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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 2 3 5 34
Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models 0 0 0 240 5 8 9 952
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 1 273 2 4 6 893
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 1 6 3 6 9 55
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 0 382 7 10 13 1,107
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand 0 0 2 1,239 9 14 18 3,291
Depth-Weighted Forecast Combination: Application to COVID-19 Cases 0 0 0 26 1 3 4 36
Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence 0 0 0 733 4 6 7 1,904
Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence 0 0 0 4 4 8 8 59
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 1 568 4 11 18 1,683
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 9 3 6 10 91
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 1 95 3 8 12 336
Economic Transition and Growth 0 0 2 525 5 7 15 1,202
Endogenous Discounting, the World Saving Glut and the U.S. Current Account 0 0 0 62 13 18 21 302
Exchange Rates as Exchange Rate Common Factors 0 1 3 120 5 13 18 344
Identifying Exchange Rate Common Factors 0 0 2 78 2 6 8 117
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 0 3 11 3 10 23 37
New Panel Unit Root Tests under Cross Section Dependence for Practitioners 0 0 0 410 2 5 7 1,215
Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel 0 0 0 238 8 12 14 1,224
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand 0 0 2 37 3 7 15 123
Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US 0 0 3 5 1 4 8 15
Prewhitening Bias in HAC Estimation 0 0 0 209 7 12 14 949
Prewhitening Bias in HAC Estimation 0 0 0 71 0 3 6 461
Prewhitening Bias in HAC Estimation 0 0 0 4 2 5 7 57
Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence 0 1 1 41 1 3 5 145
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 0 0 0 8 5 6 7 70
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 1 2 7 7 6 12 27 27
The Elusive Empirical Shadow of Growth Convergence 0 0 0 4 3 9 11 63
The Elusive Empirical Shadow of Growth Convergence 0 0 0 114 3 6 8 379
The Elusive Empirical Shadow of Growth Convergence 0 0 0 527 1 4 6 1,314
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 92 2 6 10 426
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 192 1 3 5 545
Transition Modeling and Econometric Convergence Tests 0 1 4 678 4 16 29 1,846
Trimmed Mean Group Estimation 0 0 0 21 4 5 5 25
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 0 235 9 10 10 764
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 0 0 1 99 2 5 6 306
Weak s- Convergence: Theory and Applications 0 0 0 74 2 4 9 487
X-Differencing and Dynamic Panel Model Estimation 0 0 1 236 3 7 9 580
Total Working Papers 1 5 35 7,675 144 285 422 23,464

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 4 6 8 187
Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment 0 0 0 43 2 2 5 161
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence 0 0 1 245 3 6 9 627
COMMON DRIVERS OF TRANSNATIONAL TERRORISM: PRINCIPAL COMPONENT ANALYSIS 0 0 1 30 3 6 10 153
Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand 0 0 8 465 5 15 42 1,342
Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels 0 0 0 0 4 4 5 9
Does Ex post uncovered interest differential reflect the degrees of capital mobility? 0 0 0 31 2 4 4 136
Dynamic Panel Analysis under Cross-Sectional Dependence 0 1 1 6 3 5 5 29
Dynamic Seemingly Unrelated Cointegrating Regressions 0 2 5 217 2 7 17 654
Dynamic panel estimation and homogeneity testing under cross section dependence &ast 0 0 0 254 5 8 17 849
Economic transition and growth 0 0 6 31 1 6 27 142
Economic transition and growth 0 0 7 360 6 13 33 917
Endogenous discounting, the world saving glut and the U.S. current account 0 0 0 53 6 7 9 343
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 15 1 1 2 72
Estimation of Treatment Effects in Repeated Public Goods Experiments 0 0 1 5 2 3 4 35
Excess Volatility of Realized Excess Profit from Currency Speculation in a Two-Country General Equilibrium Model 0 0 0 0 6 6 7 188
IDENTIFYING EXCHANGE RATE COMMON FACTORS 0 0 1 8 1 4 7 77
Identification of Unknown Common Factors: Leaders and Followers 0 0 1 21 2 3 7 65
Lag length selection in panel autoregression 0 2 3 13 3 6 12 68
Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel 0 0 2 419 6 7 13 1,017
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 1 5 8 146
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States 0 2 3 3 3 11 13 13
Prewhitening Bias in HAC Estimation 0 0 1 76 2 5 11 370
Some empirics on economic growth under heterogeneous technology 0 1 1 73 2 8 9 182
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 0 1 1 79 2 8 10 309
Transition Modeling and Econometric Convergence Tests 0 2 12 294 8 16 47 939
Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures 0 0 0 1 1 1 2 10
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 1 5 7 116
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 0 102 11 14 15 427
Weak σ-convergence: Theory and applications 0 0 2 23 2 5 14 132
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 1 32 2 5 8 113
Total Journal Articles 0 11 59 3,001 102 204 390 9,864

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 3 4 5 8
Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors 0 0 0 2 2 4 9 31
Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition 0 0 0 1 3 4 6 18
Testing Convergence Using HAR Inference 0 0 2 19 1 6 11 69
Trimmed Mean Group Estimation 0 1 1 4 4 9 13 24
Total Chapters 0 1 3 26 13 27 44 150

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Statistics updated 2026-02-12