| A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA |
0 |
0 |
1 |
874 |
0 |
3 |
8 |
2,220 |
| An EM Algorithm for the Heteroscedastic Regression Models with Censored Data |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
15 |
| Asymptotic Inference in Censored Regression MOdels Revisited |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
136 |
| Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model |
0 |
0 |
1 |
19 |
0 |
0 |
2 |
39 |
| Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals |
0 |
0 |
0 |
248 |
0 |
0 |
4 |
780 |
| Asymptotics for panel models with common shocks |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
80 |
| Consistent Estimation with Weak Instruments in Panel Data |
0 |
0 |
0 |
170 |
0 |
0 |
1 |
388 |
| Copula-Based Tests for Cross-Sectional Independence in Panel Models |
0 |
0 |
0 |
149 |
0 |
1 |
3 |
375 |
| Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity |
0 |
0 |
0 |
113 |
0 |
1 |
1 |
427 |
| Entrepreneurship and Economic Growth: The Proof Is in the Productivity |
0 |
1 |
1 |
298 |
1 |
3 |
5 |
1,166 |
| Estimating and testing high dimensional factor models with multiple structural changes |
0 |
1 |
3 |
15 |
0 |
1 |
3 |
47 |
| Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term |
1 |
1 |
2 |
79 |
1 |
1 |
4 |
118 |
| Estimation of Heterogeneous Panels with Structural Breaks |
0 |
1 |
3 |
108 |
1 |
3 |
5 |
180 |
| Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
323 |
| Identification and Estimation of a Large Factor Model with Structural Instability |
0 |
0 |
0 |
44 |
0 |
1 |
2 |
104 |
| International R&D Spillovers: An Application of Estimation and Inference in Panel |
0 |
0 |
0 |
316 |
0 |
0 |
6 |
859 |
| International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration |
0 |
2 |
3 |
285 |
1 |
3 |
12 |
741 |
| Long run effect of public grants on the R&D investment: A non-stationary panel data approach |
0 |
0 |
0 |
61 |
1 |
2 |
5 |
117 |
| Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend |
0 |
1 |
2 |
229 |
0 |
1 |
5 |
578 |
| Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
119 |
| Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey |
2 |
2 |
4 |
2,237 |
3 |
5 |
34 |
3,922 |
| On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments |
0 |
0 |
1 |
96 |
0 |
0 |
4 |
222 |
| On the Estimation and Inference of a Cointegrated Regression in Panel Data |
0 |
1 |
2 |
1,018 |
4 |
11 |
26 |
2,813 |
| On the Estimation and Inference of a Cointegrated Regression in Panel Data |
0 |
1 |
2 |
723 |
1 |
3 |
13 |
1,956 |
| On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence |
0 |
1 |
2 |
721 |
1 |
3 |
9 |
1,490 |
| On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors |
0 |
0 |
0 |
415 |
0 |
0 |
0 |
2,412 |
| On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors |
0 |
0 |
0 |
142 |
0 |
0 |
3 |
829 |
| Panel Cointegration with Global Stochastic Trends |
1 |
1 |
2 |
470 |
2 |
2 |
7 |
1,034 |
| Robust Regression with Censored Data |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
11 |
| Second-Order Efficiency in the Estimation of Heteroscedastic Regression Models |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
10 |
| Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints |
0 |
0 |
0 |
61 |
0 |
0 |
4 |
431 |
| Simulation-Based Two-Step Estimation with Endogenous Regressors |
0 |
0 |
0 |
592 |
0 |
0 |
0 |
1,649 |
| Small Sample Studies of Estimating the Regression Models with Multiplicative Heteroscedasticity: The Results of Some Monte Carlo Experiments |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
6 |
| Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
484 |
| Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models |
0 |
0 |
0 |
78 |
0 |
0 |
0 |
276 |
| Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models |
0 |
0 |
0 |
142 |
0 |
0 |
0 |
520 |
| Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable |
0 |
1 |
5 |
1,007 |
2 |
4 |
16 |
2,858 |
| Structural Changes in Heterogeneous Panels with Endogenous Regressors |
0 |
1 |
4 |
81 |
4 |
6 |
18 |
96 |
| Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary |
0 |
0 |
0 |
200 |
0 |
0 |
3 |
619 |
| Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
15 |
| Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances |
0 |
0 |
1 |
118 |
0 |
0 |
1 |
98 |
| Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation |
0 |
0 |
1 |
80 |
0 |
0 |
4 |
178 |
| Testing for Breaks in Cointegrated Panels |
0 |
0 |
0 |
46 |
0 |
1 |
2 |
110 |
| Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends |
0 |
0 |
0 |
66 |
0 |
0 |
1 |
83 |
| Testing for Instability in Covariance Structures |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
47 |
| Testing for Instability in Covariance Structures |
1 |
1 |
1 |
25 |
1 |
1 |
3 |
77 |
| Testing for Instability in Factor Structure of Yield Curves |
0 |
0 |
0 |
96 |
0 |
0 |
1 |
298 |
| Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances |
0 |
0 |
1 |
65 |
1 |
1 |
2 |
69 |
| Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) |
0 |
0 |
0 |
185 |
0 |
0 |
1 |
424 |
| Testing for Structural Change of a Time Trend Regression in Panel Data |
1 |
1 |
1 |
521 |
1 |
2 |
5 |
1,626 |
| Testing the Stability of a Production Function with Urbanization as a Shift Factor: An Application of Non-Stationary Panel Data Techniques |
0 |
0 |
0 |
71 |
0 |
0 |
1 |
377 |
| The Asymptotics for Panel Models with Common Shocks |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
350 |
| The Bootstrap and the Censored Regression |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
17 |
| The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
38 |
| The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term |
0 |
0 |
0 |
72 |
0 |
0 |
1 |
156 |
| The Identification and Estimation of a Large Factor Model with Structural Instability |
0 |
0 |
1 |
22 |
0 |
0 |
1 |
31 |
| Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models |
0 |
0 |
0 |
156 |
0 |
0 |
0 |
481 |
| Total Working Papers |
6 |
19 |
52 |
14,188 |
25 |
63 |
250 |
39,059 |
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