| 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 |
0 |
2 |
36 |
| Bayesian Analysis of ARMA Models |
0 |
0 |
2 |
228 |
0 |
1 |
9 |
604 |
| Bayesian Analysis of ARMA Models using Noninformative Priors |
0 |
0 |
1 |
217 |
0 |
1 |
3 |
819 |
| Bayesian Analysis of ARMA models using Noninformative Priors |
0 |
0 |
1 |
22 |
1 |
2 |
6 |
90 |
| Bayesian Simultaneous Equations Analysis using Reduced Rank Structures |
0 |
0 |
0 |
122 |
0 |
3 |
7 |
438 |
| Bayesian Simultaneous Equations Analysis using Reduced Rank Structures |
0 |
0 |
1 |
22 |
0 |
0 |
4 |
109 |
| Bayesian analysis of ARMA models using noninformative priors |
0 |
0 |
0 |
4 |
0 |
0 |
4 |
18 |
| Bayesian and Classical Approaches to Instrumental Variable Regression |
0 |
0 |
1 |
97 |
1 |
3 |
7 |
354 |
| Bayesian and Classical Approaches to Instrumental Variable Regression |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
158 |
| Bayesian and Classical Approaches to Instrumental Variable Regression |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
216 |
| Bayesian and Classical Approaches to Instrumental Variables Regression |
1 |
1 |
2 |
626 |
3 |
4 |
12 |
2,479 |
| Bayesian and classical approaches to instrumental variable regression |
0 |
0 |
0 |
15 |
0 |
0 |
14 |
146 |
| Cointegration in a periodic vector autoregression |
0 |
1 |
1 |
17 |
0 |
2 |
2 |
59 |
| Conditional densities in econometrics |
0 |
0 |
0 |
13 |
0 |
1 |
6 |
53 |
| Equality Restricted Random Variables: Densities and Sampling Algorithms |
0 |
0 |
0 |
9 |
0 |
1 |
8 |
60 |
| Exact Test Statistics and Distributions of Maximum Likelihood Estimators that result from Orthogonal Parameters |
0 |
0 |
1 |
120 |
0 |
1 |
2 |
851 |
| Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap |
0 |
0 |
0 |
168 |
0 |
0 |
6 |
797 |
| Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic |
0 |
0 |
1 |
37 |
0 |
0 |
5 |
468 |
| Finite-sample instrumental variables inference using an asymptotically pivotal statistic |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
11 |
| Finite-sample instrumental variables inference using an asymptotically pivotal statistic |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
9 |
| Generalized Reduced Rank Tests using the Singular Value Decomposition |
0 |
0 |
2 |
156 |
1 |
3 |
28 |
751 |
| Generalized Reduced Rank Tests using the Singular Value Decomposition |
1 |
2 |
11 |
401 |
2 |
6 |
50 |
1,325 |
| Generalized Reduced Rank Tests using the Singular Value Decomposition |
0 |
2 |
4 |
41 |
3 |
7 |
31 |
239 |
| Higher order approximations of IV statistics that indicate their properties under weak or many instruments |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
312 |
| How to overcome the Jeffreys-Lindleys Paradox for Invariant Bayesian Inference in Regression Models |
0 |
0 |
1 |
82 |
0 |
0 |
4 |
437 |
| Identification and inference in moments based analysis of linear dynamic panel data models |
0 |
4 |
10 |
69 |
2 |
9 |
19 |
160 |
| Inference in Second-Order Identified Models |
0 |
0 |
0 |
19 |
0 |
1 |
1 |
20 |
| Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models |
0 |
0 |
1 |
526 |
0 |
2 |
13 |
1,288 |
| Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models |
0 |
0 |
0 |
641 |
1 |
2 |
7 |
1,619 |
| Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data |
0 |
0 |
1 |
24 |
0 |
0 |
1 |
86 |
| Oil Price Shocks and Long Run Price and Import Demand Behavior |
0 |
0 |
0 |
26 |
0 |
0 |
5 |
114 |
| Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression |
0 |
0 |
1 |
98 |
2 |
5 |
13 |
593 |
| Pivotal Statistics for Testing Subsets of Structural Parameters in the IV Regression Model |
0 |
0 |
0 |
37 |
0 |
1 |
7 |
210 |
| Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration |
0 |
1 |
6 |
40 |
1 |
5 |
16 |
118 |
| Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration |
0 |
0 |
1 |
37 |
1 |
2 |
6 |
137 |
| Reduced Rank Regression using Generalized Method of Moments Estimators with extensions to structural breaks in cointegration models |
0 |
0 |
2 |
18 |
0 |
0 |
7 |
64 |
| Reduced Rank of Regression Using Generalized Method of Moments Estimators |
0 |
1 |
1 |
8 |
0 |
1 |
2 |
23 |
| Testing Parameters in GMM without Assuming that they are identified |
0 |
0 |
1 |
114 |
0 |
2 |
7 |
362 |
| The Bayesian Score Statistic |
0 |
0 |
0 |
133 |
0 |
1 |
3 |
1,197 |
| The Bayesian Score Statistic |
0 |
0 |
1 |
10 |
1 |
2 |
5 |
57 |
| The Joint Estimation of Term Structures and Credit Spreads |
0 |
0 |
0 |
740 |
2 |
2 |
6 |
1,829 |
| The Joint Estimation of Term Structures and Credit Spreads |
0 |
0 |
0 |
6 |
1 |
3 |
5 |
64 |
| Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic |
0 |
0 |
0 |
93 |
0 |
2 |
3 |
479 |
| Unexplained factors and their effects on second pass R-squared’s |
1 |
1 |
3 |
40 |
2 |
6 |
17 |
105 |
| Total Working Papers |
3 |
13 |
57 |
5,079 |
25 |
87 |
366 |
19,364 |
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