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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Mean-Variance Efficiency Tests 0 0 0 23 0 0 10 114
A Positive Rank-One Modification of the Symmetric Factorization of a Positive Semi-Definite Matrix 0 0 0 0 0 0 6 26
A Positive Rank-One Modification on the Symmetric Factorization of a Positive Semi-Definite Matrix 0 0 0 0 0 1 10 616
A Spectral EM Algorithm for Dynamic Factor Models 0 0 0 43 1 2 21 78
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 0 0 0 5 0 0 10 68
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 0 0 0 11 0 0 16 74
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 0 0 0 42 0 0 11 141
A spectral EM algorithm for dynamic factor models 0 0 0 28 0 1 19 80
A spectral EM algorithm for dynamic factor models 0 0 0 34 0 1 11 85
A unifying approach to the empirical evaluation of asset pricing models 0 0 0 50 0 1 13 141
Aggregate Output Measurements: A Common Trend Approach 0 0 0 2 0 1 12 30
Aggregate Output Measurements: A Common Trend Approach 0 0 2 9 0 1 15 35
Aggregate Output Measurements: A Common Trend Approach 0 0 0 7 0 0 9 29
Aggregate Output Measurements: a Common Trend Approach 0 0 0 26 0 1 15 41
Aggregate output measurements: a common trend approach 0 0 0 10 0 0 2 40
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 1 7 1,151
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 2 12 23
An Index of Co-Movements in Financial Time Series 0 0 0 0 0 0 2 40
An Index of Co-Movements in Financial Time Series 0 0 0 0 0 1 5 438
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 0 22 0 0 3 87
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 0 8 40
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 1 0 0 10 945
Conditional means of time series processes and time series processes for conditional means 0 0 0 26 0 0 15 186
Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators 0 0 0 20 0 1 6 46
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 24 0 0 9 38
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 5 0 1 11 45
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 18 0 0 2 63
Constrained EMM and Indirect Inference Estimation 0 0 0 0 0 0 7 419
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 0 1 4 11
Constrained Indirect Inference Estimation 0 0 0 99 0 0 6 275
Constrained indirect inference estimation 0 0 0 1 0 0 6 18
Did the EMS Reduce the Cost of Capital? 0 0 0 113 0 0 10 528
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 54 0 2 13 86
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 5 0 0 6 28
Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations 0 0 0 9 0 0 12 97
Distributional tests in multivariate dynamic models with Normal and Student t innovations 0 0 0 28 0 0 9 125
Duality in Mean-Variance Frontiers with Conditioning Information 0 0 1 49 0 0 9 150
Duality in Mean-Variance Frontiers with Conditioning Information 0 0 0 7 0 0 9 95
Duality in mean-variance frontiers with conditioning information 0 0 0 76 0 0 10 278
Dynamic Specification Tests for Dynamic Factor Models 0 0 0 61 1 2 18 144
Dynamic Specification Tests for Static Factor Models 0 0 0 66 1 2 14 255
Dynamic Specification Tests for Static Factor Models 0 0 0 43 0 0 15 123
Dynamic specification tests for dynamic factor models 0 0 0 12 0 0 11 58
Empirical Evaluation of Overspecified Asset Pricing Models 0 0 0 26 0 0 8 97
Empirical Evaluation of Overspecified Asset Pricing Models 0 0 0 49 0 1 11 108
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 0 156 0 2 14 445
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 0 98 0 0 12 376
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations 0 0 0 156 0 0 24 460
Estimation and testing of dynamic models with generalised hyperbolic innovations 0 0 0 7 0 0 9 37
Factor Representing Portfolios in Large Asset Markets 0 0 0 0 0 1 5 470
Factor Representing Portfolios in Large Asset Markets.Versión Revisada 0 0 0 0 0 0 7 9
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 39 0 0 12 111
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 53 0 0 10 47
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 10 0 1 12 65
Finite Underidentification 0 0 0 35 1 2 17 58
GDP Solera. The Ideal Vintage Mix 0 0 0 21 0 1 10 44
GDP Solera: The Ideal Vintage Mix 0 0 0 0 0 2 11 15
GDP Solera: The Ideal Vintage Mix 0 0 1 3 0 0 9 23
Gaussian Rank Correlation and Regression 0 1 1 15 0 1 11 62
Gaussian rank correlation and regression 0 0 0 12 0 0 8 87
Has the EMS Reduced the Cost of Capital? 0 0 0 0 0 0 9 284
Has the EMS Reduced the Cost of Capital? Versión Revisada 0 0 0 0 0 0 4 14
Highly Irregular Serial Correlation Tests 0 0 2 16 0 2 10 25
Hypothesis Tests with a Repeatedly Singular Information Matrix 0 0 1 16 0 1 14 106
Hypothesis tests with a repeatedly singular information matrix 0 0 0 25 0 0 11 62
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 0 0 9 900
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada 0 0 1 1 0 1 4 11
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 0 38 1 2 11 128
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 0 0 15 584
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 3 0 1 14 58
Information matrix tests for multinomial logit models 0 0 2 17 0 3 19 41
Information matrix tests for switching regressions 1 2 17 17 1 4 8 8
Is a Normal Copula the Right Copula? 0 0 0 25 0 1 19 88
Is a normal copula the right copula? 0 0 0 40 0 0 11 69
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 0 0 34 1 1 23 166
Least Squares Predictions and Mean-Variance Analysis 0 0 0 175 0 1 12 757
Least Squares Predictions and Mean-Variance Analysis 0 0 0 235 1 1 14 1,113
Least Squares Predictions and Mean-Variance Analysis 0 0 0 0 0 0 10 1,439
Least Squares Predictions and Mean-Variance Analysis. Versión Revisada 0 0 0 1 0 0 1 5
Likelihood-Based Estimation of Latent Generalised ARCH Structures 0 0 0 1 0 1 12 35
Likelihood-based estimation of latent generalised ARCH 0 0 0 0 0 0 8 25
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 159 0 1 11 493
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 2 0 1 17 60
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 109 0 2 13 321
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 0 0 16 263
Marginalization and Contemporaneous Aggregation in Multivariate GARCH Processes 0 0 0 0 0 0 5 19
Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses 0 0 0 0 0 0 12 597
Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes 0 0 0 0 0 0 12 247
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 9 0 1 5 40
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 0 0 1 11 14
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 1 0 1 13 35
Mean Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 327 0 1 13 725
Mean-Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 3 0 0 6 1,296
Mean-Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 6 0 0 8 36
Mean-Variance Portfolio allocation with a Value at Risk Constraint 0 0 0 615 0 0 11 1,042
Mean-variance portfolio allocation with a value at risk constraint 0 0 0 4 0 0 8 47
Moment tests of independent components 0 0 0 30 0 0 19 68
Multivariate Hermite polynomials and information matrix tests 0 0 0 2 0 1 8 17
Multivariate Hermite polynomials and information matrix tests 0 0 0 19 0 0 2 33
Multivariate Hermite polynomials and information matrix tests 0 0 0 11 0 3 13 44
Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation 0 0 0 11 0 1 15 116
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 57 0 0 14 216
Neglected Serial Correlation Tests in UCARIMA Models 0 0 0 38 1 1 8 67
New Testing Approaches for Mean-Variance Predictability 0 0 0 8 0 0 3 33
New testing approaches for mean-variance predictability 0 0 0 18 1 3 7 49
New testing approaches for mean-variance predictability 0 0 0 12 0 1 6 39
New testing approaches for mean-variance predictability 0 0 0 55 0 0 3 103
Normal but Skewed? 0 0 0 29 0 1 9 58
Normality Tests for Latent Variables 0 0 0 18 0 1 9 103
On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 49 0 0 15 217
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 0 0 13 22
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 0 0 5 0 0 9 54
PML vs minimum χ 2: the comeback 0 0 0 15 0 0 10 26
Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation 0 0 0 58 0 1 10 245
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 60 0 1 16 271
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 0 0 0 3 6
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 84 1 1 17 313
Portfolio management with big data 1 1 2 4 1 2 18 26
Portfolio management with big data 0 0 4 38 0 1 38 88
Pricing Options on Assets with Predictable White Noise Returns 0 0 0 0 0 0 9 16
Pricing Options on Assets with Predictable White Noise Returns 0 0 0 142 0 0 8 661
Pricing options on assets with predictable white noise returns 0 0 0 0 0 0 8 9
Quadratic ARCH Models 0 0 0 0 0 1 11 96
Quadratic Arch Models 0 0 0 1 0 0 10 911
Riesgo y rentabilidad en el mercado de valores español 0 0 0 0 0 2 8 29
Risk and Return in the Spanish Stock Market 0 0 0 279 0 0 5 1,168
Risk and Return in the Spanish Stock Market: Some Evidence from Individual Assets 0 0 0 0 0 0 4 12
Risk and return in the Spanish stock market 0 0 0 0 0 2 6 8
Score-type tests for normal mixtures 0 0 0 1 0 0 10 18
Score-type tests for normal mixtures 0 0 0 19 0 1 17 47
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 0 56 0 1 21 169
Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach 0 0 0 43 0 1 4 256
Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach 0 0 0 62 0 0 12 315
Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach 0 0 0 127 1 1 8 525
Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach 0 0 0 85 0 0 10 391
Specification Tests for Non-Gaussian Maximum Likelihood Estimators 0 0 0 6 1 1 12 28
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 10 0 1 12 57
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 34 1 1 4 28
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 44 0 1 8 54
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 85 0 1 18 85
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 0 1 13 120
Testing Distributional Assumptions Using a Continuum of Moments 0 0 0 26 0 0 13 58
Testing Shock Independence in Gaussian Structural VARs 3 3 3 3 0 0 0 0
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 46 1 1 14 170
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 96 0 1 7 261
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 68 0 0 16 240
Testing for GARCH Effects: A One-Sided Approach 0 0 0 0 0 0 14 74
Testing shock independence in Gaussian structural VARs 1 2 23 23 1 2 13 13
Tests for Serial Dependence in Static, Non-Gaussian Factor Models 0 0 1 51 0 0 11 115
Tests for random coefficient variation in vector autoregressive models 0 0 0 12 0 0 3 29
Tests for random coefficient variation in vector autoregressive models 0 0 0 65 0 2 11 55
Tests for random coefficient variation in vector autoregressive models 0 0 0 6 0 1 19 31
The Econometrics of Mean-Variance Efficiency Tests: A Survey 0 0 0 66 0 1 13 261
The Jacobian of the Exponential Function 0 0 0 27 0 0 14 73
The Jacobian of the exponential function 0 0 0 44 0 0 8 53
The Likelihood Function of a Conditionally Heteroskdastic Factor Model with Heywood Cases 0 0 0 0 0 0 10 346
The Likelihood Function of a Conditionally Heteroskedastic Factor Model with Heywood Cases 0 0 0 0 0 0 7 13
The Relation Between Conditionally Heteroskedastic Factor Models amd Factor GARCH Models 0 0 0 0 0 0 7 663
The Relation Between Conditionally Heteroskedastic Factor Models and Factor GARCH Models 0 0 0 2 0 1 19 30
The Rise and Fall of the Natural Interest Rate 0 0 1 94 0 0 20 210
The Rise and Fall of the Natural Interest Rate 0 0 0 33 0 1 18 80
The Rise and Fall of the Natural Interest Rate 0 0 0 109 0 0 3 193
The Rise and Fall of the Natural Interest Rate 0 0 1 114 0 1 16 307
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 0 0 11 578
The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student t Innovations, and an LM Test for Multivariate Normality.Versión Revisada 0 0 0 2 0 1 4 12
The information matrix test for Gaussian mixtures 0 0 1 21 0 1 12 45
The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities 1 3 11 22 1 3 33 54
The rise and fall of the natural interest rate 0 0 3 97 0 1 16 217
Underidentification? 0 0 1 268 0 1 14 1,106
Underidentification? 0 0 0 69 0 0 11 313
Underidentification? (Resumen) 0 0 0 63 0 0 20 219
Unobservable No More: Estimating the Natural Rate of Interest under Flat IS and Phillips Curves 1 2 2 2 5 7 7 7
Unobservable no more: estimating the natural rate of interest under flat IS and Phillips curves 1 1 13 13 3 4 15 15
Valuation of VIX Derivatives 0 0 0 102 1 4 28 322
Valuation of VIX Derivatives 0 0 0 26 0 0 12 183
Valuation of vix derivatives 0 0 0 25 0 3 18 190
Volatility, Diversification and Contagion 0 0 0 12 0 1 20 66
Volatility, diversification and contagion 0 0 0 4 1 2 14 46
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 13 0 1 5 46
Volatility-related exchange traded assets: an econometric investigation 0 0 0 53 1 3 12 54
Volatility-related exchange traded assets: an econometric investigation 0 0 0 0 0 0 5 6
Volatiltiy and Links Between National Stock Markets 0 0 1 410 0 1 28 1,203
Zero-Diagonality as a Linear Structure 0 0 0 4 1 1 14 22
Zero-diagonality as a linear structure 0 0 0 3 0 0 13 29
Total Working Papers 9 15 95 7,566 30 138 2,069 36,282

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 0 0 0 24 0 0 13 131
A comparison of mean-variance efficiency tests 0 0 0 89 0 0 17 417
A spectral EM algorithm for dynamic factor models 0 0 0 10 1 2 15 69
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 0 0 7 560
Comment 0 0 0 6 0 0 6 40
Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference 0 0 0 3 0 0 11 42
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 0 14 356
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 0 0 14 29
Constrained Indirect Estimation 0 0 0 78 0 1 9 298
Did the EMS Reduce the Cost of Capital? 0 0 0 74 0 0 10 424
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions 0 0 0 2 0 0 7 12
Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations 0 0 0 26 1 1 18 151
Duality in mean-variance frontiers with conditioning information 0 0 0 6 0 0 11 43
Dynamic specification tests for dynamic factor models 0 0 0 8 1 1 12 64
Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix 0 0 0 85 0 0 8 711
Empirical evaluation of overspecified asset pricing models 0 0 0 9 0 0 12 54
Factor representing portfolios in large asset markets 0 0 0 49 1 2 17 182
Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data 0 0 3 668 4 8 30 1,955
Finite underidentification 0 0 1 4 0 1 7 14
GDP Solera: The Ideal Vintage Mix 0 0 1 5 0 0 10 17
Identification, estimation and testing of conditionally heteroskedastic factor models 0 1 2 233 1 3 20 506
Identification, inference and risk 0 3 10 13 1 5 22 30
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 43 0 1 9 144
Information matrix tests for multinomial logit models 0 0 0 0 1 2 18 19
Is a Normal Copula the Right Copula? 0 0 1 6 0 3 12 42
Least Squares Predictions and Mean-Variance Analysis 0 0 1 189 2 3 19 784
Likelihood-Based Estimation of Latent Generalized ARCH Structures 0 0 0 170 1 1 9 635
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 93 2 2 10 267
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 0 0 18 799
Mean-variance-skewness analysis: an application to risk premia in the Spanish stock market 0 0 0 195 0 2 11 806
Moment tests of independent components 0 0 0 4 1 2 15 34
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 58 0 0 30 258
Neglected serial correlation tests in UCARIMA models 0 0 0 3 0 0 17 59
New testing approaches for mean–variance predictability 0 0 0 3 0 1 8 25
Normal but skewed? 0 0 0 1 0 2 12 25
Normality tests for latent variables 0 0 0 3 0 1 20 61
Nota sobre la inclusión en el sistema de precios en un modelo de Leontief de dos regímenes de imposición indirecta sobre el consumo 1 1 1 30 2 3 6 216
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 0 1 11 1,213
PML versus minimum $${\chi }^{2}$$ χ 2: the comeback 0 0 0 1 0 0 10 13
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 33 1 1 8 164
Quadratic ARCH Models 0 0 5 563 1 1 28 1,431
Reprint of: Finite underidentification 0 0 1 1 0 1 16 19
Risk and return in the Spanish stock market: some evidence from individual assets 0 0 0 39 0 0 6 144
Score-type tests for normal mixtures 0 0 1 1 0 1 15 20
Semi-parametric Estimation and the Predictability of Stock Market Returns: Some Lessons from Japan 0 0 0 44 0 1 17 217
Sequential estimation of shape parameters in multivariate dynamic models 0 0 0 38 0 2 13 189
Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach 0 0 0 26 0 1 24 155
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 0 0 2 16 22
Specification tests for non‐Gaussian maximum likelihood estimators 0 0 0 2 1 1 18 36
TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH 0 0 0 34 1 4 13 142
Testing distributional assumptions using a continuum of moments 0 0 0 3 0 0 23 48
Testing for GARCH effects: a one-sided approach 0 0 0 177 2 4 13 520
The Jacobian of the exponential function 0 0 0 4 1 1 15 42
The Likelihood Function of Conditionally Heteroskedastic Factor Models 0 0 0 1 0 0 9 30
The econometrics of mean-variance efficiency tests: a survey 0 0 0 109 1 3 15 416
The econometrics of the stock market I: rationality tests 0 0 0 139 0 0 16 368
The econometrics of the stock market II: asset pricing 0 0 0 196 1 1 16 536
The information matrix test for Gaussian mixtures 0 0 0 0 0 0 0 0
The relation between conditionally heteroskedastic factor models and factor GARCH models 0 0 0 0 0 1 9 516
Underidentification? 0 0 1 46 0 0 17 281
Unobserved component time series models with Arch disturbances 0 0 0 649 1 4 19 1,164
Valuation of VIX derivatives 0 1 3 114 1 3 25 403
Volatility and Links between National Stock Markets 0 0 1 1,116 0 2 75 3,030
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 0 0 1 27 38
Zero-diagonality as a linear structure 0 0 0 1 0 0 8 23
Total Journal Articles 1 6 32 5,733 30 83 986 21,459

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Output Measurements: A Common Trend Approach 0 0 1 1 0 2 19 27
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 3 0 1 13 43
Gaussian Rank Correlation and Regression 0 1 3 6 0 2 17 29
Tests for Random Coefficient Variation in Vector Autoregressive Models 0 0 0 0 0 0 16 19
Total Chapters 0 1 4 10 0 5 65 118

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