| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "Chinese Earnings-Age Profile: A Nonparametric Analysis |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
169 |
| A Bias-Adjusted LM Test of Error Cross Section Independence |
0 |
1 |
3 |
279 |
1 |
4 |
24 |
977 |
| A Class of Model Averaging Estimators |
0 |
0 |
0 |
58 |
0 |
0 |
2 |
206 |
| A Combined Estimator of Regression Models with Measurement Errors |
0 |
0 |
0 |
4 |
0 |
2 |
17 |
62 |
| A Combined Random Effect and Fixed Effect Forecast for Panel Data Models |
0 |
0 |
1 |
51 |
0 |
2 |
14 |
114 |
| A FAMILY OF IMPROVED ORDINARY RIDGE ESTIMATORS |
0 |
0 |
0 |
0 |
0 |
2 |
13 |
23 |
| A Polynomial Distributed Lag Model with Stochastic Coefficients |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
4 |
| A Rehabilitation of Absolute Advantage |
0 |
0 |
0 |
3 |
0 |
0 |
6 |
20 |
| A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model |
0 |
0 |
0 |
26 |
0 |
0 |
5 |
188 |
| A Semiparametric Conditional Duration Model |
0 |
0 |
0 |
18 |
0 |
0 |
10 |
56 |
| A Semiparametric Generalized Ridge Estimator and Link with Model Averaging |
0 |
0 |
0 |
28 |
0 |
0 |
5 |
51 |
| A Theory of Property Rights and Crime |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
15 |
| ASYMPTOTIC EXPANSIONS AND CURVATURE MEASURES IN A NONLINEAR REGRESSION MODEL |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
322 |
| Added- and Discouraged-Worker Effects in Canada, 1953-1974 |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
14 |
| An Analysis of the Demand and Supply of Shiftworkers |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
| An Empirical Test of the Risk Aversion Hypothesis |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
21 |
| Analysis of a Monopoly |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
9 |
| Analytical Finite Sample Econometrics-from A.L.Nagar to Now |
0 |
0 |
0 |
82 |
0 |
4 |
16 |
51 |
| Asymptotic Expansion of the Distribution of Stein-Rule Estimators when Disturbances Are Small |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
7 |
| Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes |
0 |
0 |
0 |
44 |
0 |
1 |
9 |
126 |
| Boosting |
0 |
0 |
0 |
52 |
0 |
1 |
17 |
111 |
| Bootstrap Aggregating and Random Forest |
0 |
3 |
4 |
101 |
0 |
5 |
30 |
273 |
| CONFIDENCE SETS CENTERED AT JAMES-STEIN ESTIMATORS- A SURPRISE CONCERNING THE UNKNOWN VARIANCE CASE |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
247 |
| Combined Estimation of Semiparametric Panel Data Models |
0 |
0 |
0 |
14 |
0 |
1 |
14 |
63 |
| Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction |
0 |
0 |
0 |
29 |
0 |
1 |
13 |
64 |
| Concurrent Renting and Selling in a Durable-Goods Monopoly Under Threat of Entry |
0 |
0 |
0 |
2 |
0 |
0 |
8 |
23 |
| Confidence Sets Centered at James-Stein Estimators--A Surprise Concerning the Unknown Variance Case |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
68 |
| Double k-Class Estimators of Coefficients in Linear Regression |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
15 |
| Efficiency of Estimators in Regression Model with AR(1) Errors |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
10 |
| Efficient Combined Estimation under Structural Breaks |
0 |
0 |
0 |
43 |
0 |
1 |
10 |
46 |
| Efficient Combined Estimation under Structural Breaks |
0 |
0 |
0 |
23 |
1 |
1 |
12 |
80 |
| Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications |
0 |
0 |
0 |
82 |
0 |
1 |
10 |
292 |
| Estimation and Testing in a Regression Model with Spherically Symmetric Errors |
0 |
0 |
0 |
0 |
2 |
3 |
10 |
13 |
| Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination |
0 |
0 |
0 |
40 |
1 |
2 |
17 |
100 |
| Estimation of moments and production decisions under uncertainty |
0 |
0 |
0 |
12 |
0 |
2 |
10 |
66 |
| Evaluation of the Mean Squared Error of Certain Generalized Ridge Estimators |
0 |
0 |
0 |
2 |
0 |
2 |
11 |
25 |
| Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference |
0 |
0 |
1 |
35 |
0 |
2 |
18 |
62 |
| Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process |
0 |
0 |
0 |
79 |
0 |
0 |
13 |
173 |
| Exact Moments of the Two-Stage Least-Squares Estimator and Their Approximations |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
7 |
| Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications |
0 |
0 |
0 |
108 |
0 |
1 |
9 |
491 |
| Expectations and the Behavior of Prices and Output under Fixed and Flexible Exchange Rates |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
| Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints |
0 |
0 |
0 |
29 |
0 |
3 |
12 |
76 |
| Forecasting under Structural Breaks Using Improved Weighted Estimation |
0 |
0 |
0 |
14 |
0 |
1 |
9 |
33 |
| Forecasting under Structural Breaks Using Improved Weighted Estimation |
0 |
0 |
1 |
58 |
0 |
0 |
11 |
57 |
| Functional Coefficient Estimation with Both Categorical and Continuous Data |
0 |
0 |
0 |
23 |
0 |
1 |
9 |
122 |
| General Nonparametric Regression Estimation and Testing in Econometrics |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
138 |
| Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients |
0 |
0 |
0 |
1 |
0 |
0 |
8 |
12 |
| Grouped Model Averaging for Finite Sample Size |
0 |
0 |
0 |
58 |
1 |
1 |
13 |
103 |
| Higher Order Moments of Econometric Estimators and test Statistics Under Non-Normality: A unified Approach |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
102 |
| Improved Average Estimation in Seemingly Unrelated Regressions |
0 |
0 |
0 |
8 |
0 |
2 |
12 |
56 |
| Industrial Structure of Micro-Economies and the Distribution of Earnings |
0 |
0 |
0 |
2 |
0 |
0 |
5 |
12 |
| Information Theoretic Estimation of Econometric Functions |
0 |
0 |
0 |
22 |
0 |
1 |
8 |
57 |
| Information-Theoretic Approach for Forecasting Interval-Valued SP500 Daily Returns |
0 |
0 |
0 |
9 |
0 |
4 |
16 |
63 |
| Intergenerational Transfers, Redistribution, and Inequality |
0 |
0 |
1 |
3 |
0 |
0 |
8 |
15 |
| Italy and the Cost-Push Hypothesis: A Critique of Ward and Zis, Laidler and Hibbs |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
7 |
| Lindley and Smith Type Improved Estimators of Regression Coefficients |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
9 |
| Machine Learning Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting |
0 |
0 |
0 |
12 |
0 |
3 |
17 |
50 |
| Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility |
0 |
0 |
0 |
13 |
0 |
2 |
18 |
59 |
| Measurement of Structural Change: An Application of Random Coefficient Regression Model |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
8 |
| Modal Regression for Fixed Effects Panel Data |
0 |
0 |
1 |
36 |
0 |
5 |
18 |
136 |
| Moment Approximation for Unit Root Models with Nonnormal Errors |
0 |
0 |
0 |
39 |
1 |
2 |
11 |
64 |
| NONPARAMETRIC ESTIMATION OF P-TH DERIVATIVE OF A REGRESSION FUNCTION: STOCHASTIC CASE |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
220 |
| Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19 |
0 |
0 |
1 |
37 |
1 |
4 |
21 |
79 |
| Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models |
0 |
0 |
0 |
6 |
0 |
1 |
11 |
587 |
| Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models |
0 |
0 |
0 |
52 |
0 |
2 |
16 |
130 |
| Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models |
0 |
0 |
0 |
25 |
0 |
0 |
22 |
121 |
| Nonparametric Regression-Spline Random Effects Models |
0 |
0 |
1 |
63 |
0 |
0 |
8 |
127 |
| Nonparametric Time Series Estimation of Joint DGP, Conditional DGP and Vector Autoregression |
0 |
0 |
0 |
2 |
0 |
1 |
8 |
25 |
| Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting |
0 |
0 |
0 |
77 |
0 |
4 |
19 |
87 |
| On the Estimation of Regression Coefficients and Residual Variance in Linear Regression Model Using Stein's Estimator |
0 |
0 |
1 |
2 |
0 |
0 |
6 |
12 |
| On the Estimation of Residual Variance in Nonparametric Regression |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
108 |
| On the Estimation of the Cobb-Douglas Production Function under Uncertainty |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
12 |
| On the Exact Statistical Distribution of Econometric Estimators and Test Statistics |
0 |
0 |
0 |
15 |
0 |
0 |
18 |
57 |
| On the Global Univalence of Piecewise Differentiable Mappings |
0 |
0 |
0 |
1 |
0 |
1 |
5 |
10 |
| On the Inverse Moments of Non-Central Wishart Matrix |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
240 |
| On the Robustness of LM, LR and W Tests in Regression Models |
0 |
0 |
0 |
1 |
0 |
0 |
9 |
18 |
| On the Sampling Distribution of the Two-Stage Least Squares Estimator of the Coefficients of Explanatory Values |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
7 |
| Optimal Forecast under Structural Breaks |
0 |
0 |
1 |
24 |
0 |
2 |
25 |
56 |
| Optimal Forecast under Structural Breaks |
0 |
0 |
1 |
25 |
1 |
1 |
20 |
59 |
| Optimal Foreign Exchange Market Intervention |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
10 |
| Performance Properties of Classical in Inverse Calibration Estimators |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
108 |
| Properties of Shrinkage Estimators in Linear Regression when Disturbances Are not Normal |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
15 |
| Properties of shrinkageestimators in linear regression when disturbances are not normal |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
16 |
| RAO's Score Test in Econometrics |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
13 |
| RAO's Score Test in Econometrics |
0 |
0 |
0 |
7 |
0 |
0 |
13 |
57 |
| Rao's Score Test in Econometrics |
0 |
0 |
0 |
5 |
0 |
1 |
10 |
1,082 |
| Resource Discoveries and "Excessive" External Borrowing |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
| Rural-Urban Migration and Second-Best Policy Intervention in LDCs |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
| Sampling Distribution of Shrinkage Estimators and Their F-Ratios in the Regression Model |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
12 |
| Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables |
0 |
0 |
0 |
23 |
0 |
1 |
10 |
31 |
| Semiparametric Panel Data Estimation: An Application to Immigrants Homelink Effect on U.S. Producer Trade Flows |
0 |
0 |
0 |
1 |
0 |
2 |
8 |
542 |
| Semiparametric Partially Linear Varying Coefficient Modal Regression |
0 |
0 |
0 |
24 |
0 |
2 |
11 |
42 |
| Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects |
0 |
0 |
0 |
18 |
0 |
3 |
19 |
69 |
| Stochastic Demand and the Theory of Price Discrimination |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
| THE ET INTERVIEW: ESFANDIAR (ESSIE) MAASOUMI |
0 |
0 |
0 |
23 |
0 |
0 |
12 |
37 |
| Tariff Policy and Equilibrium Growth in the World Economy |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
9 |
| The "Buffer Stock" Notion in Monetary Economics |
0 |
0 |
1 |
5 |
0 |
1 |
13 |
74 |
| The Bias and Mean Squared Error of Forecasts from Partially Restricted Reduced Form |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
11 |
| The Econometric Analysis of Risk Terms |
0 |
0 |
0 |
69 |
0 |
1 |
4 |
261 |
| The Effects of Alternative Urban Transit Subsidy Formulas |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
9 |
| The Exact Density of Nonparametric Regression Estimators: Fixed Design Case |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
67 |
| The Finite Sample Properties of OLS and IV Estimators in Regression Models with a Lagged Dependent Variable |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
11 |
| The Finite Sample Properties of OLS and IV Estimators in Special Rational Distributed Lag Models |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
| The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation |
0 |
0 |
0 |
29 |
0 |
2 |
17 |
87 |
| VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
153 |
| Variable Selection in Sparse Semiparametric Single Index Models |
0 |
0 |
0 |
30 |
0 |
0 |
16 |
94 |
| Weighted Average Estimation in Panel Data |
0 |
0 |
1 |
16 |
0 |
2 |
19 |
65 |
| World Demand and Transportation Costs: Determinants of Prices and Output of Wheat in Exporting and Importing Regions, 1850-1913 |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
23 |
| Total Working Papers |
0 |
4 |
19 |
2,142 |
11 |
107 |
1,013 |
10,733 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Class of Improved Parametrically Guided Nonparametric Regression Estimators |
0 |
0 |
0 |
35 |
0 |
0 |
5 |
110 |
| A Polynomial Distributed Lag Model with Stochastic Coefficients and Priors |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
332 |
| A bias-adjusted LM test of error cross-section independence |
0 |
0 |
0 |
202 |
2 |
15 |
41 |
1,050 |
| A combined estimator of regression models with measurement errors |
0 |
0 |
0 |
1 |
0 |
0 |
11 |
31 |
| A distributed lag estimator derived from Shiller's smoothness priors: An extension |
0 |
0 |
0 |
21 |
0 |
0 |
5 |
62 |
| A nonparametric random effects estimator |
0 |
0 |
0 |
102 |
0 |
1 |
9 |
269 |
| A semiparametric conditional duration model |
0 |
0 |
0 |
9 |
0 |
0 |
11 |
79 |
| A semiparametric generalized ridge estimator and link with model averaging |
0 |
0 |
0 |
4 |
0 |
0 |
14 |
41 |
| AN EMPIRICAL TEST OF THE RISK AVERSION HYPOTHESIS |
0 |
0 |
0 |
3 |
0 |
0 |
8 |
27 |
| Analytical Finite Sample Econometrics: From A. L. Nagar to Now |
0 |
0 |
0 |
6 |
0 |
4 |
42 |
55 |
| Asymptotic Normality of a Combined Regression Estimator |
0 |
0 |
0 |
18 |
1 |
2 |
20 |
93 |
| Asymptotic distribution of the OLS estimator for a purely autoregressive spatial model |
0 |
0 |
0 |
18 |
1 |
1 |
10 |
132 |
| Bias in the estimation of mean reversion in continuous-time Lévy processes |
0 |
0 |
0 |
3 |
1 |
3 |
20 |
51 |
| Bias of a Value-at-Risk estimator |
0 |
0 |
0 |
60 |
0 |
0 |
6 |
167 |
| Competitive Firm and the Theory of Input Demand under Price Uncertainty |
0 |
1 |
5 |
155 |
1 |
2 |
15 |
453 |
| Confidence sets centered at James--Stein estimators: A surprise concerning the unknown-variance case |
0 |
0 |
0 |
33 |
0 |
1 |
6 |
118 |
| Consistent Estimation of Regression Coefficients in Replicated Data with Non-Normal Measurement Errors |
0 |
0 |
0 |
25 |
0 |
0 |
9 |
179 |
| Corrigendum to "The second-order bias and mean squared error of nonlinear estimators": [Journal of Econometrics 75(2) (1996) 369-395] |
0 |
1 |
1 |
63 |
0 |
2 |
11 |
184 |
| Direct and indirect effects of happiness on wage: A simultaneous equations approach |
0 |
0 |
2 |
38 |
0 |
1 |
9 |
173 |
| Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process |
0 |
0 |
0 |
7 |
1 |
4 |
11 |
32 |
| Double k-Class Estimators of Coefficients in Linear Regression |
0 |
0 |
0 |
40 |
0 |
2 |
7 |
227 |
| ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION |
0 |
0 |
0 |
203 |
1 |
1 |
14 |
739 |
| Econometric Reviews honors Esfandiar Maasoumi |
0 |
0 |
0 |
4 |
1 |
1 |
7 |
24 |
| Estimation Of Moments And Production Decisions Under Uncertainty |
0 |
0 |
0 |
70 |
0 |
1 |
12 |
335 |
| Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model |
0 |
0 |
0 |
4 |
0 |
0 |
10 |
45 |
| Estimation and testing in a regression model with spherically symmetric errors |
0 |
0 |
0 |
9 |
0 |
1 |
4 |
61 |
| Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination |
0 |
0 |
0 |
6 |
0 |
1 |
11 |
28 |
| Finite sample properties of maximum likelihood estimator in spatial models |
0 |
0 |
1 |
101 |
0 |
0 |
9 |
261 |
| Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints |
0 |
0 |
0 |
2 |
0 |
1 |
12 |
43 |
| Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
165 |
| Improved Average Estimation in Seemingly Unrelated Regressions |
0 |
0 |
0 |
4 |
0 |
1 |
14 |
55 |
| Interval estimation: An information theoretic approach |
0 |
0 |
2 |
4 |
0 |
3 |
15 |
41 |
| Local Linear GMM Estimation of Functional Coefficient IV Models With an Application to Estimating the Rate of Return to Schooling |
0 |
1 |
1 |
18 |
0 |
1 |
7 |
84 |
| Local polynomial estimation of nonparametric simultaneous equations models |
0 |
0 |
1 |
130 |
1 |
3 |
22 |
402 |
| MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS |
0 |
0 |
0 |
26 |
0 |
1 |
7 |
92 |
| Machine-Learning-Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting |
0 |
0 |
0 |
1 |
0 |
0 |
12 |
17 |
| Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility |
0 |
0 |
1 |
5 |
0 |
2 |
16 |
40 |
| Modal regression for fixed effects panel data |
0 |
0 |
1 |
12 |
1 |
2 |
20 |
70 |
| Moments of OLS estimators in an autoregressive moving average model with explanatory variables |
0 |
0 |
0 |
26 |
1 |
1 |
9 |
142 |
| Moments of the estimated Sharpe ratio when the observations are not IID |
0 |
0 |
0 |
47 |
1 |
2 |
12 |
134 |
| Moments of the ratio of quadratic forms in non-normal variables with econometric examples |
0 |
0 |
0 |
90 |
3 |
3 |
11 |
216 |
| More efficient estimation of nonparametric panel data models with random effects |
0 |
0 |
0 |
70 |
0 |
0 |
5 |
177 |
| Non-parametric Estimation of Econometric Functionals |
0 |
0 |
0 |
45 |
0 |
0 |
8 |
171 |
| Nonlinear modal regression for dependent data with application for predicting COVID‐19 |
0 |
0 |
0 |
2 |
1 |
1 |
12 |
20 |
| Nonparametric Estimation and Hypothesis Testing in Econometric Models |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
122 |
| Nonparametric Time-Series Estimation of Joint DGP, Conditional DGP, and Vector Autoregression |
0 |
0 |
0 |
9 |
1 |
1 |
5 |
50 |
| Nonparametric estimation of marginal effects in regression-spline random effects models |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
20 |
| Nonparametric regression estimation with general parametric error covariance: a more efficient two-step estimator |
0 |
0 |
0 |
11 |
1 |
2 |
16 |
74 |
| Note on approximate skewness and kurtosis of the two-stage least-square estimator |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
26 |
| On Lindley-like mean correction in the improved estimation of linear regression models |
0 |
0 |
0 |
1 |
1 |
1 |
6 |
38 |
| On existence of moment of mean reversion estimator in linear diffusion models |
0 |
0 |
0 |
13 |
0 |
1 |
5 |
69 |
| On skewness and kurtosis of econometric estimators |
0 |
0 |
0 |
47 |
0 |
0 |
7 |
287 |
| On the Robustness of LM, LR, and W Tests in Regression Models |
0 |
0 |
0 |
43 |
0 |
3 |
8 |
186 |
| On the sampling distribution of improved estimators for coefficients in linear regression |
0 |
0 |
0 |
39 |
0 |
0 |
15 |
190 |
| Optimal forecast under structural breaks |
0 |
0 |
0 |
6 |
0 |
2 |
12 |
35 |
| Parametric and Nonparametric Frequentist Model Selection and Model Averaging |
0 |
0 |
0 |
45 |
1 |
1 |
13 |
167 |
| Parametric and semi-parametric estimation of the effect of firm attributes on efficiency: the electricity generating industry in India |
0 |
0 |
0 |
7 |
1 |
2 |
12 |
62 |
| Profile likelihood estimation of partially linear panel data models with fixed effects |
0 |
0 |
0 |
81 |
0 |
0 |
10 |
243 |
| Properties of shrinkage estimators in linear regression when disturbances are not normal |
0 |
0 |
0 |
54 |
0 |
0 |
4 |
203 |
| Risk-based portfolio strategy in emerging stock markets: economic significance from Brazil, Russia, India and China |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
78 |
| Robustify Financial Time Series Forecasting with Bagging |
0 |
0 |
0 |
19 |
0 |
1 |
6 |
72 |
| Testing Additive Separability of Error Term in Nonparametric Structural Models |
0 |
0 |
0 |
5 |
1 |
2 |
7 |
46 |
| Testing Conditional Uncorrelatedness |
0 |
0 |
0 |
62 |
0 |
0 |
3 |
209 |
| Testing Marshall-Lerner condition: a non-parametric approach |
0 |
0 |
1 |
415 |
0 |
1 |
21 |
1,256 |
| The Consumption Function: The Permanent Income Versus the Habit Persistence Hypothesis |
0 |
1 |
1 |
87 |
0 |
2 |
5 |
463 |
| The Econometric Analysis of Models with Risk Terms |
0 |
1 |
1 |
238 |
1 |
6 |
15 |
688 |
| The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables |
0 |
0 |
0 |
16 |
0 |
0 |
4 |
136 |
| The Second-Order Asymptotic Properties of Asymmetric Least Squares Estimation |
0 |
0 |
0 |
2 |
0 |
0 |
8 |
26 |
| The Special Issue in Honor of Anirudh Lal Nagar: An Introduction |
0 |
0 |
1 |
1 |
1 |
2 |
13 |
15 |
| The approximate distribution function of the Stein-rule estimator |
0 |
0 |
0 |
9 |
1 |
2 |
7 |
59 |
| The exact, large-sample and small-disturbance conditions of dominance of biased estimators in linear models |
0 |
0 |
0 |
2 |
0 |
2 |
4 |
28 |
| The positive-part Stein-rule estimator and tests of linear hypotheses |
0 |
0 |
0 |
7 |
0 |
1 |
10 |
38 |
| The sampling distribution of shrinkage estimators and theirF-ratios in the regression model |
0 |
0 |
0 |
17 |
0 |
0 |
3 |
73 |
| The second-order bias and mean squared error of estimators in time-series models |
0 |
0 |
1 |
93 |
0 |
3 |
14 |
318 |
| The second-order bias and mean squared error of nonlinear estimators |
0 |
1 |
1 |
281 |
0 |
2 |
17 |
633 |
| Unbiased Estimation of the MSE Matrix of Stein-Rule Estimators, Confidence Ellipsoids, and Hypothesis Testing |
0 |
0 |
0 |
16 |
0 |
0 |
6 |
83 |
| Uses of entropy and divergence measures for evaluating econometric approximations and inference |
0 |
0 |
0 |
46 |
0 |
0 |
4 |
183 |
| Why Does Growing up in an Intact Family during Childhood Lead to Higher Earnings during Adulthood in the United States? |
0 |
0 |
0 |
12 |
0 |
0 |
3 |
89 |
| Total Journal Articles |
0 |
6 |
21 |
3,462 |
27 |
102 |
801 |
13,492 |
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