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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 1 3 6 35
Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models 0 0 0 240 0 7 9 952
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 0 382 1 10 12 1,108
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 1 6 3 8 12 58
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 1 273 1 4 7 894
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand 0 0 2 1,239 1 13 19 3,292
Depth-Weighted Forecast Combination: Application to COVID-19 Cases 0 0 0 26 2 3 6 38
Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence 1 1 1 734 4 9 11 1,908
Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence 0 0 0 4 1 8 9 60
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 1 95 2 8 14 338
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 9 1 5 11 92
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 1 568 2 12 19 1,685
Economic Transition and Growth 0 0 2 525 0 6 14 1,202
Endogenous Discounting, the World Saving Glut and the U.S. Current Account 0 0 0 62 0 15 19 302
Exchange Rates as Exchange Rate Common Factors 0 1 2 120 5 15 22 349
Identifying Exchange Rate Common Factors 0 0 2 78 2 6 10 119
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 0 2 11 2 9 22 39
New Panel Unit Root Tests under Cross Section Dependence for Practitioners 0 0 0 410 0 5 7 1,215
Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel 0 0 0 238 13 23 27 1,237
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand 0 0 2 37 0 6 15 123
Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US 0 0 3 5 2 6 10 17
Prewhitening Bias in HAC Estimation 0 0 0 4 1 6 8 58
Prewhitening Bias in HAC Estimation 0 0 0 209 1 12 15 950
Prewhitening Bias in HAC Estimation 0 0 0 71 0 2 6 461
Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence 0 1 1 41 0 3 5 145
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 0 0 0 8 1 6 8 71
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 0 2 7 7 0 10 27 27
The Elusive Empirical Shadow of Growth Convergence 0 0 0 114 0 6 8 379
The Elusive Empirical Shadow of Growth Convergence 0 0 0 4 2 9 13 65
The Elusive Empirical Shadow of Growth Convergence 0 0 0 527 0 2 5 1,314
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 192 0 2 5 545
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 92 0 6 10 426
Transition Modeling and Econometric Convergence Tests 0 0 4 678 4 16 33 1,850
Trimmed Mean Group Estimation 0 0 0 21 2 7 7 27
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 0 235 4 13 14 768
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 0 0 1 99 0 5 6 306
Weak s- Convergence: Theory and Applications 0 0 0 74 0 3 9 487
X-Differencing and Dynamic Panel Model Estimation 0 0 1 236 0 5 9 580
Total Working Papers 1 5 34 7,676 58 294 469 23,522

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 2 7 10 189
Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment 1 1 1 44 1 3 6 162
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence 0 0 1 245 1 6 10 628
COMMON DRIVERS OF TRANSNATIONAL TERRORISM: PRINCIPAL COMPONENT ANALYSIS 0 0 1 30 1 5 11 154
Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand 0 0 8 465 5 16 42 1,347
Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels 0 0 0 0 2 6 7 11
Does Ex post uncovered interest differential reflect the degrees of capital mobility? 0 0 0 31 1 5 5 137
Dynamic Panel Analysis under Cross-Sectional Dependence 0 0 1 6 0 3 5 29
Dynamic Seemingly Unrelated Cointegrating Regressions 0 2 5 217 0 6 16 654
Dynamic panel estimation and homogeneity testing under cross section dependence &ast 0 0 0 254 1 8 17 850
Economic transition and growth 1 1 7 361 3 11 34 920
Economic transition and growth 1 1 7 32 3 8 30 145
Endogenous discounting, the world saving glut and the U.S. current account 0 0 0 53 0 7 9 343
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 15 3 4 5 75
Estimation of Treatment Effects in Repeated Public Goods Experiments 0 0 1 5 0 3 4 35
Excess Volatility of Realized Excess Profit from Currency Speculation in a Two-Country General Equilibrium Model 0 0 0 0 3 9 10 191
IDENTIFYING EXCHANGE RATE COMMON FACTORS 0 0 1 8 1 3 8 78
Identification of Unknown Common Factors: Leaders and Followers 0 0 1 21 1 4 8 66
Lag length selection in panel autoregression 0 0 3 13 0 4 11 68
Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel 0 0 2 419 1 8 14 1,018
Of Nickell Bias, Cross-Sectional Dependence, and Their Cures: Reply 0 0 0 3 0 0 2 36
Panel unit root tests under cross section dependence with recursive mean adjustment 0 0 0 30 0 4 8 146
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States 0 1 3 3 1 10 14 14
Prewhitening Bias in HAC Estimation 0 0 1 76 3 7 13 373
Some empirics on economic growth under heterogeneous technology 0 0 1 73 1 7 10 183
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 0 0 1 79 0 5 10 309
Transition Modeling and Econometric Convergence Tests 1 2 12 295 6 17 48 945
Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures 0 0 0 1 2 3 3 12
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 1 5 8 117
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 0 102 0 13 15 427
Weak σ-convergence: Theory and applications 0 0 2 23 1 4 15 133
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 0 32 0 4 7 113
Total Journal Articles 4 8 60 3,005 44 205 415 9,908

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 3 5 8
Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors 0 0 0 2 1 4 7 32
Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition 0 0 0 1 1 5 6 19
Testing Convergence Using HAR Inference 0 0 2 19 1 4 12 70
Trimmed Mean Group Estimation 0 1 1 4 2 8 14 26
Total Chapters 0 1 3 26 5 24 44 155

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