Working Paper |
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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 |
1 |
2 |
30 |
Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models |
0 |
0 |
0 |
240 |
0 |
0 |
0 |
943 |
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence |
0 |
1 |
1 |
6 |
0 |
2 |
2 |
48 |
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence |
0 |
1 |
1 |
273 |
0 |
2 |
2 |
889 |
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence |
0 |
0 |
0 |
382 |
0 |
0 |
2 |
1,096 |
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand |
0 |
0 |
0 |
1,237 |
0 |
1 |
2 |
3,274 |
Depth-Weighted Forecast Combination: Application to COVID-19 Cases |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
32 |
Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence |
0 |
0 |
0 |
733 |
0 |
0 |
2 |
1,897 |
Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
51 |
Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
0 |
9 |
1 |
3 |
5 |
84 |
Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
1 |
567 |
0 |
0 |
10 |
1,667 |
Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
1 |
95 |
0 |
0 |
2 |
325 |
Economic Transition and Growth |
1 |
1 |
4 |
525 |
1 |
3 |
11 |
1,193 |
Endogenous Discounting, the World Saving Glut and the U.S. Current Account |
0 |
0 |
0 |
62 |
0 |
0 |
2 |
283 |
Exchange Rates as Exchange Rate Common Factors |
1 |
1 |
2 |
119 |
2 |
2 |
4 |
329 |
Identifying Exchange Rate Common Factors |
0 |
0 |
0 |
76 |
0 |
0 |
1 |
109 |
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf |
1 |
2 |
11 |
11 |
2 |
3 |
21 |
21 |
New Panel Unit Root Tests under Cross Section Dependence for Practitioners |
0 |
0 |
0 |
410 |
0 |
1 |
1 |
1,209 |
Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel |
0 |
0 |
1 |
238 |
0 |
1 |
3 |
1,211 |
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand |
0 |
0 |
2 |
36 |
0 |
1 |
5 |
110 |
Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US |
1 |
1 |
2 |
3 |
1 |
1 |
6 |
8 |
Prewhitening Bias in HAC Estimation |
0 |
0 |
0 |
209 |
0 |
1 |
3 |
937 |
Prewhitening Bias in HAC Estimation |
0 |
0 |
0 |
4 |
0 |
1 |
4 |
51 |
Prewhitening Bias in HAC Estimation |
0 |
0 |
0 |
71 |
0 |
0 |
1 |
455 |
Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
140 |
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
63 |
The Elusive Empirical Shadow of Growth Convergence |
0 |
0 |
1 |
4 |
0 |
1 |
3 |
53 |
The Elusive Empirical Shadow of Growth Convergence |
0 |
0 |
1 |
114 |
0 |
0 |
2 |
371 |
The Elusive Empirical Shadow of Growth Convergence |
0 |
0 |
0 |
527 |
0 |
1 |
3 |
1,310 |
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
92 |
0 |
0 |
2 |
417 |
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
192 |
0 |
0 |
1 |
540 |
Transition Modeling and Econometric Convergence Tests |
3 |
3 |
3 |
677 |
3 |
4 |
14 |
1,823 |
Trimmed Mean Group Estimation |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
20 |
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data |
0 |
0 |
0 |
235 |
0 |
0 |
1 |
754 |
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression |
0 |
0 |
0 |
98 |
0 |
0 |
0 |
300 |
Weak s- Convergence: Theory and Applications |
0 |
0 |
0 |
74 |
1 |
3 |
3 |
481 |
X-Differencing and Dynamic Panel Model Estimation |
0 |
0 |
0 |
235 |
0 |
0 |
1 |
571 |
Total Working Papers |
7 |
10 |
31 |
7,655 |
11 |
32 |
124 |
23,095 |