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 |
1 |
2 |
499 |
A Generalized Method of Moments Estimator for Long-Memory Processes |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
278 |
A Generalized Method of Moments Estimator for Long-Memory Processes |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
289 |
A Modification of the Schmidt-Phillips Unit Root Test |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
624 |
Confidence Statements for Efficiency Estimates from Stochastic Frontier Models |
0 |
0 |
0 |
502 |
1 |
2 |
3 |
1,000 |
DICKEY-FULLER TESTS WITH DRIFT |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
721 |
Efficient Estimation of Dynamic Panel Data Models Under Alternative Sets of Assumptions |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
654 |
Estimating market Prices for Child Care: Sample Design Estimation and Accuracy |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
2,272 |
Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
352 |
GMM Redundancy Results for General Missing Data Problems |
0 |
0 |
0 |
85 |
0 |
0 |
3 |
324 |
Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
389 |
Likelihood Based Estimation in a Panel Setting |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
296 |
Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas |
0 |
0 |
0 |
64 |
0 |
0 |
2 |
154 |
Marginal Comparisons with the Best ant the Efficiency Measurment Problem |
0 |
0 |
0 |
46 |
1 |
1 |
2 |
159 |
On The Distribution of Estimated Technical Efficiency in Stochastic Frontier Models |
1 |
1 |
1 |
206 |
1 |
3 |
5 |
424 |
On the Accuracy of Bootstrap Confidence Intervals for Efficiency Levels in Stochastic Frontier Models with Panel Data |
0 |
0 |
0 |
163 |
0 |
0 |
2 |
544 |
On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
1,019 |
One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels |
0 |
0 |
0 |
198 |
0 |
1 |
7 |
699 |
PRODUCTION FRONTIERS WITH CROSS-SECTINAL AND TIME-SERIES VARIATION IN EFFICIENCY LEVELS |
0 |
0 |
0 |
410 |
0 |
2 |
4 |
1,281 |
Panel Data Models with Multiple Time-Varying Individual Effects |
0 |
0 |
0 |
619 |
2 |
3 |
6 |
1,509 |
Predicting Criminal Recidivism Using "Split Population" Survival Time Models |
0 |
0 |
0 |
478 |
0 |
1 |
2 |
1,476 |
Production Frontiers and Efficiency Measurement |
0 |
0 |
0 |
6 |
0 |
1 |
5 |
841 |
Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act |
0 |
0 |
0 |
233 |
1 |
2 |
3 |
2,915 |
Testing for a Unit Root in the Presence of Deterministic Trends |
0 |
0 |
2 |
438 |
1 |
2 |
5 |
1,154 |
Testing forUnit Root in the Presence of Deterministic Trends |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
311 |
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 |
5 |
12 |
43 |
2,434 |
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? |
2 |
9 |
32 |
3,341 |
8 |
28 |
79 |
11,010 |
The Minimum Distance Estimator for Fractionally Integrated ARMA Models |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
293 |
Unit Root Tests Based on Instrumental Variables Estimation |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
194 |
Using Copulas to Model Time Dependence in Stochastic Frontier Models |
0 |
0 |
0 |
71 |
1 |
2 |
3 |
249 |
Zu Migration und Strukturfonds im Binnenmarkt der EU |
0 |
0 |
0 |
105 |
1 |
2 |
2 |
298 |
Total Working Papers |
3 |
10 |
35 |
7,065 |
23 |
73 |
197 |
34,662 |
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 |
0 |
0 |
0 |
200 |
A Monte Carlo investigation of the accuracy of multivariate CAPM tests |
0 |
0 |
2 |
103 |
0 |
1 |
3 |
316 |
A Monte Carlo study of estimators of stochastic frontier production functions |
0 |
0 |
3 |
213 |
1 |
2 |
5 |
446 |
A Note on Dyamic Simulation Forecasts and Stochastic Forecast-Period Exogenous Variables |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
107 |
A Note on Theil's Minimum Standard Error Criterion when the Disturbances are Autocorrelated |
0 |
0 |
0 |
60 |
0 |
1 |
1 |
293 |
A Note on the Comparison of the Mean Square Error of Inequality Constrained Least Squares and Other Related Estimators |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
218 |
A Note on the Treatment of the Truncation Remainder in the Gamma Distributed Lag |
0 |
0 |
0 |
13 |
1 |
1 |
1 |
123 |
A Test of the Tobit Specification against an Alternative Suggested by Cragg |
0 |
0 |
2 |
409 |
0 |
1 |
5 |
1,043 |
A minimum distance estimator for long-memory processes |
0 |
0 |
0 |
59 |
0 |
1 |
1 |
171 |
A modification of the Schmidt-Phillips unit root test |
0 |
1 |
1 |
151 |
0 |
2 |
4 |
378 |
A note on a fixed effect model with arbitrary interpersonal covariance |
0 |
0 |
0 |
18 |
0 |
1 |
1 |
70 |
A note on the computation of inequality constrained least squares estimates |
0 |
0 |
1 |
13 |
1 |
2 |
3 |
48 |
A note on the estimation of seemingly unrelated regression systems |
0 |
1 |
1 |
38 |
0 |
2 |
3 |
80 |
A robust version of the KPSS test based on indicators |
0 |
0 |
1 |
64 |
0 |
1 |
5 |
176 |
A survey of frontier production functions and of their relationship to efficiency measurement |
1 |
1 |
2 |
1,006 |
2 |
2 |
6 |
2,095 |
Alternative methods of detrending and the power of unit root tests |
0 |
0 |
0 |
66 |
0 |
1 |
2 |
161 |
An Argument for the Usefulness of the Gamma Distributed Lag Model |
0 |
0 |
0 |
19 |
0 |
1 |
1 |
77 |
An Improved Version of the Quandt-Ramsey MGE Estimator for Mixtures of Normal Distributions and Switching Regressions |
0 |
0 |
0 |
34 |
0 |
1 |
1 |
168 |
An Investigation of the Robustness of the Tobit Estimator to Non-Normality |
0 |
0 |
6 |
208 |
0 |
2 |
14 |
624 |
Bank Market Structure and Competition: A Survey: Comment |
0 |
0 |
1 |
66 |
0 |
1 |
2 |
190 |
Calculating the Power of the Minimum Standard Error Choice Criterion |
0 |
0 |
0 |
12 |
0 |
1 |
1 |
157 |
Cognitive Range in the Theory of Revealed Preference |
0 |
0 |
0 |
24 |
0 |
1 |
1 |
262 |
Editors' introduction |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
27 |
Editors'introduction |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
28 |
Efficient Estimation Using Panel Data |
0 |
0 |
0 |
363 |
0 |
1 |
2 |
807 |
Efficient GMM and MD estimation of autoregressive models |
0 |
0 |
0 |
44 |
0 |
1 |
2 |
143 |
Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation |
1 |
1 |
1 |
170 |
1 |
2 |
6 |
423 |
Efficient estimation of models for dynamic panel data |
0 |
1 |
19 |
1,540 |
1 |
9 |
61 |
3,159 |
Efficient estimation of panel data models with strictly exogenous explanatory variables |
1 |
1 |
2 |
248 |
1 |
1 |
6 |
621 |
Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation |
0 |
0 |
0 |
51 |
0 |
1 |
2 |
164 |
Estimating stochastic production and cost frontiers when technical and allocative inefficiency are correlated |
0 |
0 |
2 |
125 |
0 |
0 |
4 |
262 |
Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers |
0 |
2 |
4 |
360 |
0 |
2 |
7 |
702 |
Estimation of Distributed Lags in Simultaneous Equation Models: An Expository Treatment |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
58 |
Estimation of Models with Jointly Dependent Qualitative Variables: A Simultaneous Logit Approach |
0 |
0 |
0 |
215 |
0 |
0 |
0 |
618 |
Estimation of a Distributed Lag Model with Second Order Autoregressive Disturbances: A Monte Carlo Experiment |
0 |
0 |
1 |
71 |
0 |
0 |
2 |
301 |
Estimation of a Simultaneous Equations Model with Jointly Dependent Continuous and Qualitative Variables: The Union-Earnings Question Revisited |
0 |
0 |
0 |
26 |
2 |
2 |
2 |
106 |
Estimation of a fixed-effect Cobb-Douglas system using panel data |
0 |
0 |
1 |
206 |
0 |
1 |
3 |
462 |
Estimation of a panel data model with parametric temporal variation in individual effects |
0 |
0 |
1 |
119 |
0 |
1 |
5 |
274 |
Estimation of seemingly unrelated regressions with unequal numbers of observations |
0 |
0 |
1 |
172 |
1 |
1 |
5 |
372 |
Extended tabulations for Dickey-Fuller tests |
0 |
0 |
1 |
46 |
0 |
0 |
1 |
126 |
Formulation and estimation of stochastic frontier production function models |
4 |
9 |
44 |
4,027 |
6 |
27 |
135 |
9,402 |
Further Results on the Value of Sample Separation Information [Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model] |
0 |
0 |
0 |
13 |
1 |
1 |
1 |
84 |
Further evidence on the robustness of the Tobit estimator to heteroskedasticity |
0 |
0 |
3 |
202 |
0 |
0 |
8 |
420 |
GMM estimation of linear panel data models with time-varying individual effects |
2 |
2 |
10 |
524 |
2 |
5 |
20 |
1,042 |
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 |
1 |
105 |
0 |
1 |
3 |
240 |
GMM redundancy results for general missing data problems |
0 |
0 |
0 |
58 |
0 |
0 |
7 |
241 |
GMM with more moment conditions than observations |
0 |
0 |
0 |
48 |
0 |
0 |
3 |
137 |
Goodness of fit tests in stochastic frontier models |
0 |
0 |
2 |
97 |
0 |
0 |
9 |
259 |
Improved instrumental variables and generalized method of moments estimators |
0 |
0 |
0 |
63 |
0 |
1 |
2 |
163 |
Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics |
0 |
0 |
1 |
109 |
0 |
2 |
5 |
368 |
Is skill more important than luck in explaining fish catches? |
0 |
0 |
0 |
49 |
0 |
1 |
3 |
224 |
LM Tests for a Unit Root in the Presence of Deterministic Trends |
0 |
0 |
0 |
6 |
2 |
7 |
27 |
1,175 |
Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
167 |
Marginal Comparisons With the Best and the Efficiency Measurement Problem |
0 |
0 |
0 |
22 |
0 |
1 |
2 |
98 |
Models for Which the MLE and the Conditional MLE Coincide |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
231 |
More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares |
0 |
0 |
1 |
56 |
1 |
2 |
5 |
180 |
Multiple comparisons with the best, with economic applications |
0 |
0 |
1 |
247 |
0 |
0 |
1 |
678 |
On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
80 |
On the Cost of Partial Observability in the Bivariate Probit Model |
0 |
0 |
3 |
433 |
1 |
2 |
9 |
933 |
On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters |
0 |
0 |
0 |
22 |
0 |
1 |
1 |
220 |
On the Efficiency of the Almon Lag Technique |
0 |
0 |
0 |
146 |
1 |
1 |
1 |
405 |
On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous: Comment |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
107 |
On the Estimation of Triangular Structural Systems |
0 |
1 |
1 |
103 |
1 |
2 |
2 |
320 |
On the Statistical Estimation of Parametric Frontier Production Functions |
1 |
2 |
4 |
373 |
1 |
3 |
13 |
790 |
On the Statistical Estimation of Parametric Frontier Production Functions: Rejoinder |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
136 |
On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data |
0 |
0 |
0 |
47 |
0 |
1 |
3 |
164 |
On the distribution of estimated technical efficiency in stochastic frontier models |
0 |
1 |
4 |
117 |
1 |
3 |
11 |
335 |
On the estimation of technical inefficiency in the stochastic frontier production function model |
0 |
2 |
18 |
1,400 |
4 |
15 |
52 |
3,197 |
On the power of point optimal tests of the trend stationarity hypothesis |
0 |
0 |
0 |
14 |
1 |
2 |
3 |
67 |
On the power of the KPSS test of stationarity against fractionally-integrated alternatives |
0 |
1 |
4 |
241 |
0 |
2 |
12 |
590 |
One-step and two-step estimation in SFA models |
0 |
1 |
5 |
146 |
0 |
2 |
11 |
333 |
Partial GLS regression |
0 |
0 |
0 |
84 |
0 |
1 |
2 |
366 |
Predicting criminal recidivism using 'split population' survival time models |
0 |
1 |
2 |
179 |
0 |
1 |
6 |
521 |
Production Frontiers and Panel Data |
0 |
0 |
0 |
0 |
1 |
2 |
10 |
1,306 |
Production frontiers with cross-sectional and time-series variation in efficiency levels |
0 |
0 |
2 |
545 |
2 |
3 |
9 |
1,280 |
Redundancy of moment conditions |
0 |
0 |
2 |
115 |
0 |
2 |
5 |
266 |
Revisiting Tobin's 1950 Study of Food Expenditure: Comments |
0 |
0 |
0 |
13 |
0 |
1 |
1 |
137 |
Simple tests of alternative specifications in stochastic frontier models |
1 |
1 |
1 |
166 |
2 |
5 |
7 |
335 |
Simultaneous equations and panel data |
0 |
1 |
3 |
1,435 |
1 |
2 |
7 |
2,324 |
Some Further Evidence on the Power of the Durbin-Watson and Geary Tests |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
75 |
Some Further Evidence on the Use of the Chow Test under Heteroskedasticity |
0 |
0 |
0 |
108 |
0 |
0 |
0 |
372 |
Some Small Evidence on the Distribution of Dynamic Simulation Forecasts |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
70 |
Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters |
0 |
0 |
0 |
34 |
1 |
2 |
2 |
111 |
Some results on testing for stationarity using data detrended in differences |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
80 |
Some small sample properties of estimators and test statistics in the multivariate logit model |
0 |
0 |
0 |
30 |
0 |
1 |
1 |
131 |
Spurious logarithms and the KPSS statistic |
0 |
0 |
0 |
8 |
0 |
1 |
2 |
64 |
Stochastic frontier models with multiple time-varying individual effects |
0 |
0 |
0 |
193 |
0 |
0 |
1 |
412 |
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? |
11 |
29 |
104 |
3,099 |
20 |
68 |
297 |
9,810 |
Testing the restrictions implied by the rational expectations hypothesis |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
79 |
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 |
1 |
1 |
183 |
The Asymptotic Distribution of Dynamic Multipliers |
0 |
0 |
0 |
12 |
0 |
1 |
1 |
74 |
The Asymptotic Distribution of Forecasts in the Dynamic Simulation of an Econometric Model |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
95 |
The Determinants of Econometric Society Fellows Elections |
0 |
0 |
0 |
191 |
1 |
3 |
5 |
654 |
The Effect of Unions on Earnings and Earnings on Unions: A Mixed Logit Approach |
0 |
0 |
1 |
47 |
2 |
3 |
6 |
150 |
The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series |
1 |
1 |
3 |
133 |
1 |
1 |
3 |
391 |
The KPSS stationarity test as a unit root test |
0 |
1 |
7 |
1,206 |
2 |
5 |
19 |
2,729 |
The Prediction of Occupation Using Multiple Logit Models |
2 |
2 |
9 |
559 |
2 |
5 |
20 |
1,207 |
The Small Sample Effects of Various Treatments of Truncation Remainders in the Estimation of Distributed Lag Models |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
60 |
The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors |
0 |
0 |
0 |
30 |
1 |
2 |
3 |
92 |
The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator |
1 |
1 |
1 |
37 |
2 |
2 |
2 |
134 |
The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
22 |
Three-stage least squares with different instruments for different equations |
0 |
0 |
2 |
217 |
1 |
1 |
8 |
431 |
Unit Root Tests Based on Instrumental Variables Estimation |
0 |
0 |
0 |
31 |
1 |
2 |
2 |
126 |
Unit root tests with conditional heteroskedasticity |
0 |
0 |
0 |
290 |
0 |
0 |
2 |
549 |
Valid tests of whether technical inefficiency depends on firm characteristics |
0 |
0 |
0 |
44 |
0 |
1 |
2 |
167 |
Total Journal Articles |
26 |
64 |
292 |
24,116 |
77 |
255 |
952 |
63,645 |