| 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 |
0 |
4 |
204 |
| An analysis of the indicator saturation estimator as a robust regression |
0 |
0 |
1 |
63 |
0 |
1 |
3 |
224 |
| An analysis of the indicator saturation estimator as a robust regression estimator |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
93 |
| An analysis of the indicator saturation estimator as a robust regression estimator |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
236 |
| Analysis of co-explosive processes |
0 |
0 |
2 |
129 |
0 |
0 |
4 |
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 |
8 |
0 |
1 |
4 |
78 |
| Asymptotic analysis of the Forward Search |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
51 |
| Asymptotic analysis of the Forward Search |
0 |
0 |
0 |
79 |
0 |
0 |
0 |
59 |
| Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
134 |
| 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 |
0 |
1 |
116 |
| Asymptotic theory for iterated one-step Huber-skip estimators |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
84 |
| Asymptotic theory for iterated one-step Huber-skip estimators |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
96 |
| 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 |
0 |
0 |
412 |
| Causal transmission in reduced-form models |
1 |
1 |
3 |
129 |
2 |
2 |
10 |
364 |
| Chain-Ladder as Maximum Likelihood Revisited |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
101 |
| Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend |
0 |
0 |
3 |
962 |
0 |
0 |
7 |
1,606 |
| Convergence to Stochastic Integrals with Non-linear integrands |
0 |
0 |
0 |
77 |
0 |
0 |
3 |
205 |
| Correlograms for non-stationary autoregressions |
0 |
0 |
0 |
334 |
0 |
0 |
1 |
1,388 |
| Deviance analysis of age-period-cohort models |
0 |
2 |
5 |
57 |
0 |
2 |
9 |
163 |
| Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
1 |
57 |
0 |
0 |
2 |
953 |
| Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
31 |
1 |
1 |
2 |
807 |
| Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
776 |
| Forecasting in an extended chain-ladder-type model |
0 |
0 |
1 |
47 |
0 |
0 |
3 |
150 |
| Forecasting with the age-period-cohort model and the extended chain-ladder model |
0 |
0 |
1 |
238 |
2 |
2 |
7 |
797 |
| Identification of the age-period-cohort model and the extended chain ladder model |
0 |
0 |
0 |
163 |
0 |
1 |
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 |
0 |
2 |
962 |
| On the Explosive Nature of Hyper-Inflation Data |
0 |
0 |
0 |
58 |
0 |
0 |
2 |
240 |
| On the distribution of tests of cointegration rank |
0 |
0 |
0 |
65 |
0 |
0 |
0 |
219 |
| Optimal hedging with the cointegrated vector autoregressive model |
0 |
0 |
0 |
18 |
1 |
2 |
3 |
77 |
| Order determination in general vector autoregressions |
0 |
3 |
9 |
640 |
1 |
7 |
27 |
1,559 |
| Outlier detection algorithms for least squares time series regression |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
87 |
| Outlier detection algorithms for least squares time series regression |
0 |
0 |
0 |
157 |
0 |
1 |
1 |
162 |
| 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 |
2 |
2 |
2 |
194 |
| Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model |
0 |
0 |
0 |
83 |
0 |
0 |
1 |
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 |
0 |
0 |
350 |
| 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 |
1 |
57 |
0 |
0 |
1 |
126 |
| Testing for rational bubbles in a co-explosive vector autoregression |
0 |
0 |
0 |
75 |
1 |
1 |
1 |
148 |
| Testing for rational bubbles in a co-explosive vector autoregression |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
123 |
| The Geometric Chain-Ladder |
0 |
0 |
1 |
41 |
0 |
0 |
1 |
91 |
| The empirical process of autoregressive residuals |
0 |
1 |
1 |
115 |
0 |
1 |
9 |
477 |
| The role of income in money demand during hyper-inflation: the case of Yugoslavia |
0 |
1 |
1 |
76 |
0 |
3 |
3 |
335 |
| Two sided analysis of variance with a latent time series |
0 |
0 |
0 |
31 |
0 |
2 |
3 |
311 |
| apc: A Package for Age-Period-Cohort Analysis |
0 |
2 |
4 |
59 |
0 |
3 |
11 |
205 |
| Total Working Papers |
1 |
10 |
38 |
5,364 |
11 |
33 |
140 |
19,757 |
LogEc is hosted by the
Örebro University School of Business.