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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 4 23 227
An analysis of the indicator saturation estimator as a robust regression 0 0 0 63 0 4 14 237
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 14 1 4 11 104
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 61 0 2 8 244
Analysis of co-explosive processes 0 0 1 130 2 6 25 502
Asymptotic Results for Cointegration Tests in Non-Stable Cases 0 0 0 0 0 2 5 307
Asymptotic analysis of the Forward Search 0 0 0 79 1 2 7 66
Asymptotic analysis of the Forward Search 0 0 0 14 0 4 9 60
Asymptotic analysis of the Forward Search 0 0 0 8 1 3 10 88
Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends 0 0 0 36 1 4 16 150
Asymptotic properties of least squares statistics in general vector autoregressive models 0 0 0 127 0 1 6 549
Asymptotic results for cointegration tests in non-stable case 0 0 0 36 1 3 8 202
Asymptotic theory for cointegration analysis when the cointegration rank is deficient 0 0 0 106 1 12 35 151
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 22 1 2 7 91
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 46 0 1 6 102
Bartlett Correction of the Unit Root test in Autoregressive Models 0 0 0 0 0 3 11 415
Bartlett correction of the unit root test in autoregressive models 0 0 0 99 1 6 11 423
Causal transmission in reduced-form models 0 0 1 129 0 3 11 373
Chain-Ladder as Maximum Likelihood Revisited 0 0 0 0 0 2 12 112
Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend 0 0 0 962 0 4 18 1,624
Convergence to Stochastic Integrals with Non-linear integrands 0 0 0 77 0 3 10 215
Correlograms for non-stationary autoregressions 0 0 0 334 0 3 15 1,403
Deviance analysis of age-period-cohort models 0 0 1 57 1 9 20 182
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 57 1 1 11 964
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 18 1 8 14 790
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 31 1 3 8 814
Forecasting in an extended chain-ladder-type model 0 0 0 47 0 2 9 159
Forecasting with the age-period-cohort model and the extended chain-ladder model 0 0 0 238 0 6 19 814
Identification of the age-period-cohort model and the extended chain ladder model 0 0 0 163 1 4 12 500
Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality 0 0 0 27 1 2 9 129
Measuring and forecasting financial variability using realised variance with and without a model 0 0 0 199 0 1 10 972
On the Explosive Nature of Hyper-Inflation Data 1 1 2 60 1 4 14 254
On the distribution of tests of cointegration rank 0 0 2 67 0 2 6 225
Optimal hedging with the cointegrated vector autoregressive model 0 0 0 18 1 2 6 82
Order determination in general vector autoregressions 0 0 3 642 1 3 21 1,575
Outlier detection algorithms for least squares time series regression 0 0 0 31 0 3 11 98
Outlier detection algorithms for least squares time series regression 0 0 0 157 0 4 13 175
Power of tests for unit roots in the presence of a linear trend 0 0 0 59 0 0 7 162
Properties of Estimated Characteristic Roots 0 0 0 51 0 4 12 323
Properties of etimated characteristic roots 0 0 0 31 0 2 14 206
Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model 0 0 0 83 1 7 11 258
Significance test in bivariate canonical correlation analysis 0 0 0 283 1 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 2 7 357
Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms 0 0 0 54 0 5 19 249
Test for cointegration rank in general vector autoregressions 0 0 2 59 0 4 12 138
Testing for rational bubbles in a co-explosive vector autoregression 0 0 0 75 0 3 11 158
Testing for rational bubbles in a co-explosive vector autoregression 0 0 0 49 2 3 16 139
The Geometric Chain-Ladder 0 0 0 41 0 5 17 108
The empirical process of autoregressive residuals 0 0 1 115 3 6 28 504
The role of income in money demand during hyper-inflation: the case of Yugoslavia 0 0 1 76 0 5 20 353
Two sided analysis of variance with a latent time series 0 0 0 31 0 1 11 320
apc: A Package for Age-Period-Cohort Analysis 0 0 3 60 1 10 22 224
Total Working Papers 1 1 17 5,374 28 190 672 20,404

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 0 2 38 4 11 20 233
ANALYSIS OF COEXPLOSIVE PROCESSES 0 0 1 33 1 2 7 108
ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS 0 0 0 9 0 4 7 54
Asymptotic Inference on Cointegrating Rank in Partial Systems 0 0 0 0 1 2 8 519
Cointegration analysis in the presence of structural breaks in the deterministic trend 0 0 1 2,162 3 7 26 4,541
Correlograms for non‐stationary autoregressions 0 0 0 54 0 1 6 277
Forecasting in an Extended Chain‐Ladder‐Type Model 0 0 0 0 0 2 4 51
Forecasting with the age-period-cohort model and the extended chain-ladder model 0 0 0 28 1 4 9 105
Identification of the age-period-cohort model and the extended chain-ladder model 0 0 1 22 1 5 11 107
Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality 0 0 0 14 0 1 6 58
Inference in Cointegrating Models: UK M1 Revisited 0 0 0 12 0 2 10 65
Likelihood analysis of a first‐order autoregressive model with exponential innovations 0 0 0 124 0 1 6 514
On convergence of multivariate Laplace transforms 0 0 0 12 0 2 3 70
On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank 0 0 1 54 1 2 16 510
On the Explosive Nature of Hyper-Inflation Data 0 0 1 80 0 5 13 418
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator 0 0 1 37 1 4 15 210
Power of Tests for Unit Roots in the Presence of a Linear Trend* 0 0 0 15 0 1 8 63
STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS 0 0 0 15 0 3 9 100
Similarity Issues in Cointegration Analysis 0 0 0 113 0 3 15 308
Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression 0 0 0 30 0 3 8 154
Testing for rational bubbles in a coexplosive vector autoregression 0 0 0 0 0 0 6 82
The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes 0 0 0 1 0 2 8 244
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 0 2 6 234
The empirical process of autoregressive residuals 0 0 0 30 1 1 6 222
Total Journal Articles 0 0 8 2,925 14 70 233 9,247

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 1 10 336
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 0 0 0 181 1 3 11 790
Total Chapters 0 0 0 312 1 4 21 1,126

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