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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Joint Chow Test for Structural Instability 0 0 0 60 1 3 4 204
An analysis of the indicator saturation estimator as a robust regression 0 0 1 63 0 0 2 223
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 61 0 0 0 236
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 14 0 0 1 93
Analysis of co-explosive processes 0 0 3 129 0 0 5 477
Asymptotic Results for Cointegration Tests in Non-Stable Cases 0 0 0 0 0 0 0 302
Asymptotic analysis of the Forward Search 0 0 0 8 0 2 3 77
Asymptotic analysis of the Forward Search 0 0 0 79 0 0 0 59
Asymptotic analysis of the Forward Search 0 0 0 14 0 0 0 51
Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends 0 0 0 36 0 0 0 134
Asymptotic properties of least squares statistics in general vector autoregressive models 0 0 0 127 0 0 0 543
Asymptotic results for cointegration tests in non-stable case 0 0 0 36 0 0 0 194
Asymptotic theory for cointegration analysis when the cointegration rank is deficient 0 0 1 106 0 0 1 116
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 22 0 0 2 84
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 46 0 0 0 96
Bartlett Correction of the Unit Root test in Autoregressive Models 0 0 0 0 0 1 1 404
Bartlett correction of the unit root test in autoregressive models 0 0 0 99 0 0 0 412
Causal transmission in reduced-form models 0 0 2 128 1 3 10 362
Chain-Ladder as Maximum Likelihood Revisited 0 0 0 0 0 1 1 100
Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend 0 1 3 962 0 1 7 1,606
Convergence to Stochastic Integrals with Non-linear integrands 0 0 0 77 0 1 3 205
Correlograms for non-stationary autoregressions 0 0 0 334 0 0 2 1,388
Deviance analysis of age-period-cohort models 1 2 3 55 1 2 8 161
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 31 0 0 2 806
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 1 1 1 57 1 1 2 953
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 18 0 1 1 776
Forecasting in an extended chain-ladder-type model 0 0 2 47 0 0 6 150
Forecasting with the age-period-cohort model and the extended chain-ladder model 0 0 1 238 1 3 5 795
Identification of the age-period-cohort model and the extended chain ladder model 0 0 0 163 0 0 1 487
Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality 0 0 1 27 0 1 3 120
Measuring and forecasting financial variability using realised variance with and without a model 0 1 2 199 0 1 2 962
On the Explosive Nature of Hyper-Inflation Data 0 0 0 58 1 1 2 240
On the distribution of tests of cointegration rank 0 0 0 65 0 0 0 219
Optimal hedging with the cointegrated vector autoregressive model 0 0 0 18 0 0 1 75
Order determination in general vector autoregressions 0 1 7 637 2 6 31 1,552
Outlier detection algorithms for least squares time series regression 0 0 0 157 0 0 0 161
Outlier detection algorithms for least squares time series regression 0 0 0 31 0 0 0 87
Power of tests for unit roots in the presence of a linear trend 0 0 0 59 0 0 0 155
Properties of Estimated Characteristic Roots 0 0 0 51 0 1 1 311
Properties of etimated characteristic roots 0 0 0 31 0 0 1 192
Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model 0 0 0 83 0 0 1 247
Significance test in bivariate canonical correlation analysis 0 0 0 283 0 1 1 1,523
Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression 0 0 0 92 0 0 0 350
Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms 0 0 0 54 0 0 0 230
Test for cointegration rank in general vector autoregressions 0 0 4 57 0 0 4 126
Testing for rational bubbles in a co-explosive vector autoregression 0 0 0 49 0 1 1 123
Testing for rational bubbles in a co-explosive vector autoregression 0 0 0 75 0 0 1 147
The Geometric Chain-Ladder 0 0 1 41 0 0 1 91
The empirical process of autoregressive residuals 0 0 0 114 0 4 8 476
The role of income in money demand during hyper-inflation: the case of Yugoslavia 0 0 0 75 0 0 0 332
Two sided analysis of variance with a latent time series 0 0 0 31 0 0 1 309
apc: A Package for Age-Period-Cohort Analysis 0 0 3 57 0 0 9 202
Total Working Papers 2 6 35 5,354 8 35 135 19,724

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Joint Chow Test for Structural Instability 0 0 3 36 0 3 11 213
ANALYSIS OF COEXPLOSIVE PROCESSES 0 0 0 32 0 0 2 101
ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS 0 0 0 9 0 0 0 47
Asymptotic Inference on Cointegrating Rank in Partial Systems 0 0 0 0 0 1 2 510
Cointegration analysis in the presence of structural breaks in the deterministic trend 2 2 7 2,161 4 8 22 4,515
Correlograms for non‐stationary autoregressions 1 1 1 54 1 1 2 271
Forecasting in an Extended Chain‐Ladder‐Type Model 0 0 0 0 0 0 0 47
Forecasting with the age-period-cohort model and the extended chain-ladder model 0 0 0 28 0 0 1 96
Identification of the age-period-cohort model and the extended chain-ladder model 0 0 1 21 0 0 1 95
Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality 0 0 0 14 0 0 0 51
Inference in Cointegrating Models: UK M1 Revisited 0 1 1 12 0 4 4 55
Likelihood analysis of a first‐order autoregressive model with exponential innovations 0 0 0 124 0 1 1 508
On convergence of multivariate Laplace transforms 0 0 0 12 0 0 0 67
On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank 0 0 0 53 0 0 0 494
On the Explosive Nature of Hyper-Inflation Data 0 0 1 79 0 0 1 405
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator 0 0 1 35 0 1 3 194
Power of Tests for Unit Roots in the Presence of a Linear Trend* 0 0 0 15 0 0 0 55
STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS 0 0 0 15 0 0 0 91
Similarity Issues in Cointegration Analysis 0 0 0 113 0 0 0 293
Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression 0 0 0 30 0 0 0 146
Testing for rational bubbles in a coexplosive vector autoregression 0 0 0 0 1 1 3 76
The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes 0 0 0 1 0 0 1 236
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 0 0 1 228
The empirical process of autoregressive residuals 0 0 0 30 0 0 2 216
Total Journal Articles 3 4 15 2,916 6 20 57 9,010

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Preface to Econometric Modeling: A Likelihood Approach 0 0 1 131 0 0 1 326
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 0 0 0 181 0 0 0 778
Total Chapters 0 0 1 312 0 0 1 1,104

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