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

A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression |
0 |
0 |
0 |
41 |
0 |
3 |
12 |
38 |

A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression |
0 |
0 |
0 |
34 |
1 |
3 |
11 |
63 |

A Robust Test of Exogeneity Based on Quantile Regressions |
0 |
0 |
1 |
8 |
1 |
4 |
14 |
38 |

A Robust Test of Exogeneity Based on Quantile Regressions |
0 |
0 |
1 |
21 |
1 |
2 |
10 |
33 |

A Test for Endogeneity in Conditional Quantiles |
0 |
0 |
0 |
20 |
0 |
2 |
6 |
83 |

A Test for Endogeneity in Conditional Quantiles |
0 |
0 |
0 |
33 |
1 |
4 |
10 |
64 |

A robust test of exogeneity based on quantile regressions |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
12 |

A test for endogeneity in conditional quantile models |
0 |
0 |
0 |
60 |
0 |
1 |
6 |
76 |

Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights |
0 |
0 |
0 |
11 |
0 |
1 |
5 |
56 |

Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification |
0 |
0 |
0 |
550 |
1 |
5 |
11 |
1,926 |

Bias Transmission In Two-Stage Estimation |
0 |
0 |
0 |
38 |
1 |
2 |
6 |
122 |

Bias Transmission and Variance Reduction in Two-Stage Quantile Regression |
0 |
0 |
0 |
39 |
0 |
2 |
15 |
151 |

Bias Transmission and Variance Reduction in Two-Stage Quantile Regression |
0 |
0 |
0 |
7 |
0 |
0 |
6 |
40 |

Dealing with Markov-Switching Parameters in Quantile Regression Models |
0 |
1 |
36 |
36 |
1 |
2 |
36 |
36 |

Does Political Orientation Affect Happiness? The Case of South Korea |
1 |
5 |
14 |
14 |
3 |
9 |
29 |
29 |

EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST |
0 |
0 |
0 |
284 |
0 |
1 |
10 |
601 |

Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression |
0 |
0 |
3 |
39 |
2 |
3 |
11 |
101 |

Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan |
0 |
0 |
0 |
114 |
0 |
2 |
16 |
383 |

Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan |
0 |
0 |
0 |
12 |
1 |
3 |
13 |
96 |

Forecasting Changes in UK Interest Rates |
0 |
0 |
0 |
11 |
0 |
1 |
12 |
90 |

Forecasting Changes in UK Interest Rates |
0 |
0 |
0 |
121 |
0 |
1 |
18 |
372 |

Forecasting changes in UK interest rates |
0 |
0 |
0 |
25 |
0 |
2 |
11 |
141 |

Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression |
0 |
0 |
0 |
6 |
0 |
1 |
10 |
34 |

Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy |
3 |
7 |
59 |
59 |
5 |
13 |
57 |
57 |

Inconsistency transmission and variance reduction in two-stage quantile regression |
0 |
2 |
18 |
18 |
0 |
3 |
17 |
21 |

James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator |
0 |
0 |
0 |
4 |
0 |
2 |
6 |
53 |

James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator |
0 |
0 |
1 |
5 |
0 |
3 |
18 |
73 |

James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator |
0 |
0 |
0 |
4 |
1 |
4 |
8 |
39 |

Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR |
0 |
0 |
6 |
184 |
2 |
6 |
27 |
541 |

Multi-dimensional Risk and its Diversification |
0 |
0 |
1 |
33 |
0 |
3 |
12 |
96 |

On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index |
2 |
3 |
8 |
64 |
2 |
6 |
21 |
177 |

On measuring the nonlinear effect of interest rates on inflation and output |
0 |
0 |
1 |
72 |
0 |
3 |
9 |
101 |

Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom |
0 |
0 |
4 |
218 |
1 |
2 |
20 |
478 |

Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework |
0 |
0 |
11 |
98 |
0 |
3 |
61 |
275 |

Revisiting Growth Empirics Based on IV Panel Quantile Regression |
0 |
0 |
5 |
37 |
1 |
2 |
24 |
87 |

Revisiting the Effect of FDI on Economic Growth using Quantile Regression |
0 |
2 |
14 |
84 |
1 |
7 |
42 |
139 |

Spurious Nonlinear Regressions In Econometrics |
0 |
0 |
0 |
120 |
0 |
2 |
6 |
210 |

Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being |
0 |
0 |
1 |
46 |
4 |
8 |
33 |
99 |

TWO-STAGE HUBER ESTIMATION |
0 |
0 |
0 |
158 |
0 |
1 |
5 |
652 |

TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION |
0 |
1 |
3 |
192 |
1 |
3 |
10 |
467 |

Testing for Autocorrelation in Quantile Regression Models |
0 |
0 |
1 |
48 |
0 |
1 |
13 |
97 |

Testing for Autocorrelation in Quantile Regression Models |
0 |
0 |
5 |
213 |
2 |
11 |
37 |
617 |

Testing for Structural Breaks in Return-Based Style Regression Models |
1 |
2 |
26 |
26 |
2 |
4 |
14 |
14 |

The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers |
0 |
0 |
0 |
15 |
1 |
6 |
22 |
86 |

The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers |
0 |
0 |
0 |
7 |
0 |
4 |
15 |
60 |

UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE |
0 |
1 |
1 |
60 |
1 |
4 |
14 |
105 |

VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles |
1 |
1 |
3 |
158 |
4 |
7 |
33 |
410 |

VAR for VaR: measuring systemic risk using multivariate regression quantiles |
0 |
1 |
8 |
124 |
2 |
8 |
26 |
331 |

VAR for VaR: measuring tail dependence using multivariate regression quantiles |
0 |
0 |
6 |
49 |
7 |
13 |
58 |
180 |

Total Working Papers |
8 |
26 |
237 |
3,620 |
51 |
185 |
892 |
10,050 |