| 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 |
1 |
2 |
123 |
0 |
1 |
13 |
375 |
| ASYMPTOTICALLY OPTIMAL TESTS USING LIMITED INFORMATION AND TESTING FOR EXOGENEITY |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
325 |
| Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
255 |
| Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
542 |
| Aggregate versus Disaggregate Survey-Based Indicators of Economic Activity (revised January 2005) |
0 |
0 |
0 |
78 |
0 |
0 |
5 |
440 |
| Alternative Asymptotically Optimal Tests in Econometrics |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
69 |
| An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries |
0 |
0 |
0 |
282 |
0 |
0 |
14 |
1,624 |
| An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
501 |
| Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters |
0 |
0 |
0 |
181 |
1 |
2 |
14 |
485 |
| Automatic positive semi-definite HAC covariance matrix and GMM estimation |
0 |
0 |
1 |
253 |
0 |
0 |
12 |
1,064 |
| Bounds Testing Approaches to the Analysis of Long Run Relationships |
0 |
5 |
9 |
1,809 |
1 |
8 |
65 |
3,556 |
| Bounds Testing Approaches to the Analysis of Long-run Relationships |
6 |
15 |
49 |
1,670 |
17 |
98 |
274 |
4,351 |
| Discrete choice non-response |
0 |
0 |
0 |
102 |
1 |
1 |
15 |
434 |
| Efficient Aggregation of Panel Qualitative Survey Data |
0 |
0 |
0 |
74 |
0 |
3 |
15 |
164 |
| Efficient Testing for Weak Exogeneity Using Limited Information |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
40 |
| Efficient information theoretic inference for conditional moment restrictions |
0 |
0 |
0 |
182 |
0 |
2 |
18 |
439 |
| Exogeneity in semiparametric moment condition models |
0 |
0 |
0 |
66 |
0 |
1 |
25 |
134 |
| GEL Criteria for Moment Condition Models |
0 |
0 |
0 |
247 |
1 |
2 |
14 |
527 |
| GEL methods for non-smooth moment indicators |
0 |
0 |
0 |
149 |
0 |
1 |
21 |
389 |
| Generalised empirical likelihood-based kernel density estimation |
0 |
0 |
0 |
54 |
0 |
0 |
7 |
146 |
| Generalised empirical likelihood-based kernel density estimation |
0 |
0 |
0 |
29 |
0 |
2 |
12 |
95 |
| Generalized empirical likelihood estimators and tests under partial, weak and strong identification |
0 |
0 |
0 |
254 |
1 |
1 |
8 |
861 |
| Generalized empirical likelihood tests in time series models with potential identification failure |
0 |
0 |
0 |
230 |
0 |
1 |
13 |
682 |
| Goodness of Fit Tests for Moment Condition Models |
0 |
0 |
0 |
148 |
0 |
0 |
13 |
497 |
| Higher order properties of GMM and generalised empirical likelihood estimators |
1 |
1 |
2 |
460 |
1 |
2 |
22 |
1,026 |
| Least Squares Theory and the Hausman Specification Test |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
325 |
| Local GEL methods for conditional moment restrictions |
0 |
0 |
0 |
115 |
0 |
0 |
18 |
416 |
| Measurement Error with Accounting Constraints: Point and Interval Estimation for Latent Data with an Application to UK Gross Domestic Product |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
490 |
| NON-NESTED TESTS FOR INSTRUMENTAL VARIABLE REGRESSION MODLS WITH DIFFERING CONDITIONNING SETS |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
674 |
| Principal Components Instrumental Variable Estimation |
0 |
0 |
2 |
218 |
0 |
1 |
21 |
399 |
| Regression-based seasonal unit root tests |
0 |
0 |
3 |
60 |
2 |
3 |
24 |
215 |
| Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables |
0 |
0 |
0 |
0 |
0 |
3 |
29 |
2,013 |
| Structural analysis of vector error correction models with exogenous I(1) variables |
0 |
0 |
0 |
934 |
0 |
2 |
25 |
2,192 |
| Testing for the 'Existence of a Long-run Relationship' |
0 |
0 |
0 |
0 |
6 |
21 |
140 |
5,713 |
| Tests for neglected heterogeneity in moment condition models |
0 |
0 |
0 |
62 |
1 |
2 |
5 |
104 |
| Tests of Rank |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
256 |
| Tests of Rank in Reduced Rank Regression Models |
0 |
0 |
0 |
61 |
0 |
1 |
6 |
609 |
| Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura |
0 |
0 |
0 |
181 |
0 |
2 |
11 |
510 |
| Total Working Papers |
7 |
22 |
68 |
8,022 |
32 |
163 |
957 |
32,937 |
| 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 |
0 |
67 |
0 |
1 |
6 |
314 |
| A Monthly Indicator of GDP |
0 |
0 |
0 |
5 |
1 |
2 |
10 |
48 |
| A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances |
0 |
0 |
0 |
14 |
1 |
1 |
5 |
72 |
| A unified approach to estimation and orthogonality tests in linear single-equation econometric models |
0 |
0 |
0 |
39 |
1 |
2 |
17 |
162 |
| AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION |
0 |
0 |
0 |
22 |
0 |
0 |
10 |
145 |
| Additional critical values and asymptotic representations for seasonal unit root tests |
1 |
1 |
1 |
76 |
1 |
1 |
13 |
196 |
| Alternative Semi-parametric Likelihood Approaches to Generalised Method of Moments Estimation |
1 |
2 |
3 |
188 |
2 |
3 |
17 |
428 |
| An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply |
0 |
0 |
2 |
550 |
1 |
5 |
29 |
1,578 |
| An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth |
0 |
0 |
0 |
279 |
0 |
4 |
23 |
1,121 |
| An automatic leading indicator of economic activity: forecasting GDP growth for European countries |
0 |
0 |
0 |
51 |
0 |
0 |
11 |
1,414 |
| Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity |
0 |
0 |
0 |
9 |
1 |
1 |
7 |
58 |
| Bounds testing approaches to the analysis of level relationships |
4 |
46 |
160 |
6,765 |
23 |
145 |
624 |
15,144 |
| Coherency and estimation in simultaneous models with censored or qualitative dependent variables |
0 |
0 |
1 |
160 |
0 |
2 |
10 |
367 |
| Discrete Choice Non-Response |
0 |
0 |
0 |
29 |
0 |
2 |
20 |
152 |
| Distributional specification tests against semiparametric alternatives |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
51 |
| Duration response measurement error |
0 |
0 |
0 |
58 |
0 |
1 |
10 |
183 |
| EDITORIAL |
0 |
0 |
0 |
13 |
3 |
3 |
13 |
79 |
| EDITORS’ INTRODUCTION: SPECIAL ISSUE ON EMPIRICAL LIKELIHOOD AND RELATED METHODS |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
53 |
| EFFICIENT AGGREGATION OF PANEL QUALITATIVE SURVEY DATA |
0 |
0 |
0 |
0 |
0 |
0 |
23 |
102 |
| Efficient information theoretic inference for conditional moment restrictions |
0 |
0 |
0 |
72 |
0 |
0 |
18 |
196 |
| FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM‐LEVEL SURVEY DATA |
0 |
0 |
1 |
35 |
0 |
0 |
11 |
225 |
| Finite sample and asymptotic methods in econometrics |
0 |
0 |
0 |
62 |
0 |
0 |
7 |
176 |
| GEL CRITERIA FOR MOMENT CONDITION MODELS |
0 |
0 |
0 |
19 |
1 |
1 |
8 |
100 |
| GEL METHODS FOR NONSMOOTH MOMENT INDICATORS |
0 |
0 |
0 |
45 |
1 |
2 |
20 |
167 |
| GEL statistics under weak identification |
0 |
0 |
0 |
24 |
0 |
0 |
18 |
141 |
| GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION |
0 |
0 |
0 |
42 |
0 |
1 |
10 |
183 |
| Generalized empirical likelihood non-nested tests |
0 |
0 |
0 |
84 |
2 |
4 |
15 |
197 |
| Generalized empirical likelihood tests in time series models with potential identification failure |
0 |
0 |
0 |
68 |
0 |
1 |
12 |
205 |
| Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators |
0 |
0 |
1 |
322 |
2 |
7 |
36 |
948 |
| Likelihood Ratio Specification Tests |
0 |
0 |
0 |
1 |
0 |
1 |
7 |
337 |
| Neglected heterogeneity in moment condition models |
0 |
0 |
0 |
20 |
0 |
0 |
5 |
94 |
| Non-nested.Tests for Competing Models Estimated by Generalized Method of Moments |
0 |
0 |
0 |
105 |
1 |
2 |
12 |
323 |
| On the Use of Distributional Mis-specification Checks in Limited Dependent Variable Models |
0 |
0 |
0 |
22 |
0 |
2 |
11 |
143 |
| On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance |
0 |
0 |
0 |
38 |
0 |
0 |
6 |
133 |
| Quantification of Qualitative Firm-Level Survey Data |
0 |
0 |
0 |
69 |
0 |
0 |
12 |
373 |
| REGRESSION-BASED SEASONAL UNIT ROOT TESTS |
0 |
0 |
0 |
74 |
0 |
0 |
4 |
223 |
| Recent Developments in Empirical Likelihood and Related Methods |
0 |
0 |
0 |
62 |
0 |
0 |
2 |
185 |
| Recursive and rolling regression-based tests of the seasonal unit root hypothesis |
0 |
0 |
0 |
246 |
1 |
2 |
12 |
667 |
| Structural analysis of vector error correction models with exogenous I(1) variables |
1 |
1 |
5 |
764 |
2 |
5 |
48 |
1,736 |
| TESTS OF RANK |
0 |
0 |
0 |
62 |
0 |
1 |
19 |
197 |
| Testing for Exogeneity in Limited Dependent Variable Models Using a Simplified Likelihood Ratio Statistic |
0 |
0 |
0 |
35 |
0 |
1 |
8 |
140 |
| Testing the normality assumption in multivariate simultaneous limited dependent variable models |
0 |
0 |
0 |
26 |
0 |
1 |
7 |
129 |
| Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
202 |
| The Econometrics Journal of the Royal Economic Society |
0 |
0 |
0 |
68 |
0 |
0 |
7 |
271 |
| Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation |
0 |
0 |
0 |
7 |
1 |
1 |
13 |
80 |
| Total Journal Articles |
7 |
50 |
174 |
10,720 |
45 |
205 |
1,188 |
29,438 |
LogEc is hosted by the
Örebro University School of Business.