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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 4 5 9 39
Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models 0 0 0 240 2 2 11 954
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 1 273 3 4 10 897
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 1 6 2 5 13 60
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 0 382 0 2 13 1,109
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand 0 0 2 1,239 3 7 25 3,298
Depth-Weighted Forecast Combination: Application to COVID-19 Cases 0 0 0 26 2 5 9 41
Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence 0 1 1 734 3 8 15 1,912
Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence 0 0 0 4 1 3 11 62
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 1 568 5 9 25 1,692
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 95 2 4 15 340
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 9 1 4 13 95
Economic Transition and Growth 0 0 1 525 2 3 13 1,205
Endogenous Discounting, the World Saving Glut and the U.S. Current Account 0 0 0 62 0 0 19 302
Exchange Rates as Exchange Rate Common Factors 0 0 2 120 3 9 26 353
Identifying Exchange Rate Common Factors 1 1 3 79 5 7 15 124
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 0 2 11 2 4 23 41
New Panel Unit Root Tests under Cross Section Dependence for Practitioners 0 0 0 410 1 1 8 1,216
Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel 0 0 0 238 1 14 27 1,238
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand 0 0 1 37 0 1 14 124
Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US 0 0 3 5 2 5 13 20
Prewhitening Bias in HAC Estimation 0 0 0 209 1 6 19 955
Prewhitening Bias in HAC Estimation 0 0 0 4 0 2 8 59
Prewhitening Bias in HAC Estimation 0 0 0 71 4 5 11 466
Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence 0 0 1 41 2 3 8 148
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 0 0 0 8 3 4 11 74
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 0 0 7 7 2 4 31 31
The Elusive Empirical Shadow of Growth Convergence 0 0 0 114 2 3 11 382
The Elusive Empirical Shadow of Growth Convergence 0 0 0 4 1 5 16 68
The Elusive Empirical Shadow of Growth Convergence 0 0 0 527 6 8 12 1,322
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 192 1 2 7 547
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 92 2 3 12 429
Transition Modeling and Econometric Convergence Tests 0 0 4 678 1 9 35 1,855
Trimmed Mean Group Estimation 0 1 1 22 1 5 10 30
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 0 235 0 4 14 768
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 0 0 1 99 7 7 13 313
Weak s- Convergence: Theory and Applications 1 1 1 75 6 7 14 494
X-Differencing and Dynamic Panel Model Estimation 0 0 1 236 0 1 10 581
Total Working Papers 2 4 34 7,679 83 180 569 23,644

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 4 11 191
Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment 0 1 1 44 2 8 13 169
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence 0 0 1 245 5 8 17 635
COMMON DRIVERS OF TRANSNATIONAL TERRORISM: PRINCIPAL COMPONENT ANALYSIS 0 0 1 30 1 2 12 155
Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand 0 0 7 465 4 12 47 1,354
Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels 0 0 0 0 2 5 10 14
Does Ex post uncovered interest differential reflect the degrees of capital mobility? 0 0 0 31 1 2 6 138
Dynamic Panel Analysis under Cross-Sectional Dependence 0 0 1 6 1 2 7 31
Dynamic Seemingly Unrelated Cointegrating Regressions 0 0 4 217 2 3 17 657
Dynamic panel estimation and homogeneity testing under cross section dependence &ast 0 0 0 254 4 7 21 856
Economic transition and growth 1 3 8 34 4 12 35 154
Economic transition and growth 0 2 7 362 2 8 35 925
Endogenous discounting, the world saving glut and the U.S. current account 0 0 0 53 4 6 14 349
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 15 0 3 5 75
Estimation of Treatment Effects in Repeated Public Goods Experiments 0 0 1 5 1 1 5 36
Excess Volatility of Realized Excess Profit from Currency Speculation in a Two-Country General Equilibrium Model 0 0 0 0 3 6 13 194
IDENTIFYING EXCHANGE RATE COMMON FACTORS 0 0 1 8 0 1 8 78
Identification of Unknown Common Factors: Leaders and Followers 0 0 1 21 1 2 9 67
Lag length selection in panel autoregression 0 0 3 13 3 3 14 71
Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel 0 0 1 419 0 1 12 1,018
Of Nickell Bias, Cross-Sectional Dependence, and Their Cures: Reply 0 0 0 3 2 2 4 38
Panel unit root tests under cross section dependence with recursive mean adjustment 0 0 0 30 0 0 8 146
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States 0 0 3 3 3 6 19 19
Prewhitening Bias in HAC Estimation 0 0 1 76 1 4 13 374
Some empirics on economic growth under heterogeneous technology 0 0 1 73 0 2 11 184
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 0 0 1 79 1 1 10 310
Transition Modeling and Econometric Convergence Tests 1 3 14 297 3 13 52 952
Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures 0 0 0 1 1 3 4 13
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 1 2 9 118
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 0 102 1 3 18 430
Weak σ-convergence: Theory and applications 0 1 1 24 7 10 21 142
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 0 32 0 0 7 113
Total Journal Articles 2 10 59 3,011 61 142 487 10,006

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 4 5 9 13
Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors 0 0 0 2 0 1 6 32
Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition 0 0 0 1 1 2 7 20
Testing Convergence Using HAR Inference 0 0 0 19 0 3 11 72
Trimmed Mean Group Estimation 0 0 1 4 2 5 17 29
Total Chapters 0 0 1 26 7 16 50 166

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