| 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 |
0 |
0 |
0 |
89 |
1 |
2 |
8 |
517 |
| A Canonical Form for Unit Root Processes in the State Space Framework |
0 |
1 |
3 |
232 |
0 |
2 |
7 |
840 |
| A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis |
0 |
0 |
1 |
272 |
0 |
0 |
7 |
712 |
| A Fixed-b Perspective on the Phillips-Perron Unit Root Tests |
0 |
0 |
1 |
120 |
0 |
4 |
18 |
311 |
| Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes |
0 |
0 |
1 |
173 |
0 |
1 |
3 |
682 |
| Autoregressive Approximations of Multiple Frequency I(1) Processes |
0 |
0 |
1 |
70 |
0 |
0 |
2 |
210 |
| Autoregressive Approximations of Multiple Frequency I(1) Processes |
0 |
0 |
2 |
94 |
1 |
1 |
6 |
650 |
| Bierens' and Johansen's Method - Complements or Substitutes? |
0 |
0 |
0 |
128 |
0 |
0 |
4 |
539 |
| CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain |
0 |
1 |
1 |
164 |
0 |
3 |
8 |
583 |
| Capital and Goods Market Integration and the Inequality of Nations |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
231 |
| Catching Growth Determinants with the Adaptive LASSO |
0 |
0 |
2 |
102 |
4 |
8 |
24 |
348 |
| Catching Growth Determinants with the Adaptive Lasso |
0 |
0 |
1 |
115 |
0 |
3 |
7 |
375 |
| Cointegrating Polynomial Regressions |
0 |
0 |
2 |
157 |
0 |
1 |
5 |
323 |
| Cointegration Analysis with State Space Models |
0 |
0 |
1 |
276 |
1 |
1 |
8 |
538 |
| Estimating Cointegrated Systems Using Subspace Algorithms |
0 |
0 |
0 |
129 |
0 |
0 |
0 |
335 |
| Exploring the Carbon Kuznets Hypothesis |
0 |
0 |
0 |
119 |
0 |
2 |
9 |
636 |
| Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems |
0 |
1 |
2 |
355 |
1 |
4 |
15 |
1,233 |
| Finite Sample Correction Factors for Panel Cointegration Tests |
0 |
0 |
0 |
67 |
0 |
3 |
10 |
253 |
| Growth Regressions, Principal Components and Frequentist Model Averaging |
0 |
0 |
0 |
211 |
0 |
2 |
7 |
536 |
| Heterogeneity of Regional Growth in the European Union |
0 |
0 |
1 |
85 |
1 |
3 |
29 |
213 |
| Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions |
0 |
0 |
1 |
142 |
0 |
1 |
14 |
318 |
| Monitoring Stationarity and Cointegration |
0 |
1 |
4 |
58 |
0 |
4 |
12 |
95 |
| Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management |
0 |
0 |
3 |
263 |
0 |
2 |
9 |
728 |
| Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management |
0 |
0 |
3 |
798 |
0 |
1 |
6 |
1,921 |
| Nonlinear Cointegration Analysis and the Environmental Kuznets Curve |
0 |
0 |
5 |
353 |
4 |
7 |
23 |
778 |
| Nonparametric Rank Tests for Non-stationary Panels |
1 |
1 |
2 |
161 |
1 |
1 |
13 |
312 |
| On Aghion's and Blanchard's "On the Speed of Transition in Central Europe" |
0 |
0 |
0 |
181 |
2 |
4 |
5 |
710 |
| On PPP, Unit Roots and Panels |
0 |
1 |
3 |
507 |
0 |
4 |
18 |
1,341 |
| On Polynomial Cointegration in the State Space Framework |
0 |
0 |
2 |
199 |
0 |
0 |
4 |
694 |
| The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions |
1 |
1 |
7 |
80 |
2 |
8 |
34 |
123 |
| The Balassa-Samuelson Effect in 'East & West'. Differences and Similarities |
0 |
0 |
0 |
269 |
0 |
0 |
4 |
794 |
| The CEEC10's Real Convergence Prospects |
0 |
0 |
0 |
161 |
1 |
4 |
11 |
452 |
| The CEEC10's Real Convergence Prospects |
0 |
0 |
0 |
108 |
1 |
2 |
6 |
2,050 |
| The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics? |
0 |
0 |
3 |
372 |
0 |
4 |
19 |
1,187 |
| The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? |
0 |
0 |
1 |
251 |
0 |
3 |
21 |
937 |
| The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study |
0 |
0 |
1 |
837 |
0 |
2 |
8 |
1,892 |
| The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study |
1 |
3 |
6 |
709 |
1 |
3 |
15 |
1,702 |
| The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study |
0 |
1 |
2 |
260 |
1 |
4 |
13 |
614 |
| The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study |
0 |
0 |
0 |
177 |
0 |
0 |
3 |
602 |
| VAR Cointegration in VARMA Models |
0 |
0 |
1 |
251 |
1 |
2 |
17 |
785 |
| What's Really the Story with this Balassa-Samuelson Effect in the CEECs? |
1 |
2 |
2 |
324 |
1 |
2 |
4 |
806 |
| Total Working Papers |
4 |
13 |
65 |
9,458 |
24 |
98 |
437 |
28,906 |
| 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 |
2 |
217 |
| A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES |
0 |
0 |
0 |
15 |
0 |
0 |
4 |
48 |
| A cointegrating polynomial regression analysis of the material kuznets curve hypothesis |
0 |
0 |
3 |
6 |
0 |
0 |
4 |
17 |
| CEEC growth projections: Certainly necessary and necessarily uncertain |
0 |
0 |
0 |
37 |
0 |
0 |
3 |
193 |
| COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE |
0 |
0 |
3 |
17 |
1 |
2 |
16 |
56 |
| Catching Growth Determinants with the Adaptive Lasso |
0 |
0 |
0 |
21 |
0 |
1 |
4 |
82 |
| Cointegration analysis with state space models |
0 |
0 |
0 |
41 |
1 |
1 |
8 |
123 |
| Cointegration in singular ARMA models |
0 |
0 |
1 |
8 |
1 |
1 |
11 |
37 |
| Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis |
0 |
0 |
2 |
6 |
1 |
2 |
8 |
41 |
| Disaggregated capital stock estimation for Austria - methods, concepts and results |
0 |
0 |
0 |
115 |
0 |
0 |
5 |
330 |
| Economic forecasting: editors’ introduction |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
11 |
| Estimating cointegrated systems using subspace algorithms |
0 |
1 |
1 |
61 |
0 |
1 |
4 |
185 |
| Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems |
0 |
0 |
3 |
108 |
0 |
2 |
13 |
329 |
| Finite Sample Correction Factors for Panel Cointegration Tests* |
0 |
0 |
0 |
32 |
0 |
1 |
4 |
139 |
| Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions |
0 |
0 |
1 |
1 |
3 |
4 |
9 |
9 |
| Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging |
0 |
2 |
4 |
14 |
0 |
2 |
9 |
64 |
| Heterogeneity and Spatial Dependence of Regional Growth in the EU: A Recursive Partitioning Approach |
0 |
0 |
3 |
8 |
1 |
3 |
20 |
34 |
| Integrated modified OLS estimation and fixed-b inference for cointegrating regressions |
0 |
1 |
4 |
39 |
0 |
1 |
20 |
140 |
| 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 |
1 |
2 |
8 |
0 |
2 |
5 |
23 |
| Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management |
0 |
0 |
7 |
119 |
1 |
2 |
14 |
337 |
| Nonparametric rank tests for non-stationary panels |
0 |
0 |
0 |
29 |
0 |
1 |
13 |
112 |
| On PPP, unit roots and panels |
0 |
0 |
0 |
60 |
0 |
1 |
6 |
174 |
| The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach |
0 |
1 |
2 |
59 |
3 |
5 |
15 |
302 |
| The Environmental Kuznets Curve, Cointegration and Nonlinearity |
0 |
0 |
5 |
30 |
0 |
0 |
9 |
92 |
| The Environmental Kuznets Curve: Exploring a Fresh Specification |
0 |
0 |
6 |
221 |
2 |
4 |
30 |
800 |
| The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study |
0 |
1 |
5 |
128 |
1 |
4 |
14 |
335 |
| The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study |
1 |
3 |
7 |
156 |
4 |
7 |
19 |
416 |
| The Phillips unit root tests for polynomials of integrated processes |
0 |
0 |
1 |
28 |
0 |
0 |
2 |
77 |
| The Phillips unit root tests for polynomials of integrated processes revisited |
0 |
1 |
2 |
5 |
0 |
1 |
4 |
15 |
| The carbon Kuznets curve: A cloudy picture emitted by bad econometrics? |
1 |
2 |
8 |
176 |
4 |
9 |
36 |
568 |
| Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure |
0 |
0 |
3 |
26 |
0 |
0 |
6 |
99 |
| Total Journal Articles |
2 |
13 |
73 |
1,608 |
23 |
60 |
328 |
5,405 |
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