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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Power Advantages of Long-Horizon Regressions 0 0 0 2 0 2 4 32
Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models 0 0 0 240 2 4 4 947
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 1 6 2 4 6 52
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 0 382 2 3 6 1,100
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 1 273 1 2 4 891
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand 0 0 2 1,239 3 5 9 3,282
Depth-Weighted Forecast Combination: Application to COVID-19 Cases 0 0 0 26 0 3 3 35
Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence 0 0 0 733 1 3 3 1,900
Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence 0 0 0 4 3 4 5 55
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 9 1 4 8 88
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 1 95 3 7 9 333
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 2 568 6 8 15 1,679
Economic Transition and Growth 0 0 2 525 1 2 10 1,197
Endogenous Discounting, the World Saving Glut and the U.S. Current Account 0 0 0 62 2 5 8 289
Exchange Rates as Exchange Rate Common Factors 1 1 3 120 5 9 13 339
Identifying Exchange Rate Common Factors 0 0 2 78 2 4 6 115
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 0 3 11 4 8 22 34
New Panel Unit Root Tests under Cross Section Dependence for Practitioners 0 0 0 410 3 3 5 1,213
Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel 0 0 0 238 2 5 6 1,216
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand 0 0 2 37 3 6 12 120
Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US 0 0 3 5 3 3 7 14
Prewhitening Bias in HAC Estimation 0 0 0 71 2 6 7 461
Prewhitening Bias in HAC Estimation 0 0 0 209 4 5 7 942
Prewhitening Bias in HAC Estimation 0 0 0 4 3 4 6 55
Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence 1 1 1 41 2 3 5 144
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 0 0 0 8 0 1 3 65
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 1 2 6 6 4 8 21 21
The Elusive Empirical Shadow of Growth Convergence 0 0 0 527 1 3 5 1,313
The Elusive Empirical Shadow of Growth Convergence 0 0 1 4 4 6 10 60
The Elusive Empirical Shadow of Growth Convergence 0 0 0 114 3 4 5 376
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 192 1 4 5 544
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 92 4 7 9 424
Transition Modeling and Econometric Convergence Tests 0 1 4 678 8 14 27 1,842
Trimmed Mean Group Estimation 0 0 0 21 1 1 1 21
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 0 235 0 1 1 755
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 0 0 1 99 3 3 4 304
Weak s- Convergence: Theory and Applications 0 0 0 74 1 2 7 485
X-Differencing and Dynamic Panel Model Estimation 0 0 1 236 2 4 6 577
Total Working Papers 3 5 36 7,674 92 170 294 23,320

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic distribution of factor augmented estimators for panel regression 0 0 1 50 1 2 4 183
Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment 0 0 0 43 0 2 3 159
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence 0 0 1 245 2 3 6 624
COMMON DRIVERS OF TRANSNATIONAL TERRORISM: PRINCIPAL COMPONENT ANALYSIS 0 1 1 30 1 4 7 150
Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand 0 0 8 465 6 15 39 1,337
Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels 0 0 0 0 0 1 2 5
Does Ex post uncovered interest differential reflect the degrees of capital mobility? 0 0 0 31 2 2 3 134
Dynamic Panel Analysis under Cross-Sectional Dependence 0 1 1 6 0 2 2 26
Dynamic Seemingly Unrelated Cointegrating Regressions 2 2 5 217 4 6 15 652
Dynamic panel estimation and homogeneity testing under cross section dependence &ast 0 0 0 254 2 4 14 844
Economic transition and growth 0 0 6 31 4 9 27 141
Economic transition and growth 0 1 9 360 2 11 31 911
Endogenous discounting, the world saving glut and the U.S. current account 0 0 0 53 1 1 3 337
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 15 0 1 1 71
Estimation of Treatment Effects in Repeated Public Goods Experiments 0 0 1 5 1 1 3 33
Excess Volatility of Realized Excess Profit from Currency Speculation in a Two-Country General Equilibrium Model 0 0 0 0 0 0 1 182
IDENTIFYING EXCHANGE RATE COMMON FACTORS 0 0 1 8 1 4 6 76
Identification of Unknown Common Factors: Leaders and Followers 0 0 1 21 1 1 6 63
Lag length selection in panel autoregression 0 2 3 13 1 3 9 65
Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel 0 0 2 419 1 2 7 1,011
Of Nickell Bias, Cross-Sectional Dependence, and Their Cures: Reply 0 0 0 3 0 2 3 36
Panel unit root tests under cross section dependence with recursive mean adjustment 0 0 0 30 3 5 7 145
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States 1 3 3 3 6 10 10 10
Prewhitening Bias in HAC Estimation 0 1 1 76 2 4 10 368
Some empirics on economic growth under heterogeneous technology 0 1 1 73 4 7 9 180
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 0 1 1 79 3 6 8 307
Transition Modeling and Econometric Convergence Tests 1 3 12 294 3 10 41 931
Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures 0 0 0 1 0 0 2 9
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 3 5 6 115
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 0 102 2 3 4 416
Weak σ-convergence: Theory and applications 0 0 2 23 1 5 13 130
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 1 32 2 3 6 111
Total Journal Articles 4 16 61 3,001 59 134 308 9,762

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Depth-weighted Forecast Combination: Application to COVID-19 Cases 0 0 0 0 0 1 2 5
Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors 0 0 0 2 1 3 8 29
Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition 0 0 0 1 1 2 3 15
Testing Convergence Using HAR Inference 0 0 2 19 2 6 12 68
Trimmed Mean Group Estimation 1 1 1 4 2 8 10 20
Total Chapters 1 1 3 26 6 20 35 137

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Statistics updated 2026-01-09