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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 1 2 30
Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models 0 0 0 240 0 0 1 943
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 0 272 0 0 0 887
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 0 382 0 2 2 1,096
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 0 5 1 1 1 47
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand 0 0 2 1,237 0 0 3 3,273
Depth-Weighted Forecast Combination: Application to COVID-19 Cases 0 0 0 26 0 0 1 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 1 1 95 0 1 2 325
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 9 1 1 3 82
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 2 567 0 2 11 1,667
Economic Transition and Growth 0 1 3 524 2 5 11 1,192
Endogenous Discounting, the World Saving Glut and the U.S. Current Account 0 0 0 62 0 2 2 283
Exchange Rates as Exchange Rate Common Factors 0 1 1 118 0 1 2 327
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 0 1 9 9 0 4 18 18
New Panel Unit Root Tests under Cross Section Dependence for Practitioners 0 0 0 410 0 0 0 1,208
Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel 0 0 1 238 1 1 3 1,211
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand 0 1 2 36 1 2 5 110
Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US 0 0 1 2 0 0 6 7
Prewhitening Bias in HAC Estimation 0 0 0 71 0 0 1 455
Prewhitening Bias in HAC Estimation 0 0 0 209 0 1 2 936
Prewhitening Bias in HAC Estimation 0 0 0 4 1 1 4 51
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 2 63
The Elusive Empirical Shadow of Growth Convergence 0 0 1 114 0 0 2 371
The Elusive Empirical Shadow of Growth Convergence 0 0 2 4 0 0 4 52
The Elusive Empirical Shadow of Growth Convergence 0 0 0 527 1 2 3 1,310
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 92 0 1 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 0 0 0 674 1 3 16 1,820
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 2 2 2 480
X-Differencing and Dynamic Panel Model Estimation 0 0 0 235 0 0 1 571
Total Working Papers 0 5 25 7,645 12 33 119 23,075

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 49 0 1 3 180
Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment 0 0 0 43 0 0 0 156
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence 0 0 1 244 0 0 6 618
COMMON DRIVERS OF TRANSNATIONAL TERRORISM: PRINCIPAL COMPONENT ANALYSIS 0 0 0 29 0 0 2 143
Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand 1 1 11 458 1 7 42 1,307
Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels 0 0 0 0 0 0 4 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 1 24
Dynamic Seemingly Unrelated Cointegrating Regressions 1 1 1 213 2 3 6 640
Dynamic panel estimation and homogeneity testing under cross section dependence &ast 0 0 0 254 2 3 9 835
Economic transition and growth 1 1 8 26 4 4 32 119
Economic transition and growth 0 2 16 355 3 6 55 890
Endogenous discounting, the world saving glut and the U.S. current account 0 0 0 53 1 1 4 335
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 15 0 0 1 70
Estimation of Treatment Effects in Repeated Public Goods Experiments 0 0 0 4 0 0 1 31
Excess Volatility of Realized Excess Profit from Currency Speculation in a Two-Country General Equilibrium Model 0 0 0 0 0 0 0 181
IDENTIFYING EXCHANGE RATE COMMON FACTORS 0 0 0 7 0 0 2 70
Identification of Unknown Common Factors: Leaders and Followers 0 0 0 20 0 0 1 58
Lag length selection in panel autoregression 0 0 0 10 0 1 5 57
Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel 1 1 2 418 2 2 8 1,006
Of Nickell Bias, Cross-Sectional Dependence, and Their Cures: Reply 0 0 0 3 0 1 5 34
Panel unit root tests under cross section dependence with recursive mean adjustment 0 0 0 30 0 0 2 138
Prewhitening Bias in HAC Estimation 0 0 0 75 1 2 4 361
Some empirics on economic growth under heterogeneous technology 0 0 0 72 0 0 5 173
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 0 0 0 78 1 1 1 300
Transition Modeling and Econometric Convergence Tests 0 1 8 283 3 8 39 900
Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures 0 0 1 1 0 1 4 9
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 0 0 0 109
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 0 102 0 0 0 412
Weak σ-convergence: Theory and applications 1 2 2 23 2 3 6 121
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 1 1 32 0 1 1 106
Total Journal Articles 5 10 52 2,952 22 45 250 9,519

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 1 2 4
Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors 0 0 0 2 1 4 6 26
Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition 0 0 0 1 0 1 1 13
Testing Convergence Using HAR Inference 1 2 2 19 1 3 6 61
Trimmed Mean Group Estimation 0 0 2 3 0 1 8 12
Total Chapters 1 2 4 25 2 10 23 116

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Statistics updated 2025-05-12