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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 4 9 39
Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models 0 0 0 240 1 3 12 955
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 0 6 1 3 13 61
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 0 382 1 2 14 1,110
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 0 273 0 3 8 897
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand 0 0 2 1,239 3 9 27 3,301
Depth-Weighted Forecast Combination: Application to COVID-19 Cases 0 0 0 26 0 3 9 41
Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence 0 0 1 734 1 5 16 1,913
Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence 0 0 0 4 2 4 13 64
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 9 0 3 12 95
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 95 0 2 15 340
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 1 568 0 7 25 1,692
Economic Transition and Growth 1 1 2 526 3 6 16 1,208
Endogenous Discounting, the World Saving Glut and the U.S. Current Account 0 0 0 62 0 0 19 302
Exchange Rates as Exchange Rate Common Factors 0 0 2 120 0 4 26 353
Identifying Exchange Rate Common Factors 0 1 3 79 0 5 15 124
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 0 1 11 1 3 23 42
New Panel Unit Root Tests under Cross Section Dependence for Practitioners 0 0 0 410 0 1 7 1,216
Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel 0 0 0 238 1 2 28 1,239
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand 0 0 1 37 0 1 14 124
Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US 1 1 4 6 1 4 14 21
Prewhitening Bias in HAC Estimation 0 0 0 4 0 1 8 59
Prewhitening Bias in HAC Estimation 0 0 0 71 1 6 12 467
Prewhitening Bias in HAC Estimation 0 0 0 209 0 5 18 955
Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence 0 0 1 41 0 3 8 148
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 0 0 0 8 0 3 11 74
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 0 0 7 7 1 5 32 32
The Elusive Empirical Shadow of Growth Convergence 0 0 0 114 0 3 11 382
The Elusive Empirical Shadow of Growth Convergence 0 0 0 4 0 3 15 68
The Elusive Empirical Shadow of Growth Convergence 0 0 0 527 1 9 13 1,323
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 92 0 3 12 429
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 192 0 2 7 547
Transition Modeling and Econometric Convergence Tests 0 0 4 678 2 7 37 1,857
Trimmed Mean Group Estimation 0 1 1 22 0 3 10 30
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 0 235 2 2 16 770
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 0 0 1 99 1 8 14 314
Weak s- Convergence: Theory and Applications 0 1 1 75 0 7 14 494
X-Differencing and Dynamic Panel Model Estimation 0 0 1 236 1 2 11 582
Total Working Papers 2 5 33 7,681 24 146 584 23,668

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 0 2 10 191
Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment 0 0 1 44 0 7 13 169
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence 0 0 1 245 0 7 17 635
COMMON DRIVERS OF TRANSNATIONAL TERRORISM: PRINCIPAL COMPONENT ANALYSIS 0 0 1 30 0 1 11 155
Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand 0 0 6 465 3 10 46 1,357
Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels 0 0 0 0 0 3 10 14
Does Ex post uncovered interest differential reflect the degrees of capital mobility? 0 0 0 31 0 1 6 138
Dynamic Panel Analysis under Cross-Sectional Dependence 1 1 2 7 2 4 9 33
Dynamic Seemingly Unrelated Cointegrating Regressions 0 0 2 217 0 3 15 657
Dynamic panel estimation and homogeneity testing under cross section dependence &ast 0 0 0 254 1 7 22 857
Economic transition and growth 2 4 9 36 6 15 38 160
Economic transition and growth 2 3 8 364 4 9 35 929
Endogenous discounting, the world saving glut and the U.S. current account 0 0 0 53 1 7 15 350
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 15 0 0 5 75
Estimation of Treatment Effects in Repeated Public Goods Experiments 0 0 1 5 0 1 5 36
Excess Volatility of Realized Excess Profit from Currency Speculation in a Two-Country General Equilibrium Model 0 0 0 0 0 3 13 194
IDENTIFYING EXCHANGE RATE COMMON FACTORS 0 0 1 8 0 0 7 78
Identification of Unknown Common Factors: Leaders and Followers 0 0 1 21 1 2 10 68
Lag length selection in panel autoregression 0 0 3 13 1 4 15 72
Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel 0 0 1 419 2 2 14 1,020
Of Nickell Bias, Cross-Sectional Dependence, and Their Cures: Reply 0 0 0 3 0 2 4 38
Panel unit root tests under cross section dependence with recursive mean adjustment 0 0 0 30 0 0 8 146
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States 0 0 3 3 0 5 19 19
Prewhitening Bias in HAC Estimation 0 0 1 76 0 1 12 374
Some empirics on economic growth under heterogeneous technology 0 0 1 73 0 1 11 184
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 0 0 1 79 0 1 10 310
Transition Modeling and Econometric Convergence Tests 3 5 14 300 10 17 58 962
Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures 0 0 0 1 1 2 5 14
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 0 1 9 118
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 2 2 2 104 4 7 22 434
Weak σ-convergence: Theory and applications 0 1 1 24 3 12 24 145
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 0 32 0 0 7 113
Total Journal Articles 10 16 60 3,021 39 137 505 10,045

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 6 10 14
Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors 0 0 0 2 1 1 7 33
Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition 0 0 0 1 2 3 9 22
Testing Convergence Using HAR Inference 0 0 0 19 1 3 12 73
Trimmed Mean Group Estimation 0 0 1 4 1 4 18 30
Total Chapters 0 0 1 26 6 17 56 172

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Statistics updated 2026-06-04