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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 3 31
Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models 0 0 0 240 1 1 1 944
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 1 6 1 1 3 49
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 0 382 0 1 3 1,097
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand 0 0 2 1,239 0 1 4 3,277
Depth-Weighted Forecast Combination: Application to COVID-19 Cases 0 0 0 26 1 1 1 33
Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence 0 0 0 733 1 1 2 1,898
Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence 0 0 0 4 0 0 1 51
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 1 95 2 3 5 328
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 2 568 1 4 10 1,672
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 9 1 1 6 85
Economic Transition and Growth 0 0 3 525 0 1 9 1,195
Endogenous Discounting, the World Saving Glut and the U.S. Current Account 0 0 0 62 0 1 3 284
Exchange Rates as Exchange Rate Common Factors 0 0 2 119 1 2 6 331
Identifying Exchange Rate Common Factors 0 2 2 78 0 2 3 111
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 0 11 11 1 4 27 27
New Panel Unit Root Tests under Cross Section Dependence for Practitioners 0 0 0 410 0 1 2 1,210
Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel 0 0 0 238 1 1 3 1,212
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand 0 0 3 37 2 5 11 116
Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US 0 1 4 5 0 2 7 11
Prewhitening Bias in HAC Estimation 0 0 0 4 1 1 3 52
Prewhitening Bias in HAC Estimation 0 0 0 71 3 3 4 458
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 1 2 3 142
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 2 5 5 2 10 15 15
The Elusive Empirical Shadow of Growth Convergence 0 0 1 4 0 1 4 54
The Elusive Empirical Shadow of Growth Convergence 0 0 0 114 1 2 2 373
The Elusive Empirical Shadow of Growth Convergence 0 0 0 527 0 0 3 1,310
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 92 3 3 5 420
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 192 2 2 3 542
Transition Modeling and Econometric Convergence Tests 0 0 3 677 2 4 16 1,830
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 0 754
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 0 1 1 99 0 1 1 301
Weak s- Convergence: Theory and Applications 0 0 0 74 0 2 5 483
X-Differencing and Dynamic Panel Model Estimation 0 1 1 236 0 2 3 573
Total Working Papers 1 7 43 7,670 29 68 184 23,179

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 2 181
Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment 0 0 0 43 2 2 3 159
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence 0 0 2 245 0 1 6 621
COMMON DRIVERS OF TRANSNATIONAL TERRORISM: PRINCIPAL COMPONENT ANALYSIS 1 1 1 30 1 1 5 147
Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand 0 3 8 465 5 9 34 1,327
Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels 0 0 0 0 1 1 3 5
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 1 2 12 647
Dynamic panel estimation and homogeneity testing under cross section dependence &ast 0 0 0 254 1 3 12 841
Economic transition and growth 1 1 9 360 4 6 34 904
Economic transition and growth 0 1 7 31 4 7 25 136
Endogenous discounting, the world saving glut and the U.S. current account 0 0 0 53 0 0 2 336
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 15 1 1 1 71
Estimation of Treatment Effects in Repeated Public Goods Experiments 0 1 1 5 0 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 1 2 3 73
Identification of Unknown Common Factors: Leaders and Followers 0 0 1 21 0 2 5 62
Lag length selection in panel autoregression 0 1 1 11 0 1 8 62
Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel 0 0 3 419 1 1 8 1,010
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 1 1 4 141
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States 1 1 1 1 2 2 2 2
Prewhitening Bias in HAC Estimation 1 1 1 76 1 2 7 365
Some empirics on economic growth under heterogeneous technology 0 0 0 72 1 1 4 174
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 0 0 0 78 0 0 2 301
Transition Modeling and Econometric Convergence Tests 1 4 12 292 2 10 41 923
Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures 0 0 0 1 0 0 2 9
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 1 1 2 111
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 2 3 11 127
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 1 32 0 1 3 108
Total Journal Articles 5 15 55 2,990 32 62 249 9,660

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 1 1 6 27
Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition 0 0 0 1 1 1 2 14
Testing Convergence Using HAR Inference 0 0 2 19 1 2 7 63
Trimmed Mean Group Estimation 0 0 0 3 3 3 6 15
Total Chapters 0 0 2 25 6 7 22 123

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Statistics updated 2025-11-08