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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 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

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 3 25 5 11 31 167
ANALYSIS OF COEXPLOSIVE PROCESSES 0 0 1 32 0 1 5 84
ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS 0 0 0 9 0 1 4 45
Asymptotic Inference on Cointegrating Rank in Partial Systems 0 0 0 0 1 3 14 492
Cointegration analysis in the presence of structural breaks in the deterministic trend 2 4 18 2,118 10 19 69 4,374
Correlograms for non‐stationary autoregressions 0 0 0 52 0 0 2 255
Forecasting in an Extended Chain‐Ladder‐Type Model 0 0 0 0 0 0 3 44
Forecasting with the age-period-cohort model and the extended chain-ladder model 0 0 1 27 0 1 8 88
Identification of the age-period-cohort model and the extended chain-ladder model 0 0 1 17 0 1 3 84
Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality 0 0 3 8 0 1 9 39
Inference in Cointegrating Models: UK M1 Revisited 0 0 1 7 0 5 10 43
Likelihood analysis of a first‐order autoregressive model with exponential innovations 0 0 1 123 0 0 1 504
On convergence of multivariate Laplace transforms 0 0 0 11 0 0 2 65
On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank 0 0 0 52 1 1 1 492
On the Explosive Nature of Hyper-Inflation Data 0 0 0 78 0 0 4 392
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator 0 0 0 33 1 4 17 164
Power of Tests for Unit Roots in the Presence of a Linear Trend* 0 0 0 15 0 0 2 55
STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS 0 0 0 14 0 1 5 88
Similarity Issues in Cointegration Analysis 0 0 0 113 0 1 3 289
Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression 0 0 0 30 0 1 1 139
Testing for rational bubbles in a coexplosive vector autoregression 0 0 0 0 0 0 5 63
The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes 0 0 0 1 0 2 5 231
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 1 3 5 225
The empirical process of autoregressive residuals 0 0 0 30 0 0 0 203
Total Journal Articles 2 5 29 2,837 19 56 209 8,625

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 1 118 0 0 9 295
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 4 6 14 173 4 11 36 750
Total Chapters 4 6 15 291 4 11 45 1,045

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Statistics updated 2021-01-03