| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS |
0 |
0 |
0 |
88 |
0 |
1 |
6 |
221 |
| A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks |
2 |
4 |
6 |
13 |
2 |
6 |
21 |
34 |
| A Simple Test of the Law of Demand for the United States |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
585 |
| ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN |
0 |
0 |
1 |
71 |
0 |
1 |
8 |
245 |
| Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time |
0 |
0 |
0 |
1 |
2 |
12 |
34 |
1,036 |
| Are U.S. regions converging? Using new econometric methods to examine old issues |
0 |
1 |
3 |
244 |
0 |
1 |
11 |
725 |
| Asymptotic Theory for Econometricians (rev. ed.) |
0 |
0 |
0 |
313 |
0 |
0 |
4 |
587 |
| BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP |
0 |
0 |
5 |
44 |
2 |
5 |
22 |
123 |
| Change and Involution in Sugar Production in Cultivation-System Java, 1840–1870 |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
42 |
| Comment |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
19 |
| Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data |
0 |
0 |
3 |
3 |
1 |
7 |
18 |
27 |
| Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean |
0 |
1 |
2 |
19 |
0 |
2 |
8 |
58 |
| FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS |
0 |
0 |
2 |
6 |
0 |
1 |
10 |
40 |
| Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators |
0 |
0 |
3 |
7 |
0 |
1 |
9 |
28 |
| Fixed- b Inference for Testing Structural Change in a Time Series Regression |
0 |
0 |
0 |
4 |
2 |
5 |
22 |
36 |
| Fixed‐b analysis of LM‐type tests for a shift in mean |
1 |
1 |
1 |
37 |
1 |
3 |
14 |
294 |
| Fixed‐b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators |
0 |
0 |
0 |
28 |
1 |
2 |
11 |
97 |
| Forecasting autoregressive time series in the presence of deterministic components |
0 |
1 |
1 |
83 |
0 |
2 |
7 |
524 |
| HAC robust trend comparisons among climate series with possible level shifts |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
20 |
| HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE |
0 |
0 |
1 |
38 |
0 |
2 |
8 |
117 |
| Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects |
1 |
1 |
22 |
164 |
3 |
24 |
97 |
689 |
| Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation |
0 |
0 |
1 |
168 |
2 |
3 |
12 |
863 |
| Integrated modified OLS estimation and fixed-b inference for cointegrating regressions |
0 |
0 |
3 |
38 |
0 |
4 |
25 |
139 |
| Nonparametric rank tests for non-stationary panels |
0 |
0 |
0 |
29 |
0 |
2 |
13 |
111 |
| Nonstationarity and Level Shifts with an Application to Purchasing Power Parity |
0 |
0 |
0 |
0 |
1 |
4 |
23 |
1,190 |
| On Seasonal Cycles, Unit Roots, And Mean Shifts |
0 |
0 |
0 |
107 |
0 |
0 |
2 |
305 |
| Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch-Singer Hypothesis |
0 |
0 |
0 |
90 |
0 |
1 |
7 |
233 |
| Projection Bias in Catalog Orders |
0 |
1 |
1 |
56 |
3 |
6 |
30 |
310 |
| SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
60 |
| Simple Robust Testing of Hypotheses in Nonlinear Models |
0 |
0 |
0 |
27 |
0 |
1 |
9 |
84 |
| Simple Robust Testing of Regression Hypotheses |
0 |
0 |
0 |
3 |
1 |
2 |
9 |
905 |
| Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series |
0 |
0 |
0 |
48 |
1 |
2 |
9 |
141 |
| TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-B ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS |
0 |
0 |
0 |
12 |
0 |
1 |
3 |
55 |
| Testing for a Shift in Mean without Having to Estimate Serial-Correlation Parameters |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
295 |
| Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions |
0 |
0 |
0 |
0 |
2 |
7 |
19 |
724 |
| Testing for common deterministic trend slopes |
0 |
0 |
0 |
41 |
0 |
3 |
11 |
148 |
| The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series |
0 |
0 |
2 |
124 |
0 |
3 |
13 |
360 |
| Trend Function Hypothesis Testing in the Presence of Serial Correlation |
0 |
0 |
0 |
4 |
1 |
2 |
15 |
1,382 |
| Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
5 |
| Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series |
0 |
0 |
0 |
130 |
0 |
0 |
5 |
228 |
| Total Journal Articles |
4 |
10 |
58 |
2,060 |
26 |
119 |
536 |
13,085 |
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