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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 0 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 0 0 382 1 1 3 1,097
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 1 273 0 0 2 889
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 1 6 0 0 2 48
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand 0 2 2 1,239 0 3 4 3,277
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 1 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 1 2 568 2 4 11 1,671
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 9 0 0 5 84
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 1 95 1 1 3 326
Economic Transition and Growth 0 0 3 525 1 2 9 1,195
Endogenous Discounting, the World Saving Glut and the U.S. Current Account 0 0 0 62 1 1 3 284
Exchange Rates as Exchange Rate Common Factors 0 0 2 119 0 1 5 330
Identifying Exchange Rate Common Factors 1 2 2 78 1 2 3 111
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 0 11 11 1 5 26 26
New Panel Unit Root Tests under Cross Section Dependence for Practitioners 0 0 0 410 1 1 2 1,210
Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel 0 0 0 238 0 0 2 1,211
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand 0 1 3 37 1 4 9 114
Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US 0 2 4 5 0 3 7 11
Prewhitening Bias in HAC Estimation 0 0 0 4 0 0 3 51
Prewhitening Bias in HAC Estimation 0 0 0 71 0 0 1 455
Prewhitening Bias in HAC Estimation 0 0 0 209 0 0 3 937
Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence 0 0 0 40 0 1 2 141
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 0 0 0 8 0 1 2 64
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 1 4 4 4 6 13 13 13
The Elusive Empirical Shadow of Growth Convergence 0 0 0 527 0 0 3 1,310
The Elusive Empirical Shadow of Growth Convergence 0 0 0 114 0 1 1 372
The Elusive Empirical Shadow of Growth Convergence 0 0 1 4 0 1 4 54
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 192 0 0 1 540
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 92 0 0 2 417
Transition Modeling and Econometric Convergence Tests 0 0 3 677 1 5 15 1,828
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 1 1 1 99 1 1 1 301
Weak s- Convergence: Theory and Applications 0 0 0 74 2 2 5 483
X-Differencing and Dynamic Panel Model Estimation 1 1 1 236 2 2 3 573
Total Working Papers 4 14 42 7,669 22 55 160 23,150

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 0 0 3 181
Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment 0 0 0 43 0 1 1 157
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence 0 0 2 245 0 2 6 621
COMMON DRIVERS OF TRANSNATIONAL TERRORISM: PRINCIPAL COMPONENT ANALYSIS 0 0 0 29 0 1 4 146
Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand 1 6 8 465 2 10 29 1,322
Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels 0 0 0 0 0 0 3 4
Does Ex post uncovered interest differential reflect the degrees of capital mobility? 0 0 0 31 0 0 1 132
Dynamic Panel Analysis under Cross-Sectional Dependence 0 0 0 5 0 0 0 24
Dynamic Seemingly Unrelated Cointegrating Regressions 0 0 3 215 0 4 11 646
Dynamic panel estimation and homogeneity testing under cross section dependence &ast 0 0 0 254 1 4 12 840
Economic transition and growth 0 2 11 359 2 5 36 900
Economic transition and growth 1 3 8 31 3 8 26 132
Endogenous discounting, the world saving glut and the U.S. current account 0 0 0 53 0 1 3 336
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 15 0 0 0 70
Estimation of Treatment Effects in Repeated Public Goods Experiments 1 1 1 5 1 1 2 32
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 1 1 8 0 1 2 72
Identification of Unknown Common Factors: Leaders and Followers 0 0 1 21 1 3 5 62
Lag length selection in panel autoregression 0 1 1 11 0 2 9 62
Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel 0 1 3 419 0 3 7 1,009
Of Nickell Bias, Cross-Sectional Dependence, and Their Cures: Reply 0 0 0 3 0 0 3 34
Panel unit root tests under cross section dependence with recursive mean adjustment 0 0 0 30 0 2 4 140
Prewhitening Bias in HAC Estimation 0 0 0 75 1 2 6 364
Some empirics on economic growth under heterogeneous technology 0 0 0 72 0 0 4 173
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 0 0 0 78 0 1 2 301
Transition Modeling and Econometric Convergence Tests 1 4 12 291 4 11 42 921
Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures 0 0 1 1 0 0 3 9
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 0 1 1 110
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 0 102 0 1 1 413
Weak σ-convergence: Theory and applications 0 0 2 23 1 3 9 125
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 1 32 1 2 3 108
Total Journal Articles 4 19 56 2,985 17 69 239 9,628

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 0 1 4
Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors 0 0 0 2 0 0 5 26
Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition 0 0 0 1 0 0 1 13
Testing Convergence Using HAR Inference 0 0 2 19 1 1 7 62
Trimmed Mean Group Estimation 0 0 1 3 0 0 5 12
Total Chapters 0 0 3 25 1 1 19 117

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Statistics updated 2025-10-06