| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets |
0 |
0 |
0 |
73 |
1 |
2 |
5 |
249 |
| A Consistent Characteristic-Function-Based Test for Conditional Independence |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
99 |
| A Flexible Nonparametric Test for Conditional Independence |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
89 |
| A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) |
0 |
0 |
0 |
44 |
0 |
1 |
2 |
233 |
| A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks |
0 |
1 |
2 |
1,207 |
1 |
6 |
7 |
3,349 |
| A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks |
0 |
0 |
0 |
3 |
1 |
2 |
4 |
506 |
| A Subsampling Approach to Estimating The Distribution of Diverging Statistics with Applications to Assessing Financial Market Risk |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
42 |
| A Subsampling Approach to Estimating the Distribution of Diverging Statistics with Applications to Assessing Financial Markets Risks |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
34 |
| A Unified Theory of Consistent Estimation for Parametric Models |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
161 |
| A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
329 |
| A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks |
0 |
0 |
1 |
179 |
2 |
3 |
4 |
1,003 |
| A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
7 |
| A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
199 |
| An Extended Class of Instrumental Variables for the Estimation of Causal Effects |
0 |
0 |
1 |
112 |
0 |
0 |
6 |
398 |
| Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space |
0 |
1 |
1 |
13 |
0 |
3 |
5 |
59 |
| Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
70 |
| Bootstrapping the Information Matrix Test |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
67 |
| CLOSED FORM INTEGRATION OF ARTIFICIAL NEURAL NETWORKS WITH SOME APPLICATIONS TO FINANCE |
0 |
0 |
0 |
249 |
0 |
1 |
2 |
711 |
| Can mutual fund stars really pick stocks? New evidence from a bootstrap analysis |
0 |
0 |
1 |
130 |
3 |
3 |
6 |
490 |
| Causal Discourse in a Game of Incomplete Information |
0 |
0 |
0 |
21 |
0 |
0 |
3 |
126 |
| Causality, Conditional Independence, and Graphical Separation in Settable Systems |
0 |
0 |
0 |
148 |
0 |
2 |
4 |
463 |
| Closed Form Integration of Artificial Neural Networks with Some Applications to Finance |
0 |
0 |
0 |
3 |
1 |
1 |
3 |
33 |
| Closed Form Integration of Artificial Neural Networks with Some Applications to Finance |
0 |
0 |
0 |
138 |
1 |
2 |
2 |
306 |
| Closed form integration of artificial neural networks with some applications |
0 |
0 |
0 |
21 |
0 |
0 |
6 |
104 |
| Constrained Information Processing and Individual Income Expectations |
0 |
0 |
1 |
20 |
2 |
2 |
4 |
75 |
| Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
120 |
| Data snooping, technical trading, rule performance, and the bootstrap |
0 |
1 |
2 |
4 |
0 |
3 |
9 |
18 |
| Data-Snooping, Technical Trading Rule Performance and the Bootstrap |
0 |
0 |
3 |
340 |
2 |
3 |
16 |
1,087 |
| Data-Snooping, Technical Trading, Rule Performance and the Bootstrap |
0 |
0 |
4 |
1,031 |
0 |
7 |
19 |
2,716 |
| Directionally Differentiable Econometric Models |
0 |
0 |
0 |
55 |
0 |
1 |
1 |
96 |
| Estimating average marginal effects in nonseparable structural systems |
0 |
0 |
0 |
123 |
0 |
0 |
1 |
383 |
| Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression |
0 |
0 |
1 |
45 |
0 |
1 |
3 |
125 |
| Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA) |
0 |
0 |
0 |
48 |
0 |
3 |
3 |
271 |
| Forecast Evaluation with Shared Data Sets |
0 |
0 |
0 |
121 |
0 |
1 |
5 |
373 |
| Generalized Runs Test for the IID Hypothesis |
0 |
0 |
0 |
201 |
0 |
2 |
2 |
851 |
| Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis |
0 |
0 |
0 |
144 |
0 |
1 |
5 |
554 |
| Hypernormal Densities |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
32 |
| Hypernormal Densities |
0 |
0 |
2 |
100 |
0 |
1 |
5 |
559 |
| Hypernormal densities |
0 |
0 |
0 |
201 |
0 |
0 |
1 |
778 |
| Identifying Structural Effects in Nonseparable Systems Using Covariates |
1 |
1 |
1 |
32 |
1 |
1 |
3 |
140 |
| James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
56 |
| James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator |
0 |
0 |
0 |
5 |
0 |
2 |
3 |
84 |
| James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
42 |
| Linking Granger Causality and the Pearl Causal Model with Settable Systems |
0 |
0 |
4 |
166 |
3 |
3 |
11 |
425 |
| Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems |
0 |
0 |
2 |
98 |
0 |
1 |
6 |
443 |
| M-Testing Using Finite and Infinite Dimensional Parameter Estimators |
0 |
1 |
1 |
8 |
0 |
2 |
2 |
57 |
| Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions" |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
93 |
| Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models |
0 |
0 |
0 |
329 |
0 |
0 |
2 |
1,338 |
| Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models |
0 |
1 |
1 |
18 |
0 |
1 |
1 |
82 |
| Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
83 |
| Mixtures of t-distributions for Finance and Forecasting |
0 |
0 |
0 |
221 |
0 |
0 |
0 |
548 |
| Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR |
0 |
0 |
1 |
191 |
0 |
1 |
4 |
633 |
| Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects |
0 |
0 |
0 |
17 |
1 |
2 |
4 |
106 |
| Nonparametric identification in nonseparable panel data models with generalized fixed effects |
0 |
0 |
1 |
89 |
0 |
1 |
4 |
216 |
| Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014) |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
62 |
| On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index |
0 |
1 |
2 |
83 |
0 |
1 |
5 |
221 |
| Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
165 |
| Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties |
0 |
1 |
3 |
483 |
2 |
5 |
12 |
1,420 |
| Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
347 |
| Subsampling the distribution of diverging statistics with applications to finance |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
| Supplements to "Directionally Differentiable Econometric Models" |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
58 |
| Testing Conditional Independence Via Empirical Likelihood |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
107 |
| Testing Monotonicity in Unobservables with Panel Data |
0 |
0 |
0 |
39 |
3 |
4 |
6 |
77 |
| Testing a Conditional Form of Exogeneity |
0 |
0 |
0 |
67 |
0 |
1 |
10 |
198 |
| Testing a Constant Mean Function Using Functional Regression |
0 |
0 |
1 |
171 |
0 |
4 |
8 |
64 |
| Testing for Monotonicity in Unobservables under Unconfoundedness |
0 |
0 |
0 |
35 |
1 |
1 |
1 |
104 |
| Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (published in: Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Terasvirta. Eds. Niels Haldrup, Mika Meitz, and Pentti Saikkonen (2014). Oxford: Oxford University Press.) |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
174 |
| Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
757 |
| Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models |
0 |
0 |
0 |
129 |
2 |
2 |
2 |
559 |
| Testing for a Constant Mean Function using Functional Regression |
0 |
0 |
0 |
106 |
0 |
1 |
1 |
629 |
| Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing |
0 |
0 |
0 |
88 |
0 |
1 |
1 |
124 |
| Tests of Conditional Predictive Ability |
0 |
1 |
2 |
528 |
2 |
7 |
12 |
1,238 |
| Tests of Conditional Predictive Ability |
0 |
0 |
1 |
32 |
0 |
3 |
5 |
176 |
| Tests of conditional predictive ability |
0 |
0 |
4 |
534 |
1 |
2 |
9 |
1,535 |
| The Bootstrap of Mean for Dependent Heterogeneous Arrays |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
275 |
| The Bootstrap of Mean for Dependent Heterogeneous Arrays |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
196 |
| The Bootstrap of the Mean for Dependent Heterogeneous Arrays |
0 |
0 |
0 |
152 |
0 |
2 |
3 |
751 |
| The Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns |
0 |
0 |
0 |
237 |
0 |
1 |
1 |
753 |
| The dangers of data-driven inference: the case of calender effects in stock returns |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Unanticipated Money, Output, and Prices in the Small Economy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| VAR for VaR: measuring systemic risk using multivariate regression quantiles |
0 |
0 |
2 |
137 |
0 |
0 |
3 |
393 |
| VAR for VaR: measuring tail dependence using multivariate regression quantiles |
0 |
0 |
1 |
62 |
1 |
5 |
15 |
308 |
| Total Working Papers |
1 |
9 |
46 |
9,260 |
32 |
112 |
291 |
32,211 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
118 |
| A Direct Test for Changing Trend |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
320 |
| A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
40 |
| A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)* |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
128 |
| A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity |
2 |
8 |
59 |
6,548 |
11 |
29 |
175 |
19,938 |
| A MAJOR COLLECTION OF EARLY WORKS ON POLITICAL ECONOMY |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
17 |
| A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks |
0 |
1 |
3 |
420 |
2 |
5 |
16 |
1,171 |
| A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
497 |
| A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE |
0 |
1 |
1 |
72 |
0 |
1 |
3 |
208 |
| A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
187 |
| A Reality Check for Data Snooping |
0 |
0 |
0 |
11 |
1 |
2 |
11 |
2,823 |
| A Unified Theory of Consistent Estimation for Parametric Models |
0 |
1 |
1 |
24 |
0 |
2 |
3 |
74 |
| A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS |
0 |
0 |
0 |
41 |
0 |
1 |
4 |
132 |
| A consistent characteristic function-based test for conditional independence |
0 |
1 |
2 |
67 |
2 |
4 |
8 |
277 |
| A two-stage procedure for partially identified models |
0 |
0 |
0 |
12 |
1 |
4 |
7 |
75 |
| Abstracts of Working Papers in Economics: A Computer Searchable On-line Data Base |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
34 |
| Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes |
0 |
0 |
0 |
84 |
0 |
2 |
9 |
393 |
| An Alternative Proof That OLS is BLUE |
0 |
0 |
1 |
49 |
0 |
1 |
5 |
220 |
| An efficient algorithm to compute maximum entropy densities |
0 |
0 |
1 |
134 |
0 |
3 |
5 |
323 |
| Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence |
0 |
0 |
0 |
168 |
0 |
1 |
3 |
603 |
| Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space |
0 |
1 |
1 |
61 |
1 |
3 |
3 |
299 |
| Automatic Block-Length Selection for the Dependent Bootstrap |
0 |
0 |
4 |
160 |
3 |
5 |
18 |
452 |
| Bootstrap Standard Error Estimates for Linear Regression |
0 |
1 |
5 |
211 |
0 |
1 |
10 |
566 |
| CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS |
0 |
0 |
1 |
46 |
0 |
2 |
4 |
132 |
| CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE |
1 |
1 |
7 |
123 |
1 |
1 |
11 |
249 |
| Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis |
0 |
0 |
7 |
340 |
2 |
8 |
29 |
1,061 |
| Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection |
0 |
0 |
2 |
94 |
0 |
1 |
5 |
224 |
| Causal discourse in a game of incomplete information |
0 |
0 |
1 |
15 |
0 |
3 |
4 |
69 |
| Comments on testing economic theories and the use of model selection criteria |
0 |
0 |
1 |
222 |
0 |
1 |
4 |
589 |
| Conditional distributions of earnings, wages and hours for blacks and whites |
0 |
0 |
1 |
8 |
0 |
0 |
2 |
48 |
| Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data |
0 |
0 |
0 |
7 |
2 |
4 |
14 |
95 |
| Consideration of Trends in Time Series |
0 |
0 |
6 |
302 |
0 |
1 |
12 |
630 |
| Consistent Specification Testing via Nonparametric Series Regression |
0 |
0 |
0 |
126 |
0 |
0 |
2 |
410 |
| Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White |
0 |
1 |
2 |
92 |
0 |
4 |
11 |
310 |
| Corrigendum [Maximum Likelihood Estimation of Misspecified Models] |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
219 |
| DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS |
0 |
1 |
1 |
4 |
0 |
1 |
3 |
39 |
| Dangers of data mining: The case of calendar effects in stock returns |
0 |
0 |
8 |
1,171 |
1 |
5 |
32 |
2,966 |
| Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap |
1 |
6 |
17 |
358 |
6 |
17 |
49 |
916 |
| Determination of Estimators with Minimum Asymptotic Covariance Matrices |
0 |
0 |
0 |
15 |
1 |
2 |
2 |
59 |
| Differencing as a Test of Specification |
0 |
0 |
0 |
42 |
0 |
2 |
3 |
213 |
| Disclosure incentives when competing firms have common ownership |
0 |
0 |
6 |
78 |
0 |
2 |
16 |
241 |
| Editor's introduction |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
17 |
| Editor's introduction |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
32 |
| Estimating nonseparable models with mismeasured endogenous variables |
0 |
0 |
2 |
54 |
0 |
1 |
7 |
164 |
| Finite Lag Estimation of Non-Markovian Processes |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Forecast evaluation with shared data sets |
0 |
0 |
0 |
71 |
1 |
2 |
3 |
196 |
| Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models |
0 |
2 |
2 |
133 |
0 |
4 |
9 |
503 |
| Generalized Information Matrix Tests for Detecting Model Misspecification |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
77 |
| Generalized runs tests for the IID hypothesis |
0 |
0 |
1 |
45 |
0 |
0 |
1 |
178 |
| Granger Causality and Dynamic Structural Systems |
0 |
1 |
5 |
76 |
0 |
2 |
12 |
526 |
| Granger causality, exogeneity, cointegration, and economic policy analysis |
0 |
0 |
1 |
55 |
1 |
1 |
5 |
298 |
| High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
607 |
| Identification and Identification Failure for Treatment Effects Using Structural Systems |
0 |
0 |
2 |
53 |
1 |
2 |
6 |
140 |
| Inference on Risk-Neutral Measures for Incomplete Markets |
0 |
0 |
1 |
27 |
0 |
0 |
2 |
270 |
| Information criteria for selecting possibly misspecified parametric models |
0 |
2 |
11 |
396 |
3 |
7 |
21 |
878 |
| Instrumental Variables Regression with Independent Observations |
0 |
0 |
2 |
215 |
1 |
2 |
9 |
723 |
| Interval forecasting: An analysis based upon ARCH-quantile estimators |
0 |
0 |
2 |
217 |
1 |
1 |
4 |
493 |
| James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator |
0 |
0 |
0 |
31 |
0 |
1 |
1 |
111 |
| Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications |
0 |
0 |
3 |
40 |
0 |
1 |
8 |
120 |
| Learning in recurrent neural networks |
0 |
0 |
2 |
68 |
0 |
1 |
3 |
146 |
| Local indirect least squares and average marginal effects in nonseparable structural systems |
0 |
0 |
2 |
44 |
0 |
3 |
7 |
288 |
| Maximum Likelihood Estimation of Misspecified Models |
1 |
3 |
12 |
1,849 |
4 |
9 |
33 |
4,404 |
| Maximum likelihood and the bootstrap for nonlinear dynamic models |
0 |
0 |
7 |
289 |
0 |
3 |
12 |
660 |
| Misspecified models with dependent observations |
0 |
0 |
1 |
127 |
0 |
2 |
8 |
266 |
| Mixtures of t-distributions for finance and forecasting |
0 |
0 |
0 |
49 |
1 |
3 |
3 |
156 |
| Monitoring Structural Change |
2 |
6 |
11 |
302 |
2 |
7 |
20 |
845 |
| Nonlinear Regression on Cross-Section Data |
1 |
2 |
4 |
317 |
1 |
3 |
7 |
957 |
| Nonlinear Regression with Dependent Observations |
1 |
2 |
6 |
329 |
1 |
4 |
13 |
851 |
| Nonparametric Adaptive Learning with Feedback |
0 |
0 |
3 |
63 |
1 |
3 |
7 |
163 |
| Nonparametric identification in nonseparable panel data models with generalized fixed effects |
0 |
2 |
2 |
65 |
0 |
2 |
7 |
236 |
| On more robust estimation of skewness and kurtosis |
0 |
1 |
2 |
370 |
1 |
4 |
13 |
851 |
| Optimal Investment in Schooling when Incomes are Risky |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
141 |
| Optimum Trade Restrictions and Their Consequences |
0 |
0 |
0 |
33 |
0 |
1 |
1 |
196 |
| Regularity conditions for cox's test of non-nested hypotheses |
0 |
1 |
3 |
75 |
0 |
1 |
4 |
210 |
| Remarks for the Clive Granger Memorial, July 31, 2009 |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
38 |
| Robustness checks and robustness tests in applied economics |
2 |
8 |
34 |
3,852 |
10 |
51 |
148 |
31,741 |
| S-estimation of nonlinear regression models with dependent and heterogeneous observations |
0 |
0 |
2 |
61 |
0 |
1 |
6 |
192 |
| SOME EXTENSIONS OF A LEMMA OF KOTLARSKI |
0 |
0 |
2 |
32 |
0 |
1 |
6 |
85 |
| Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes |
0 |
1 |
5 |
109 |
0 |
1 |
12 |
219 |
| Some Measurability Results for Extrema of Random Functions Over Random Sets |
0 |
1 |
3 |
60 |
0 |
5 |
10 |
267 |
| Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties |
2 |
9 |
25 |
645 |
14 |
37 |
81 |
1,753 |
| Specification Tests for the Variance of a Diffusion |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
9 |
| Subsampling the distribution of diverging statistics with applications to finance |
0 |
0 |
0 |
37 |
0 |
1 |
1 |
186 |
| TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
64 |
| THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS |
0 |
2 |
3 |
34 |
0 |
3 |
5 |
110 |
| Testing a conditional form of exogeneity |
0 |
1 |
1 |
38 |
0 |
4 |
5 |
131 |
| Testing conditional independence via empirical likelihood |
0 |
0 |
1 |
18 |
0 |
1 |
4 |
114 |
| Testing for Regime Switching |
0 |
0 |
0 |
210 |
0 |
0 |
2 |
624 |
| Testing for monotonicity in unobservables under unconfoundedness |
0 |
0 |
0 |
4 |
0 |
2 |
2 |
93 |
| Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests |
1 |
3 |
7 |
631 |
2 |
6 |
19 |
1,443 |
| Testing for separability in structural equations |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
84 |
| Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes |
0 |
0 |
1 |
82 |
0 |
0 |
2 |
340 |
| Testing for unobserved heterogeneity in exponential and Weibull duration models |
0 |
0 |
0 |
34 |
0 |
1 |
2 |
179 |
| Tests for model specification in the presence of alternative hypotheses: Some further results |
0 |
0 |
1 |
278 |
1 |
3 |
9 |
642 |
| Tests of Conditional Predictive Ability |
0 |
1 |
8 |
739 |
1 |
8 |
40 |
2,208 |
| The construction of empirical credit scoring rules based on maximization principles |
0 |
0 |
2 |
59 |
0 |
3 |
8 |
250 |
| Time-series estimation of the effects of natural experiments |
0 |
0 |
1 |
116 |
0 |
0 |
3 |
302 |
| Trends in unit energy consumption: The performance of end-use models |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
47 |
| Unanticipated money, output, and prices in the small economy |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
23 |
| Using Least Squares to Approximate Unknown Regression Functions |
0 |
0 |
2 |
291 |
2 |
2 |
11 |
693 |
| VAR for VaR: Measuring tail dependence using multivariate regression quantiles |
0 |
1 |
6 |
67 |
1 |
8 |
19 |
283 |
| Viewpoint: An extended class of instrumental variables for the estimation of causal effects |
0 |
0 |
0 |
57 |
1 |
3 |
6 |
180 |
| Viewpoint: An extended class of instrumental variables for the estimation of causal effects |
0 |
0 |
0 |
1 |
0 |
2 |
4 |
13 |
| Total Journal Articles |
14 |
72 |
329 |
24,131 |
86 |
338 |
1,145 |
95,382 |
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