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Last month |
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12 months |
Total |

A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity |
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0 |
0 |
0 |
1 |
2 |
3 |
5 |

A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity |
0 |
0 |
1 |
19 |
0 |
1 |
2 |
15 |

A Test for Kronecker Product Structure Covariance Matrix |
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0 |
1 |
16 |
0 |
0 |
2 |
23 |

A Test for Kronecker Product Structure Covariance Matrix |
0 |
0 |
3 |
37 |
0 |
0 |
9 |
15 |

An alternative approach for constructing small sample and limiting distributions of maximum likelihood estimators |
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0 |
0 |
2 |
0 |
0 |
0 |
36 |

Bayesian Analysis of ARMA Models |
0 |
0 |
3 |
238 |
0 |
2 |
11 |
633 |

Bayesian Analysis of ARMA Models using Noninformative Priors |
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1 |
2 |
219 |
0 |
1 |
3 |
826 |

Bayesian Analysis of ARMA models using Noninformative Priors |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
99 |

Bayesian Simultaneous Equations Analysis using Reduced Rank Structures |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
118 |

Bayesian Simultaneous Equations Analysis using Reduced Rank Structures |
0 |
0 |
1 |
124 |
0 |
3 |
5 |
452 |

Bayesian analysis of ARMA models using noninformative priors |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
19 |

Bayesian analysis of ARMA models using noninformative priors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |

Bayesian and Classical Approaches to Instrumental Variable Regression |
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0 |
0 |
0 |
0 |
0 |
1 |
163 |

Bayesian and Classical Approaches to Instrumental Variable Regression |
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0 |
0 |
0 |
0 |
0 |
5 |
236 |

Bayesian and Classical Approaches to Instrumental Variable Regression |
0 |
0 |
2 |
100 |
0 |
0 |
2 |
361 |

Bayesian and Classical Approaches to Instrumental Variables Regression |
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1 |
4 |
638 |
1 |
4 |
11 |
2,525 |

Bayesian and classical approaches to instrumental variable regression |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
156 |

Cointegration in a periodic vector autoregression |
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0 |
2 |
22 |
0 |
0 |
2 |
66 |

Conditional densities in econometrics |
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0 |
0 |
13 |
0 |
0 |
2 |
61 |

Double robust inference for continuous updating GMM |
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0 |
3 |
10 |
0 |
2 |
8 |
22 |

Equality Restricted Random Variables: Densities and Sampling Algorithms |
0 |
0 |
0 |
9 |
0 |
1 |
3 |
68 |

Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters |
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0 |
0 |
121 |
0 |
0 |
4 |
859 |

Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap |
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0 |
0 |
170 |
0 |
0 |
1 |
806 |

Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic |
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0 |
0 |
37 |
0 |
0 |
1 |
469 |

Finite-sample instrumental variables inference using an asymptotically pivotal statistic |
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0 |
0 |
0 |
0 |
0 |
0 |
11 |

Finite-sample instrumental variables inference using an asymptotically pivotal statistic |
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1 |
1 |
2 |
0 |
1 |
3 |
19 |

Generalized Reduced Rank Tests using the Singular Value Decomposition |
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0 |
1 |
43 |
0 |
1 |
5 |
257 |

Generalized Reduced Rank Tests using the Singular Value Decomposition |
0 |
4 |
9 |
426 |
1 |
7 |
22 |
1,393 |

Generalized Reduced Rank Tests using the Singular Value Decomposition |
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0 |
2 |
160 |
0 |
2 |
9 |
780 |

Higher order approximations of IV statistics that indicate their properties under weak or many instruments |
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0 |
0 |
0 |
0 |
0 |
0 |
316 |

How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models |
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0 |
0 |
84 |
0 |
0 |
0 |
441 |

Identification and inference in moments based analysis of linear dynamic panel data models |
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3 |
5 |
79 |
0 |
3 |
10 |
181 |

Identification robust inference for moments based analysis of linear dynamic panel data models |
0 |
2 |
3 |
13 |
0 |
2 |
5 |
16 |

Inference in Second-Order Identified Models |
0 |
0 |
0 |
19 |
0 |
1 |
1 |
27 |

Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models |
0 |
0 |
0 |
642 |
0 |
0 |
3 |
1,628 |

Misspecification and Weak Identification in Asset Pricing |
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0 |
14 |
14 |
0 |
3 |
12 |
12 |

Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data |
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0 |
0 |
24 |
0 |
0 |
1 |
92 |

Oil Price Shocks and Long Run Price and Import Demand Behavior |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
115 |

Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression |
1 |
2 |
3 |
103 |
2 |
4 |
10 |
620 |

Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model |
0 |
0 |
0 |
37 |
0 |
1 |
3 |
213 |

Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration |
0 |
1 |
1 |
46 |
0 |
1 |
3 |
150 |

Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
148 |

Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
66 |

Reduced Rank of Regression Using Generalized Method of Moments Estimators |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
4 |

Reduced Rank of Regression Using Generalized Method of Moments Estimators |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
26 |

Testing Parameters in GMM without Assuming that they are identified |
0 |
0 |
1 |
116 |
0 |
1 |
3 |
372 |

The Bayesian Score Statistic |
1 |
1 |
1 |
134 |
1 |
1 |
10 |
1,216 |

The Bayesian Score Statistic |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
74 |

The Joint Estimation of Term Structures and Credit Spreads |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
70 |

The Joint Estimation of Term Structures and Credit Spreads |
0 |
0 |
0 |
740 |
0 |
0 |
2 |
1,834 |

Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic |
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0 |
1 |
96 |
0 |
0 |
2 |
487 |

Unexplained factors and their effects on second pass R-squared’s |
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0 |
0 |
40 |
0 |
0 |
4 |
121 |

Total Working Papers |
2 |
16 |
65 |
4,769 |
6 |
44 |
190 |
18,723 |