Journal Article |
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Last month |
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12 months |
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A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets |
0 |
0 |
0 |
12 |
0 |
0 |
6 |
112 |

A Direct Test for Changing Trend |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
308 |

A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
32 |

A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)* |
0 |
0 |
1 |
21 |
0 |
0 |
4 |
117 |

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity |
21 |
53 |
267 |
6,031 |
65 |
167 |
752 |
18,330 |

A MAJOR COLLECTION OF EARLY WORKS ON POLITICAL ECONOMY |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
13 |

A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks |
0 |
0 |
13 |
378 |
4 |
9 |
43 |
1,039 |

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 |
7 |
475 |

A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE |
0 |
0 |
1 |
64 |
0 |
1 |
3 |
188 |

A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
165 |

A Reality Check for Data Snooping |
0 |
0 |
0 |
11 |
7 |
14 |
48 |
2,700 |

A Unified Theory of Consistent Estimation for Parametric Models |
0 |
0 |
1 |
22 |
0 |
2 |
5 |
64 |

A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS |
0 |
0 |
1 |
32 |
0 |
0 |
7 |
94 |

A consistent characteristic function-based test for conditional independence |
0 |
0 |
1 |
63 |
0 |
1 |
7 |
256 |

A two-stage procedure for partially identified models |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
59 |

Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes |
1 |
1 |
4 |
72 |
3 |
3 |
13 |
350 |

An Alternative Proof That OLS is BLUE |
1 |
1 |
2 |
39 |
3 |
5 |
34 |
161 |

An efficient algorithm to compute maximum entropy densities |
0 |
0 |
2 |
130 |
0 |
1 |
4 |
308 |

Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence |
0 |
0 |
0 |
168 |
2 |
4 |
7 |
585 |

Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space |
0 |
0 |
0 |
60 |
0 |
0 |
5 |
285 |

Automatic Block-Length Selection for the Dependent Bootstrap |
1 |
4 |
9 |
129 |
5 |
8 |
30 |
354 |

Bootstrap Standard Error Estimates for Linear Regression |
0 |
2 |
8 |
181 |
0 |
5 |
16 |
481 |

CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS |
0 |
0 |
3 |
43 |
0 |
0 |
6 |
117 |

CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE |
0 |
0 |
3 |
89 |
0 |
0 |
5 |
190 |

Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis |
2 |
4 |
15 |
305 |
8 |
14 |
49 |
935 |

Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection |
0 |
20 |
24 |
76 |
0 |
33 |
42 |
188 |

Causal discourse in a game of incomplete information |
0 |
0 |
1 |
12 |
0 |
0 |
3 |
63 |

Comments on testing economic theories and the use of model selection criteria |
1 |
1 |
4 |
214 |
1 |
2 |
15 |
567 |

Conditional distributions of earnings, wages and hours for blacks and whites |
0 |
0 |
0 |
7 |
0 |
0 |
4 |
46 |

Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data |
0 |
0 |
0 |
0 |
1 |
3 |
13 |
14 |

Consideration of Trends in Time Series |
3 |
4 |
17 |
267 |
4 |
10 |
36 |
553 |

Consistent Specification Testing via Nonparametric Series Regression |
0 |
0 |
3 |
115 |
3 |
6 |
13 |
362 |

Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White |
1 |
3 |
7 |
68 |
2 |
6 |
19 |
245 |

Corrigendum [Maximum Likelihood Estimation of Misspecified Models] |
0 |
0 |
0 |
2 |
2 |
3 |
13 |
199 |

DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS |
0 |
0 |
1 |
2 |
1 |
2 |
12 |
30 |

Dangers of data mining: The case of calendar effects in stock returns |
3 |
5 |
39 |
1,062 |
6 |
14 |
108 |
2,683 |

Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap |
0 |
1 |
6 |
283 |
2 |
4 |
24 |
729 |

Determination of Estimators with Minimum Asymptotic Covariance Matrices |
0 |
0 |
1 |
13 |
0 |
1 |
4 |
52 |

Differencing as a Test of Specification |
0 |
0 |
1 |
42 |
1 |
1 |
9 |
205 |

Disclosure incentives when competing firms have common ownership |
0 |
1 |
15 |
18 |
6 |
13 |
56 |
63 |

Editor's introduction |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
28 |

Editor's introduction |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
17 |

Estimating nonseparable models with mismeasured endogenous variables |
1 |
2 |
9 |
35 |
1 |
3 |
22 |
110 |

Forecast evaluation with shared data sets |
0 |
0 |
3 |
58 |
0 |
2 |
7 |
164 |

Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models |
0 |
0 |
0 |
115 |
3 |
5 |
11 |
452 |

Generalized Information Matrix Tests for Detecting Model Misspecification |
0 |
0 |
1 |
6 |
1 |
6 |
14 |
58 |

Generalized runs tests for the IID hypothesis |
0 |
0 |
0 |
40 |
1 |
1 |
5 |
163 |

Granger Causality and Dynamic Structural Systems |
0 |
0 |
1 |
55 |
0 |
1 |
7 |
477 |

Granger causality, exogeneity, cointegration, and economic policy analysis |
0 |
0 |
0 |
49 |
0 |
3 |
15 |
221 |

High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility |
0 |
0 |
0 |
2 |
2 |
4 |
8 |
589 |

Identification and Identification Failure for Treatment Effects Using Structural Systems |
0 |
0 |
0 |
44 |
2 |
3 |
4 |
119 |

Inference on Risk-Neutral Measures for Incomplete Markets |
0 |
0 |
0 |
26 |
0 |
0 |
3 |
265 |

Information criteria for selecting possibly misspecified parametric models |
1 |
3 |
13 |
335 |
1 |
3 |
22 |
771 |

Instrumental Variables Regression with Independent Observations |
1 |
1 |
10 |
205 |
2 |
4 |
25 |
689 |

Interval forecasting: An analysis based upon ARCH-quantile estimators |
0 |
0 |
1 |
205 |
1 |
1 |
4 |
460 |

James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator |
0 |
0 |
0 |
30 |
0 |
1 |
7 |
109 |

Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications |
0 |
1 |
3 |
33 |
1 |
2 |
5 |
96 |

Learning in recurrent neural networks |
0 |
0 |
4 |
58 |
0 |
0 |
9 |
128 |

Local indirect least squares and average marginal effects in nonseparable structural systems |
0 |
1 |
2 |
30 |
3 |
6 |
13 |
240 |

Maximum Likelihood Estimation of Misspecified Models |
2 |
3 |
16 |
1,782 |
6 |
13 |
75 |
4,184 |

Maximum likelihood and the bootstrap for nonlinear dynamic models |
2 |
3 |
10 |
252 |
3 |
6 |
24 |
576 |

Misspecified models with dependent observations |
1 |
2 |
14 |
112 |
1 |
3 |
23 |
228 |

Mixtures of t-distributions for finance and forecasting |
0 |
0 |
1 |
46 |
0 |
2 |
5 |
146 |

Monitoring Structural Change |
0 |
2 |
3 |
234 |
2 |
4 |
11 |
682 |

Nonlinear Regression on Cross-Section Data |
2 |
3 |
7 |
300 |
4 |
7 |
15 |
917 |

Nonlinear Regression with Dependent Observations |
3 |
3 |
12 |
302 |
5 |
6 |
27 |
793 |

Nonparametric Adaptive Learning with Feedback |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
139 |

Nonparametric identification in nonseparable panel data models with generalized fixed effects |
1 |
1 |
6 |
45 |
3 |
7 |
21 |
174 |

On more robust estimation of skewness and kurtosis |
3 |
10 |
23 |
335 |
5 |
16 |
54 |
735 |

Optimal Investment in Schooling when Incomes are Risky |
0 |
0 |
0 |
49 |
1 |
1 |
4 |
128 |

Optimum Trade Restrictions and Their Consequences |
0 |
0 |
0 |
32 |
1 |
2 |
5 |
192 |

Regularity conditions for cox's test of non-nested hypotheses |
0 |
1 |
1 |
69 |
0 |
1 |
4 |
197 |

Remarks for the Clive Granger Memorial, July 31, 2009 |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
37 |

Robustness checks and robustness tests in applied economics |
26 |
105 |
604 |
3,338 |
252 |
850 |
4,932 |
26,982 |

S-estimation of nonlinear regression models with dependent and heterogeneous observations |
0 |
0 |
1 |
56 |
0 |
0 |
6 |
179 |

SOME EXTENSIONS OF A LEMMA OF KOTLARSKI |
1 |
2 |
4 |
20 |
1 |
2 |
5 |
56 |

Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes |
1 |
2 |
9 |
92 |
1 |
3 |
14 |
180 |

Some Measurability Results for Extrema of Random Functions Over Random Sets |
0 |
0 |
0 |
51 |
1 |
2 |
7 |
243 |

Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties |
1 |
10 |
71 |
443 |
9 |
38 |
191 |
1,147 |

Specification Tests for the Variance of a Diffusion |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
2 |

Subsampling the distribution of diverging statistics with applications to finance |
0 |
0 |
0 |
36 |
0 |
1 |
5 |
176 |

TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS |
1 |
1 |
2 |
18 |
1 |
1 |
5 |
56 |

THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS |
0 |
0 |
3 |
19 |
0 |
2 |
9 |
74 |

Testing a conditional form of exogeneity |
0 |
0 |
1 |
35 |
2 |
2 |
6 |
118 |

Testing conditional independence via empirical likelihood |
0 |
1 |
1 |
13 |
0 |
4 |
7 |
92 |

Testing for Regime Switching |
0 |
0 |
1 |
209 |
2 |
3 |
10 |
610 |

Testing for monotonicity in unobservables under unconfoundedness |
0 |
0 |
0 |
3 |
2 |
3 |
9 |
63 |

Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests |
1 |
4 |
15 |
568 |
2 |
9 |
47 |
1,257 |

Testing for separability in structural equations |
0 |
0 |
0 |
13 |
0 |
1 |
6 |
72 |

Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes |
0 |
0 |
1 |
78 |
0 |
0 |
6 |
323 |

Testing for unobserved heterogeneity in exponential and Weibull duration models |
0 |
0 |
0 |
31 |
1 |
2 |
6 |
164 |

Tests for model specification in the presence of alternative hypotheses: Some further results |
3 |
3 |
13 |
255 |
4 |
8 |
33 |
553 |

Tests of Conditional Predictive Ability |
1 |
10 |
26 |
676 |
11 |
40 |
86 |
2,005 |

The construction of empirical credit scoring rules based on maximization principles |
0 |
0 |
2 |
50 |
0 |
2 |
8 |
205 |

Time-series estimation of the effects of natural experiments |
0 |
1 |
2 |
103 |
0 |
2 |
7 |
270 |

Trends in unit energy consumption: The performance of end-use models |
0 |
1 |
1 |
4 |
0 |
2 |
4 |
41 |

Unanticipated money, output, and prices in the small economy |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
23 |

Using Least Squares to Approximate Unknown Regression Functions |
1 |
3 |
13 |
253 |
4 |
13 |
39 |
601 |

VAR for VaR: Measuring tail dependence using multivariate regression quantiles |
1 |
1 |
7 |
42 |
4 |
9 |
40 |
161 |

Viewpoint: An extended class of instrumental variables for the estimation of causal effects |
0 |
0 |
0 |
43 |
0 |
0 |
3 |
144 |

Total Journal Articles |
88 |
280 |
1,368 |
21,463 |
472 |
1,445 |
7,380 |
83,798 |