| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Canonical Form for Unit Root Processes in the State Space Framework |
1 |
2 |
3 |
239 |
2 |
3 |
6 |
858 |
| A Canonical Form for Unit Root Processes in the State Space Framework |
0 |
0 |
0 |
89 |
0 |
0 |
0 |
519 |
| A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis |
0 |
0 |
0 |
273 |
1 |
1 |
4 |
721 |
| A Fixed-b Perspective on the Phillips-Perron Unit Root Tests |
0 |
0 |
2 |
123 |
1 |
2 |
11 |
339 |
| Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes |
1 |
1 |
1 |
175 |
1 |
1 |
2 |
690 |
| Autoregressive Approximations of Multiple Frequency I(1) Processes |
1 |
1 |
1 |
95 |
1 |
1 |
1 |
658 |
| Autoregressive Approximations of Multiple Frequency I(1) Processes |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
215 |
| Bierens' and Johansen's Method - Complements or Substitutes? |
0 |
0 |
0 |
128 |
0 |
0 |
0 |
543 |
| CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain |
0 |
0 |
0 |
164 |
0 |
0 |
1 |
591 |
| Capital and Goods Market Integration and the Inequality of Nations |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
231 |
| Catching Growth Determinants with the Adaptive LASSO |
0 |
1 |
2 |
106 |
0 |
2 |
4 |
364 |
| Catching Growth Determinants with the Adaptive Lasso |
0 |
0 |
0 |
117 |
1 |
2 |
4 |
391 |
| Cointegrating Polynomial Regressions |
0 |
0 |
0 |
159 |
0 |
1 |
2 |
333 |
| Cointegration Analysis with State Space Models |
0 |
1 |
3 |
280 |
3 |
10 |
21 |
580 |
| Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets |
0 |
1 |
2 |
24 |
0 |
6 |
20 |
128 |
| Estimating Cointegrated Systems Using Subspace Algorithms |
0 |
0 |
0 |
129 |
0 |
0 |
4 |
341 |
| Exploring the Carbon Kuznets Hypothesis |
0 |
0 |
0 |
119 |
0 |
0 |
0 |
641 |
| Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems |
0 |
1 |
2 |
357 |
0 |
2 |
5 |
1,241 |
| Finite Sample Correction Factors for Panel Cointegration Tests |
0 |
0 |
0 |
67 |
0 |
0 |
2 |
256 |
| Growth Regressions, Principal Components and Frequentist Model Averaging |
0 |
0 |
0 |
211 |
1 |
1 |
2 |
541 |
| Heterogeneity of Regional Growth in the European Union |
0 |
0 |
0 |
85 |
1 |
1 |
3 |
229 |
| Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions |
0 |
0 |
0 |
147 |
2 |
2 |
7 |
342 |
| Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions |
0 |
0 |
0 |
35 |
0 |
0 |
2 |
42 |
| Monitoring Stationarity and Cointegration |
0 |
0 |
1 |
61 |
0 |
0 |
1 |
107 |
| Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management |
0 |
0 |
0 |
264 |
0 |
0 |
1 |
734 |
| Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management |
0 |
1 |
2 |
803 |
1 |
4 |
5 |
1,931 |
| Nonlinear Cointegration Analysis and the Environmental Kuznets Curve |
0 |
0 |
5 |
374 |
1 |
1 |
10 |
815 |
| Nonparametric Rank Tests for Non-stationary Panels |
0 |
0 |
1 |
162 |
2 |
2 |
6 |
345 |
| On Aghion's and Blanchard's "On the Speed of Transition in Central Europe" |
0 |
0 |
0 |
181 |
1 |
1 |
1 |
714 |
| On PPP, Unit Roots and Panels |
0 |
0 |
0 |
508 |
0 |
0 |
0 |
1,348 |
| On Polynomial Cointegration in the State Space Framework |
0 |
0 |
0 |
199 |
0 |
0 |
0 |
704 |
| Sectoral exchange rate pass-through in the euro area |
0 |
2 |
8 |
24 |
2 |
4 |
22 |
37 |
| Sources and Channels of Nonlinearities and Instabilities of the Phillips Curve: Results for the Euro Area and Its Member States |
1 |
3 |
20 |
20 |
2 |
8 |
47 |
47 |
| The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions |
0 |
0 |
0 |
84 |
0 |
2 |
4 |
138 |
| The Balassa-Samuelson Effect in 'East & West'. Differences and Similarities |
0 |
0 |
0 |
270 |
0 |
0 |
2 |
800 |
| The CEEC10's Real Convergence Prospects |
0 |
0 |
0 |
162 |
0 |
0 |
1 |
457 |
| The CEEC10's Real Convergence Prospects |
0 |
0 |
0 |
108 |
0 |
1 |
2 |
2,055 |
| The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics? |
0 |
1 |
2 |
375 |
0 |
1 |
6 |
1,210 |
| The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? |
0 |
0 |
1 |
254 |
0 |
0 |
8 |
969 |
| The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study |
0 |
0 |
2 |
846 |
0 |
1 |
5 |
1,929 |
| The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study |
0 |
0 |
0 |
712 |
0 |
1 |
5 |
1,718 |
| The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study |
0 |
1 |
3 |
268 |
0 |
2 |
6 |
641 |
| The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study |
0 |
0 |
0 |
178 |
0 |
0 |
0 |
614 |
| VAR Cointegration in VARMA Models |
0 |
0 |
0 |
251 |
0 |
0 |
1 |
801 |
| What's Really the Story with this Balassa-Samuelson Effect in the CEECs? |
0 |
0 |
0 |
328 |
0 |
0 |
3 |
826 |
| Total Working Papers |
4 |
16 |
61 |
9,663 |
23 |
63 |
238 |
29,734 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
219 |
| A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS |
0 |
0 |
0 |
13 |
1 |
1 |
1 |
73 |
| A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing |
0 |
0 |
1 |
2 |
1 |
1 |
5 |
28 |
| A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES |
0 |
0 |
1 |
16 |
1 |
3 |
4 |
55 |
| A cointegrating polynomial regression analysis of the material kuznets curve hypothesis |
0 |
0 |
1 |
11 |
0 |
0 |
4 |
40 |
| CEEC growth projections: Certainly necessary and necessarily uncertain |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
203 |
| COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE |
2 |
2 |
6 |
40 |
2 |
2 |
15 |
100 |
| Catching Growth Determinants with the Adaptive Lasso |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
90 |
| Catching Growth Determinants with the Adaptive Lasso |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
| Cointegration analysis with state space models |
0 |
0 |
0 |
41 |
0 |
0 |
4 |
153 |
| Cointegration in singular ARMA models |
0 |
0 |
1 |
15 |
0 |
0 |
3 |
59 |
| Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
47 |
| Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets |
1 |
3 |
3 |
15 |
2 |
6 |
12 |
65 |
| Disaggregated capital stock estimation for Austria - methods, concepts and results |
0 |
0 |
0 |
117 |
0 |
0 |
3 |
335 |
| Economic forecasting: editors’ introduction |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
14 |
| Estimating cointegrated systems using subspace algorithms |
1 |
2 |
5 |
68 |
2 |
3 |
10 |
202 |
| Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems |
0 |
1 |
5 |
125 |
0 |
4 |
14 |
371 |
| Finite Sample Correction Factors for Panel Cointegration Tests* |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
139 |
| Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions |
0 |
1 |
5 |
13 |
0 |
3 |
16 |
62 |
| Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
71 |
| Heterogeneity and Spatial Dependence of Regional Growth in the EU: A Recursive Partitioning Approach |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
41 |
| Heterogeneity and Spatial Dependence of Regional Growth in the EU: A Recursive Partitioning Approach |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
5 |
| Integrated modified OLS estimation and fixed-b inference for cointegrating regressions |
0 |
0 |
3 |
55 |
2 |
4 |
19 |
222 |
| Jose Casals, Alfredo Garcia-Hiernaux, Miguel Jerez, Sonia Sotoca and A. Alexandre Trindade (2016): State-space methods for time series analysis: theory, applications and software |
0 |
0 |
0 |
8 |
1 |
1 |
3 |
30 |
| Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions |
0 |
0 |
3 |
6 |
0 |
0 |
7 |
24 |
| Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management |
0 |
0 |
0 |
121 |
0 |
0 |
3 |
352 |
| Nonparametric rank tests for non-stationary panels |
0 |
2 |
2 |
34 |
0 |
3 |
8 |
140 |
| On PPP, unit roots and panels |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
180 |
| The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
318 |
| The Environmental Kuznets Curve, Cointegration and Nonlinearity |
0 |
1 |
1 |
35 |
0 |
1 |
3 |
107 |
| The Environmental Kuznets Curve: Exploring a Fresh Specification |
0 |
1 |
5 |
233 |
2 |
6 |
21 |
854 |
| The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study |
0 |
1 |
3 |
137 |
0 |
1 |
8 |
363 |
| The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study |
0 |
0 |
2 |
169 |
1 |
3 |
15 |
469 |
| The Phillips unit root tests for polynomials of integrated processes |
0 |
0 |
1 |
31 |
0 |
0 |
1 |
86 |
| The Phillips unit root tests for polynomials of integrated processes revisited |
0 |
0 |
2 |
9 |
1 |
3 |
8 |
30 |
| The carbon Kuznets curve: A cloudy picture emitted by bad econometrics? |
0 |
1 |
8 |
201 |
2 |
8 |
24 |
648 |
| Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
104 |
| Total Journal Articles |
4 |
15 |
58 |
1,822 |
18 |
53 |
222 |
6,311 |
LogEc is hosted by the
Örebro University School of Business.