| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Factor Analysis of Bond Risk Premia |
1 |
1 |
3 |
187 |
1 |
3 |
12 |
493 |
| A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
76 |
| A New Look at Panel Testing of Stationarity and the PPP Hypothesis |
0 |
0 |
0 |
87 |
0 |
0 |
0 |
595 |
| A New Look at Panel Testing of Stationarity and the PPP Hypothesis |
0 |
0 |
0 |
490 |
0 |
1 |
1 |
1,348 |
| A Note on the Selection of Time Series Models |
0 |
0 |
0 |
1,103 |
0 |
1 |
2 |
2,336 |
| A PANIC Attack on Unit Roots and Cointegration |
0 |
1 |
1 |
894 |
0 |
3 |
12 |
2,517 |
| A Panic Attack on Unit Roots and Cointegration |
0 |
0 |
0 |
158 |
0 |
3 |
11 |
1,092 |
| A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
256 |
| A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
767 |
| A Semi-Parametric Factor Model for Interest Rates |
0 |
0 |
0 |
347 |
0 |
0 |
1 |
2,297 |
| A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure |
0 |
0 |
0 |
298 |
0 |
0 |
0 |
2,743 |
| A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure |
0 |
0 |
0 |
354 |
0 |
1 |
1 |
1,440 |
| A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
656 |
| A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks |
0 |
0 |
0 |
152 |
0 |
0 |
0 |
417 |
| A Test for Conditional Symmetry in Time Series Models |
0 |
0 |
1 |
470 |
0 |
0 |
1 |
2,020 |
| A systematic framework for analyzing the dynamic effects of permanent and transitory shocks |
1 |
2 |
2 |
14 |
1 |
2 |
4 |
73 |
| Accounting for Trends in the Almost Ideal Demand System |
0 |
0 |
0 |
615 |
1 |
1 |
2 |
2,489 |
| Adjustment Costs and Factor Demands in Canadian Manufacturing Industries |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
281 |
| Adjustment Costs and Factor Demands in Canadian Manufacturing Industries |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
146 |
| An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1,244 |
| An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests |
0 |
0 |
0 |
76 |
0 |
2 |
7 |
372 |
| An Econometric Perspective on Algorithmic Subsampling |
0 |
0 |
1 |
29 |
0 |
0 |
1 |
36 |
| An econometric perspective on algorithmic subsampling |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| Analysis of Vector Autoregressions in the Presence of Shifts in Mean |
0 |
1 |
1 |
347 |
1 |
2 |
2 |
1,499 |
| Approximate Factor Models with Weaker Loadings |
0 |
1 |
1 |
61 |
0 |
1 |
9 |
59 |
| Are More Data Always Better for Factor Analysis? |
0 |
0 |
3 |
386 |
1 |
2 |
8 |
1,131 |
| Assessing Three Estimators of Latent Factors with Calibrated Macroeconomic Data |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
139 |
| Boosting High Dimensional Predictive Regressions with Time Varying Parameters |
0 |
1 |
1 |
62 |
0 |
1 |
1 |
67 |
| COVID-19 and The Macroeconomic Effects of Costly Disasters |
0 |
3 |
10 |
220 |
1 |
9 |
33 |
716 |
| Can Sticky Prices Account for the Variations and Persistence in Real Exchange Rates? |
0 |
0 |
0 |
66 |
1 |
1 |
2 |
346 |
| Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor |
0 |
0 |
1 |
220 |
1 |
1 |
3 |
504 |
| Demand Systems With Nonstationary Prices |
0 |
0 |
0 |
338 |
1 |
1 |
1 |
1,151 |
| Determining the Number of Factors in Approximate Factor Models |
0 |
1 |
1 |
400 |
5 |
7 |
15 |
1,158 |
| Determining the Number of Factors in Approximate Factor Models |
2 |
7 |
15 |
1,456 |
9 |
21 |
54 |
4,702 |
| Dynamic hierarchical factor models |
0 |
0 |
3 |
180 |
0 |
1 |
12 |
646 |
| Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators |
0 |
0 |
1 |
386 |
0 |
1 |
5 |
2,385 |
| Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators |
0 |
0 |
2 |
15 |
0 |
0 |
2 |
89 |
| Estimation and Inference by Stochastic Optimization: Three Examples |
0 |
0 |
0 |
17 |
0 |
1 |
3 |
22 |
| Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
229 |
| Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
158 |
| Estimation of DSGE Models When the Data are Persistent |
0 |
0 |
0 |
142 |
0 |
0 |
6 |
426 |
| Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties |
0 |
1 |
1 |
40 |
0 |
1 |
2 |
151 |
| Evaluating Latent and Observed Factors in Macroeconomics and Financ |
0 |
0 |
0 |
540 |
0 |
1 |
6 |
1,371 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
157 |
0 |
0 |
1 |
1,096 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
181 |
| Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
136 |
| Explaining the Persistence of Commodity Prices |
0 |
0 |
0 |
111 |
0 |
1 |
3 |
429 |
| Explaining the Persistence of Commodity Prices |
0 |
0 |
0 |
708 |
0 |
0 |
3 |
3,907 |
| FRED-MD: A Monthly Database for Macroeconomic Research |
2 |
5 |
20 |
249 |
7 |
21 |
108 |
846 |
| FRED-QD: A Quarterly Database for Macroeconomic Research |
1 |
1 |
3 |
30 |
3 |
5 |
22 |
126 |
| FRED-QD: A Quarterly Database for Macroeconomic Research |
0 |
0 |
2 |
60 |
0 |
2 |
13 |
93 |
| Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions |
0 |
0 |
0 |
41 |
0 |
1 |
5 |
80 |
| Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling |
0 |
0 |
3 |
136 |
1 |
1 |
9 |
330 |
| Forecasting Autoregressive Time Series in the Presence of Deterministic Components |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
107 |
| Forecasting Dynamic Time Series in the Presence of Deterministic Components |
0 |
0 |
1 |
442 |
0 |
0 |
2 |
2,020 |
| How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
236 |
| How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis |
0 |
0 |
0 |
40 |
0 |
0 |
3 |
215 |
| How Important are Intergenerational Transfers of Time? A Macroeconomic Analysis |
0 |
0 |
0 |
175 |
0 |
0 |
6 |
1,302 |
| Inference by Stochastic Optimization: A Free-Lunch Bootstrap |
0 |
0 |
0 |
18 |
1 |
2 |
3 |
33 |
| Intergenerational Linkages in Consumption Behavior |
0 |
0 |
1 |
322 |
0 |
1 |
2 |
1,697 |
| Intergenerational Linkages in Consumption Behavior |
0 |
0 |
0 |
209 |
0 |
0 |
2 |
925 |
| Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power |
0 |
0 |
4 |
1,963 |
0 |
2 |
22 |
6,060 |
| Latent Dirichlet Analysis of Categorical Survey Expectations |
0 |
0 |
0 |
4 |
0 |
0 |
5 |
27 |
| Latent Dirichlet Analysis of Categorical Survey Responses |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
53 |
| Least Squares Estimation Using Sketched Data with Heteroskedastic Errors |
0 |
0 |
0 |
20 |
1 |
1 |
2 |
37 |
| Level and Volatility Factors in Macroeconomic Data |
1 |
1 |
2 |
52 |
2 |
3 |
5 |
80 |
| Looking for Evidence of Speculative Stockholding in Commodity Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
138 |
| Looking for Evidence of Speculative Stockholding in Commodity Markets |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
103 |
| Macro Factors in Bond Risk Premia |
1 |
1 |
1 |
406 |
1 |
1 |
7 |
1,133 |
| Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data |
0 |
0 |
0 |
64 |
2 |
3 |
6 |
159 |
| Measuring Uncertainty |
1 |
2 |
6 |
202 |
5 |
10 |
34 |
849 |
| Minimum Distance Estimation of Dynamic Models with Errors-In-Variables |
0 |
0 |
0 |
22 |
1 |
1 |
1 |
101 |
| Minimum distance estimation of possibly non-invertible moving average models |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
91 |
| Modeling Macroeconomic Variations After COVID-19 |
0 |
0 |
7 |
54 |
2 |
3 |
14 |
138 |
| Modeling Macroeconomic Variations after Covid-19 |
0 |
2 |
9 |
71 |
0 |
3 |
27 |
143 |
| Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
261 |
| Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent |
1 |
1 |
1 |
33 |
2 |
2 |
3 |
134 |
| Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
83 |
| PPP May not Hold After all: A Further Investigation |
0 |
0 |
0 |
278 |
0 |
0 |
3 |
935 |
| PPP May not Hold Afterall: A Further Investigation |
0 |
0 |
1 |
18 |
0 |
1 |
7 |
330 |
| Panel Cointegration with Global Stochastic Trends |
0 |
0 |
1 |
471 |
0 |
1 |
5 |
1,045 |
| Parametric and Non-Parametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
120 |
1 |
2 |
3 |
927 |
| Parametric and Nonparametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
187 |
| Parametric and Nonparametric Approaches to Price and Tax Reform |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
445 |
| Parametric and non-parametric approaches to price and tax reform |
0 |
0 |
0 |
327 |
0 |
0 |
0 |
1,902 |
| Principal Components and Regularized Estimation of Factor Models |
0 |
1 |
1 |
83 |
0 |
1 |
4 |
171 |
| Shock Restricted Structural Vector-Autoregressions |
0 |
0 |
2 |
142 |
0 |
3 |
10 |
198 |
| Simpler Proofs for Approximate Factor Models of Large Dimensions |
0 |
1 |
2 |
51 |
0 |
2 |
7 |
62 |
| Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean |
0 |
0 |
0 |
445 |
0 |
2 |
2 |
1,825 |
| Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary |
0 |
0 |
0 |
2 |
0 |
0 |
6 |
1,499 |
| Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary |
0 |
0 |
0 |
25 |
1 |
1 |
4 |
132 |
| Tests for Skewness, Kurtosis, and Normality for Time Series Data |
1 |
1 |
5 |
4,592 |
1 |
1 |
14 |
19,873 |
| The ABC of Simulation Estimation with Auxiliary Statistics |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
29 |
| The Empirical Risk-Return Relation: A Factor Analysis Approach |
0 |
0 |
1 |
580 |
0 |
2 |
6 |
1,605 |
| The Empirical Risk-Return Relation: a factor analysis approach |
0 |
0 |
1 |
277 |
0 |
0 |
5 |
792 |
| The Exact Error in Estimating the Special Density at the Origin |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
337 |
| The Exact Error in Estimating the Special Density at the Origin |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
83 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
200 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
83 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
241 |
| Time Series Estimation of the Dynamic Effects of Disaster-Type Shock |
0 |
0 |
0 |
33 |
0 |
1 |
3 |
36 |
| Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
0 |
1 |
5 |
210 |
3 |
7 |
25 |
684 |
| Understanding and Comparing Factor-Based Forecasts |
0 |
0 |
0 |
97 |
0 |
0 |
1 |
283 |
| Understanding and Comparing Factor-Based Forecasts |
0 |
0 |
1 |
200 |
1 |
1 |
2 |
524 |
| Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag |
0 |
0 |
1 |
259 |
0 |
0 |
1 |
683 |
| Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
1,020 |
| Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties |
0 |
0 |
0 |
68 |
0 |
0 |
1 |
284 |
| Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties |
0 |
0 |
0 |
1 |
0 |
2 |
5 |
352 |
| Total Working Papers |
12 |
36 |
129 |
24,375 |
68 |
169 |
665 |
100,763 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Note on the Selection of Time Series Models |
0 |
2 |
6 |
259 |
1 |
3 |
9 |
642 |
| A PANIC Attack on Unit Roots and Cointegration |
0 |
1 |
9 |
1,042 |
0 |
6 |
30 |
3,097 |
| A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure |
0 |
0 |
0 |
71 |
0 |
0 |
1 |
332 |
| A Simple Test for Nonstationarity in Mixed Panels |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
118 |
| A consistent test for conditional symmetry in time series models |
0 |
0 |
0 |
57 |
0 |
1 |
4 |
213 |
| A hierarchical factor analysis of U.S. housing market dynamics |
0 |
0 |
1 |
3 |
0 |
0 |
3 |
53 |
| A hierarchical factor analysis of U.S. housing market dynamics |
0 |
0 |
1 |
117 |
0 |
0 |
4 |
339 |
| A systematic framework for analyzing the dynamic effects of permanent and transitory shocks |
0 |
3 |
4 |
346 |
1 |
5 |
13 |
758 |
| AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS |
0 |
1 |
1 |
82 |
1 |
2 |
2 |
203 |
| ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN |
1 |
2 |
3 |
77 |
1 |
2 |
4 |
262 |
| An Econometric Perspective on Algorithmic Subsampling |
1 |
2 |
2 |
4 |
1 |
2 |
3 |
22 |
| Are more data always better for factor analysis? |
0 |
0 |
7 |
475 |
0 |
5 |
27 |
1,468 |
| Boosting diffusion indices |
0 |
0 |
3 |
113 |
0 |
0 |
7 |
409 |
| Boosting high dimensional predictive regressions with time varying parameters |
0 |
0 |
1 |
12 |
0 |
0 |
3 |
42 |
| COVID-19 and the Costs of Deadly Disasters |
0 |
0 |
0 |
31 |
1 |
2 |
7 |
63 |
| Can sticky prices account for the variations and persistence in real exchange rates? |
0 |
0 |
0 |
37 |
0 |
1 |
1 |
122 |
| Commodity Prices, Convenience Yields, and Inflation |
1 |
1 |
5 |
119 |
2 |
6 |
24 |
436 |
| Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions |
0 |
0 |
3 |
199 |
0 |
0 |
7 |
725 |
| Constructing Common Factors from Continuous and Categorical Data |
0 |
0 |
0 |
3 |
2 |
2 |
4 |
40 |
| Demand Systems with Nonstationary Prices |
0 |
0 |
1 |
50 |
0 |
1 |
2 |
255 |
| Detecting Information Pooling: Evidence from Earnings Forecasts after Brokerage Mergers |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
136 |
| Determining the Number of Factors in Approximate Factor Models |
0 |
0 |
0 |
1,297 |
5 |
11 |
50 |
5,023 |
| Determining the Number of Primitive Shocks in Factor Models |
0 |
0 |
2 |
383 |
1 |
2 |
5 |
858 |
| Dynamic Hierarchical Factor Model |
1 |
1 |
8 |
154 |
1 |
5 |
28 |
749 |
| Dynamic Identification of Dynamic Stochastic General Equilibrium Models |
0 |
0 |
1 |
102 |
0 |
0 |
2 |
340 |
| ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
130 |
| Editors' Report 2006 |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
53 |
| Editors' Report 2007 |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
65 |
| Editors' Report 2008 |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
56 |
| Editors’ Report 2009 |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
53 |
| Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators |
0 |
0 |
5 |
98 |
0 |
0 |
8 |
383 |
| Estimation and Inference by Stochastic Optimization: Three Examples |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
14 |
| Estimation and inference in nearly unbalanced nearly cointegrated systems |
0 |
0 |
0 |
90 |
0 |
1 |
3 |
284 |
| Estimation of DSGE models when the data are persistent |
0 |
0 |
3 |
121 |
0 |
0 |
4 |
498 |
| Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown |
1 |
1 |
5 |
35 |
2 |
2 |
11 |
167 |
| Evaluating latent and observed factors in macroeconomics and finance |
0 |
1 |
9 |
367 |
1 |
7 |
31 |
874 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
515 |
| Explaining the Persistence of Commodity Prices |
0 |
0 |
1 |
144 |
0 |
0 |
5 |
468 |
| Extremum Estimation when the Predictors are Estimated from Large Panels |
0 |
0 |
0 |
41 |
1 |
1 |
1 |
254 |
| FRED-MD: A Monthly Database for Macroeconomic Research |
6 |
22 |
94 |
357 |
24 |
63 |
296 |
1,148 |
| FRED-QD: A Quarterly Database for Macroeconomic Research |
1 |
1 |
17 |
50 |
10 |
31 |
121 |
378 |
| Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling |
0 |
1 |
4 |
267 |
1 |
4 |
15 |
828 |
| Forecasting autoregressive time series in the presence of deterministic components |
0 |
0 |
0 |
83 |
0 |
0 |
0 |
525 |
| Forecasting economic time series using targeted predictors |
0 |
6 |
48 |
833 |
5 |
25 |
129 |
2,078 |
| INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT |
1 |
2 |
4 |
111 |
1 |
3 |
10 |
273 |
| Intergenerational Linkages in Consumption Behavior |
0 |
0 |
1 |
48 |
0 |
2 |
6 |
211 |
| Intergenerational Time Transfers and Childcare |
0 |
0 |
3 |
157 |
1 |
2 |
17 |
639 |
| LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power |
0 |
0 |
0 |
1,132 |
1 |
2 |
15 |
3,177 |
| Large Dimensional Factor Analysis |
2 |
8 |
24 |
152 |
4 |
16 |
50 |
410 |
| Latent Dirichlet Analysis of Categorical Survey Responses |
0 |
0 |
3 |
7 |
1 |
2 |
6 |
18 |
| Level and volatility factors in macroeconomic data |
0 |
0 |
0 |
28 |
2 |
4 |
4 |
110 |
| Looking for evidence of speculative stockholding in commodity markets |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
158 |
| MEASUREMENT ERRORS IN DYNAMIC MODELS |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
62 |
| Macro Factors in Bond Risk Premia |
2 |
3 |
8 |
143 |
4 |
10 |
32 |
684 |
| Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data |
1 |
2 |
5 |
12 |
2 |
4 |
14 |
38 |
| Measuring Uncertainty |
2 |
8 |
36 |
408 |
10 |
33 |
142 |
1,719 |
| Minimum Distance Estimation of Possibly Noninvertible Moving Average Models |
0 |
0 |
0 |
4 |
0 |
2 |
2 |
30 |
| PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION |
0 |
0 |
0 |
100 |
0 |
1 |
2 |
253 |
| PPP May not Hold Afterall: A Further Investigation |
0 |
0 |
0 |
41 |
1 |
1 |
1 |
297 |
| Panel cointegration with global stochastic trends |
0 |
0 |
6 |
304 |
0 |
0 |
10 |
795 |
| Principal components estimation and identification of static factors |
0 |
1 |
6 |
175 |
0 |
1 |
15 |
587 |
| Rank regularized estimation of approximate factor models |
0 |
0 |
3 |
39 |
0 |
1 |
8 |
116 |
| Review of Coint 2.0 |
0 |
0 |
0 |
279 |
0 |
0 |
0 |
714 |
| Selecting Instrumental Variables in a Data Rich Environment |
0 |
0 |
0 |
173 |
0 |
0 |
0 |
481 |
| Simulated minimum distance estimation of dynamic models with errors-in-variables |
0 |
0 |
0 |
16 |
0 |
0 |
3 |
145 |
| THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
14 |
| Testing Cross-Section Correlation in Panel Data Using Spacings |
0 |
0 |
0 |
141 |
1 |
1 |
1 |
468 |
| Testing for ARCH in the presence of a possibly misspecified conditional mean |
0 |
0 |
1 |
53 |
0 |
0 |
6 |
250 |
| Testing for Homogeneity in Demand Systems When the Regressors Are Nonstationary |
0 |
0 |
0 |
191 |
0 |
1 |
1 |
827 |
| Testing for unit roots in flow data sampled at different frequencies |
0 |
0 |
0 |
17 |
1 |
1 |
3 |
110 |
| Tests for Skewness, Kurtosis, and Normality for Time Series Data |
0 |
0 |
4 |
311 |
1 |
2 |
17 |
884 |
| The ABC of simulation estimation with auxiliary statistics |
0 |
0 |
0 |
7 |
1 |
1 |
1 |
66 |
| The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information |
0 |
0 |
1 |
40 |
0 |
0 |
1 |
347 |
| The empirical risk-return relation: A factor analysis approach |
0 |
0 |
4 |
418 |
0 |
2 |
38 |
1,088 |
| Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? |
1 |
4 |
29 |
68 |
5 |
22 |
79 |
196 |
| Understanding and Comparing Factor-Based Forecasts |
0 |
0 |
5 |
193 |
1 |
4 |
16 |
608 |
| Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties |
0 |
1 |
4 |
352 |
1 |
4 |
21 |
1,014 |
| Viewpoint: Boosting Recessions |
0 |
0 |
0 |
6 |
1 |
2 |
4 |
29 |
| Viewpoint: Boosting Recessions |
0 |
0 |
1 |
110 |
2 |
4 |
13 |
319 |
| Total Journal Articles |
21 |
74 |
393 |
12,896 |
104 |
322 |
1,408 |
42,613 |
LogEc is hosted by the
Örebro University School of Business.