| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A new statistic and practical guidelines for nonparametric Granger causality testing |
1 |
1 |
7 |
209 |
1 |
2 |
16 |
550 |
| A note on the Hiemstra-Jones test for Granger non-causality |
0 |
1 |
3 |
160 |
1 |
6 |
9 |
498 |
| Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
138 |
| Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
107 |
| Asset Prices, Traders' Behavior, and Market Design |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
246 |
| Asset price dynamics with small world interactions under hetereogeneous beliefs |
0 |
0 |
0 |
177 |
0 |
2 |
3 |
458 |
| Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support |
0 |
0 |
0 |
42 |
1 |
2 |
2 |
95 |
| E&F Chaos: a user friendly software package for nonlinear economic dynamics |
0 |
0 |
4 |
275 |
0 |
2 |
26 |
1,086 |
| Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information |
0 |
0 |
0 |
22 |
0 |
1 |
2 |
131 |
| Efficient estimation of parameters in marginal in semiparametric multivariate models |
0 |
0 |
0 |
18 |
1 |
3 |
3 |
29 |
| Efficient estimation of parameters in marginals in semiparametric multivariate models |
0 |
0 |
0 |
37 |
1 |
4 |
4 |
84 |
| Estimation of a Scale-Free Network Formation Model |
0 |
0 |
1 |
63 |
0 |
1 |
4 |
95 |
| Evaluating the Predictive Abilities of Semiparametric Multivariate Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
138 |
| Goodness-of-fit test for copulas |
0 |
0 |
1 |
300 |
1 |
3 |
5 |
779 |
| Likelihood-based scoring rules for comparing density forecasts in tails |
0 |
0 |
1 |
14 |
0 |
0 |
5 |
76 |
| Modified Hiemstra-Jones Test for Granger Non-causality |
0 |
0 |
0 |
1 |
0 |
3 |
6 |
932 |
| Nonparametric Tests for Serial Independence Based on Quadratic Forms |
0 |
0 |
0 |
23 |
0 |
1 |
3 |
103 |
| Nonparametric Tests for Serial Independence Based on Quadratic Forms |
0 |
0 |
0 |
63 |
0 |
0 |
1 |
258 |
| Now you see it, now you don’t: How to make the Allais Paradox appear, disappear, or reverse |
0 |
0 |
1 |
82 |
0 |
0 |
3 |
114 |
| Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts |
0 |
0 |
0 |
99 |
0 |
2 |
2 |
307 |
| Out-of-sample comparison of copula specifications in multivariate density forecasts |
0 |
0 |
0 |
56 |
0 |
1 |
1 |
174 |
| Out-of-sample comparison of copula specifications in multivariate density forecasts |
0 |
0 |
0 |
72 |
0 |
2 |
2 |
184 |
| Out-of-sample comparison of copula specifications in multivariate density forecasts |
0 |
1 |
1 |
3 |
0 |
1 |
2 |
34 |
| Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails |
0 |
0 |
0 |
66 |
0 |
1 |
1 |
218 |
| Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails |
0 |
0 |
0 |
38 |
0 |
1 |
1 |
202 |
| Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails |
0 |
0 |
0 |
73 |
0 |
1 |
1 |
217 |
| Planar Beauty Contests |
0 |
0 |
0 |
52 |
0 |
1 |
1 |
40 |
| Planar Beauty Contests |
0 |
0 |
0 |
18 |
0 |
1 |
2 |
34 |
| Planar Beauty Contests |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
18 |
| Rank-based entropy tests for serial independence |
0 |
0 |
0 |
51 |
0 |
1 |
2 |
202 |
| Test for serial independence based on quadratic forms |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
247 |
| Testing multivariate hypotheses with positive definite bilinear forms |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
289 |
| Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
67 |
| Total Working Papers |
1 |
3 |
19 |
2,185 |
6 |
44 |
113 |
8,150 |
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