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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A Joint Chow Test for Structural Instability |
0 |
1 |
1 |
54 |
1 |
5 |
12 |
156 |

An analysis of the indicator saturation estimator as a robust regression |
0 |
0 |
2 |
59 |
1 |
2 |
6 |
211 |

An analysis of the indicator saturation estimator as a robust regression estimator |
0 |
0 |
0 |
14 |
0 |
2 |
3 |
86 |

An analysis of the indicator saturation estimator as a robust regression estimator |
0 |
0 |
2 |
60 |
0 |
0 |
9 |
230 |

Analysis of co-explosive processes |
0 |
0 |
1 |
122 |
1 |
1 |
9 |
446 |

Asymptotic Results for Cointegration Tests in Non-Stable Cases |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
301 |

Asymptotic analysis of the Forward Search |
0 |
0 |
0 |
13 |
0 |
1 |
3 |
46 |

Asymptotic analysis of the Forward Search |
0 |
0 |
0 |
5 |
0 |
0 |
9 |
53 |

Asymptotic analysis of the Forward Search |
0 |
0 |
1 |
78 |
1 |
1 |
6 |
57 |

Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends |
0 |
0 |
0 |
35 |
0 |
1 |
5 |
126 |

Asymptotic properties of least squares statistics in general vector autoregressive models |
0 |
0 |
1 |
125 |
1 |
3 |
5 |
537 |

Asymptotic results for cointegration tests in non-stable case |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
193 |

Asymptotic theory for cointegration analysis when the cointegration rank is deficient |
0 |
0 |
0 |
105 |
0 |
1 |
8 |
106 |

Asymptotic theory for iterated one-step Huber-skip estimators |
0 |
0 |
0 |
43 |
0 |
0 |
5 |
89 |

Asymptotic theory for iterated one-step Huber-skip estimators |
0 |
0 |
0 |
22 |
1 |
1 |
3 |
78 |

Bartlett Correction of the Unit Root test in Autoregressive Models |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
394 |

Bartlett correction of the unit root test in autoregressive models |
0 |
0 |
0 |
98 |
0 |
1 |
2 |
408 |

Causal transmission in reduced-form models |
0 |
2 |
13 |
112 |
2 |
12 |
43 |
240 |

Chain-Ladder as Maximum Likelihood Revisited |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
88 |

Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend |
0 |
0 |
6 |
939 |
1 |
6 |
28 |
1,539 |

Convergence to Stochastic Integrals with Non-linear integrands |
0 |
0 |
0 |
77 |
0 |
1 |
2 |
201 |

Correlograms for non-stationary autoregressions |
1 |
1 |
1 |
329 |
1 |
3 |
12 |
1,350 |

Deviance analysis of age-period-cohort models |
1 |
2 |
9 |
47 |
1 |
4 |
21 |
135 |

Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
1 |
1 |
16 |
0 |
1 |
7 |
758 |

Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
56 |
0 |
0 |
3 |
948 |

Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
30 |
0 |
0 |
4 |
798 |

Forecasting in an extended chain-ladder-type model |
0 |
0 |
0 |
43 |
0 |
1 |
4 |
128 |

Forecasting with the age-period-cohort model and the extended chain-ladder model |
1 |
2 |
6 |
229 |
3 |
7 |
23 |
745 |

Identification of the age-period-cohort model and the extended chain ladder model |
0 |
2 |
6 |
157 |
0 |
4 |
18 |
456 |

Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality |
0 |
0 |
2 |
18 |
0 |
1 |
14 |
97 |

Measuring and forecasting financial variability using realised variance with and without a model |
0 |
0 |
0 |
197 |
0 |
3 |
9 |
904 |

On the Explosive Nature of Hyper-Inflation Data |
0 |
0 |
3 |
55 |
0 |
0 |
5 |
227 |

On the distribution of tests of cointegration rank |
0 |
0 |
0 |
62 |
0 |
0 |
2 |
215 |

Optimal hedging with the cointegrated vector autoregressive model |
0 |
0 |
0 |
18 |
0 |
1 |
7 |
47 |

Order determination in general vector autoregressions |
2 |
6 |
33 |
582 |
6 |
16 |
101 |
1,271 |

Outlier detection algorithms for least squares time series regression |
0 |
0 |
1 |
31 |
0 |
0 |
10 |
63 |

Outlier detection algorithms for least squares time series regression |
0 |
0 |
1 |
156 |
0 |
0 |
9 |
150 |

Power of tests for unit roots in the presence of a linear trend |
0 |
0 |
0 |
58 |
0 |
0 |
3 |
151 |

Properties of Estimated Characteristic Roots |
0 |
0 |
0 |
50 |
0 |
0 |
2 |
306 |

Properties of etimated characteristic roots |
0 |
0 |
0 |
30 |
0 |
0 |
3 |
184 |

Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model |
0 |
0 |
0 |
82 |
0 |
0 |
4 |
243 |

Significance test in bivariate canonical correlation analysis |
0 |
0 |
0 |
283 |
0 |
1 |
3 |
1,521 |

Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression |
0 |
0 |
0 |
90 |
0 |
1 |
3 |
347 |

Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms |
0 |
0 |
0 |
53 |
0 |
0 |
5 |
225 |

Test for cointegration rank in general vector autoregressions |
0 |
0 |
0 |
47 |
0 |
4 |
8 |
106 |

Testing for rational bubbles in a co-explosive vector autoregression |
0 |
0 |
2 |
49 |
0 |
1 |
10 |
118 |

Testing for rational bubbles in a co-explosive vector autoregression |
0 |
0 |
1 |
74 |
0 |
0 |
7 |
141 |

The Geometric Chain-Ladder |
0 |
1 |
1 |
38 |
0 |
1 |
7 |
82 |

The empirical process of autoregressive residuals |
0 |
0 |
0 |
112 |
1 |
2 |
10 |
448 |

The role of income in money demand during hyper-inflation: the case of Yugoslavia |
0 |
0 |
1 |
71 |
0 |
1 |
7 |
274 |

Two sided analysis of variance with a latent time series |
0 |
0 |
0 |
31 |
0 |
1 |
8 |
303 |

apc: A Package for Age-Period-Cohort Analysis |
0 |
1 |
6 |
40 |
2 |
5 |
22 |
146 |

Total Working Papers |
5 |
19 |
101 |
5,130 |
25 |
102 |
522 |
18,472 |