| 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 |
3 |
229 |
0 |
4 |
16 |
833 |
| A Canonical Form for Unit Root Processes in the State Space Framework |
0 |
0 |
0 |
89 |
0 |
0 |
1 |
509 |
| A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis |
0 |
0 |
0 |
271 |
1 |
2 |
5 |
706 |
| A Fixed-b Perspective on the Phillips-Perron Unit Root Tests |
0 |
0 |
0 |
119 |
0 |
0 |
11 |
293 |
| Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes |
0 |
0 |
0 |
172 |
0 |
0 |
3 |
679 |
| Autoregressive Approximations of Multiple Frequency I(1) Processes |
1 |
1 |
1 |
70 |
1 |
1 |
3 |
209 |
| Autoregressive Approximations of Multiple Frequency I(1) Processes |
1 |
1 |
1 |
93 |
1 |
3 |
5 |
645 |
| Bierens' and Johansen's Method - Complements or Substitutes? |
0 |
0 |
0 |
128 |
1 |
1 |
4 |
536 |
| CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain |
0 |
0 |
1 |
163 |
0 |
3 |
5 |
575 |
| Capital and Goods Market Integration and the Inequality of Nations |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
230 |
| Catching Growth Determinants with the Adaptive LASSO |
0 |
1 |
1 |
100 |
2 |
7 |
15 |
326 |
| Catching Growth Determinants with the Adaptive Lasso |
1 |
1 |
2 |
115 |
3 |
8 |
12 |
371 |
| Cointegrating Polynomial Regressions |
1 |
2 |
3 |
156 |
1 |
8 |
14 |
319 |
| Cointegration Analysis with State Space Models |
1 |
1 |
2 |
276 |
1 |
2 |
7 |
531 |
| Estimating Cointegrated Systems Using Subspace Algorithms |
0 |
0 |
0 |
129 |
0 |
2 |
4 |
335 |
| Exploring the Carbon Kuznets Hypothesis |
0 |
0 |
4 |
119 |
0 |
2 |
13 |
627 |
| Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems |
0 |
1 |
1 |
353 |
5 |
10 |
25 |
1,223 |
| Finite Sample Correction Factors for Panel Cointegration Tests |
0 |
2 |
2 |
67 |
2 |
6 |
13 |
245 |
| Growth Regressions, Principal Components and Frequentist Model Averaging |
0 |
2 |
4 |
211 |
1 |
7 |
14 |
530 |
| Heterogeneity of Regional Growth in the European Union |
0 |
0 |
1 |
84 |
3 |
10 |
21 |
187 |
| Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions |
0 |
0 |
0 |
141 |
0 |
4 |
14 |
304 |
| Monitoring Stationarity and Cointegration |
0 |
0 |
3 |
54 |
0 |
2 |
8 |
83 |
| Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management |
0 |
0 |
0 |
260 |
0 |
2 |
4 |
719 |
| Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management |
1 |
3 |
5 |
796 |
2 |
7 |
10 |
1,917 |
| Nonlinear Cointegration Analysis and the Environmental Kuznets Curve |
1 |
1 |
7 |
349 |
2 |
5 |
16 |
757 |
| Nonparametric Rank Tests for Non-stationary Panels |
0 |
0 |
2 |
159 |
1 |
3 |
14 |
300 |
| On Aghion's and Blanchard's "On the Speed of Transition in Central Europe" |
0 |
0 |
1 |
181 |
0 |
2 |
4 |
705 |
| On PPP, Unit Roots and Panels |
0 |
1 |
1 |
504 |
1 |
5 |
11 |
1,324 |
| On Polynomial Cointegration in the State Space Framework |
1 |
1 |
1 |
198 |
1 |
6 |
9 |
691 |
| The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions |
0 |
3 |
13 |
73 |
0 |
6 |
31 |
89 |
| The Balassa-Samuelson Effect in 'East & West'. Differences and Similarities |
0 |
0 |
2 |
269 |
1 |
9 |
11 |
791 |
| The CEEC10's Real Convergence Prospects |
0 |
0 |
1 |
161 |
1 |
5 |
8 |
442 |
| The CEEC10's Real Convergence Prospects |
0 |
0 |
1 |
108 |
1 |
5 |
7 |
2,045 |
| The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics? |
0 |
0 |
2 |
369 |
1 |
7 |
17 |
1,169 |
| The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? |
0 |
1 |
2 |
250 |
1 |
3 |
14 |
917 |
| The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study |
0 |
1 |
1 |
836 |
1 |
3 |
12 |
1,885 |
| The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study |
0 |
0 |
2 |
258 |
0 |
2 |
13 |
601 |
| The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study |
0 |
0 |
3 |
703 |
2 |
4 |
14 |
1,689 |
| The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study |
0 |
0 |
2 |
177 |
0 |
2 |
7 |
599 |
| VAR Cointegration in VARMA Models |
0 |
0 |
1 |
250 |
6 |
9 |
12 |
774 |
| What's Really the Story with this Balassa-Samuelson Effect in the CEECs? |
0 |
0 |
0 |
322 |
2 |
4 |
9 |
804 |
| Total Working Papers |
8 |
23 |
76 |
9,401 |
45 |
171 |
437 |
28,514 |
| 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 |
1 |
2 |
215 |
| A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES |
0 |
0 |
0 |
15 |
0 |
2 |
3 |
44 |
| A cointegrating polynomial regression analysis of the material kuznets curve hypothesis |
0 |
1 |
2 |
3 |
0 |
1 |
11 |
13 |
| CEEC growth projections: Certainly necessary and necessarily uncertain |
0 |
0 |
1 |
37 |
0 |
1 |
3 |
190 |
| COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE |
0 |
1 |
6 |
14 |
1 |
4 |
19 |
41 |
| Catching Growth Determinants with the Adaptive Lasso |
0 |
0 |
1 |
21 |
0 |
3 |
5 |
78 |
| Cointegration analysis with state space models |
0 |
0 |
0 |
41 |
0 |
2 |
8 |
115 |
| Cointegration in singular ARMA models |
0 |
0 |
1 |
7 |
0 |
2 |
6 |
26 |
| Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis |
0 |
0 |
2 |
4 |
0 |
2 |
8 |
33 |
| Disaggregated capital stock estimation for Austria - methods, concepts and results |
0 |
0 |
0 |
115 |
0 |
0 |
0 |
325 |
| Estimating cointegrated systems using subspace algorithms |
0 |
0 |
2 |
60 |
0 |
3 |
7 |
181 |
| Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems |
0 |
0 |
4 |
105 |
0 |
2 |
16 |
316 |
| Finite Sample Correction Factors for Panel Cointegration Tests* |
0 |
0 |
0 |
32 |
0 |
1 |
3 |
135 |
| Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging |
2 |
2 |
2 |
12 |
2 |
6 |
10 |
57 |
| Heterogeneity and Spatial Dependence of Regional Growth in the EU: A Recursive Partitioning Approach |
0 |
1 |
5 |
5 |
2 |
6 |
16 |
16 |
| Integrated modified OLS estimation and fixed-b inference for cointegrating regressions |
0 |
0 |
5 |
35 |
2 |
8 |
18 |
122 |
| 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 |
6 |
0 |
1 |
1 |
18 |
| Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management |
0 |
0 |
1 |
112 |
0 |
0 |
4 |
323 |
| Nonparametric rank tests for non-stationary panels |
0 |
0 |
3 |
29 |
1 |
2 |
10 |
100 |
| On PPP, unit roots and panels |
0 |
0 |
0 |
60 |
0 |
2 |
8 |
168 |
| The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach |
0 |
0 |
2 |
57 |
4 |
7 |
18 |
291 |
| The Environmental Kuznets Curve, Cointegration and Nonlinearity |
0 |
2 |
4 |
25 |
0 |
3 |
10 |
83 |
| The Environmental Kuznets Curve: Exploring a Fresh Specification |
0 |
0 |
5 |
215 |
0 |
5 |
27 |
770 |
| The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study |
0 |
0 |
5 |
123 |
0 |
1 |
13 |
321 |
| The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study |
1 |
1 |
8 |
150 |
3 |
6 |
30 |
400 |
| The Phillips unit root tests for polynomials of integrated processes |
0 |
0 |
0 |
27 |
0 |
0 |
8 |
75 |
| The Phillips unit root tests for polynomials of integrated processes revisited |
0 |
1 |
3 |
3 |
0 |
3 |
11 |
11 |
| The carbon Kuznets curve: A cloudy picture emitted by bad econometrics? |
1 |
3 |
15 |
169 |
3 |
10 |
40 |
535 |
| Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure |
0 |
0 |
1 |
23 |
1 |
5 |
10 |
94 |
| Total Journal Articles |
4 |
12 |
78 |
1,539 |
19 |
89 |
325 |
5,096 |
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