| 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 |
1 |
1 |
2 |
1 |
3 |
7 |
13 |
| Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models |
0 |
0 |
1 |
240 |
0 |
1 |
4 |
929 |
| Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence |
0 |
0 |
1 |
3 |
0 |
0 |
5 |
21 |
| Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence |
0 |
0 |
1 |
376 |
0 |
0 |
7 |
1,067 |
| Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence |
0 |
0 |
1 |
271 |
0 |
1 |
5 |
872 |
| Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand |
0 |
0 |
7 |
1,215 |
0 |
1 |
21 |
3,182 |
| Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence |
0 |
0 |
3 |
731 |
2 |
4 |
15 |
1,864 |
| Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence |
0 |
0 |
0 |
2 |
0 |
3 |
9 |
26 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
1 |
1 |
3 |
0 |
2 |
8 |
25 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
2 |
85 |
3 |
4 |
20 |
270 |
| Dynamic Seemingly Unrelated Cointegrating Regression |
0 |
0 |
2 |
561 |
1 |
4 |
12 |
1,600 |
| Economic Transition and Growth |
1 |
1 |
5 |
506 |
4 |
6 |
18 |
1,125 |
| Endogenous Discounting, the World Saving Glut and the U.S. Current Account |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
265 |
| Exchange Rates as Exchange Rate Common Factors |
0 |
1 |
6 |
104 |
1 |
5 |
21 |
287 |
| Identifying Exchange Rate Common Factors |
0 |
0 |
2 |
66 |
1 |
3 |
20 |
58 |
| Identifying Exchange Rate Common Factors |
0 |
0 |
1 |
1 |
0 |
2 |
6 |
6 |
| New Panel Unit Root Tests under Cross Section Dependence for Practitioners |
0 |
0 |
2 |
409 |
0 |
0 |
4 |
1,194 |
| Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel |
0 |
0 |
0 |
230 |
3 |
5 |
15 |
1,148 |
| Panel Dynamic OLS Cointegration Vector Estimation and Long-Run Money Demand |
1 |
1 |
2 |
5 |
1 |
3 |
8 |
21 |
| Prewhitening Bias in HAC Estimation |
0 |
0 |
0 |
207 |
0 |
2 |
5 |
900 |
| Prewhitening Bias in HAC Estimation |
0 |
0 |
0 |
69 |
0 |
0 |
4 |
431 |
| Prewhitening Bias in HAC Estimation |
0 |
0 |
0 |
3 |
0 |
0 |
5 |
23 |
| Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence |
0 |
0 |
1 |
35 |
1 |
2 |
7 |
98 |
| Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation |
0 |
0 |
1 |
4 |
0 |
0 |
6 |
28 |
| The Elusive Empirical Shadow of Growth Convergence |
0 |
0 |
0 |
113 |
2 |
3 |
8 |
351 |
| The Elusive Empirical Shadow of Growth Convergence |
0 |
0 |
0 |
512 |
2 |
3 |
14 |
1,254 |
| The Elusive Empirical Shadow of Growth Convergence |
0 |
0 |
0 |
1 |
0 |
1 |
7 |
26 |
| The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
92 |
1 |
1 |
4 |
360 |
| The Use of Predictive Regressions at Alternative Horizons in Finance and Economics |
0 |
0 |
0 |
191 |
0 |
0 |
1 |
530 |
| Transition Modeling and Econometric Convergence Tests |
0 |
2 |
11 |
647 |
1 |
8 |
37 |
1,685 |
| Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data |
0 |
0 |
1 |
234 |
1 |
3 |
9 |
736 |
| Uniform Asymptotic Normality in Stationary and Unit Root Autoregression |
0 |
0 |
0 |
95 |
0 |
1 |
5 |
274 |
| Weak s- Convergence: Theory and Applications |
0 |
0 |
6 |
53 |
13 |
34 |
116 |
197 |
| X-Differencing and Dynamic Panel Model Estimation |
0 |
1 |
2 |
231 |
0 |
1 |
8 |
549 |
| Total Working Papers |
2 |
8 |
60 |
7,358 |
38 |
106 |
442 |
21,415 |
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