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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 2 24 228
An analysis of the indicator saturation estimator as a robust regression 0 0 0 63 0 0 13 237
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 14 0 1 11 104
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 61 0 0 8 244
Analysis of co-explosive processes 0 0 1 130 0 2 25 502
Asymptotic Results for Cointegration Tests in Non-Stable Cases 0 0 0 0 1 1 6 308
Asymptotic analysis of the Forward Search 0 0 0 14 0 0 9 60
Asymptotic analysis of the Forward Search 0 0 0 8 0 1 10 88
Asymptotic analysis of the Forward Search 0 0 0 79 0 1 7 66
Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends 0 0 0 36 0 1 16 150
Asymptotic properties of least squares statistics in general vector autoregressive models 0 0 0 127 0 0 6 549
Asymptotic results for cointegration tests in non-stable case 0 0 0 36 0 1 8 202
Asymptotic theory for cointegration analysis when the cointegration rank is deficient 0 0 0 106 0 1 35 151
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 46 0 0 6 102
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 22 0 1 7 91
Bartlett Correction of the Unit Root test in Autoregressive Models 0 0 0 0 0 0 11 415
Bartlett correction of the unit root test in autoregressive models 0 0 0 99 0 1 11 423
Causal transmission in reduced-form models 0 0 0 129 1 1 10 374
Chain-Ladder as Maximum Likelihood Revisited 0 0 0 0 0 0 11 112
Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend 0 0 0 962 0 1 19 1,625
Convergence to Stochastic Integrals with Non-linear integrands 0 0 0 77 1 1 11 216
Correlograms for non-stationary autoregressions 0 0 0 334 0 1 16 1,404
Deviance analysis of age-period-cohort models 0 0 0 57 0 1 19 182
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 18 0 1 14 790
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 57 0 1 11 964
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 31 0 2 8 815
Forecasting in an extended chain-ladder-type model 0 0 0 47 0 0 9 159
Forecasting with the age-period-cohort model and the extended chain-ladder model 0 0 0 238 1 1 18 815
Identification of the age-period-cohort model and the extended chain ladder model 0 0 0 163 0 1 12 500
Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality 0 0 0 27 0 1 9 129
Measuring and forecasting financial variability using realised variance with and without a model 0 0 0 199 0 0 10 972
On the Explosive Nature of Hyper-Inflation Data 0 1 2 60 0 1 14 254
On the distribution of tests of cointegration rank 0 0 2 67 0 0 6 225
Optimal hedging with the cointegrated vector autoregressive model 0 0 0 18 1 2 6 83
Order determination in general vector autoregressions 0 0 2 642 0 1 16 1,575
Outlier detection algorithms for least squares time series regression 0 0 0 31 0 0 11 98
Outlier detection algorithms for least squares time series regression 0 0 0 157 0 0 13 175
Power of tests for unit roots in the presence of a linear trend 0 0 0 59 1 1 8 163
Properties of Estimated Characteristic Roots 0 0 0 51 0 0 12 323
Properties of etimated characteristic roots 0 0 0 31 0 0 12 206
Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model 0 0 0 83 0 1 11 258
Significance test in bivariate canonical correlation analysis 0 0 0 283 0 1 4 1,527
Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression 0 0 0 92 0 1 8 358
Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms 0 0 0 54 0 0 19 249
Test for cointegration rank in general vector autoregressions 0 0 2 59 0 0 12 138
Testing for rational bubbles in a co-explosive vector autoregression 0 0 0 49 1 3 17 140
Testing for rational bubbles in a co-explosive vector autoregression 0 0 0 75 0 0 10 158
The Geometric Chain-Ladder 0 0 0 41 0 0 17 108
The empirical process of autoregressive residuals 0 0 0 115 0 3 27 504
The role of income in money demand during hyper-inflation: the case of Yugoslavia 0 0 0 76 0 2 20 355
Two sided analysis of variance with a latent time series 0 0 0 31 0 1 10 321
apc: A Package for Age-Period-Cohort Analysis 0 0 1 60 0 1 19 224
Total Working Papers 0 1 10 5,374 8 43 662 20,419

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 1 2 3 40 1 6 20 235
ANALYSIS OF COEXPLOSIVE PROCESSES 0 0 1 33 0 2 7 109
ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS 0 0 0 9 0 0 6 54
Asymptotic Inference on Cointegrating Rank in Partial Systems 0 0 0 0 0 1 8 519
Cointegration analysis in the presence of structural breaks in the deterministic trend 0 0 1 2,162 1 7 29 4,545
Correlograms for non‐stationary autoregressions 0 0 0 54 0 0 6 277
Forecasting in an Extended Chain‐Ladder‐Type Model 0 0 0 0 2 2 6 53
Forecasting with the age-period-cohort model and the extended chain-ladder model 0 0 0 28 0 1 9 105
Identification of the age-period-cohort model and the extended chain-ladder model 0 0 0 22 1 2 11 108
Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality 0 0 0 14 2 3 9 61
Inference in Cointegrating Models: UK M1 Revisited 0 0 0 12 1 1 10 66
Likelihood analysis of a first‐order autoregressive model with exponential innovations 0 0 0 124 0 0 6 514
On convergence of multivariate Laplace transforms 0 0 0 12 1 1 4 71
On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank 0 0 0 54 0 1 12 510
On the Explosive Nature of Hyper-Inflation Data 0 0 1 80 0 1 13 419
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator 0 0 1 37 0 2 16 211
Power of Tests for Unit Roots in the Presence of a Linear Trend* 0 0 0 15 0 0 6 63
STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS 0 0 0 15 0 0 9 100
Similarity Issues in Cointegration Analysis 0 0 0 113 2 2 17 310
Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression 0 0 0 30 0 0 8 154
Testing for rational bubbles in a coexplosive vector autoregression 0 0 0 0 0 0 5 82
The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes 0 0 0 1 0 0 8 244
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 1 1 7 235
The empirical process of autoregressive residuals 0 0 0 30 1 2 7 223
Total Journal Articles 1 2 7 2,927 13 35 239 9,268

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 1 2 2 133 1 3 13 339
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 1 1 1 182 1 3 12 792
Total Chapters 2 3 3 315 2 6 25 1,131

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