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A CONTINUOUS TIME APPROXIMATION TO THE UNSTABLE FIRST- ORDER AUTOREGRESSIVE PROCESS: THE CASE WITHOUT AN INTERCEPT |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
383 |

A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend |
0 |
0 |
0 |
129 |
0 |
1 |
2 |
422 |

A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models |
0 |
0 |
0 |
3 |
1 |
1 |
9 |
57 |

A Comparison of Alternative Methods to Construct to Confidence Intervals for the Estimate of a Break Date in Linear Regression Models |
0 |
0 |
1 |
3 |
0 |
0 |
8 |
47 |

A Modified Information Criterion for Cointegration Tests based on a VAR Approximation |
0 |
0 |
0 |
205 |
1 |
1 |
5 |
564 |

A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change |
0 |
0 |
0 |
72 |
1 |
1 |
5 |
236 |

A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change* |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
169 |

A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS |
0 |
0 |
0 |
12 |
0 |
0 |
5 |
96 |

A Note on the Selection of Time Series Models |
0 |
0 |
1 |
1,101 |
0 |
0 |
4 |
2,331 |

A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component |
0 |
0 |
0 |
75 |
1 |
2 |
19 |
190 |

A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component |
0 |
0 |
0 |
267 |
3 |
5 |
20 |
710 |

A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests |
0 |
0 |
0 |
168 |
0 |
0 |
1 |
446 |

A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices |
0 |
0 |
0 |
102 |
0 |
1 |
3 |
185 |

A Test for Changes in a Polynomial Trend Functions for a Dynamioc Time Series |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
774 |

A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models |
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2 |
2 |
29 |
0 |
2 |
9 |
54 |

A time-series analysis of the 20th century climate simulations produced for the IPCC’s AR4 |
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0 |
0 |
12 |
5 |
10 |
28 |
145 |

AN ANLYSIS OF THE REAL INTEREST RATE UNDER REGIME SHIFTS |
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0 |
0 |
1 |
0 |
2 |
4 |
815 |

Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time |
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1 |
3 |
198 |
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1 |
7 |
473 |

Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time |
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0 |
0 |
1 |
0 |
3 |
6 |
625 |

An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data |
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0 |
0 |
29 |
1 |
4 |
11 |
159 |

An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data |
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0 |
0 |
247 |
1 |
2 |
7 |
803 |

An Analysis of the Real Interest Rate Under Regime Shifts |
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0 |
2 |
855 |
2 |
2 |
15 |
3,425 |

An Analysis of the Real Interest rate Under Regime Shifts |
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0 |
0 |
103 |
2 |
5 |
22 |
490 |

An Analysis of the Real Interest rate Under Regime Shifts |
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0 |
0 |
1 |
0 |
0 |
4 |
931 |

An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts |
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0 |
0 |
27 |
0 |
0 |
2 |
124 |

An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts and its Implications for Stock Returns Volatility* |
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0 |
0 |
94 |
0 |
0 |
3 |
217 |

An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests |
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0 |
0 |
76 |
1 |
1 |
2 |
362 |

An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
1,242 |

An analysis of Real Interest Rate Under Regime Shifts |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
220 |

An analysis of Real Interest Rate Under Regime Shifts |
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0 |
0 |
0 |
0 |
0 |
2 |
98 |

Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors |
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0 |
0 |
0 |
0 |
0 |
0 |
156 |

Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
76 |

Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
127 |

Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition |
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0 |
0 |
28 |
0 |
0 |
0 |
213 |

Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
27 |

Breaks, trends and the attribution of climate change: a time-series analysis |
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0 |
0 |
139 |
1 |
6 |
27 |
366 |

Change-Point Analysis of Time Series with Evolutionary Spectra |
0 |
0 |
1 |
24 |
0 |
0 |
6 |
25 |

Characterizing and attributing the warming trend in sea and land surface temperatures |
0 |
0 |
2 |
26 |
1 |
1 |
6 |
63 |

Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns |
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0 |
0 |
0 |
1 |
1 |
6 |
48 |

Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns |
0 |
0 |
1 |
86 |
0 |
0 |
3 |
211 |

Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns |
0 |
0 |
0 |
10 |
1 |
1 |
6 |
106 |

Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns |
0 |
0 |
0 |
67 |
0 |
0 |
2 |
60 |

Comparisons of Robust Tests for Shifts in Trend with an Application to Trend Deviations of Real Exchange Rates in the Long Run |
0 |
0 |
0 |
14 |
4 |
7 |
26 |
127 |

Computation and Analysis of Multiple Structural-Change Models |
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5 |
7 |
2,508 |
1 |
16 |
40 |
5,263 |

Continuous Record Asymptotics for Change-Point Models |
0 |
0 |
0 |
20 |
0 |
0 |
6 |
26 |

Continuous Record Asymptotics for Change-Points Models |
0 |
0 |
0 |
25 |
0 |
1 |
4 |
52 |

Continuous Record Laplace-based Inference about the Break Date in Structural Change Models |
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0 |
0 |
12 |
0 |
0 |
2 |
38 |

Continuous Record Laplace-based Inference about the Break Date in Structural Change Models |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
18 |

Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression |
0 |
0 |
0 |
77 |
0 |
0 |
5 |
283 |

Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression* |
0 |
0 |
0 |
103 |
0 |
1 |
8 |
262 |

Dealing with Structural Breaks |
0 |
0 |
0 |
723 |
2 |
12 |
47 |
1,912 |

Detection and attribution of climate change through econometric methods |
0 |
0 |
1 |
24 |
0 |
0 |
6 |
41 |

Does Gnp Have a Unit Root? a Reevaluation |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
318 |

Estimating & Testing Linear Models with Multiple Structural Changes |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
1,053 |

Estimating Deterministic Trend with an Integrated or Stationary Noise Component |
0 |
0 |
0 |
77 |
1 |
1 |
5 |
213 |

Estimating Deterministic Trends with an Integrated or Stationary Noise Component |
0 |
0 |
0 |
12 |
1 |
2 |
4 |
110 |

Estimating Deterministric Trends with an Integrated or Stationary Noise Component |
0 |
0 |
0 |
68 |
0 |
1 |
7 |
292 |

Estimating and Testing Linear Models with Multiple Structural Changes |
0 |
2 |
11 |
737 |
2 |
8 |
32 |
1,896 |

Estimating and Testing Linear Models with Multiple Structural Changes |
0 |
0 |
0 |
10 |
1 |
3 |
30 |
1,945 |

Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions |
0 |
0 |
0 |
19 |
1 |
1 |
8 |
172 |

Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions |
0 |
0 |
0 |
43 |
0 |
0 |
3 |
161 |

Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors |
0 |
0 |
0 |
115 |
0 |
0 |
9 |
338 |

Estimating and testing structural changes in multivariate regressions |
0 |
0 |
0 |
231 |
0 |
2 |
11 |
580 |

Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems |
0 |
0 |
0 |
40 |
1 |
1 |
4 |
157 |

Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
226 |

Extracting and analyzing the warming trend in global and hemispheric temperatures |
0 |
0 |
0 |
19 |
2 |
2 |
23 |
67 |

FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES |
0 |
0 |
0 |
4 |
0 |
1 |
5 |
1,081 |

Forecasting Return Volatility: Level Shifts with Varying Jump Probability and Mean Reversion |
0 |
1 |
1 |
5 |
0 |
1 |
4 |
35 |

Forecasting in the presence of in and out of sample breaks |
0 |
0 |
0 |
60 |
1 |
1 |
3 |
51 |

Forecasting in the presence of in and out of sample breaks |
0 |
0 |
1 |
3 |
0 |
0 |
7 |
45 |

Further Evidence on Breaking Trend Functions in Macroeconomic Variables |
1 |
3 |
5 |
250 |
2 |
4 |
11 |
725 |

Further Evidence on Breaking Trend Functions in Macroeconomic Variables |
0 |
0 |
0 |
7 |
0 |
1 |
4 |
1,186 |

GLS Detrending, Efficient Unit Root Tests and Structural Change |
0 |
0 |
2 |
609 |
1 |
1 |
7 |
1,347 |

GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses |
0 |
0 |
0 |
141 |
3 |
3 |
68 |
533 |

Generalized Laplace Inference in Multiple Change-Points Models |
0 |
0 |
1 |
29 |
0 |
1 |
6 |
86 |

Generalized Laplace Inference in Multiple Change-Points Models |
0 |
0 |
0 |
3 |
0 |
0 |
6 |
36 |

Improved Tests for Forecast Comparisons in the Presence of Instabilities |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
38 |

Improved Tests for Forecast Comparisons in the Presence of Instabilities |
0 |
0 |
0 |
42 |
0 |
0 |
4 |
41 |

Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures |
0 |
0 |
0 |
15 |
0 |
0 |
4 |
38 |

Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures |
0 |
0 |
0 |
2 |
2 |
5 |
25 |
70 |

Inference Related to Locally Ordered and Common Breaks in a Multivariate System with Joined Segmented Trends |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
19 |

Inference on Locally Ordered Breaks in Multiple Regressions |
0 |
0 |
1 |
3 |
1 |
1 |
7 |
59 |

Inference on a Structural Break in Trend with Fractionally Integrated Errors |
0 |
0 |
0 |
4 |
1 |
3 |
18 |
56 |

Inference on a Structural Break in Trend with Fractionally Integrated Errors |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
30 |

Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power |
0 |
0 |
3 |
1,956 |
1 |
2 |
11 |
6,020 |

Let’s Take a Break: Trends and Cycles in US Real GDP |
0 |
0 |
0 |
87 |
5 |
9 |
46 |
462 |

Let’s Take a Break: Trends and Cycles in US Real GDP? |
0 |
0 |
0 |
222 |
0 |
1 |
10 |
905 |

Level Shifts and Purchasing Power Parity |
0 |
0 |
1 |
323 |
0 |
1 |
3 |
898 |

Local Asymtotic Distributions Related to the AR(1) MOdel with Dependent Errors |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
485 |

Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices |
0 |
0 |
0 |
115 |
0 |
1 |
5 |
282 |

Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data |
1 |
1 |
1 |
13 |
2 |
5 |
22 |
78 |

Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data |
0 |
0 |
0 |
63 |
0 |
2 |
3 |
48 |

Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends |
0 |
0 |
0 |
7 |
1 |
1 |
3 |
77 |

Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends |
0 |
0 |
0 |
59 |
1 |
1 |
6 |
88 |

Methodology in Economics: the Logic of Appraisal |
0 |
0 |
1 |
67 |
0 |
0 |
2 |
247 |

Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model |
0 |
0 |
0 |
78 |
0 |
0 |
5 |
205 |

Nonstationary and Level Shifts With An Application To Purchasing Power Parity |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
1,051 |

On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
59 |

On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests |
0 |
0 |
0 |
4 |
0 |
1 |
4 |
29 |

On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests |
0 |
0 |
0 |
14 |
1 |
1 |
5 |
95 |

On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests |
0 |
0 |
0 |
42 |
1 |
1 |
6 |
148 |

PPP May not Hold After all: A Further Investigation |
0 |
0 |
0 |
278 |
0 |
0 |
5 |
931 |

PPP May not Hold Afterall: A Further Investigation |
0 |
0 |
0 |
17 |
1 |
5 |
26 |
302 |

Pitfalls and Opportunities: What Macroeconomics should know about unit roots |
0 |
0 |
0 |
3 |
2 |
6 |
35 |
1,624 |

Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots |
0 |
1 |
4 |
2,902 |
5 |
8 |
41 |
6,120 |

Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots |
0 |
0 |
0 |
35 |
2 |
6 |
28 |
281 |

Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
47 |

Prewhitened Long-Run Variance Estimation Robust to Nonstationarity |
0 |
0 |
2 |
19 |
1 |
1 |
9 |
17 |

Residual Based Tests for Cointegration with GLS Detrended Data |
0 |
0 |
0 |
2 |
0 |
0 |
6 |
764 |

Residual test for cointegration with GLS detrended data |
0 |
0 |
2 |
180 |
1 |
1 |
9 |
435 |

Residuals-based Tests for Cointegration with GLS Detrended Data |
0 |
0 |
4 |
37 |
1 |
1 |
9 |
77 |

Robust testing of time trend and mean with unknown integration order errors Frequency (and Other) Contaminations |
0 |
1 |
2 |
10 |
3 |
9 |
31 |
73 |

Sampling Interval and Estimated Betas: Implications for the Presence of Transitory Components in Stock Prices |
0 |
0 |
0 |
7 |
1 |
1 |
6 |
85 |

Sampling Interval and estimated Betas: Implications for the Presence of Transitory Components in Stock Prices |
0 |
0 |
0 |
55 |
1 |
1 |
7 |
386 |

Seraching for Additive Outliers in Nonstationary Time Series |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
933 |

Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings |
0 |
0 |
2 |
17 |
0 |
0 |
11 |
28 |

Single-equation tests for Cointegration with GLS Detrended Data |
0 |
0 |
0 |
10 |
10 |
16 |
41 |
95 |

State Space Model with Mixtures of Normals: Specifications and Applications to International Data |
0 |
0 |
0 |
31 |
1 |
7 |
29 |
209 |

Statistical evidence about human influence on the climate system |
0 |
0 |
0 |
106 |
0 |
0 |
5 |
365 |

Statistically-derived contributions of diverse human influences to 20th century temperature changes |
0 |
0 |
1 |
9 |
2 |
3 |
48 |
104 |

Structural Breaks in Time Series |
0 |
0 |
3 |
173 |
0 |
3 |
24 |
163 |

Structural Breaks in Time Series |
1 |
4 |
21 |
131 |
3 |
9 |
71 |
358 |

TEST CONSISTENCY WITH VARYING SAMPLING FREQUENCY |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
511 |

TESTING FOR A RANDOM WALK: A SIMULATION EXPERIMENT OF POWER WHEN THE SIMPLING INTERVAL IS VARIED |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
708 |

TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A CHANGING MEAN |
0 |
0 |
0 |
12 |
1 |
2 |
6 |
1,320 |

THE ADEQUACY OF LIMITING DISTRIBUTIONS IN THE AR(1) MODEL WITH DEPENDENT ERRORS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
163 |

THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TEST FOR UNIT ROOT |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
252 |

THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TESTS FOR A UNIT ROOT |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
447 |

THE GREAT CRASH, THE OIL PRICE SHOCK AND THE UNIT ROOT HYPOTHESIS |
0 |
0 |
0 |
6 |
2 |
5 |
26 |
2,728 |

THE LIMITING DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN NEARLY INTEGRATED SEASONAL MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
217 |

Temporal Aggregation, Bandwidth Selection and Long Memory for Volatility Models |
0 |
0 |
0 |
5 |
0 |
0 |
4 |
50 |

Test Consistency with Varying Sampling Frequency |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
326 |

Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model |
0 |
0 |
0 |
67 |
1 |
1 |
8 |
238 |

Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model |
0 |
0 |
2 |
42 |
2 |
3 |
19 |
80 |

Testing for Breaks in Coefficients and Error Variance: Simulations and Applications |
0 |
0 |
0 |
64 |
1 |
1 |
2 |
185 |

Testing for Changes in Forecasting Performance |
0 |
0 |
0 |
69 |
0 |
1 |
9 |
74 |

Testing for Changes in Forecasting Performance |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
32 |

Testing for Changes in Forecasting Performance |
0 |
0 |
0 |
36 |
1 |
1 |
7 |
58 |

Testing for Common Breaks in a Multiple Equations System |
0 |
0 |
0 |
17 |
1 |
2 |
19 |
154 |

Testing for Common Breaks in a Multiple Equations System |
0 |
0 |
1 |
20 |
1 |
1 |
5 |
44 |

Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component |
0 |
0 |
0 |
18 |
1 |
1 |
10 |
52 |

Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component |
0 |
0 |
0 |
72 |
1 |
3 |
13 |
166 |

Testing for Multiple Structural Changes in Cointegrated Regression Models |
0 |
1 |
5 |
498 |
1 |
3 |
13 |
1,131 |

Testing for Multiple Structural Changes in Cointegrated Regression Models |
0 |
0 |
0 |
31 |
0 |
1 |
2 |
141 |

Testing for Multiple Structural Changes in Cointegrated Regression Models |
0 |
0 |
0 |
54 |
0 |
0 |
5 |
183 |

Testing for Shifts in Trend with an Integrated or Stationary Noise Component |
0 |
0 |
0 |
114 |
0 |
0 |
4 |
378 |

Testing for Shifts in Trend with an Integrated or Stationary Noise Component |
0 |
0 |
0 |
188 |
4 |
4 |
20 |
515 |

Testing for Trend in the Presence of Autoregressive Error: A Comment |
0 |
0 |
0 |
61 |
0 |
0 |
4 |
152 |

Testing for Trend in the Presence of Autoregressive Error: A Comment |
0 |
0 |
0 |
5 |
1 |
1 |
5 |
58 |

Testing for a Unit Root in Time Series Regression |
1 |
1 |
4 |
3,038 |
2 |
11 |
53 |
7,667 |

Testing for common breaks in a multiple equations system |
0 |
0 |
1 |
16 |
1 |
4 |
13 |
60 |

Testing jointly for structural changes in the error variance and coeÂ¢ cients of a linear regression model |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
26 |

Testing the Random Walk Hypothesis: Power Versus Frequency of Observation |
0 |
0 |
3 |
998 |
1 |
1 |
12 |
3,414 |

Testing the Random Walk Hypothesis: Power versus Frequency of Observation |
0 |
0 |
9 |
640 |
1 |
2 |
22 |
2,696 |

Tests of Joint Hypotheses for Time Series Regression with a Unit Root |
0 |
0 |
1 |
68 |
1 |
4 |
22 |
304 |

The Adequacy of Asymptotic Approximations in the Near- Integrated Autoregressive Model with Dependent Errors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
121 |

The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
51 |

The Calculation of the Limiting Distribution of the Least Squares Estimator in Near-Integrated Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
152 |

The Effect of Linear Filters on Dynamic Time series with Structural Change |
0 |
0 |
0 |
0 |
2 |
3 |
10 |
320 |

The Effect of Linear Filters on Dynamic Time series with Structural Change |
0 |
0 |
0 |
38 |
1 |
8 |
34 |
196 |

The Effect of Seasonal Adjustment Filters on Test for Unit Root |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
101 |

The Exact Error in Estimating the Special Density at the Origin |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
83 |

The Exact Error in Estimating the Special Density at the Origin |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
334 |

The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
215 |

The Great Crash, the Oil Prices and the Unit Root Hypothesis |
0 |
0 |
0 |
1 |
0 |
1 |
6 |
441 |

The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence |
0 |
0 |
1 |
31 |
0 |
0 |
7 |
57 |

The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence |
0 |
0 |
1 |
4 |
1 |
7 |
18 |
46 |

The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions* |
0 |
0 |
0 |
163 |
0 |
0 |
3 |
625 |

The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
94 |

The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes |
0 |
0 |
0 |
35 |
1 |
1 |
5 |
111 |

Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
7 |

Trend and Cycles: A New Approach and Explanations of Some Old Puzzles |
0 |
0 |
3 |
319 |
2 |
4 |
32 |
1,046 |

Trends and Random Walks in Macroeconomic Time Series: Further Evidence From a New Approach |
0 |
0 |
0 |
3 |
0 |
0 |
12 |
2,244 |

Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise |
0 |
0 |
4 |
38 |
0 |
0 |
10 |
51 |

Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag |
0 |
0 |
1 |
257 |
0 |
0 |
7 |
680 |

Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag |
0 |
0 |
0 |
1 |
1 |
2 |
14 |
1,005 |

Unit Root Tests Allowing for a Break in the Trend Function at an Unknown Time Under Both the Null and Alternative Hypotheses |
0 |
0 |
0 |
76 |
1 |
3 |
10 |
333 |

Unit roots in the presence of abrupt governmental interventions with an application to Brazilian to Brazilian data |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
142 |

Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
344 |

Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties |
0 |
0 |
1 |
68 |
0 |
0 |
6 |
279 |

Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors |
0 |
0 |
0 |
26 |
0 |
1 |
7 |
149 |

Wald Tests for Detecting Multiple Structural Changes in Persistence |
0 |
0 |
1 |
208 |
1 |
1 |
5 |
427 |

Total Working Papers |
4 |
23 |
129 |
25,026 |
134 |
325 |
1,852 |
98,055 |