| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation |
0 |
0 |
0 |
215 |
0 |
1 |
1 |
672 |
| A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficient in the Presence of Autocorrelation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
340 |
| A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
497 |
| A Model Validation Procedure |
0 |
0 |
1 |
98 |
0 |
2 |
5 |
315 |
| A New Procedure For Multiple Testing Of Econometric Models |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
132 |
| A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
125 |
| A Small Sample Variable Selection Procedure |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
375 |
| A new approach to forecasting based on exponential smoothing with independent regressors |
0 |
0 |
1 |
98 |
0 |
2 |
8 |
179 |
| A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density |
0 |
0 |
0 |
22 |
1 |
1 |
1 |
79 |
| An Improved Nonparametric Unit-Root Test |
0 |
0 |
0 |
114 |
0 |
0 |
0 |
194 |
| Applications of Information Measures to Assess Convergence in the Central Limit Theorem |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
65 |
| Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC |
0 |
0 |
2 |
1,028 |
1 |
3 |
8 |
3,615 |
| Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC |
0 |
0 |
1 |
597 |
1 |
1 |
5 |
2,124 |
| Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
133 |
| Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
87 |
| Bayesian semiparametric GARCH models |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
120 |
| Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors |
0 |
0 |
0 |
242 |
0 |
0 |
1 |
866 |
| Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
384 |
| Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
286 |
| Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant |
0 |
0 |
1 |
55 |
1 |
2 |
3 |
347 |
| Estimation and model specification testing in nonparametric and semiparametric econometric models |
0 |
0 |
0 |
115 |
0 |
0 |
2 |
356 |
| Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation |
0 |
0 |
0 |
370 |
1 |
1 |
1 |
1,278 |
| Estimation of Regression Disturbances Based on Minimum Message Length |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
345 |
| Exponential Smoothing Model Selection for Forecasting |
0 |
0 |
1 |
1,173 |
0 |
3 |
9 |
5,451 |
| Gaussian kernel GARCH models |
0 |
0 |
0 |
47 |
1 |
3 |
7 |
163 |
| Hypothesis Testing Based on a Vector of Statistics |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
44 |
| Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
857 |
| INFLATIONARY EXPECTATIONS IN NEW ZEALAND, A PRELIMINARY STUDY |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
47 |
| Improved Small Sample Midel selection Procedures |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
470 |
| Influence Diagnostics in GARCH Processes |
0 |
0 |
1 |
150 |
0 |
1 |
2 |
459 |
| Local Linear Forecasts Using Cubic Smoothing Splines |
0 |
0 |
2 |
561 |
1 |
2 |
5 |
1,978 |
| Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
274 |
| Maximal Invariant Likelihood Based Testing of Semi-Linear Models |
0 |
0 |
0 |
59 |
0 |
1 |
1 |
260 |
| Model Selection when a Key Parameter Is Constrained to Be in an Interval |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
366 |
| Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
408 |
| Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
428 |
| Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
115 |
| OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
657 |
| One Sided Hypothesis Testing in Econometrics: A Survey |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
966 |
| Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
172 |
| Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function |
0 |
0 |
0 |
77 |
0 |
0 |
0 |
301 |
| Point Optimal Testing: A Survey of the Post 1987 Literature |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
84 |
| Selecting the Order of an ARCH Model |
0 |
0 |
0 |
69 |
0 |
0 |
0 |
285 |
| Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
202 |
| The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
1,343 |
| Total Working Papers |
0 |
0 |
10 |
5,497 |
9 |
28 |
79 |
28,244 |
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