| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A multivariate invariance principle for modified wild bootstrap methods with an application to unit root testing |
0 |
1 |
9 |
141 |
3 |
4 |
18 |
328 |
| A sieve bootstrap test for cointegration in a conditional error correction model |
0 |
0 |
0 |
118 |
0 |
1 |
3 |
311 |
| A statistical analysis of time trends in atmospheric ethane |
0 |
0 |
0 |
21 |
0 |
2 |
5 |
30 |
| ASSESSING LONG RUN PURCHASING POWER PARITY USING COINTEGRATION ANALYSIS: THE CASE OF SMALL AND OPEN ECONOMY |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
556 |
| Are panel unit root tests useful for real-time data? |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
159 |
| Autoregressive Wild Bootstrap Inference for Nonparametric Trends |
0 |
0 |
0 |
4 |
1 |
1 |
5 |
25 |
| Autoregressive Wild Bootstrap Inference for Nonparametric Trends |
0 |
0 |
0 |
105 |
2 |
4 |
5 |
74 |
| Bootstrap unit root tests: comparison and extensions |
0 |
0 |
1 |
237 |
1 |
2 |
4 |
720 |
| Bridging the gap between Ox and Gauss using OxGauss |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
165 |
| CCE estimation of factor-augmented regression models with more factors than observables |
0 |
0 |
0 |
130 |
0 |
1 |
2 |
483 |
| Combining distributions of real-time forecasts: An application to U.S. growth |
0 |
0 |
0 |
76 |
0 |
1 |
1 |
126 |
| Corporate Governance Structures, Control and Performance in European Markets: A Tale of Two Systems |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
9 |
| Corporate Governance Structures, Control and Performance in European Markets: A Tale of Two Systems |
0 |
0 |
0 |
6 |
0 |
2 |
3 |
48 |
| Corporate governance structures, control and performance in European markets: a tale of two systems |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
829 |
| Cross sectional averages or principal components? |
0 |
0 |
0 |
143 |
0 |
0 |
0 |
277 |
| Cross-sectional dependence robust block bootstrap panel unit root tests |
0 |
0 |
0 |
113 |
0 |
1 |
2 |
406 |
| ERROR CORRECTION MODELS FOR AGGREGATE IMPORTS: THE CASE OF TWO SMALL OPEN EUROPEAN ECONOMIES |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
358 |
| ERRORS CORRECTION MODELS FOR AGGREGATE IMPORTS: FUTHER EVIDENCE USING MULTIVARIATE COINTEGRATION TECHNIQUES |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
285 |
| FURTHER RESULTS ON THE INSTABILITY OF THE DEMAND FOR MONEY DURING THE GERMAN HYPERINFLATION |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
293 |
| Finite Sample Behaviour of some Unit Root Tests in the Presence of Arch Effects |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
168 |
| Forecasting Mixed Frequency Time Series with ECM-MIDAS Models |
0 |
0 |
4 |
249 |
0 |
1 |
15 |
682 |
| Intertemporal Substitution in Import Demand and Habit Formation |
0 |
0 |
0 |
143 |
0 |
0 |
0 |
607 |
| Labor market dynamics when effort depends on wage growth comparisons |
0 |
0 |
0 |
66 |
0 |
0 |
1 |
372 |
| Machine scheduling with resource dependent processing times |
0 |
0 |
0 |
482 |
1 |
1 |
1 |
1,412 |
| Minimal manipulability: anonymity and surjectivity |
0 |
0 |
0 |
500 |
1 |
1 |
1 |
1,196 |
| Oil Price Shocks and Long Run Price and Import Demand Behavior |
0 |
0 |
0 |
26 |
1 |
1 |
1 |
116 |
| On Weak Exogeneity in Error Correction Models |
0 |
0 |
0 |
2 |
2 |
4 |
7 |
824 |
| On the applicability of the sieve bootstrap in time series panels |
0 |
0 |
0 |
40 |
1 |
1 |
1 |
138 |
| Panel error correction testing with global stochastic trends |
0 |
0 |
1 |
256 |
0 |
0 |
3 |
581 |
| Real-time forecast density combinations (forecasting US GDP growth using mixed-frequency data) |
0 |
0 |
1 |
96 |
1 |
4 |
5 |
329 |
| STRUCTURAL INVARIANCE AND SUPER EXOGENEITY::: MARIBEL'S CONSUMPTION FUNCTION REVISITED |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
304 |
| Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features |
0 |
0 |
0 |
99 |
1 |
1 |
1 |
361 |
| Spurious regression in nonstationary panels with cross-unit cointegration |
0 |
0 |
0 |
178 |
2 |
2 |
4 |
481 |
| Stackelberg and Cournot competition under equilibrium limit pricing |
0 |
0 |
0 |
204 |
1 |
2 |
5 |
781 |
| Stochastic Online Scheduling on Parallel Machines |
0 |
0 |
0 |
599 |
1 |
2 |
2 |
1,479 |
| Testing for Common Cyclical Features in Nonstationary Panel Data Models |
0 |
0 |
0 |
91 |
0 |
0 |
3 |
399 |
| Testing for Common Cyclical Features in Var Models with Cointegration |
0 |
0 |
0 |
137 |
0 |
2 |
3 |
483 |
| Testing for common cycles in non-stationary VARs with varied frecquency data |
0 |
0 |
1 |
188 |
0 |
0 |
3 |
257 |
| To fine or to punish in the Late Middle Ages. A Time Series Analysis of Justice Administration in Nivelles, 1424-1536 |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
1,213 |
| Total Working Papers |
0 |
1 |
17 |
4,576 |
20 |
46 |
113 |
17,665 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL |
0 |
0 |
0 |
31 |
2 |
2 |
6 |
120 |
| A cautious note on the use of panel models to predict financial crises |
0 |
0 |
1 |
103 |
1 |
1 |
3 |
266 |
| A statistical analysis of time trends in atmospheric ethane |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
20 |
| Alternative representations for cointegrated panels with global stochastic trends |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
59 |
| Autoregressive wild bootstrap inference for nonparametric trends |
0 |
0 |
0 |
10 |
0 |
1 |
3 |
41 |
| Book Reviews: Eric Ghysels, Norman R. Swanson and Mark W.Watson, Essays in Econometrics, Collected Papers of Clive W.J. Granger, Volume II: Causality, Integration and Cointegration, and Long Memory, Cambridge University Press, Cambridge, 2001, GBP 30.00 (ISBN 0 52179 649 0) |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
145 |
| Bootstrap Unit‐Root Tests: Comparison and Extensions |
0 |
0 |
1 |
45 |
2 |
3 |
6 |
151 |
| Bridging the gap between Ox and Gauss using OxGauss |
0 |
0 |
0 |
122 |
1 |
1 |
2 |
343 |
| Bridging the gap between Ox and Gauss using OxGauss |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
6 |
| CCE estimation of factor‐augmented regression models with more factors than observables |
0 |
0 |
0 |
6 |
2 |
2 |
5 |
40 |
| Causality and exogeneity in econometrics |
0 |
0 |
1 |
204 |
0 |
0 |
1 |
543 |
| Cointegration Testing in Panels with Common Factors* |
0 |
0 |
1 |
139 |
0 |
0 |
4 |
363 |
| Combining forecasts from successive data vintages: An application to U.S. growth |
0 |
0 |
0 |
25 |
0 |
1 |
6 |
77 |
| Common cyclical features analysis in VAR models with cointegration |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
172 |
| Common stochastic trends in European stock markets |
0 |
0 |
1 |
250 |
0 |
1 |
2 |
708 |
| Cross-sectional averages versus principal components |
0 |
0 |
1 |
120 |
2 |
2 |
9 |
312 |
| Cross-sectional dependence robust block bootstrap panel unit root tests |
0 |
1 |
4 |
139 |
1 |
3 |
10 |
505 |
| Econometric Analysis of Panel Data Models with Multifactor Error Structures |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
21 |
| Error Correction Testing in Panels with Common Stochastic Trends |
0 |
0 |
0 |
28 |
1 |
1 |
8 |
78 |
| Factor structures for panel and multivariate time series data |
0 |
0 |
0 |
58 |
1 |
1 |
2 |
149 |
| Focused information criterion for locally misspecified vector autoregressive models |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
14 |
| Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models |
1 |
1 |
4 |
44 |
3 |
3 |
11 |
135 |
| Identifiability issues of age–period and age–period–cohort models of the Lee–Carter type |
0 |
0 |
1 |
10 |
0 |
0 |
2 |
37 |
| Intertemporal substitution in import demand and habit formation |
0 |
0 |
0 |
90 |
1 |
1 |
1 |
455 |
| Japanese import behavior and cointegration: A comment |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
77 |
| Labor market dynamics when effort depends on wage growth comparisons |
0 |
0 |
0 |
53 |
0 |
0 |
3 |
308 |
| Lagrance-multiplier tersts for weak exogeneity: a synthesis |
0 |
0 |
1 |
77 |
2 |
2 |
7 |
335 |
| Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
77 |
| Misspecification tests, unit roots and level shifts |
0 |
0 |
0 |
24 |
1 |
2 |
3 |
89 |
| Model selection criteria and granger causality tests: An empirical note |
0 |
0 |
0 |
38 |
0 |
0 |
2 |
93 |
| Modèles à correction d'erreur et fonctions d'importations agrégées |
0 |
0 |
0 |
5 |
1 |
1 |
4 |
73 |
| Oil Price Shocks and Long Run Price and Import Demand Behavior |
0 |
0 |
0 |
41 |
1 |
1 |
3 |
125 |
| On Weak Exogeneity in Error Correction Models |
0 |
0 |
0 |
7 |
3 |
5 |
10 |
975 |
| On the Applicability of the Sieve Bootstrap in Time Series Panels |
0 |
0 |
1 |
4 |
1 |
2 |
6 |
46 |
| On the estimation and inference in factor-augmented panel regressions with correlated loadings |
0 |
0 |
2 |
55 |
0 |
1 |
8 |
184 |
| On the implementation and use of factor-augmented regressions in panel data |
0 |
0 |
3 |
27 |
1 |
2 |
8 |
104 |
| Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling |
1 |
1 |
3 |
148 |
2 |
5 |
13 |
368 |
| Partial versus full system modelling of cointegrated systems an empirical illustration |
0 |
0 |
0 |
65 |
0 |
0 |
1 |
192 |
| Permanent‐transitory Decomposition in Var Models With Cointegration and Common Cycles |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
14 |
| SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES |
0 |
0 |
0 |
49 |
1 |
1 |
2 |
234 |
| Statistical Demand Functions for Food in the USA and the Netherlands |
0 |
0 |
0 |
56 |
0 |
0 |
3 |
425 |
| Statistical Demand Functions for Food in the USA and the Netherlands: Reply |
0 |
0 |
0 |
40 |
0 |
0 |
2 |
372 |
| Structural invariance and super exogeneity in: macroeconometric model building:MARIBEL's consumption function revisited |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
18 |
| Total Journal Articles |
2 |
3 |
25 |
2,233 |
33 |
49 |
171 |
8,869 |
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