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12 months |
Total |
Last month |
3 months |
12 months |
Total |

A Bootstrap Theory for Weakly Integrated Processes |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
137 |

A Test of the Martingale Hypothesis |
0 |
0 |
0 |
99 |
0 |
0 |
4 |
513 |

Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors |
0 |
0 |
1 |
142 |
0 |
0 |
2 |
452 |

Asymptotics for Nonlinear Transformations of Integrated Time Series |
0 |
0 |
0 |
324 |
0 |
0 |
4 |
936 |

Bootstrap Unit Root Tests |
0 |
0 |
1 |
36 |
0 |
0 |
2 |
138 |

Bootstrap Unit Root Tests |
0 |
0 |
0 |
242 |
0 |
0 |
1 |
627 |

Bootstrapping Cointegrating Regressions |
0 |
1 |
1 |
40 |
0 |
3 |
8 |
137 |

Endogeneity in Nonlinear Regressions with Integrated Time Series |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
595 |

Extracting a Common Stochastic Trend: Theories with Some Applications |
0 |
0 |
0 |
52 |
4 |
4 |
9 |
177 |

Extracting a Common Stochastic Trend:Theories with Some Applications |
0 |
0 |
0 |
238 |
1 |
1 |
4 |
671 |

How They Interact to Generate Persistency in Memory |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
89 |

Inference in Cointegrated Models Using VAR Prewhitening to Estimate Shortrun Dynamics |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
270 |

Iterative Maximum Likelihood Estimation of Cointegrating Vectors |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
182 |

Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors |
0 |
0 |
0 |
255 |
0 |
0 |
3 |
801 |

Nonlinear Instrumental Variable Estimation of an Autoregression |
0 |
0 |
0 |
166 |
0 |
0 |
2 |
742 |

Nonlinear Regressions with Integrated Time Series |
0 |
0 |
1 |
437 |
0 |
0 |
4 |
1,327 |

Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
427 |

Nonstationary Binary Choice |
0 |
0 |
2 |
200 |
0 |
0 |
6 |
798 |

Nonstationary Density Estimation and Kernel Autoregression |
3 |
4 |
10 |
626 |
4 |
9 |
28 |
1,698 |

Nonstationary Nonlinear Heteroskedasticity in Regression |
0 |
0 |
2 |
161 |
0 |
0 |
5 |
585 |

Nonstationary Nonlinear Heteroskedasticity in Regression |
0 |
0 |
0 |
23 |
0 |
1 |
1 |
86 |

Nonstationary Nonlinear Heteroskedasticity: An Alternative to ARCH |
0 |
0 |
0 |
162 |
0 |
0 |
0 |
492 |

Nonstationary Nonlinearity: An Outlook for New Opportunities |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
84 |

On the Formulation of Wald Tests of Nonlinear Restrictions |
0 |
0 |
2 |
146 |
0 |
0 |
3 |
556 |

Seemingly Unrelated Canonical Cointegrating Regressions |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
593 |

Statistical Inference in Regressions with Integrated Processes: Part 1 |
0 |
1 |
3 |
514 |
0 |
1 |
7 |
1,197 |

Statistical Inference in Regressions with Integrated Processes: Part 2 |
0 |
0 |
1 |
304 |
0 |
0 |
3 |
622 |

Strong Approximations for Nonlinear Transformations of Integrated Time Series |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
74 |

Taking a New Contour: A Novel View on Unit Root Test |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
84 |

Testing for a Unit Root against Transitional Autoregressive Models |
0 |
2 |
5 |
395 |
2 |
5 |
11 |
927 |

Testing for a Unit Root in the Presence of a Maintained Trend |
0 |
0 |
2 |
253 |
0 |
2 |
21 |
612 |

The Spatial Analysis of Time Series |
0 |
0 |
0 |
4 |
0 |
0 |
6 |
784 |

The Spatial Analysis of Time Series |
0 |
0 |
0 |
113 |
0 |
0 |
2 |
353 |

Time series properties of ARCH processes with persistent covariates |
0 |
0 |
1 |
98 |
0 |
0 |
6 |
491 |

Weak Unit Roots |
0 |
0 |
2 |
84 |
0 |
0 |
7 |
191 |

Total Working Papers |
3 |
8 |
34 |
5,245 |
11 |
28 |
161 |
18,448 |