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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 10 40
Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models 0 0 0 240 1 1 13 956
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 0 273 0 0 8 897
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 0 382 0 0 14 1,110
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 0 6 1 2 15 63
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand 0 1 1 1,240 1 4 28 3,305
Depth-Weighted Forecast Combination: Application to COVID-19 Cases 0 0 0 26 1 2 11 43
Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence 0 0 1 734 0 0 16 1,913
Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence 0 0 0 4 1 1 14 65
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 95 1 2 17 342
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 568 0 1 24 1,693
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 9 1 2 13 97
Economic Transition and Growth 0 0 1 526 2 3 17 1,211
Endogenous Discounting, the World Saving Glut and the U.S. Current Account 0 0 0 62 0 1 20 303
Exchange Rates as Exchange Rate Common Factors 1 1 2 121 4 5 28 358
Identifying Common Trend Determinants in Panel Data 0 0 16 16 0 0 5 5
Identifying Exchange Rate Common Factors 0 0 2 79 0 4 18 128
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 0 0 11 0 1 18 43
New Panel Unit Root Tests under Cross Section Dependence for Practitioners 0 0 0 410 0 0 7 1,216
Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel 0 0 0 238 0 2 30 1,241
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand 0 0 0 37 0 0 11 124
Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US 0 0 1 6 0 0 10 21
Prewhitening Bias in HAC Estimation 0 0 0 71 0 3 15 470
Prewhitening Bias in HAC Estimation 0 0 0 209 1 2 20 957
Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence 0 1 2 42 1 2 9 150
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 0 0 4 7 1 4 29 36
The Elusive Empirical Shadow of Growth Convergence 0 0 0 527 0 0 13 1,323
The Elusive Empirical Shadow of Growth Convergence 0 0 0 114 1 2 12 384
The Elusive Empirical Shadow of Growth Convergence 0 0 0 4 0 0 14 68
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 192 1 1 8 548
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 92 0 0 12 429
Transition Modeling and Econometric Convergence Tests 2 2 3 680 2 8 38 1,865
Trimmed Mean Group Estimation 0 1 2 23 0 1 11 31
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 0 235 0 1 17 771
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 1 1 2 100 1 1 15 315
Weak s- Convergence: Theory and Applications 0 0 1 75 0 2 15 496
X-Differencing and Dynamic Panel Model Estimation 0 0 1 236 0 1 12 583
Total Working Papers 4 7 39 7,692 22 60 587 23,600
2 registered items for which data could not be found

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 0 50 1 2 12 193
Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment 0 0 1 44 0 0 12 169
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence 0 0 0 245 0 0 14 635
COMMON DRIVERS OF TRANSNATIONAL TERRORISM: PRINCIPAL COMPONENT ANALYSIS 1 1 2 31 1 3 12 158
Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand 0 2 3 467 1 7 44 1,364
Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels 0 0 0 0 1 2 12 16
Does Ex post uncovered interest differential reflect the degrees of capital mobility? 0 0 0 31 1 2 8 140
Dynamic Panel Analysis under Cross-Sectional Dependence 0 0 2 7 0 0 9 33
Dynamic Seemingly Unrelated Cointegrating Regressions 0 1 3 218 0 3 14 660
Dynamic panel estimation and homogeneity testing under cross section dependence &ast 0 0 0 254 0 5 23 862
Economic transition and growth 1 1 6 365 2 5 36 934
Economic transition and growth 0 1 7 37 3 8 39 168
Endogenous discounting, the world saving glut and the U.S. current account 0 0 0 53 0 0 14 350
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 15 0 1 6 76
Estimation of Treatment Effects in Repeated Public Goods Experiments 0 0 1 5 0 1 6 37
Excess Volatility of Realized Excess Profit from Currency Speculation in a Two-Country General Equilibrium Model 0 0 0 0 0 1 13 195
IDENTIFYING EXCHANGE RATE COMMON FACTORS 0 0 0 8 0 4 10 82
Identification of Unknown Common Factors: Leaders and Followers 0 0 0 21 0 0 7 68
Lag length selection in panel autoregression 0 0 2 13 2 5 15 77
Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel 0 1 1 420 0 4 15 1,024
Of Nickell Bias, Cross-Sectional Dependence, and Their Cures: Reply 0 0 0 3 0 0 4 38
Panel unit root tests under cross section dependence with recursive mean adjustment 0 0 0 30 1 1 7 147
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States 0 0 3 3 1 2 21 21
Prewhitening Bias in HAC Estimation 0 0 1 76 0 0 11 374
Some empirics on economic growth under heterogeneous technology 0 0 1 73 1 3 14 187
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 0 0 1 79 1 1 10 311
Transition Modeling and Econometric Convergence Tests 0 2 12 302 4 13 58 975
Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures 0 0 0 1 0 0 5 14
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 0 0 8 118
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 2 104 0 1 22 435
Weak σ-convergence: Theory and applications 0 0 1 24 2 5 26 150
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 0 32 0 1 7 114
Total Journal Articles 2 9 49 3,030 22 80 514 10,125

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 1 1 11 15
Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors 0 0 0 2 0 0 7 33
Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition 0 0 0 1 0 0 9 22
Testing Convergence Using HAR Inference 0 0 0 19 1 1 13 74
Trimmed Mean Group Estimation 0 0 1 4 1 2 20 32
Total Chapters 0 0 1 26 3 4 60 176

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