| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "Hall of Fame" Voting: The Econometric Society |
0 |
0 |
0 |
84 |
0 |
11 |
15 |
514 |
| A Generalized Method of Moments Estimator for Long-Memory Processes |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
292 |
| A Generalized Method of Moments Estimator for Long-Memory Processes |
0 |
0 |
0 |
1 |
3 |
16 |
17 |
295 |
| A Modification of the Schmidt-Phillips Unit Root Test |
0 |
0 |
0 |
1 |
2 |
6 |
7 |
631 |
| Confidence Statements for Efficiency Estimates from Stochastic Frontier Models |
0 |
0 |
0 |
502 |
1 |
6 |
8 |
1,008 |
| DICKEY-FULLER TESTS WITH DRIFT |
0 |
0 |
0 |
0 |
13 |
23 |
24 |
745 |
| Efficient Estimation of Dynamic Panel Data Models Under Alternative Sets of Assumptions |
0 |
0 |
0 |
0 |
1 |
7 |
9 |
663 |
| Estimating market Prices for Child Care: Sample Design Estimation and Accuracy |
0 |
0 |
0 |
1 |
2 |
6 |
7 |
2,279 |
| Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects |
0 |
0 |
0 |
0 |
3 |
4 |
5 |
357 |
| GMM Redundancy Results for General Missing Data Problems |
0 |
0 |
0 |
85 |
1 |
5 |
9 |
333 |
| Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics |
0 |
0 |
0 |
0 |
2 |
9 |
12 |
401 |
| Likelihood Based Estimation in a Panel Setting |
0 |
0 |
0 |
3 |
3 |
8 |
10 |
306 |
| Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas |
0 |
0 |
0 |
64 |
1 |
5 |
7 |
161 |
| Marginal Comparisons with the Best ant the Efficiency Measurment Problem |
0 |
0 |
0 |
46 |
2 |
11 |
12 |
171 |
| On The Distribution of Estimated Technical Efficiency in Stochastic Frontier Models |
0 |
0 |
1 |
207 |
1 |
8 |
13 |
437 |
| On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data |
0 |
0 |
0 |
163 |
4 |
11 |
15 |
559 |
| On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives |
0 |
0 |
0 |
3 |
0 |
5 |
8 |
1,027 |
| One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels |
1 |
1 |
2 |
200 |
4 |
12 |
18 |
717 |
| PRODUCTION FRONTIERS WITH CROSS-SECTINAL AND TIME-SERIES VARIATION IN EFFICIENCY LEVELS |
0 |
0 |
0 |
410 |
2 |
18 |
26 |
1,307 |
| Panel Data Models with Multiple Time-Varying Individual Effects |
0 |
0 |
0 |
619 |
0 |
46 |
51 |
1,560 |
| Predicting Criminal Recidivism Using "Split Population" Survival Time Models |
0 |
0 |
0 |
478 |
0 |
6 |
10 |
1,486 |
| Production Frontiers and Efficiency Measurement |
0 |
0 |
0 |
6 |
1 |
5 |
9 |
850 |
| Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act |
0 |
0 |
0 |
233 |
1 |
7 |
9 |
2,924 |
| Testing for a Unit Root in the Presence of Deterministic Trends |
0 |
0 |
0 |
438 |
0 |
9 |
10 |
1,164 |
| Testing forUnit Root in the Presence of Deterministic Trends |
0 |
0 |
0 |
1 |
1 |
11 |
13 |
324 |
| Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root: How Sure are we that Economic Time Series have a Unit Root? |
0 |
0 |
0 |
5 |
4 |
58 |
96 |
2,530 |
| Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? |
1 |
6 |
29 |
3,370 |
2 |
21 |
72 |
11,082 |
| The Minimum Distance Estimator for Fractionally Integrated ARMA Models |
0 |
0 |
0 |
0 |
1 |
4 |
6 |
299 |
| Unit Root Tests Based on Instrumental Variables Estimation |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
197 |
| Using Copulas to Model Time Dependence in Stochastic Frontier Models |
0 |
0 |
0 |
71 |
1 |
9 |
11 |
260 |
| Zu Migration und Strukturfonds im Binnenmarkt der EU |
0 |
0 |
0 |
105 |
1 |
4 |
7 |
305 |
| Total Working Papers |
2 |
7 |
32 |
7,097 |
59 |
357 |
522 |
35,184 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Generalization of the Durbin-Watson Test |
0 |
0 |
0 |
0 |
4 |
7 |
7 |
207 |
| A Monte Carlo investigation of the accuracy of multivariate CAPM tests |
0 |
0 |
0 |
103 |
2 |
6 |
8 |
324 |
| A Monte Carlo study of estimators of stochastic frontier production functions |
0 |
0 |
0 |
213 |
1 |
2 |
3 |
449 |
| A Note on Dyamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
108 |
| A Note on Theil's Minimum Standard Error Criterion when the Disturbances are Autocorrelated |
0 |
0 |
0 |
60 |
1 |
8 |
8 |
301 |
| A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators |
0 |
0 |
0 |
62 |
1 |
3 |
4 |
222 |
| A Note on the Treatment of the Truncation Remainder in the Gamma Distributed Lag |
0 |
0 |
0 |
13 |
0 |
2 |
2 |
125 |
| A Test of the Tobit Specification against an Alternative Suggested by Cragg |
0 |
0 |
0 |
409 |
0 |
4 |
10 |
1,053 |
| A minimum distance estimator for long-memory processes |
0 |
0 |
0 |
59 |
1 |
4 |
10 |
181 |
| A modification of the Schmidt-Phillips unit root test |
0 |
0 |
3 |
154 |
2 |
8 |
14 |
392 |
| A note on a fixed effect model with arbitrary interpersonal covariance |
0 |
0 |
0 |
18 |
0 |
3 |
5 |
75 |
| A note on the computation of inequality constrained least squares estimates |
0 |
0 |
1 |
14 |
0 |
1 |
4 |
52 |
| A note on the estimation of seemingly unrelated regression systems |
0 |
0 |
0 |
38 |
2 |
5 |
5 |
85 |
| A robust version of the KPSS test based on indicators |
0 |
0 |
0 |
64 |
0 |
1 |
4 |
180 |
| A survey of frontier production functions and of their relationship to efficiency measurement |
0 |
0 |
1 |
1,007 |
0 |
4 |
13 |
2,108 |
| Alternative methods of detrending and the power of unit root tests |
0 |
0 |
0 |
66 |
0 |
4 |
8 |
169 |
| An Argument for the Usefulness of the Gamma Distributed Lag Model |
0 |
0 |
0 |
19 |
1 |
3 |
6 |
83 |
| An Improved Version of the Quandt-Ramsey MGE Estimator for Mixtures of Normal Distributions and Switching Regressions |
0 |
0 |
0 |
34 |
3 |
5 |
6 |
174 |
| An Investigation of the Robustness of the Tobit Estimator to Non-Normality |
1 |
1 |
2 |
210 |
3 |
5 |
16 |
640 |
| Bank Market Structure and Competition: A Survey: Comment |
0 |
0 |
1 |
67 |
0 |
1 |
3 |
193 |
| Calculating the Power of the Minimum Standard Error Choice Criterion |
0 |
0 |
0 |
12 |
1 |
3 |
3 |
160 |
| Cognitive Range in the Theory of Revealed Preference |
0 |
0 |
1 |
25 |
0 |
3 |
4 |
266 |
| Editors' introduction |
0 |
0 |
0 |
2 |
1 |
3 |
3 |
30 |
| Editors'introduction |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
29 |
| Efficient Estimation Using Panel Data |
0 |
0 |
2 |
365 |
0 |
6 |
14 |
821 |
| Efficient GMM and MD estimation of autoregressive models |
0 |
0 |
0 |
44 |
1 |
3 |
6 |
149 |
| Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation |
0 |
2 |
2 |
172 |
1 |
12 |
17 |
440 |
| Efficient estimation of models for dynamic panel data |
0 |
2 |
14 |
1,554 |
0 |
11 |
56 |
3,215 |
| Efficient estimation of panel data models with strictly exogenous explanatory variables |
0 |
0 |
1 |
249 |
0 |
10 |
15 |
636 |
| Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation |
0 |
0 |
0 |
51 |
0 |
3 |
7 |
171 |
| Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated |
0 |
0 |
0 |
125 |
0 |
4 |
4 |
266 |
| Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers |
0 |
0 |
2 |
362 |
0 |
4 |
10 |
712 |
| Estimation of Distributed Lags in Simultaneous Equation Models: An Expository Treatment |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
62 |
| Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach |
0 |
0 |
0 |
215 |
0 |
1 |
2 |
620 |
| Estimation of a Distributed Lag Model with Second Order Autoregressive Disturbances: A Monte Carlo Experiment |
0 |
0 |
0 |
71 |
0 |
3 |
5 |
306 |
| Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited |
0 |
0 |
0 |
26 |
0 |
1 |
2 |
108 |
| Estimation of a fixed-effect Cobb-Douglas system using panel data |
0 |
0 |
1 |
207 |
0 |
2 |
4 |
466 |
| Estimation of a panel data model with parametric temporal variation in individual effects |
0 |
0 |
1 |
120 |
1 |
5 |
8 |
282 |
| Estimation of seemingly unrelated regressions with unequal numbers of observations |
0 |
0 |
0 |
172 |
0 |
4 |
6 |
378 |
| Extended tabulations for Dickey-Fuller tests |
0 |
0 |
1 |
47 |
1 |
2 |
7 |
133 |
| Formulation and estimation of stochastic frontier production function models |
3 |
11 |
39 |
4,066 |
18 |
58 |
196 |
9,598 |
| Further Results on the Value of Sample Separation Information [Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model] |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
85 |
| Further evidence on the robustness of the Tobit estimator to heteroskedasticity |
0 |
0 |
1 |
203 |
1 |
11 |
15 |
435 |
| GMM estimation of linear panel data models with time-varying individual effects |
0 |
2 |
7 |
531 |
0 |
12 |
34 |
1,076 |
| GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model |
0 |
0 |
0 |
105 |
0 |
4 |
7 |
247 |
| GMM redundancy results for general missing data problems |
0 |
0 |
1 |
59 |
1 |
6 |
12 |
253 |
| GMM with more moment conditions than observations |
0 |
0 |
0 |
48 |
0 |
18 |
22 |
159 |
| Goodness of fit tests in stochastic frontier models |
0 |
0 |
1 |
98 |
0 |
5 |
9 |
268 |
| Improved instrumental variables and generalized method of moments estimators |
0 |
0 |
1 |
64 |
0 |
7 |
10 |
173 |
| Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics |
0 |
0 |
1 |
110 |
1 |
5 |
10 |
378 |
| Is skill more important than luck in explaining fish catches? |
0 |
1 |
2 |
51 |
1 |
6 |
8 |
232 |
| LM Tests for a Unit Root in the Presence of Deterministic Trends |
0 |
0 |
0 |
6 |
2 |
5 |
20 |
1,195 |
| Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas |
0 |
0 |
0 |
53 |
0 |
2 |
5 |
172 |
| Marginal Comparisons With the Best and the Efficiency Measurement Problem |
0 |
0 |
0 |
22 |
1 |
4 |
9 |
107 |
| Models for Which the MLE and the Conditional MLE Coincide |
0 |
0 |
0 |
0 |
1 |
10 |
13 |
244 |
| More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares |
0 |
1 |
5 |
61 |
4 |
12 |
19 |
199 |
| Multiple comparisons with the best, with economic applications |
0 |
0 |
0 |
247 |
0 |
8 |
11 |
689 |
| On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
82 |
| On the Cost of Partial Observability in the Bivariate Probit Model |
0 |
0 |
2 |
435 |
4 |
7 |
13 |
946 |
| On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters |
0 |
0 |
0 |
22 |
1 |
1 |
3 |
223 |
| On the Efficiency of the Almon Lag Technique |
0 |
0 |
1 |
147 |
1 |
4 |
8 |
413 |
| On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
109 |
| On the Estimation of Triangular Structural Systems |
0 |
0 |
1 |
104 |
0 |
12 |
14 |
334 |
| On the Statistical Estimation of Parametric Frontier Production Functions |
0 |
1 |
2 |
375 |
0 |
7 |
11 |
801 |
| On the Statistical Estimation of Parametric Frontier Production Functions: Rejoinder |
0 |
0 |
0 |
46 |
0 |
4 |
6 |
142 |
| On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data |
0 |
0 |
0 |
47 |
1 |
8 |
8 |
172 |
| On the distribution of estimated technical efficiency in stochastic frontier models |
0 |
0 |
2 |
119 |
0 |
5 |
16 |
351 |
| On the estimation of technical inefficiency in the stochastic frontier production function model |
2 |
4 |
22 |
1,422 |
6 |
18 |
62 |
3,259 |
| On the power of point optimal tests of the trend stationarity hypothesis |
0 |
0 |
0 |
14 |
1 |
3 |
4 |
71 |
| On the power of the KPSS test of stationarity against fractionally-integrated alternatives |
0 |
0 |
2 |
243 |
0 |
5 |
18 |
608 |
| One-step and two-step estimation in SFA models |
0 |
0 |
0 |
146 |
0 |
1 |
4 |
337 |
| Partial GLS regression |
0 |
0 |
0 |
84 |
0 |
4 |
5 |
371 |
| Predicting criminal recidivism using 'split population' survival time models |
0 |
0 |
3 |
182 |
1 |
9 |
17 |
538 |
| Production Frontiers and Panel Data |
0 |
0 |
0 |
0 |
1 |
17 |
26 |
1,332 |
| Production frontiers with cross-sectional and time-series variation in efficiency levels |
0 |
0 |
1 |
546 |
2 |
37 |
46 |
1,326 |
| Redundancy of moment conditions |
0 |
0 |
0 |
115 |
3 |
8 |
13 |
279 |
| Revisiting Tobin's 1950 Study of Food Expenditure: Comments |
0 |
0 |
0 |
13 |
0 |
2 |
3 |
140 |
| Simple tests of alternative specifications in stochastic frontier models |
0 |
0 |
0 |
166 |
1 |
7 |
14 |
349 |
| Simultaneous equations and panel data |
0 |
0 |
1 |
1,436 |
1 |
19 |
21 |
2,345 |
| Some Further Evidence on the Power of the Durbin-Watson and Geary Tests |
0 |
0 |
0 |
8 |
1 |
5 |
6 |
81 |
| Some Further Evidence on the Use of the Chow Test under Heteroskedasticity |
0 |
0 |
0 |
108 |
0 |
2 |
5 |
377 |
| Some Small Evidence on the Distribution of Dynamic Simulation Forecasts |
0 |
0 |
0 |
4 |
0 |
2 |
2 |
72 |
| Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters |
0 |
0 |
0 |
34 |
0 |
7 |
8 |
119 |
| Some results on testing for stationarity using data detrended in differences |
0 |
0 |
0 |
30 |
1 |
4 |
5 |
85 |
| Some small sample properties of estimators and test statistics in the multivariate logit model |
0 |
0 |
0 |
30 |
1 |
4 |
7 |
138 |
| Spurious logarithms and the KPSS statistic |
0 |
0 |
0 |
8 |
0 |
4 |
8 |
72 |
| Stochastic frontier models with multiple time-varying individual effects |
0 |
0 |
0 |
193 |
1 |
10 |
18 |
430 |
| Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? |
7 |
23 |
84 |
3,183 |
20 |
67 |
260 |
10,070 |
| Testing the restrictions implied by the rational expectations hypothesis |
0 |
0 |
0 |
22 |
0 |
4 |
5 |
84 |
| The Algebraic Equivalence of the Oberhofer-Kmenta and Theil-Boot Formulae for the Asymptotic Variance of a Characteristic Root of a Dynamic Econometric Model |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
184 |
| The Asymptotic Distribution of Dynamic Multipliers |
0 |
0 |
0 |
12 |
1 |
7 |
8 |
82 |
| The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model |
0 |
0 |
0 |
20 |
0 |
3 |
4 |
99 |
| The Determinants of Econometric Society Fellows Elections |
0 |
0 |
0 |
191 |
1 |
5 |
7 |
661 |
| The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach |
0 |
1 |
1 |
48 |
2 |
10 |
11 |
161 |
| The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series |
0 |
0 |
6 |
139 |
2 |
10 |
17 |
408 |
| The KPSS stationarity test as a unit root test |
0 |
1 |
6 |
1,212 |
1 |
12 |
31 |
2,760 |
| The Prediction of Occupation Using Multiple Logit Models |
0 |
0 |
1 |
560 |
3 |
7 |
17 |
1,224 |
| The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
61 |
| The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors |
0 |
0 |
0 |
30 |
0 |
3 |
10 |
102 |
| The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator |
0 |
0 |
0 |
37 |
0 |
3 |
5 |
139 |
| The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models |
0 |
0 |
0 |
4 |
2 |
5 |
6 |
28 |
| Three-stage least squares with different instruments for different equations |
0 |
0 |
1 |
218 |
1 |
4 |
8 |
439 |
| Unit Root Tests Based on Instrumental Variables Estimation |
0 |
0 |
0 |
31 |
1 |
3 |
4 |
130 |
| Unit root tests with conditional heteroskedasticity |
0 |
0 |
0 |
290 |
1 |
4 |
6 |
555 |
| Valid tests of whether technical inefficiency depends on firm characteristics |
0 |
0 |
0 |
44 |
0 |
1 |
7 |
174 |
| Total Journal Articles |
13 |
50 |
227 |
24,343 |
122 |
701 |
1,499 |
65,144 |
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