| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators |
0 |
0 |
0 |
2 |
0 |
2 |
2 |
36 |
| Bayesian Analysis of ARMA Models |
0 |
0 |
0 |
226 |
0 |
1 |
3 |
596 |
| Bayesian Analysis of ARMA Models using Noninformative Priors |
0 |
1 |
1 |
217 |
1 |
2 |
5 |
818 |
| Bayesian Analysis of ARMA models using Noninformative Priors |
0 |
0 |
1 |
21 |
0 |
3 |
7 |
87 |
| Bayesian Simultaneous Equations Analysis using Reduced Rank Structures |
0 |
0 |
0 |
21 |
1 |
2 |
8 |
107 |
| Bayesian Simultaneous Equations Analysis using Reduced Rank Structures |
0 |
0 |
3 |
122 |
2 |
2 |
15 |
433 |
| Bayesian analysis of ARMA models using noninformative priors |
0 |
0 |
0 |
4 |
0 |
4 |
8 |
18 |
| Bayesian and Classical Approaches to Instrumental Variable Regression |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
213 |
| Bayesian and Classical Approaches to Instrumental Variable Regression |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
157 |
| Bayesian and Classical Approaches to Instrumental Variable Regression |
0 |
0 |
0 |
96 |
2 |
2 |
4 |
349 |
| Bayesian and Classical Approaches to Instrumental Variables Regression |
0 |
1 |
2 |
625 |
3 |
6 |
23 |
2,473 |
| Bayesian and classical approaches to instrumental variable regression |
0 |
0 |
0 |
15 |
4 |
9 |
15 |
141 |
| Cointegration in a periodic vector autoregression |
0 |
0 |
1 |
16 |
0 |
0 |
3 |
57 |
| Conditional densities in econometrics |
0 |
0 |
0 |
13 |
2 |
4 |
10 |
51 |
| Equality Restricted Random Variables: Densities and Sampling Algorithms |
0 |
0 |
0 |
9 |
1 |
4 |
5 |
56 |
| Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters |
0 |
0 |
0 |
119 |
0 |
0 |
4 |
849 |
| Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap |
0 |
0 |
0 |
168 |
2 |
3 |
11 |
794 |
| Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic |
0 |
0 |
0 |
36 |
2 |
2 |
7 |
465 |
| Finite-sample instrumental variables inference using an asymptotically pivotal statistic |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
| Finite-sample instrumental variables inference using an asymptotically pivotal statistic |
0 |
0 |
0 |
1 |
0 |
1 |
5 |
11 |
| Generalized Reduced Rank Tests using the Singular Value Decomposition |
1 |
6 |
18 |
396 |
5 |
19 |
53 |
1,294 |
| Generalized Reduced Rank Tests using the Singular Value Decomposition |
0 |
0 |
1 |
154 |
3 |
7 |
20 |
730 |
| Generalized Reduced Rank Tests using the Singular Value Decomposition |
0 |
1 |
2 |
38 |
3 |
9 |
20 |
217 |
| Higher order approximations of IV statistics that indicate their properties under weak or many instruments |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
310 |
| How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models |
0 |
0 |
1 |
81 |
2 |
2 |
5 |
435 |
| Identification and inference in moments based analysis of linear dynamic panel data models |
1 |
3 |
3 |
62 |
2 |
4 |
9 |
145 |
| Inference in Second-Order Identified Models |
0 |
0 |
2 |
19 |
0 |
0 |
8 |
19 |
| Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models |
0 |
0 |
0 |
641 |
0 |
0 |
4 |
1,612 |
| Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models |
0 |
0 |
3 |
525 |
1 |
3 |
16 |
1,278 |
| Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data |
0 |
0 |
1 |
23 |
0 |
0 |
2 |
85 |
| Oil Price Shocks and Long Run Price and Import Demand Behavior |
0 |
0 |
0 |
26 |
0 |
2 |
7 |
111 |
| Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression |
0 |
0 |
0 |
97 |
3 |
6 |
9 |
586 |
| Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model |
0 |
0 |
1 |
37 |
1 |
4 |
16 |
207 |
| Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration |
0 |
0 |
0 |
34 |
0 |
2 |
6 |
104 |
| Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration |
1 |
1 |
2 |
37 |
2 |
4 |
10 |
135 |
| Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models |
0 |
1 |
2 |
17 |
2 |
5 |
8 |
62 |
| Reduced Rank of Regression Using Generalized Method of Moments Estimators |
0 |
0 |
1 |
7 |
0 |
1 |
6 |
22 |
| Testing Parameters in GMM without Assuming that they are identified |
0 |
0 |
1 |
113 |
3 |
3 |
12 |
358 |
| The Bayesian Score Statistic |
0 |
0 |
1 |
9 |
1 |
1 |
5 |
53 |
| The Bayesian Score Statistic |
0 |
0 |
0 |
133 |
1 |
2 |
4 |
1,196 |
| The Joint Estimation of Term Structures and Credit Spreads |
0 |
0 |
2 |
740 |
2 |
3 |
11 |
1,826 |
| The Joint Estimation of Term Structures and Credit Spreads |
0 |
0 |
0 |
6 |
0 |
0 |
6 |
59 |
| Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic |
0 |
0 |
0 |
93 |
0 |
0 |
2 |
476 |
| Unexplained factors and their effects on second pass R-squared’s |
0 |
1 |
3 |
38 |
2 |
6 |
15 |
94 |
| Total Working Papers |
3 |
15 |
52 |
5,037 |
55 |
132 |
405 |
19,130 |
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