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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 2 4 32
Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models 0 0 0 240 1 2 2 945
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 1 273 1 1 3 890
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 0 382 1 2 4 1,098
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 1 6 1 2 4 50
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand 0 0 2 1,239 2 2 6 3,279
Depth-Weighted Forecast Combination: Application to COVID-19 Cases 0 0 0 26 2 3 3 35
Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence 0 0 0 733 1 2 3 1,899
Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence 0 0 0 4 1 1 2 52
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 1 95 2 5 7 330
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 2 568 1 4 9 1,673
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 9 2 3 7 87
Economic Transition and Growth 0 0 3 525 1 2 10 1,196
Endogenous Discounting, the World Saving Glut and the U.S. Current Account 0 0 0 62 3 4 6 287
Exchange Rates as Exchange Rate Common Factors 0 0 2 119 3 4 9 334
Identifying Exchange Rate Common Factors 0 1 2 78 2 3 4 113
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 0 7 11 3 5 21 30
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 2 3 5 1,214
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand 0 0 3 37 1 4 11 117
Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US 0 0 4 5 0 0 7 11
Prewhitening Bias in HAC Estimation 0 0 0 71 1 4 5 459
Prewhitening Bias in HAC Estimation 0 0 0 4 0 1 3 52
Prewhitening Bias in HAC Estimation 0 0 0 209 1 1 3 938
Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence 0 0 0 40 0 1 3 142
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 0 0 0 8 1 1 3 65
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 0 2 5 5 2 10 17 17
The Elusive Empirical Shadow of Growth Convergence 0 0 0 527 2 2 5 1,312
The Elusive Empirical Shadow of Growth Convergence 0 0 1 4 2 2 6 56
The Elusive Empirical Shadow of Growth Convergence 0 0 0 114 0 1 2 373
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 92 0 3 5 420
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 192 1 3 4 543
Transition Modeling and Econometric Convergence Tests 1 1 4 678 4 7 20 1,834
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 1 1 1 755
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 1 3 6 484
X-Differencing and Dynamic Panel Model Estimation 0 1 1 236 2 4 5 575
Total Working Papers 1 6 40 7,671 49 100 218 23,228

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 1 1 3 182
Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment 0 0 0 43 0 2 3 159
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence 0 0 1 245 1 1 6 622
COMMON DRIVERS OF TRANSNATIONAL TERRORISM: PRINCIPAL COMPONENT ANALYSIS 0 1 1 30 2 3 6 149
Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand 0 1 8 465 4 11 33 1,331
Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels 0 0 0 0 0 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 1 1 1 6 2 2 2 26
Dynamic Seemingly Unrelated Cointegrating Regressions 0 0 3 215 1 2 11 648
Dynamic panel estimation and homogeneity testing under cross section dependence &ast 0 0 0 254 1 3 13 842
Economic transition and growth 0 1 9 360 5 11 36 909
Economic transition and growth 0 1 7 31 1 8 26 137
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 0 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 0 1 8 2 3 5 75
Identification of Unknown Common Factors: Leaders and Followers 0 0 1 21 0 1 5 62
Lag length selection in panel autoregression 2 2 3 13 2 2 9 64
Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel 0 0 2 419 0 1 7 1,010
Of Nickell Bias, Cross-Sectional Dependence, and Their Cures: Reply 0 0 0 3 2 2 4 36
Panel unit root tests under cross section dependence with recursive mean adjustment 0 0 0 30 1 2 4 142
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States 1 2 2 2 2 4 4 4
Prewhitening Bias in HAC Estimation 0 1 1 76 1 3 8 366
Some empirics on economic growth under heterogeneous technology 1 1 1 73 2 3 6 176
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 1 1 1 79 3 3 5 304
Transition Modeling and Econometric Convergence Tests 1 3 13 293 5 11 42 928
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 2 3 112
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 0 102 1 1 2 414
Weak σ-convergence: Theory and applications 0 0 2 23 2 5 13 129
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 1 32 1 2 4 109
Total Journal Articles 7 16 60 2,997 43 92 272 9,703

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 2 5
Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors 0 0 0 2 1 2 7 28
Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition 0 0 0 1 0 1 2 14
Testing Convergence Using HAR Inference 0 0 2 19 3 5 10 66
Trimmed Mean Group Estimation 0 0 0 3 3 6 9 18
Total Chapters 0 0 2 25 8 15 30 131

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Statistics updated 2025-12-06