| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter |
0 |
0 |
0 |
121 |
0 |
0 |
0 |
362 |
| ASYMPTOTICALLY OPTIMAL TESTS USING LIMITED INFORMATION AND TESTING FOR EXOGENEITY |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
310 |
| Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
248 |
| Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
527 |
| Aggregate versus Disaggregate Survey-Based Indicators of Economic Activity (revised January 2005) |
0 |
0 |
0 |
78 |
0 |
0 |
0 |
435 |
| Alternative Asymptotically Optimal Tests in Econometrics |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
61 |
| An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries |
0 |
0 |
0 |
282 |
1 |
2 |
9 |
1,607 |
| An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
487 |
| Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters |
0 |
0 |
0 |
181 |
0 |
1 |
1 |
471 |
| Automatic positive semi-definite HAC covariance matrix and GMM estimation |
0 |
0 |
0 |
252 |
0 |
2 |
3 |
1,052 |
| Bounds Testing Approaches to the Analysis of Long Run Relationships |
0 |
2 |
18 |
1,797 |
1 |
9 |
59 |
3,475 |
| Bounds Testing Approaches to the Analysis of Long-run Relationships |
0 |
1 |
4 |
1,616 |
1 |
5 |
15 |
4,060 |
| Discrete choice non-response |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
419 |
| Efficient Aggregation of Panel Qualitative Survey Data |
0 |
0 |
1 |
74 |
0 |
0 |
1 |
149 |
| Efficient Testing for Weak Exogeneity Using Limited Information |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
35 |
| Efficient information theoretic inference for conditional moment restrictions |
0 |
0 |
0 |
182 |
0 |
0 |
0 |
421 |
| Exogeneity in semiparametric moment condition models |
0 |
0 |
1 |
66 |
0 |
0 |
1 |
109 |
| GEL Criteria for Moment Condition Models |
0 |
0 |
0 |
247 |
1 |
2 |
4 |
513 |
| GEL methods for non-smooth moment indicators |
0 |
0 |
0 |
149 |
0 |
1 |
1 |
368 |
| Generalised empirical likelihood-based kernel density estimation |
1 |
1 |
2 |
29 |
1 |
1 |
2 |
83 |
| Generalised empirical likelihood-based kernel density estimation |
0 |
0 |
0 |
54 |
0 |
0 |
8 |
139 |
| Generalized empirical likelihood estimators and tests under partial, weak and strong identification |
0 |
0 |
0 |
254 |
0 |
0 |
1 |
853 |
| Generalized empirical likelihood tests in time series models with potential identification failure |
0 |
0 |
0 |
230 |
2 |
2 |
3 |
669 |
| Goodness of Fit Tests for Moment Condition Models |
0 |
0 |
1 |
148 |
0 |
1 |
3 |
483 |
| Higher order properties of GMM and generalised empirical likelihood estimators |
0 |
0 |
0 |
458 |
0 |
0 |
3 |
1,003 |
| Least Squares Theory and the Hausman Specification Test |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
315 |
| Local GEL methods for conditional moment restrictions |
0 |
0 |
0 |
115 |
0 |
1 |
2 |
398 |
| Measurement Error with Accounting Constraints: Point and Interval Estimation for Latent Data with an Application to UK Gross Domestic Product |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
481 |
| NON-NESTED TESTS FOR INSTRUMENTAL VARIABLE REGRESSION MODLS WITH DIFFERING CONDITIONNING SETS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
668 |
| Principal Components Instrumental Variable Estimation |
0 |
1 |
1 |
216 |
0 |
2 |
3 |
378 |
| Regression-based seasonal unit root tests |
0 |
0 |
0 |
57 |
0 |
0 |
1 |
191 |
| Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
1,978 |
| Structural analysis of vector error correction models with exogenous I(1) variables |
0 |
0 |
1 |
933 |
0 |
2 |
4 |
2,166 |
| Testing for the 'Existence of a Long-run Relationship' |
0 |
0 |
0 |
0 |
12 |
38 |
215 |
5,503 |
| Tests for neglected heterogeneity in moment condition models |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
99 |
| Tests of Rank |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
244 |
| Tests of Rank in Reduced Rank Regression Models |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
602 |
| Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura |
0 |
0 |
0 |
181 |
1 |
1 |
2 |
499 |
| Total Working Papers |
1 |
5 |
29 |
7,945 |
24 |
78 |
372 |
31,861 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method |
0 |
0 |
2 |
67 |
0 |
0 |
3 |
306 |
| A Monthly Indicator of GDP |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
37 |
| A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
66 |
| A unified approach to estimation and orthogonality tests in linear single-equation econometric models |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
144 |
| AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
135 |
| Additional critical values and asymptotic representations for seasonal unit root tests |
0 |
0 |
0 |
75 |
0 |
1 |
1 |
183 |
| Alternative Semi-parametric Likelihood Approaches to Generalised Method of Moments Estimation |
0 |
0 |
1 |
184 |
0 |
0 |
1 |
410 |
| An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply |
0 |
0 |
0 |
548 |
0 |
4 |
6 |
1,548 |
| An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth |
0 |
0 |
0 |
279 |
0 |
5 |
18 |
1,096 |
| An automatic leading indicator of economic activity: forecasting GDP growth for European countries |
0 |
0 |
0 |
51 |
0 |
0 |
4 |
1,403 |
| Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
50 |
| Bounds testing approaches to the analysis of level relationships |
11 |
30 |
222 |
6,565 |
32 |
91 |
538 |
14,371 |
| Coherency and estimation in simultaneous models with censored or qualitative dependent variables |
0 |
0 |
2 |
158 |
0 |
0 |
5 |
356 |
| Discrete Choice Non-Response |
0 |
0 |
1 |
29 |
0 |
0 |
1 |
129 |
| Distributional specification tests against semiparametric alternatives |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
49 |
| Duration response measurement error |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
173 |
| EDITORIAL |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
66 |
| EDITORS’ INTRODUCTION: SPECIAL ISSUE ON EMPIRICAL LIKELIHOOD AND RELATED METHODS |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
51 |
| EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
79 |
| Efficient information theoretic inference for conditional moment restrictions |
0 |
0 |
0 |
72 |
0 |
1 |
3 |
177 |
| FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM‐LEVEL SURVEY DATA |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
213 |
| Finite sample and asymptotic methods in econometrics |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
168 |
| GEL CRITERIA FOR MOMENT CONDITION MODELS |
0 |
0 |
0 |
19 |
1 |
1 |
1 |
91 |
| GEL METHODS FOR NONSMOOTH MOMENT INDICATORS |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
146 |
| GEL statistics under weak identification |
0 |
1 |
1 |
24 |
0 |
1 |
1 |
122 |
| GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION |
0 |
0 |
0 |
40 |
0 |
2 |
2 |
171 |
| Generalized empirical likelihood non-nested tests |
0 |
0 |
0 |
84 |
0 |
0 |
0 |
182 |
| Generalized empirical likelihood tests in time series models with potential identification failure |
0 |
0 |
0 |
68 |
0 |
0 |
1 |
191 |
| Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators |
0 |
0 |
5 |
321 |
1 |
2 |
10 |
909 |
| Likelihood Ratio Specification Tests |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
330 |
| Neglected heterogeneity in moment condition models |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
88 |
| Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments |
0 |
0 |
0 |
105 |
0 |
1 |
1 |
311 |
| On the Use of Distributional Mis-specification Checks in Limited Dependent Variable Models |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
132 |
| On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
127 |
| Quantification of Qualitative Firm-Level Survey Data |
0 |
0 |
0 |
69 |
1 |
1 |
2 |
361 |
| REGRESSION-BASED SEASONAL UNIT ROOT TESTS |
0 |
0 |
0 |
74 |
0 |
0 |
2 |
217 |
| Recent Developments in Empirical Likelihood and Related Methods |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
181 |
| Recursive and rolling regression-based tests of the seasonal unit root hypothesis |
0 |
1 |
1 |
246 |
0 |
1 |
2 |
654 |
| Structural analysis of vector error correction models with exogenous I(1) variables |
1 |
3 |
19 |
755 |
2 |
6 |
54 |
1,673 |
| TESTS OF RANK |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
178 |
| Testing for Exogeneity in Limited Dependent Variable Models Using a Simplified Likelihood Ratio Statistic |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
132 |
| Testing the normality assumption in multivariate simultaneous limited dependent variable models |
0 |
0 |
0 |
26 |
0 |
1 |
2 |
121 |
| Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
192 |
| The Econometrics Journal of the Royal Economic Society |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
264 |
| Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
65 |
| Total Journal Articles |
12 |
35 |
254 |
10,497 |
37 |
118 |
673 |
28,048 |
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