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12 months |
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A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices |
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0 |
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18 |
0 |
0 |
0 |
62 |
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models |
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0 |
0 |
39 |
1 |
1 |
2 |
169 |
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models |
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0 |
1 |
55 |
1 |
1 |
2 |
125 |
BIAS CORRECTION IN LAGGED-DEPENDENT VARIABLE MODELS |
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0 |
1 |
5 |
0 |
0 |
3 |
34 |
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS |
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0 |
0 |
1 |
0 |
0 |
0 |
424 |
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A Comparison of Jackknifed and Bias Corrected Least Squares Estimators |
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0 |
0 |
4 |
0 |
0 |
1 |
17 |
BOOTSTRAP INFERENCE IN LAGGED_DEPENDENT VARIABLE MODELS |
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0 |
0 |
2 |
0 |
0 |
0 |
13 |
Bias of s2 in Linear Regression Model with correlated errors |
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0 |
0 |
3 |
0 |
0 |
1 |
33 |
Causes of haze and its health effects in Singapore: a replication study |
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0 |
1 |
15 |
0 |
1 |
3 |
37 |
Causes of haze and its health effects in Singapore; a replication study |
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0 |
0 |
62 |
0 |
0 |
0 |
58 |
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions |
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0 |
0 |
14 |
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0 |
2 |
56 |
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions |
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0 |
0 |
41 |
0 |
1 |
2 |
75 |
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity |
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0 |
0 |
12 |
0 |
0 |
0 |
62 |
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity |
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0 |
0 |
5 |
0 |
0 |
0 |
44 |
Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity |
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0 |
0 |
18 |
1 |
1 |
1 |
73 |
Efficiency profiles of MM estimators in dynamic panel data models |
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0 |
0 |
156 |
0 |
0 |
0 |
312 |
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models |
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0 |
2 |
67 |
0 |
0 |
3 |
304 |
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models |
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0 |
0 |
0 |
0 |
0 |
0 |
569 |
Exact Tests Structural Change in First-Order Dynamic Models |
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0 |
1 |
22 |
0 |
0 |
1 |
160 |
Exact Tests Structural Change in First-Order Dynamic Models |
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0 |
0 |
1 |
0 |
0 |
1 |
359 |
Exact Tests in Single Equation Autoregressive Distributed Lag Models |
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1 |
1 |
51 |
0 |
1 |
1 |
375 |
Exact Tests in Single Equation Autoregressive Distributed Lag Models |
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0 |
0 |
1 |
0 |
0 |
0 |
825 |
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models |
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0 |
0 |
1 |
0 |
0 |
2 |
603 |
Hong Kong: A Bridge Connecting Mainland China and the International Market |
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0 |
0 |
60 |
0 |
0 |
1 |
155 |
How to implement the Bootstrap in Static or Stable Dynamic Regression Models |
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1 |
147 |
0 |
0 |
2 |
519 |
Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes |
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0 |
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12 |
0 |
0 |
1 |
89 |
Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes |
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0 |
0 |
35 |
0 |
1 |
1 |
69 |
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models |
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0 |
0 |
270 |
0 |
0 |
2 |
3,814 |
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models |
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0 |
0 |
47 |
0 |
0 |
0 |
164 |
Instrument-free inference under confined regressor endogeneity; derivations and applications |
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0 |
0 |
22 |
0 |
4 |
5 |
55 |
Instrument-free inference under confined regressor endogeneity; derivations and applications |
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0 |
0 |
49 |
0 |
1 |
3 |
40 |
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models |
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0 |
1 |
128 |
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1 |
3 |
355 |
MODEL SELECTION TEST PROCEDUES IN A SINGLE LINEAR EQUATION OF A DYNAMIC SIMULTANEOUS SYSTEM AND THEIR DEFECTS IN SMALL SAMPLES |
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0 |
0 |
0 |
0 |
0 |
14 |
Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues |
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0 |
1 |
107 |
0 |
0 |
6 |
144 |
Model selection test procedures in a single linear equation of a dynamic simltaneous system and their defects in small samples |
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0 |
0 |
1 |
0 |
1 |
3 |
17 |
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root |
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0 |
0 |
69 |
0 |
0 |
0 |
244 |
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root |
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0 |
0 |
1 |
0 |
0 |
0 |
582 |
Non-detection of the serial correlation in least squares regression; frequency and consequences |
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0 |
0 |
1 |
0 |
0 |
0 |
12 |
On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias |
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0 |
1 |
211 |
0 |
1 |
4 |
585 |
On the Rigour of some Specification Tests for Modeling Dynamic Relationships |
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0 |
0 |
1 |
0 |
0 |
0 |
9 |
On the integration of China's main stock exchange with the international financial market |
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0 |
0 |
30 |
0 |
1 |
1 |
76 |
On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous |
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0 |
0 |
56 |
0 |
0 |
0 |
118 |
TESTING STRATEGIES FOR MODEL SPECIFICATION |
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0 |
0 |
7 |
0 |
0 |
1 |
21 |
THE IMPORTANCE AND PERFORMANCE OF TESTS FOR THE SELECTION OF INSTRUMENTAL VARIABLES |
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0 |
1 |
3 |
0 |
0 |
2 |
15 |
Testing the impossible: identifying exclusion restrictions |
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0 |
0 |
334 |
2 |
3 |
6 |
125 |
The Accuracy of Inference in Small Samples of Dynamic Panel Data Models |
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1 |
4 |
364 |
0 |
2 |
6 |
773 |
The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations |
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0 |
0 |
101 |
0 |
0 |
0 |
409 |
The Bias of the 2SLS Variance Estimator |
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0 |
0 |
3 |
0 |
0 |
1 |
1,263 |
The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models |
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0 |
1 |
234 |
0 |
0 |
2 |
687 |
The bias of Ordinary least squares variance estimators when the disturbances follow a stationary first-order autoregressive scheme |
1 |
1 |
1 |
1 |
1 |
2 |
2 |
17 |
The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation |
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0 |
0 |
38 |
0 |
0 |
0 |
130 |
Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks |
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0 |
0 |
86 |
0 |
0 |
0 |
506 |
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? |
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0 |
0 |
5 |
0 |
0 |
1 |
40 |
When is it really justifiable to ignore explanatory variable endogeneity in a regression model? |
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0 |
0 |
60 |
0 |
1 |
4 |
105 |
kinkyreg: Instrument-free inference for linear regression models with endogenous regressors |
1 |
2 |
8 |
192 |
2 |
16 |
52 |
608 |
Total Working Papers |
2 |
5 |
26 |
3,268 |
8 |
40 |
134 |
16,549 |