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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 0 1 4 205
An analysis of the indicator saturation estimator as a robust regression 0 0 1 63 0 0 3 224
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 0 93
Analysis of co-explosive processes 0 0 1 129 0 0 2 477
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 79 0 0 0 59
Asymptotic analysis of the Forward Search 0 0 0 8 1 1 5 79
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 1 1 135
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 1 2 117
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 46 0 0 0 96
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 22 0 0 1 84
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 0 1 1 413
Causal transmission in reduced-form models 0 1 2 129 1 4 11 366
Chain-Ladder as Maximum Likelihood Revisited 0 0 0 0 0 1 2 101
Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend 0 0 2 962 0 0 5 1,606
Convergence to Stochastic Integrals with Non-linear integrands 0 0 0 77 0 0 1 205
Correlograms for non-stationary autoregressions 0 0 0 334 0 0 1 1,388
Deviance analysis of age-period-cohort models 0 0 5 57 0 1 10 164
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 1 57 0 1 3 954
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 18 1 1 2 777
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 31 0 1 2 807
Forecasting in an extended chain-ladder-type model 0 0 1 47 0 1 3 151
Forecasting with the age-period-cohort model and the extended chain-ladder model 0 0 1 238 1 3 7 798
Identification of the age-period-cohort model and the extended chain ladder model 0 0 0 163 0 0 2 488
Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality 0 0 1 27 0 0 3 120
Measuring and forecasting financial variability using realised variance with and without a model 0 0 2 199 0 1 3 963
On the Explosive Nature of Hyper-Inflation Data 0 0 0 58 0 2 4 242
On the distribution of tests of cointegration rank 0 1 1 66 0 1 1 220
Optimal hedging with the cointegrated vector autoregressive model 0 0 0 18 0 1 3 77
Order determination in general vector autoregressions 1 1 8 641 2 3 25 1,561
Outlier detection algorithms for least squares time series regression 0 0 0 157 0 0 1 162
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 0 1 311
Properties of etimated characteristic roots 0 0 0 31 0 2 2 194
Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model 0 0 0 83 0 0 0 247
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 1 1 351
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 0 57 0 0 0 126
Testing for rational bubbles in a co-explosive vector autoregression 0 0 0 49 0 0 1 123
Testing for rational bubbles in a co-explosive vector autoregression 0 0 0 75 0 1 1 148
The Geometric Chain-Ladder 0 0 1 41 0 0 1 91
The empirical process of autoregressive residuals 0 0 1 115 4 7 16 484
The role of income in money demand during hyper-inflation: the case of Yugoslavia 0 0 1 76 1 1 4 336
Two sided analysis of variance with a latent time series 0 0 0 31 0 0 2 311
apc: A Package for Age-Period-Cohort Analysis 0 0 3 59 0 1 8 206
Total Working Papers 1 3 33 5,366 11 39 147 19,785

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 38 1 4 10 217
ANALYSIS OF COEXPLOSIVE PROCESSES 0 0 0 32 0 1 2 102
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 0 2 511
Cointegration analysis in the presence of structural breaks in the deterministic trend 1 1 5 2,162 2 3 19 4,519
Correlograms for non‐stationary autoregressions 0 0 1 54 0 0 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 2 22 0 0 3 97
Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality 0 0 0 14 0 0 1 52
Inference in Cointegrating Models: UK M1 Revisited 0 0 1 12 0 0 5 56
Likelihood analysis of a first‐order autoregressive model with exponential innovations 0 0 0 124 0 0 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 1 1 54 0 3 4 498
On the Explosive Nature of Hyper-Inflation Data 0 0 1 79 0 0 2 406
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator 0 0 1 36 0 0 3 195
Power of Tests for Unit Roots in the Presence of a Linear Trend* 0 0 0 15 0 2 2 57
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 0 1 3 77
The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes 0 0 0 1 0 0 0 236
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 0 0 0 228
The empirical process of autoregressive residuals 0 0 0 30 0 0 2 216
Total Journal Articles 2 4 15 2,922 3 14 63 9,034

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 1 1 1 327
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 0 0 0 181 0 0 2 780
Total Chapters 0 0 0 312 1 1 3 1,107

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