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"Chinese Earnings-Age Profile: A Nonparametric Analysis |
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0 |
0 |
0 |
1 |
2 |
8 |
132 |

A Bias-Adjusted LM Test of Error Cross Section Independence |
1 |
4 |
11 |
243 |
2 |
9 |
43 |
868 |

A Class of Model Averaging Estimators |
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0 |
9 |
56 |
0 |
3 |
33 |
183 |

A Combined Estimator of Regression Models with Measurement Errors |
1 |
2 |
2 |
3 |
3 |
5 |
15 |
23 |

A Combined Random Effect and Fixed Effect Forecast for Panel Data Models |
2 |
2 |
27 |
39 |
5 |
9 |
33 |
58 |

A FAMILY OF IMPROVED ORDINARY RIDGE ESTIMATORS |
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0 |
0 |
0 |
1 |
1 |
5 |
8 |

A Polynomial Distributed Lag Model with Stochastic Coefficients |
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0 |
0 |
0 |
0 |
0 |
0 |
0 |

A Rehabilitation of Absolute Advantage |
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0 |
0 |
0 |
2 |
2 |
3 |
5 |

A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model |
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0 |
0 |
26 |
1 |
1 |
8 |
165 |

A Semiparametric Conditional Duration Model |
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0 |
0 |
17 |
0 |
0 |
5 |
37 |

A Semiparametric Generalized Ridge Estimator and Link with Model Averaging |
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0 |
0 |
27 |
0 |
0 |
1 |
37 |

A Theory of Property Rights and Crime |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
3 |

ASYMPTOTIC EXPANSIONS AND CURVATURE MEASURES IN A NONLINEAR REGRESSION MODEL |
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0 |
0 |
0 |
1 |
1 |
4 |
318 |

Added- and Discouraged-Worker Effects in Canada, 1953-1974 |
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0 |
0 |
0 |
0 |
0 |
1 |
1 |

An Analysis of the Demand and Supply of Shiftworkers |
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0 |
0 |
0 |
0 |
0 |
1 |
1 |

An Empirical Test of the Risk Aversion Hypothesis |
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0 |
0 |
0 |
1 |
1 |
5 |
5 |

Analysis of a Monopoly |
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0 |
1 |
1 |
0 |
1 |
3 |
3 |

Asymptotic Expansion of the Distribution of Stein-Rule Estimators when Disturbances Are Small |
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0 |
0 |
0 |
0 |
0 |
0 |
1 |

Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes |
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0 |
0 |
44 |
2 |
3 |
7 |
109 |

Boosting |
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2 |
42 |
44 |
3 |
7 |
42 |
47 |

Bootstrap Aggregating and Random Forest |
1 |
3 |
46 |
48 |
8 |
15 |
78 |
82 |

CONFIDENCE SETS CENTERED AT JAMES-STEIN ESTIMATORS- A SURPRISE CONCERNING THE UNKNOWN VARIANCE CASE |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
242 |

Combined Estimation of Semiparametric Panel Data Models |
0 |
0 |
9 |
10 |
1 |
6 |
19 |
22 |

Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction |
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1 |
24 |
26 |
1 |
3 |
18 |
28 |

Concurrent Renting and Selling in a Durable-Goods Monopoly Under Threat of Entry |
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0 |
0 |
0 |
0 |
0 |
0 |
0 |

Confidence Sets Centered at James-Stein Estimators--A Surprise Concerning the Unknown Variance Case |
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0 |
0 |
0 |
0 |
2 |
3 |
57 |

Double k-Class Estimators of Coefficients in Linear Regression |
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0 |
0 |
0 |
2 |
2 |
5 |
5 |

Efficiency of Estimators in Regression Model with AR(1) Errors |
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0 |
0 |
0 |
1 |
1 |
1 |
1 |

Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications |
1 |
1 |
1 |
81 |
2 |
3 |
6 |
268 |

Estimation and Testing in a Regression Model with Spherically Symmetric Errors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination |
6 |
25 |
25 |
25 |
8 |
24 |
24 |
24 |

Estimation of moments and production decisions under uncertainty |
1 |
1 |
2 |
11 |
1 |
1 |
6 |
48 |

Evaluation of the Mean Squared Error of Certain Generalized Ridge Estimators |
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0 |
1 |
2 |
0 |
0 |
5 |
6 |

Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process |
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0 |
1 |
62 |
2 |
3 |
11 |
118 |

Exact Moments of the Two-Stage Least-Squares Estimator and Their Approximations |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
3 |

Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications |
0 |
0 |
2 |
103 |
0 |
1 |
15 |
460 |

Expectations and the Behavior of Prices and Output under Fixed and Flexible Exchange Rates |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |

Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
53 |

Functional Coeï¬ƒcient Estimation with Both Categorical and Continuous Data |
0 |
0 |
1 |
23 |
0 |
1 |
3 |
109 |

General Nonparametric Regression Estimation and Testing in Econometrics |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
123 |

Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients |
0 |
1 |
1 |
1 |
1 |
2 |
2 |
2 |

Grouped Model Averaging for Finite Sample Size |
0 |
0 |
3 |
53 |
0 |
0 |
4 |
77 |

Higher Order Moments of Econometric Estimators and test Statistics Under Non-Normality: A unified Approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
88 |

Improved Average Estimation in Seemingly Unrelated Regressions |
1 |
6 |
6 |
6 |
4 |
5 |
5 |
5 |

Industrial Structure of Micro-Economies and the Distribution of Earnings |
0 |
0 |
2 |
2 |
0 |
0 |
6 |
6 |

Information Theoretic Estimation of Econometric Functions |
0 |
1 |
18 |
18 |
2 |
5 |
9 |
9 |

Information-Theoretic Approach for Forecasting Interval-Valued SP500 Daily Returns |
1 |
1 |
5 |
5 |
2 |
4 |
22 |
22 |

Intergenerational Transfers, Redistribution, and Inequality |
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0 |
0 |
0 |
0 |
0 |
2 |
2 |

Italy and the Cost-Push Hypothesis: A Critique of Ward and Zis, Laidler and Hibbs |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |

Lindley and Smith Type Improved Estimators of Regression Coefficients |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |

Measurement of Structural Change: An Application of Random Coefficient Regression Model |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

Moment Approximation for Unit Root Models with Nonnormal Errors |
1 |
1 |
1 |
39 |
3 |
3 |
11 |
46 |

NONPARAMETRIC ESTIMATION OF P-TH DERIVATIVE OF A REGRESSION FUNCTION: STOCHASTIC CASE |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
212 |

Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models |
0 |
0 |
1 |
4 |
1 |
2 |
7 |
566 |

Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models |
0 |
4 |
41 |
41 |
2 |
13 |
72 |
72 |

Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models |
0 |
0 |
6 |
12 |
3 |
4 |
30 |
48 |

Nonparametric Regression-Spline Random Effects Models |
0 |
0 |
2 |
53 |
1 |
2 |
9 |
98 |

Nonparametric Time Series Estimation of Joint DGP, Conditional DGP and Vector Autoregression |
0 |
0 |
1 |
1 |
1 |
2 |
5 |
5 |

Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting |
0 |
1 |
1 |
76 |
0 |
3 |
5 |
55 |

On the Estimation of Regression Coefficients and Residual Variance in Linear Regression Model Using Stein's Estimator |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |

On the Estimation of Residual Variance in Nonparametric Regression |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
98 |

On the Estimation of the Cobb-Douglas Production Function under Uncertainty |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

On the Exact Statistical Distribution of Econometric Estimators and Test Statistics |
2 |
12 |
12 |
12 |
5 |
9 |
9 |
9 |

On the Global Univalence of Piecewise Differentiable Mappings |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |

On the Inverse Moments of Non-Central Wishart Matrix |
0 |
0 |
0 |
0 |
1 |
2 |
14 |
213 |

On the Robustness of LM, LR and W Tests in Regression Models |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
7 |

On the Sampling Distribution of the Two-Stage Least Squares Estimator of the Coefficients of Explanatory Values |
0 |
0 |
1 |
1 |
1 |
1 |
3 |
3 |

Optimal Foreign Exchange Market Intervention |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |

Performance Properties of Classical in Inverse Calibration Estimators |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
102 |

Properties of Shrinkage Estimators in Linear Regression when Disturbances Are not Normal |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

Properties of shrinkageestimators in linear regression when disturbances are not normal |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
6 |

RAO's Score Test in Econometrics |
0 |
0 |
1 |
7 |
1 |
1 |
8 |
32 |

Rao's Score Test in Econometrics |
0 |
0 |
0 |
5 |
1 |
3 |
7 |
1,056 |

Resource Discoveries and "Excessive" External Borrowing |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
5 |

Rural-Urban Migration and Second-Best Policy Intervention in LDCs |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

Sampling Distribution of Shrinkage Estimators and Their F-Ratios in the Regression Model |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
4 |

Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables |
2 |
2 |
22 |
22 |
2 |
3 |
6 |
6 |

Semiparametric Panel Data Estimation: An Application to Immigrants Homelink Effect on U.S. Producer Trade Flows |
0 |
0 |
0 |
1 |
1 |
2 |
7 |
533 |

Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects |
1 |
2 |
15 |
16 |
1 |
2 |
14 |
28 |

Stochastic Demand and the Theory of Price Discrimination |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |

Tariff Policy and Equilibrium Growth in the World Economy |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |

The "Buffer Stock" Notion in Monetary Economics |
0 |
0 |
0 |
0 |
3 |
3 |
9 |
9 |

The Bias and Mean Squared Error of Forecasts from Partially Restricted Reduced Form |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |

The Econometric Analysis of Risk Terms |
0 |
0 |
1 |
67 |
1 |
1 |
7 |
250 |

The Effects of Alternative Urban Transit Subsidy Formulas |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
3 |

The Exact Density of Nonparametric Regression Estimators: Fixed Design Case |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
59 |

The Finite Sample Properties of OLS and IV Estimators in Regression Models with a Lagged Dependent Variable |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |

The Finite Sample Properties of OLS and IV Estimators in Special Rational Distributed Lag Models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |

The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation |
0 |
0 |
21 |
25 |
3 |
6 |
23 |
37 |

VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
140 |

Variable Selection in Sparse Semiparametric Single Index Models |
1 |
1 |
25 |
30 |
4 |
6 |
28 |
60 |

World Demand and Transportation Costs: Determinants of Prices and Output of Wheat in Exporting and Importing Regions, 1850-1913 |
0 |
0 |
2 |
2 |
1 |
1 |
9 |
12 |

Total Working Papers |
22 |
73 |
392 |
1,420 |
108 |
208 |
820 |
7,660 |