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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 9 16 20 223
An analysis of the indicator saturation estimator as a robust regression 0 0 0 63 0 8 10 233
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 61 2 4 6 242
An analysis of the indicator saturation estimator as a robust regression estimator 0 0 0 14 1 6 7 100
Analysis of co-explosive processes 0 0 1 130 1 14 19 496
Asymptotic Results for Cointegration Tests in Non-Stable Cases 0 0 0 0 1 2 3 305
Asymptotic analysis of the Forward Search 0 0 0 79 0 3 5 64
Asymptotic analysis of the Forward Search 0 0 0 14 0 2 5 56
Asymptotic analysis of the Forward Search 0 0 0 8 1 3 10 85
Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends 0 0 0 36 5 7 12 146
Asymptotic properties of least squares statistics in general vector autoregressive models 0 0 0 127 1 4 5 548
Asymptotic results for cointegration tests in non-stable case 0 0 0 36 0 4 5 199
Asymptotic theory for cointegration analysis when the cointegration rank is deficient 0 0 0 106 3 21 23 139
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 22 0 4 5 89
Asymptotic theory for iterated one-step Huber-skip estimators 0 0 0 46 0 4 5 101
Bartlett Correction of the Unit Root test in Autoregressive Models 0 0 0 0 1 8 8 412
Bartlett correction of the unit root test in autoregressive models 0 0 0 99 0 3 5 417
Causal transmission in reduced-form models 0 0 1 129 0 2 10 370
Chain-Ladder as Maximum Likelihood Revisited 0 0 0 0 2 7 11 110
Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend 0 0 1 962 1 11 15 1,620
Convergence to Stochastic Integrals with Non-linear integrands 0 0 0 77 1 6 7 212
Correlograms for non-stationary autoregressions 0 0 0 334 1 11 12 1,400
Deviance analysis of age-period-cohort models 0 0 3 57 4 7 13 173
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 31 2 2 5 811
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 1 57 1 6 11 963
Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli 0 0 0 18 3 5 6 782
Forecasting in an extended chain-ladder-type model 0 0 0 47 1 6 7 157
Forecasting with the age-period-cohort model and the extended chain-ladder model 0 0 0 238 2 8 14 808
Identification of the age-period-cohort model and the extended chain ladder model 0 0 0 163 2 7 9 496
Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality 0 0 0 27 0 6 7 127
Measuring and forecasting financial variability using realised variance with and without a model 0 0 0 199 1 8 9 971
On the Explosive Nature of Hyper-Inflation Data 0 0 1 59 0 4 11 250
On the distribution of tests of cointegration rank 1 1 2 67 1 3 4 223
Optimal hedging with the cointegrated vector autoregressive model 0 0 0 18 1 2 5 80
Order determination in general vector autoregressions 0 1 6 642 4 8 25 1,572
Outlier detection algorithms for least squares time series regression 0 0 0 157 1 7 10 171
Outlier detection algorithms for least squares time series regression 0 0 0 31 0 6 8 95
Power of tests for unit roots in the presence of a linear trend 0 0 0 59 1 6 7 162
Properties of Estimated Characteristic Roots 0 0 0 51 1 6 8 319
Properties of etimated characteristic roots 0 0 0 31 1 9 12 204
Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model 0 0 0 83 3 3 4 251
Significance test in bivariate canonical correlation analysis 0 0 0 283 0 3 3 1,526
Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression 0 0 0 92 1 4 5 355
Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms 0 0 0 54 0 9 14 244
Test for cointegration rank in general vector autoregressions 0 1 2 59 2 6 8 134
Testing for rational bubbles in a co-explosive vector autoregression 0 0 0 49 4 12 13 136
Testing for rational bubbles in a co-explosive vector autoregression 0 0 0 75 2 7 8 155
The Geometric Chain-Ladder 0 0 0 41 4 11 12 103
The empirical process of autoregressive residuals 0 0 1 115 1 9 26 498
The role of income in money demand during hyper-inflation: the case of Yugoslavia 0 0 1 76 1 6 16 348
Two sided analysis of variance with a latent time series 0 0 0 31 2 7 10 319
apc: A Package for Age-Period-Cohort Analysis 0 0 3 60 0 4 12 214
Total Working Papers 1 3 23 5,373 76 337 510 20,214

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 0 3 11 222
ANALYSIS OF COEXPLOSIVE PROCESSES 0 1 1 33 0 2 5 106
ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS 0 0 0 9 1 2 3 50
Asymptotic Inference on Cointegrating Rank in Partial Systems 0 0 0 0 0 3 7 517
Cointegration analysis in the presence of structural breaks in the deterministic trend 0 0 3 2,162 3 11 26 4,534
Correlograms for non‐stationary autoregressions 0 0 1 54 1 3 6 276
Forecasting in an Extended Chain‐Ladder‐Type Model 0 0 0 0 1 1 2 49
Forecasting with the age-period-cohort model and the extended chain-ladder model 0 0 0 28 1 4 5 101
Identification of the age-period-cohort model and the extended chain-ladder model 0 0 1 22 2 3 7 102
Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality 0 0 0 14 1 4 6 57
Inference in Cointegrating Models: UK M1 Revisited 0 0 1 12 1 5 10 63
Likelihood analysis of a first‐order autoregressive model with exponential innovations 0 0 0 124 0 4 5 513
On convergence of multivariate Laplace transforms 0 0 0 12 0 1 1 68
On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank 0 0 1 54 0 6 14 508
On the Explosive Nature of Hyper-Inflation Data 0 0 1 80 1 5 8 413
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator 0 1 2 37 4 9 12 206
Power of Tests for Unit Roots in the Presence of a Linear Trend* 0 0 0 15 2 5 7 62
STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS 0 0 0 15 0 3 6 97
Similarity Issues in Cointegration Analysis 0 0 0 113 3 11 12 305
Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression 0 0 0 30 0 5 5 151
Testing for rational bubbles in a coexplosive vector autoregression 0 0 0 0 1 3 7 82
The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes 0 0 0 1 1 4 6 242
The Influence of Var Dimensions on Estimator Biases: Comment 0 0 0 42 1 3 4 232
The empirical process of autoregressive residuals 0 0 0 30 0 4 5 221
Total Journal Articles 0 2 13 2,925 24 104 180 9,177

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 2 7 9 335
The Bernoulli model, from Econometric Modeling: A Likelihood Approach 0 0 0 181 0 5 9 787
Total Chapters 0 0 0 312 2 12 18 1,122

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