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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 2 2 6 207
An analysis of the indicator saturation estimator as a robust regression 0 0 1 63 1 1 4 225
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 14 1 1 1 94
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 61 1 2 2 238
Analysis of co-explosive processes 1 1 1 130 4 5 5 482
Asymptotic Results for Cointegration Tests in Non-Stable Cases 0 0 0 0 1 1 1 303
Asymptotic analysis of the Forward Search 0 0 0 8 3 4 8 82
Asymptotic analysis of the Forward Search 0 0 0 14 1 3 3 54
Asymptotic analysis of the Forward Search 0 0 0 79 2 2 2 61
Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends 0 0 0 36 4 4 5 139
Asymptotic properties of least squares statistics in general vector autoregressive models 0 0 0 127 0 1 1 544
Asymptotic results for cointegration tests in non-stable case 0 0 0 36 0 1 1 195
Asymptotic theory for cointegration analysis when the cointegration rank is deficient 0 0 1 106 1 1 3 118
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 22 0 1 1 85
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 46 1 1 1 97
Bartlett Correction of the Unit Root test in Autoregressive Models 0 0 0 0 0 0 1 404
Bartlett correction of the unit root test in autoregressive models 0 0 0 99 1 1 2 414
Causal transmission in reduced-form models 0 0 2 129 1 3 10 368
Chain-Ladder as Maximum Likelihood Revisited 0 0 0 0 1 2 4 103
Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend 0 0 1 962 3 3 6 1,609
Convergence to Stochastic Integrals with Non-linear integrands 0 0 0 77 1 1 2 206
Correlograms for non-stationary autoregressions 0 0 0 334 0 1 2 1,389
Deviance analysis of age-period-cohort models 0 0 5 57 1 2 10 166
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 18 0 1 2 777
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 1 57 1 3 5 957
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 31 2 2 4 809
Forecasting in an extended chain-ladder-type model 0 0 1 47 0 0 3 151
Forecasting with the age-period-cohort model and the extended chain-ladder model 0 0 0 238 1 3 8 800
Identification of the age-period-cohort model and the extended chain ladder model 0 0 0 163 1 1 3 489
Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality 0 0 1 27 1 1 4 121
Measuring and forecasting financial variability using realised variance with and without a model 0 0 1 199 0 0 2 963
On the Explosive Nature of Hyper-Inflation Data 1 1 1 59 4 4 7 246
On the distribution of tests of cointegration rank 0 0 1 66 0 0 1 220
Optimal hedging with the cointegrated vector autoregressive model 0 0 0 18 1 1 3 78
Order determination in general vector autoregressions 0 1 6 641 2 5 21 1,564
Outlier detection algorithms for least squares time series regression 0 0 0 157 2 2 3 164
Outlier detection algorithms for least squares time series regression 0 0 0 31 2 2 2 89
Power of tests for unit roots in the presence of a linear trend 0 0 0 59 1 1 1 156
Properties of Estimated Characteristic Roots 0 0 0 51 0 2 3 313
Properties of etimated characteristic roots 0 0 0 31 1 1 3 195
Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model 0 0 0 83 1 1 1 248
Significance test in bivariate canonical correlation analysis 0 0 0 283 0 0 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 1 351
Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms 0 0 0 54 3 5 5 235
Test for cointegration rank in general vector autoregressions 0 1 1 58 1 2 2 128
Testing for rational bubbles in a co-explosive vector autoregression 0 0 0 49 1 1 2 124
Testing for rational bubbles in a co-explosive vector autoregression 0 0 0 75 0 0 1 148
The Geometric Chain-Ladder 0 0 1 41 0 1 2 92
The empirical process of autoregressive residuals 0 0 1 115 5 9 18 489
The role of income in money demand during hyper-inflation: the case of Yugoslavia 0 0 1 76 6 7 10 342
Two sided analysis of variance with a latent time series 0 0 0 31 1 1 3 312
apc: A Package for Age-Period-Cohort Analysis 0 1 3 60 0 4 9 210
Total Working Papers 2 5 30 5,370 67 103 211 19,877

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 1 2 38 1 3 11 219
ANALYSIS OF COEXPLOSIVE PROCESSES 0 0 0 32 1 2 3 104
ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS 0 0 0 9 0 0 1 48
Asymptotic Inference on Cointegrating Rank in Partial Systems 0 0 0 0 0 3 5 514
Cointegration analysis in the presence of structural breaks in the deterministic trend 0 1 4 2,162 2 6 20 4,523
Correlograms for non‐stationary autoregressions 0 0 1 54 1 2 4 273
Forecasting in an Extended Chain‐Ladder‐Type Model 0 0 0 0 1 1 1 48
Forecasting with the age-period-cohort model and the extended chain-ladder model 0 0 0 28 0 1 2 97
Identification of the age-period-cohort model and the extended chain-ladder model 0 0 1 22 2 2 4 99
Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality 0 0 0 14 0 1 2 53
Inference in Cointegrating Models: UK M1 Revisited 0 0 1 12 2 2 7 58
Likelihood analysis of a first‐order autoregressive model with exponential innovations 0 0 0 124 1 1 2 509
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 1 54 3 4 8 502
On the Explosive Nature of Hyper-Inflation Data 1 1 1 80 1 2 3 408
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator 0 0 1 36 1 2 5 197
Power of Tests for Unit Roots in the Presence of a Linear Trend* 0 0 0 15 0 0 2 57
STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS 0 0 0 15 3 3 3 94
Similarity Issues in Cointegration Analysis 0 0 0 113 1 1 1 294
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 2 2 4 79
The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes 0 0 0 1 2 2 2 238
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 0 1 1 229
The empirical process of autoregressive residuals 0 0 0 30 1 1 1 217
Total Journal Articles 1 3 12 2,923 25 42 92 9,073

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 0 131 0 2 2 328
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 0 0 0 181 2 2 4 782
Total Chapters 0 0 0 312 2 4 6 1,110

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