| Journal Article | File Downloads | Abstract Views | 
        
          | Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | 
          
            | Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification | 0 | 0 | 0 | 50 | 0 | 1 | 5 | 221 | 
          
            | Early Empirical Findings on the Consumption Function, Stylized Facts or Fiction: A Retrospective View | 0 | 0 | 0 | 68 | 0 | 1 | 2 | 172 | 
          
            | Editorial introduction | 0 | 0 | 0 | 11 | 0 | 0 | 0 | 41 | 
          
            | Error in economics and the error statistical approach - Error in Economics. Towards a More Evidence-Based Methodology, Julian Reiss, Routledge, 2007, xxiv + 246 pages | 0 | 0 | 0 | 37 | 0 | 0 | 1 | 85 | 
          
            | Foundational Issues in Statistical Modeling: Statistical Model Specification and Validation | 0 | 0 | 0 | 48 | 1 | 1 | 3 | 129 | 
          
            | Frequentist Model-based Statistical Induction and the Replication Crisis | 0 | 0 | 1 | 6 | 0 | 1 | 3 | 20 | 
          
            | Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* | 0 | 0 | 0 | 54 | 0 | 2 | 5 | 270 | 
          
            | Liquidity as a Latent Variable-An Application of the MIMIC Model | 0 | 0 | 0 | 0 | 0 | 2 | 2 | 192 | 
          
            | MACROECONOMIC LINKAGES IN MEXICO | 0 | 0 | 0 | 40 | 0 | 0 | 1 | 81 | 
          
            | MIS†SPECIFICATION TESTING IN RETROSPECT | 0 | 0 | 0 | 11 | 0 | 0 | 1 | 45 | 
          
            | Model Validation and DSGE Modeling | 0 | 1 | 2 | 16 | 0 | 1 | 6 | 36 | 
          
            | Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective | 0 | 0 | 0 | 3 | 0 | 0 | 1 | 14 | 
          
            | On Modeling Heteroskedasticity: The Student's t and Elliptical Linear Regression Models | 0 | 0 | 3 | 61 | 0 | 2 | 6 | 134 | 
          
            | On Modelling Speculative Prices: The Empirical Literature | 0 | 0 | 0 | 95 | 0 | 0 | 2 | 348 | 
          
            | On Rereading Haavelmo: A Retrospective View of Econometric Modeling | 0 | 1 | 2 | 29 | 0 | 2 | 4 | 60 | 
          
            | On modeling heterogeneity in linear models using trend polynomials | 0 | 0 | 0 | 11 | 0 | 1 | 1 | 58 | 
          
            | On theory testing in econometrics: Modeling with nonexperimental data | 0 | 1 | 4 | 184 | 0 | 2 | 10 | 419 | 
          
            | Probability, Econometrics and Truth: The Methodology of Econometrics | 0 | 0 | 0 | 37 | 0 | 0 | 2 | 100 | 
          
            | Revisiting Error‐Autocorrelation Correction: Common Factor Restrictions and Granger Non‐Causality* | 0 | 0 | 0 | 43 | 0 | 2 | 3 | 221 | 
          
            | Revisiting Haavelmo's structural econometrics: bridging the gap between theory and data | 0 | 0 | 0 | 2 | 0 | 0 | 4 | 27 | 
          
            | Revisiting data mining: 'hunting' with or without a license | 0 | 0 | 0 | 11 | 0 | 0 | 0 | 58 | 
          
            | Revisiting the Large n (Sample Size) Problem: How to Avert Spurious Significance Results | 0 | 0 | 0 | 0 | 2 | 2 | 4 | 5 | 
          
            | Revisiting the Phillips Curve: The Empirical Relationship Yet to be Validated | 1 | 2 | 9 | 10 | 2 | 6 | 28 | 31 | 
          
            | Revisiting the omitted variables argument: Substantive vs. statistical adequacy | 0 | 0 | 0 | 107 | 0 | 0 | 4 | 631 | 
          
            | Statistical Adequacy and the Testing of Trend Versus Difference Stationarity | 0 | 0 | 2 | 87 | 0 | 0 | 3 | 351 | 
          
            | Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence | 0 | 0 | 0 | 3 | 0 | 1 | 5 | 60 | 
          
            | Statistical adequacy and the trustworthiness of empirical evidence: Statistical vs. substantive information | 0 | 0 | 2 | 44 | 0 | 2 | 5 | 273 | 
          
            | Statistical modeling and inference in the era of Data Science and Graphical Causal modeling | 0 | 0 | 1 | 13 | 0 | 4 | 9 | 31 | 
          
            | Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective | 0 | 0 | 0 | 37 | 1 | 2 | 3 | 116 | 
          
            | The Model Specification Problem from a Probabilistic Reduction Perspective | 0 | 0 | 0 | 47 | 0 | 0 | 0 | 136 | 
          
            | The Monetary Approach to the Balance of Payments: A Critical Appraisal of Some Empirical Evidence | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 304 | 
          
            | The Pre-Eminence of Theory versus the European CVAR Perspective in Macroeconometric Modeling | 0 | 0 | 0 | 36 | 0 | 0 | 0 | 185 | 
          
            | The problem of near-multicollinearity revisited: erratic vs systematic volatility | 1 | 1 | 4 | 96 | 2 | 3 | 7 | 289 | 
          
            | The simultaneous-equations model revisited: Statistical adequacy and identification | 0 | 1 | 1 | 179 | 0 | 2 | 4 | 394 | 
          
            | Transforming structural econometrics: substantive vs. statistical premises of inference | 0 | 0 | 1 | 3 | 0 | 0 | 4 | 22 | 
          
            | Walter A. Friedman, Fortune Tellers: The Story of America's First Economic Forecasters (Princeton: Princeton University Press, 2013), pp. 288, $29.95, hardcover. ISBN 978-0-69115-911-9 | 0 | 0 | 0 | 3 | 0 | 0 | 0 | 14 | 
          
            | Yule–Simpson’s paradox: the probabilistic versus the empirical conundrum | 0 | 0 | 1 | 7 | 0 | 0 | 4 | 33 | 
          
            | Total Journal Articles | 2 | 7 | 33 | 1,489 | 8 | 40 | 142 | 5,606 |