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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 1 1 6 0 1 2 48
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 1 1 273 0 2 2 889
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 0 382 0 0 2 1,096
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand 2 2 2 1,239 2 3 4 3,276
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 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 0 0 9 0 2 5 84
Dynamic Seemingly Unrelated Cointegrating Regression 1 1 2 568 1 1 11 1,668
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 1 95 0 0 2 325
Economic Transition and Growth 0 1 4 525 1 2 10 1,194
Endogenous Discounting, the World Saving Glut and the U.S. Current Account 0 0 0 62 0 0 2 283
Exchange Rates as Exchange Rate Common Factors 0 1 2 119 0 2 4 329
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 2 11 11 2 5 23 23
New Panel Unit Root Tests under Cross Section Dependence for Practitioners 0 0 0 410 0 1 1 1,209
Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel 0 0 1 238 0 0 3 1,211
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand 1 1 3 37 1 1 6 111
Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US 1 2 3 4 1 2 6 9
Prewhitening Bias in HAC Estimation 0 0 0 4 0 0 4 51
Prewhitening Bias in HAC Estimation 0 0 0 209 0 1 3 937
Prewhitening Bias in HAC Estimation 0 0 0 71 0 0 1 455
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 1 63
The Elusive Empirical Shadow of Growth Convergence 0 0 1 4 0 1 3 53
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 1 114 0 0 2 371
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 92 0 0 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 3 3 677 3 6 17 1,826
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 0 1 3 481
X-Differencing and Dynamic Panel Model Estimation 0 0 0 235 0 0 1 571
Total Working Papers 5 15 36 7,660 11 31 132 23,106

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 1 2 50 0 1 4 181
Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment 0 0 0 43 1 1 1 157
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence 0 1 2 245 1 2 7 620
COMMON DRIVERS OF TRANSNATIONAL TERRORISM: PRINCIPAL COMPONENT ANALYSIS 0 0 0 29 1 3 4 146
Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand 3 4 9 462 6 11 38 1,318
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 1 24
Dynamic Seemingly Unrelated Cointegrating Regressions 0 2 3 215 3 5 10 645
Dynamic panel estimation and homogeneity testing under cross section dependence &ast 0 0 0 254 2 3 10 838
Economic transition and growth 2 4 16 359 3 8 46 898
Economic transition and growth 2 4 10 30 5 10 32 129
Endogenous discounting, the world saving glut and the U.S. current account 0 0 0 53 1 1 4 336
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 1 1 182
IDENTIFYING EXCHANGE RATE COMMON FACTORS 0 0 0 7 0 1 2 71
Identification of Unknown Common Factors: Leaders and Followers 0 1 1 21 1 2 3 60
Lag length selection in panel autoregression 0 0 0 10 1 4 8 61
Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel 1 1 3 419 3 3 10 1,009
Of Nickell Bias, Cross-Sectional Dependence, and Their Cures: Reply 0 0 0 3 0 0 5 34
Panel unit root tests under cross section dependence with recursive mean adjustment 0 0 0 30 2 2 4 140
Prewhitening Bias in HAC Estimation 0 0 0 75 1 2 6 363
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 2 301
Transition Modeling and Econometric Convergence Tests 1 5 9 288 3 13 39 913
Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures 0 0 1 1 0 0 4 9
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 1 1 1 110
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 0 0 2 23 2 3 8 124
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 1 32 1 1 2 107
Total Journal Articles 9 23 59 2,975 39 79 263 9,598

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 0 0 6 61
Trimmed Mean Group Estimation 0 0 1 3 0 0 5 12
Total Chapters 0 0 3 25 0 0 18 116

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Statistics updated 2025-08-05