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"Chinese Earnings-Age Profile: A Nonparametric Analysis |
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156 |

A Bias-Adjusted LM Test of Error Cross Section Independence |
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3 |
8 |
266 |
1 |
4 |
15 |
922 |

A Class of Model Averaging Estimators |
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1 |
57 |
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1 |
199 |

A Combined Estimator of Regression Models with Measurement Errors |
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4 |
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1 |
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44 |

A Combined Random Effect and Fixed Effect Forecast for Panel Data Models |
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49 |
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2 |
5 |
95 |

A FAMILY OF IMPROVED ORDINARY RIDGE ESTIMATORS |
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9 |

A Polynomial Distributed Lag Model with Stochastic Coefficients |
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0 |

A Rehabilitation of Absolute Advantage |
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1 |
3 |
0 |
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2 |
14 |

A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model |
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26 |
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0 |
1 |
174 |

A Semiparametric Conditional Duration Model |
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18 |
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1 |
2 |
46 |

A Semiparametric Generalized Ridge Estimator and Link with Model Averaging |
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28 |
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2 |
46 |

A Theory of Property Rights and Crime |
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1 |
8 |

ASYMPTOTIC EXPANSIONS AND CURVATURE MEASURES IN A NONLINEAR REGRESSION MODEL |
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1 |
0 |
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319 |

Added- and Discouraged-Worker Effects in Canada, 1953-1974 |
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8 |

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

An Empirical Test of the Risk Aversion Hypothesis |
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12 |

Analysis of a Monopoly |
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0 |
0 |
3 |
0 |
0 |
0 |
6 |

Analytical Finite Sample Econometrics-from A.L.Nagar to Now |
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1 |
2 |
81 |
1 |
2 |
3 |
30 |

Asymptotic Expansion of the Distribution of Stein-Rule Estimators when Disturbances Are Small |
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0 |
0 |
0 |
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2 |

Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes |
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0 |
0 |
44 |
0 |
0 |
0 |
113 |

Boosting |
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1 |
2 |
50 |
1 |
2 |
5 |
84 |

Bootstrap Aggregating and Random Forest |
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2 |
5 |
79 |
2 |
14 |
30 |
197 |

CONFIDENCE SETS CENTERED AT JAMES-STEIN ESTIMATORS- A SURPRISE CONCERNING THE UNKNOWN VARIANCE CASE |
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0 |
0 |
0 |
0 |
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244 |

Combined Estimation of Semiparametric Panel Data Models |
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13 |
0 |
2 |
5 |
47 |

Component-wise AdaBoost Algorithms for High-dimensional Binary Classi fication and Class Probability Prediction |
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1 |
2 |
29 |
0 |
2 |
3 |
48 |

Concurrent Renting and Selling in a Durable-Goods Monopoly Under Threat of Entry |
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2 |
0 |
1 |
2 |
12 |

Confidence Sets Centered at James-Stein Estimators--A Surprise Concerning the Unknown Variance Case |
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0 |
0 |
0 |
0 |
0 |
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62 |

Double k-Class Estimators of Coefficients in Linear Regression |
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0 |
0 |
0 |
0 |
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8 |

Efficiency of Estimators in Regression Model with AR(1) Errors |
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0 |
0 |
0 |
0 |
0 |
0 |
2 |

Efficient Combined Estimation under Structural Breaks |
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1 |
3 |
22 |
2 |
2 |
6 |
63 |

Efficient Combined Estimation under Structural Breaks |
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0 |
0 |
43 |
0 |
0 |
2 |
36 |

Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model Variables with Econometric Applications |
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0 |
0 |
82 |
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0 |
2 |
278 |

Estimation and Testing in a Regression Model with Spherically Symmetric Errors |
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0 |
0 |
0 |
0 |
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2 |

Estimation of High-Dimensional Dynamic Conditional Precision Matrices with an Application to Forecast Combination |
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40 |
0 |
2 |
3 |
79 |

Estimation of moments and production decisions under uncertainty |
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1 |
12 |
0 |
0 |
1 |
53 |

Evaluation of the Mean Squared Error of Certain Generalized Ridge Estimators |
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0 |
2 |
1 |
1 |
2 |
11 |

Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference |
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1 |
34 |
0 |
0 |
2 |
43 |

Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process |
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1 |
5 |
77 |
0 |
1 |
10 |
152 |

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

Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications |
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1 |
2 |
108 |
0 |
1 |
3 |
479 |

Expectations and the Behavior of Prices and Output under Fixed and Flexible Exchange Rates |
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0 |
0 |
0 |
0 |
0 |
0 |
5 |

Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints |
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0 |
0 |
29 |
0 |
0 |
1 |
64 |

Forecasting under Structural Breaks Using Improved Weighted Estimation |
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0 |
2 |
12 |
0 |
3 |
10 |
22 |

Forecasting under Structural Breaks Using Improved Weighted Estimation |
3 |
3 |
5 |
54 |
3 |
5 |
9 |
35 |

Functional Coeï¬ƒcient Estimation with Both Categorical and Continuous Data |
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0 |
0 |
23 |
0 |
0 |
1 |
112 |

General Nonparametric Regression Estimation and Testing in Econometrics |
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0 |
0 |
0 |
0 |
1 |
3 |
128 |

Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients |
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0 |
0 |
1 |
0 |
0 |
1 |
3 |

Grouped Model Averaging for Finite Sample Size |
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1 |
57 |
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0 |
2 |
86 |

Higher Order Moments of Econometric Estimators and test Statistics Under Non-Normality: A unified Approach |
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0 |
0 |
0 |
0 |
3 |
92 |

Improved Average Estimation in Seemingly Unrelated Regressions |
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0 |
7 |
0 |
3 |
7 |
43 |

Industrial Structure of Micro-Economies and the Distribution of Earnings |
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0 |
2 |
0 |
0 |
0 |
7 |

Information Theoretic Estimation of Econometric Functions |
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1 |
22 |
0 |
0 |
5 |
47 |

Information-Theoretic Approach for Forecasting Interval-Valued SP500 Daily Returns |
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1 |
9 |
0 |
0 |
5 |
42 |

Intergenerational Transfers, Redistribution, and Inequality |
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1 |
1 |
2 |
1 |
1 |
1 |
5 |

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

Lindley and Smith Type Improved Estimators of Regression Coefficients |
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0 |
0 |
1 |
0 |
0 |
0 |
8 |

Machine Learning Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting |
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0 |
0 |
12 |
0 |
0 |
6 |
32 |

Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility |
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0 |
1 |
12 |
1 |
1 |
3 |
38 |

Measurement of Structural Change: An Application of Random Coefficient Regression Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |

Modal Regression for Fixed Effects Panel Data |
0 |
0 |
0 |
34 |
1 |
2 |
8 |
115 |

Moment Approximation for Unit Root Models with Nonnormal Errors |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
52 |

NONPARAMETRIC ESTIMATION OF P-TH DERIVATIVE OF A REGRESSION FUNCTION: STOCHASTIC CASE |
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0 |
0 |
1 |
0 |
0 |
0 |
217 |

Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19 |
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2 |
5 |
34 |
0 |
2 |
9 |
52 |

Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models |
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0 |
0 |
6 |
1 |
1 |
1 |
572 |

Nonparametric Estimation of Marginal Effects in Regression-spline Random Effects Models |
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0 |
2 |
52 |
0 |
1 |
4 |
114 |

Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models |
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1 |
6 |
23 |
0 |
2 |
13 |
94 |

Nonparametric Regression-Spline Random Effects Models |
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0 |
2 |
60 |
0 |
0 |
4 |
116 |

Nonparametric Time Series Estimation of Joint DGP, Conditional DGP and Vector Autoregression |
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0 |
0 |
2 |
0 |
1 |
1 |
15 |

Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting |
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0 |
1 |
77 |
0 |
1 |
4 |
64 |

On the Estimation of Regression Coefficients and Residual Variance in Linear Regression Model Using Stein's Estimator |
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0 |
0 |
1 |
0 |
1 |
1 |
4 |

On the Estimation of Residual Variance in Nonparametric Regression |
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0 |
0 |
1 |
0 |
0 |
0 |
103 |

On the Estimation of the Cobb-Douglas Production Function under Uncertainty |
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0 |
0 |
0 |
0 |
0 |
0 |
5 |

On the Exact Statistical Distribution of Econometric Estimators and Test Statistics |
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0 |
1 |
15 |
0 |
0 |
2 |
36 |

On the Global Univalence of Piecewise Differentiable Mappings |
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0 |
0 |
0 |
0 |
0 |
0 |
3 |

On the Inverse Moments of Non-Central Wishart Matrix |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
227 |

On the Robustness of LM, LR and W Tests in Regression Models |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
8 |

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

Optimal Forecast under Structural Breaks |
1 |
1 |
3 |
23 |
1 |
1 |
6 |
34 |

Optimal Forecast under Structural Breaks |
0 |
0 |
0 |
22 |
0 |
2 |
4 |
26 |

Optimal Foreign Exchange Market Intervention |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |

Performance Properties of Classical in Inverse Calibration Estimators |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
105 |

Properties of Shrinkage Estimators in Linear Regression when Disturbances Are not Normal |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |

Properties of shrinkageestimators in linear regression when disturbances are not normal |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |

RAO's Score Test in Econometrics |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |

RAO's Score Test in Econometrics |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
43 |

Rao's Score Test in Econometrics |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
1,067 |

Resource Discoveries and "Excessive" External Borrowing |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
6 |

Rural-Urban Migration and Second-Best Policy Intervention in LDCs |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |

Sampling Distribution of Shrinkage Estimators and Their F-Ratios in the Regression Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |

Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables |
0 |
0 |
0 |
23 |
0 |
0 |
2 |
18 |

Semiparametric Panel Data Estimation: An Application to Immigrants Homelink Effect on U.S. Producer Trade Flows |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
534 |

Semiparametric Partially Linear Varying Coefficient Modal Regression |
0 |
0 |
3 |
20 |
0 |
0 |
9 |
21 |

Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects |
0 |
0 |
1 |
18 |
0 |
1 |
5 |
50 |

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

THE ET INTERVIEW: ESFANDIAR (ESSIE) MAASOUMI |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
22 |

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

The "Buffer Stock" Notion in Monetary Economics |
0 |
0 |
0 |
1 |
3 |
5 |
7 |
28 |

The Bias and Mean Squared Error of Forecasts from Partially Restricted Reduced Form |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |

The Econometric Analysis of Risk Terms |
0 |
0 |
0 |
69 |
0 |
0 |
0 |
254 |

The Effects of Alternative Urban Transit Subsidy Formulas |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
5 |

The Exact Density of Nonparametric Regression Estimators: Fixed Design Case |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
60 |

The Finite Sample Properties of OLS and IV Estimators in Regression Models with a Lagged Dependent Variable |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
5 |

The Finite Sample Properties of OLS and IV Estimators in Special Rational Distributed Lag Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |

The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
68 |

VAR_BASED ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL AND LINKS BETWEEN WHOLESALE AND RETAIL INVENTORIES |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
148 |

Variable Selection in Sparse Semiparametric Single Index Models |
0 |
0 |
0 |
30 |
0 |
1 |
1 |
77 |

Weighted Average Estimation in Panel Data |
0 |
0 |
2 |
13 |
1 |
2 |
15 |
36 |

World Demand and Transportation Costs: Determinants of Prices and Output of Wheat in Exporting and Importing Regions, 1850-1913 |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
17 |

Total Working Papers |
7 |
20 |
75 |
2,054 |
20 |
77 |
276 |
9,346 |