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A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
116 |

A Direct Test for Changing Trend |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
314 |

A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE |
0 |
0 |
1 |
6 |
0 |
2 |
4 |
39 |

A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)* |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
124 |

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity |
9 |
22 |
87 |
6,383 |
24 |
71 |
255 |
19,436 |

A MAJOR COLLECTION OF EARLY WORKS ON POLITICAL ECONOMY |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
15 |

A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks |
0 |
1 |
12 |
407 |
2 |
6 |
34 |
1,129 |

A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks |
0 |
0 |
0 |
0 |
3 |
5 |
8 |
492 |

A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE |
0 |
1 |
2 |
68 |
0 |
1 |
4 |
201 |

A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
178 |

A Reality Check for Data Snooping |
0 |
0 |
0 |
11 |
2 |
13 |
34 |
2,782 |

A Unified Theory of Consistent Estimation for Parametric Models |
0 |
0 |
1 |
23 |
0 |
0 |
3 |
71 |

A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS |
2 |
2 |
3 |
39 |
2 |
2 |
8 |
119 |

A consistent characteristic function-based test for conditional independence |
0 |
1 |
1 |
65 |
0 |
1 |
3 |
267 |

A two-stage procedure for partially identified models |
0 |
0 |
0 |
12 |
0 |
2 |
2 |
67 |

Abstracts of Working Papers in Economics: A Computer Searchable On-line Data Base |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
31 |

Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes |
0 |
0 |
5 |
84 |
1 |
2 |
11 |
379 |

An Alternative Proof That OLS is BLUE |
0 |
0 |
0 |
45 |
2 |
2 |
7 |
204 |

An efficient algorithm to compute maximum entropy densities |
0 |
0 |
1 |
132 |
0 |
0 |
2 |
314 |

Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence |
0 |
0 |
0 |
168 |
0 |
1 |
1 |
597 |

Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space |
0 |
0 |
0 |
60 |
0 |
0 |
3 |
292 |

Automatic Block-Length Selection for the Dependent Bootstrap |
2 |
3 |
5 |
143 |
3 |
4 |
11 |
400 |

Bootstrap Standard Error Estimates for Linear Regression |
0 |
2 |
7 |
196 |
2 |
5 |
17 |
540 |

CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS |
0 |
0 |
1 |
44 |
0 |
0 |
3 |
125 |

CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE |
2 |
2 |
7 |
105 |
3 |
3 |
13 |
219 |

Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis |
0 |
2 |
3 |
321 |
0 |
4 |
12 |
1,003 |

Causal Diagrams for Treatment Effect Estimation with Application to Efficient Covariate Selection |
0 |
1 |
5 |
89 |
0 |
1 |
5 |
213 |

Causal discourse in a game of incomplete information |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
64 |

Comments on testing economic theories and the use of model selection criteria |
0 |
0 |
1 |
219 |
0 |
0 |
4 |
579 |

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

Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data |
0 |
1 |
4 |
7 |
2 |
6 |
19 |
68 |

Consideration of Trends in Time Series |
0 |
0 |
4 |
292 |
0 |
1 |
12 |
612 |

Consistent Specification Testing via Nonparametric Series Regression |
0 |
1 |
5 |
125 |
1 |
3 |
9 |
399 |

Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White |
0 |
0 |
5 |
81 |
0 |
0 |
11 |
283 |

Corrigendum [Maximum Likelihood Estimation of Misspecified Models] |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
213 |

DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
35 |

Dangers of data mining: The case of calendar effects in stock returns |
1 |
4 |
28 |
1,137 |
4 |
12 |
61 |
2,878 |

Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap |
0 |
3 |
13 |
316 |
1 |
7 |
28 |
808 |

Determination of Estimators with Minimum Asymptotic Covariance Matrices |
0 |
0 |
1 |
15 |
0 |
0 |
2 |
56 |

Differencing as a Test of Specification |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
210 |

Disclosure incentives when competing firms have common ownership |
1 |
2 |
11 |
61 |
1 |
9 |
43 |
193 |

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

Editor's introduction |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
30 |

Estimating nonseparable models with mismeasured endogenous variables |
0 |
0 |
5 |
45 |
1 |
1 |
13 |
141 |

Forecast evaluation with shared data sets |
1 |
1 |
6 |
70 |
1 |
1 |
10 |
187 |

Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models |
1 |
1 |
3 |
126 |
2 |
6 |
10 |
484 |

Generalized Information Matrix Tests for Detecting Model Misspecification |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
73 |

Generalized runs tests for the IID hypothesis |
1 |
1 |
1 |
44 |
1 |
1 |
1 |
174 |

Granger Causality and Dynamic Structural Systems |
1 |
1 |
3 |
65 |
1 |
2 |
4 |
497 |

Granger causality, exogeneity, cointegration, and economic policy analysis |
0 |
0 |
0 |
53 |
3 |
12 |
30 |
281 |

High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
600 |

Identification and Identification Failure for Treatment Effects Using Structural Systems |
0 |
0 |
1 |
48 |
0 |
0 |
1 |
129 |

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

Information criteria for selecting possibly misspecified parametric models |
3 |
3 |
10 |
366 |
5 |
8 |
18 |
824 |

Instrumental Variables Regression with Independent Observations |
0 |
0 |
4 |
211 |
0 |
0 |
6 |
707 |

Interval forecasting: An analysis based upon ARCH-quantile estimators |
0 |
0 |
3 |
212 |
1 |
2 |
6 |
479 |

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

Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications |
1 |
1 |
1 |
37 |
1 |
1 |
2 |
111 |

Learning in recurrent neural networks |
1 |
1 |
5 |
66 |
1 |
1 |
6 |
143 |

Local indirect least squares and average marginal effects in nonseparable structural systems |
1 |
1 |
4 |
41 |
1 |
2 |
9 |
274 |

Maximum Likelihood Estimation of Misspecified Models |
1 |
3 |
18 |
1,825 |
2 |
8 |
41 |
4,326 |

Maximum likelihood and the bootstrap for nonlinear dynamic models |
0 |
2 |
5 |
272 |
0 |
7 |
15 |
635 |

Misspecified models with dependent observations |
0 |
1 |
3 |
120 |
0 |
1 |
7 |
250 |

Mixtures of t-distributions for finance and forecasting |
0 |
0 |
1 |
49 |
0 |
1 |
2 |
150 |

Monitoring Structural Change |
1 |
3 |
22 |
266 |
3 |
10 |
51 |
771 |

Nonlinear Regression on Cross-Section Data |
0 |
0 |
3 |
307 |
0 |
0 |
5 |
940 |

Nonlinear Regression with Dependent Observations |
0 |
2 |
8 |
315 |
0 |
5 |
15 |
824 |

Nonparametric Adaptive Learning with Feedback |
1 |
1 |
4 |
58 |
1 |
2 |
7 |
152 |

Nonparametric identification in nonseparable panel data models with generalized fixed effects |
0 |
0 |
2 |
60 |
0 |
1 |
14 |
216 |

On more robust estimation of skewness and kurtosis |
2 |
3 |
4 |
361 |
4 |
9 |
16 |
822 |

Optimal Investment in Schooling when Incomes are Risky |
0 |
1 |
2 |
51 |
0 |
1 |
7 |
141 |

Optimum Trade Restrictions and Their Consequences |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
195 |

Regularity conditions for cox's test of non-nested hypotheses |
0 |
3 |
3 |
72 |
1 |
4 |
5 |
206 |

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 |
4 |
11 |
67 |
3,759 |
41 |
128 |
607 |
31,128 |

S-estimation of nonlinear regression models with dependent and heterogeneous observations |
0 |
0 |
0 |
59 |
0 |
0 |
2 |
185 |

SOME EXTENSIONS OF A LEMMA OF KOTLARSKI |
0 |
1 |
2 |
28 |
1 |
5 |
6 |
75 |

Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes |
0 |
1 |
1 |
101 |
0 |
2 |
4 |
200 |

Some Measurability Results for Extrema of Random Functions Over Random Sets |
0 |
2 |
3 |
56 |
1 |
4 |
7 |
255 |

Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties |
1 |
6 |
42 |
587 |
8 |
34 |
131 |
1,574 |

Specification Tests for the Variance of a Diffusion |
1 |
1 |
1 |
2 |
1 |
1 |
4 |
7 |

Subsampling the distribution of diverging statistics with applications to finance |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
183 |

TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS |
0 |
0 |
1 |
20 |
0 |
0 |
1 |
63 |

THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS |
0 |
1 |
2 |
29 |
0 |
1 |
2 |
96 |

Testing a conditional form of exogeneity |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
125 |

Testing conditional independence via empirical likelihood |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
103 |

Testing for Regime Switching |
0 |
0 |
1 |
210 |
1 |
1 |
3 |
620 |

Testing for monotonicity in unobservables under unconfoundedness |
0 |
0 |
0 |
4 |
0 |
2 |
5 |
88 |

Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests |
1 |
2 |
16 |
609 |
10 |
15 |
59 |
1,390 |

Testing for separability in structural equations |
0 |
0 |
1 |
17 |
0 |
1 |
2 |
83 |

Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes |
0 |
0 |
1 |
81 |
0 |
0 |
4 |
334 |

Testing for unobserved heterogeneity in exponential and Weibull duration models |
0 |
0 |
0 |
34 |
0 |
0 |
2 |
177 |

Tests for model specification in the presence of alternative hypotheses: Some further results |
0 |
0 |
2 |
269 |
1 |
2 |
13 |
621 |

Tests of Conditional Predictive Ability |
1 |
1 |
3 |
712 |
1 |
5 |
12 |
2,124 |

The construction of empirical credit scoring rules based on maximization principles |
0 |
0 |
2 |
56 |
1 |
3 |
9 |
232 |

Time-series estimation of the effects of natural experiments |
0 |
0 |
3 |
111 |
0 |
0 |
8 |
289 |

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 |
7 |
280 |
2 |
4 |
17 |
661 |

VAR for VaR: Measuring tail dependence using multivariate regression quantiles |
0 |
3 |
5 |
55 |
1 |
6 |
41 |
240 |

Viewpoint: An extended class of instrumental variables for the estimation of causal effects |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
8 |

Viewpoint: An extended class of instrumental variables for the estimation of causal effects |
0 |
0 |
5 |
55 |
0 |
0 |
9 |
168 |

Total Journal Articles |
40 |
106 |
500 |
23,253 |
152 |
466 |
1,897 |
92,401 |