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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 1 2 1 1 7 14
Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models 0 0 1 240 0 0 2 929
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 1 3 0 1 9 25
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 0 0 271 0 1 6 874
Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence 0 1 2 378 1 4 13 1,076
Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand 1 1 4 1,216 2 11 22 3,194
Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence 0 0 1 731 0 2 15 1,869
Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence 0 0 0 2 2 5 16 34
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 1 561 1 3 11 1,605
Dynamic Seemingly Unrelated Cointegrating Regression 0 1 2 4 3 5 12 32
Dynamic Seemingly Unrelated Cointegrating Regression 0 0 0 85 0 4 16 276
Economic Transition and Growth 0 2 9 510 0 6 28 1,138
Endogenous Discounting, the World Saving Glut and the U.S. Current Account 0 0 0 61 1 2 5 270
Exchange Rates as Exchange Rate Common Factors 1 3 7 108 5 8 20 297
Identifying Exchange Rate Common Factors 0 2 4 69 2 7 26 74
Identifying Exchange Rate Common Factors 0 0 1 1 1 4 9 11
New Panel Unit Root Tests under Cross Section Dependence for Practitioners 0 0 1 409 0 3 5 1,198
Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel 0 0 0 230 2 8 23 1,161
Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand 0 0 2 6 1 7 16 31
Prewhitening Bias in HAC Estimation 0 0 0 69 1 4 10 438
Prewhitening Bias in HAC Estimation 0 0 0 207 2 7 13 910
Prewhitening Bias in HAC Estimation 0 0 0 3 4 5 10 30
Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence 0 0 2 37 2 4 15 109
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 1 2 3 6 3 7 13 38
The Elusive Empirical Shadow of Growth Convergence 0 0 0 1 0 4 10 32
The Elusive Empirical Shadow of Growth Convergence 0 1 1 513 0 6 24 1,268
The Elusive Empirical Shadow of Growth Convergence 0 0 0 113 0 1 13 358
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 191 0 0 1 531
The Use of Predictive Regressions at Alternative Horizons in Finance and Economics 0 0 0 92 0 2 3 362
Transition Modeling and Econometric Convergence Tests 0 2 7 649 4 9 30 1,697
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 0 234 0 0 6 739
Uniform Asymptotic Normality in Stationary and Unit Root Autoregression 1 2 2 97 1 6 16 286
Weak s- Convergence: Theory and Applications 0 2 11 62 43 94 199 316
X-Differencing and Dynamic Panel Model Estimation 0 2 3 233 1 4 10 556
Total Working Papers 4 21 66 7,394 83 235 634 21,778

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 3 34 2 5 14 147
Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment 0 0 1 43 0 0 1 149
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence 0 0 3 233 0 0 14 579
COMMON DRIVERS OF TRANSNATIONAL TERRORISM: PRINCIPAL COMPONENT ANALYSIS 0 0 0 24 4 4 14 129
Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand 0 1 5 404 1 5 19 1,118
Does Ex post uncovered interest differential reflect the degrees of capital mobility? 0 0 0 30 0 0 0 124
Dynamic Panel Analysis under Cross-Sectional Dependence 0 0 0 2 0 0 6 13
Dynamic Seemingly Unrelated Cointegrating Regressions 0 0 5 200 5 8 17 582
Dynamic panel estimation and homogeneity testing under cross section dependence &ast 0 0 8 253 2 2 22 791
Economic transition and growth 1 4 16 284 2 8 59 657
Endogenous discounting, the world saving glut and the U.S. current account 0 0 1 53 1 2 7 318
Estimating the number of common factors in serially dependent approximate factor models 0 0 0 13 1 5 12 58
Estimation of Treatment Effects in Repeated Public Goods Experiments 0 0 2 3 2 3 17 19
Excess Volatility of Realized Excess Profit from Currency Speculation in a Two-Country General Equilibrium Model 0 0 0 0 0 0 0 178
IDENTIFYING EXCHANGE RATE COMMON FACTORS 0 0 3 3 0 2 13 21
Identification of Unknown Common Factors: Leaders and Followers 0 0 2 5 2 2 12 23
Lag length selection in panel autoregression 0 1 2 7 1 3 8 28
Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel 0 1 10 381 3 9 42 903
Of Nickell Bias, Cross-Sectional Dependence, and Their Cures: Reply 0 0 0 1 0 0 2 4
Panel unit root tests under cross section dependence with recursive mean adjustment 0 1 1 29 0 2 5 124
Prewhitening Bias in HAC Estimation 0 0 0 70 0 3 6 337
Some empirics on economic growth under heterogeneous technology 0 0 0 69 1 2 8 155
Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation 0 0 3 77 2 2 7 287
Transition Modeling and Econometric Convergence Tests 2 3 7 232 3 8 28 689
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION 0 0 0 19 0 1 7 99
Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data 0 0 1 97 0 0 6 388
Weak σ-convergence: Theory and applications 1 4 5 5 4 13 34 34
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 0 0 0 27 0 3 8 87
Total Journal Articles 4 15 78 2,598 36 92 388 8,041

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors 0 0 0 0 0 3 8 10
Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition 0 0 0 0 0 1 2 4
Total Chapters 0 0 0 0 0 4 10 14

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Statistics updated 2020-02-04