Journal Article |
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Abstract Views |

Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A CUSUM test for cointegration using regression residuals |
0 |
0 |
1 |
83 |
0 |
1 |
7 |
346 |

A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM |
0 |
1 |
1 |
28 |
0 |
1 |
2 |
70 |

A Note on Covariance Matrix Estimation in Quantile Regressions |
0 |
0 |
1 |
30 |
0 |
0 |
6 |
105 |

A Primer on Unit Root Testing |
0 |
1 |
1 |
7 |
0 |
1 |
3 |
58 |

A Primer on Unit Root Testing |
0 |
0 |
0 |
471 |
0 |
1 |
5 |
982 |

A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
51 |

A generalized partially linear model of asymmetric volatility |
0 |
0 |
0 |
84 |
0 |
0 |
3 |
210 |

A nonparametric test for changing trends |
0 |
0 |
0 |
80 |
0 |
0 |
2 |
179 |

A residual based test for the null hypothesis of cointegration |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
145 |

A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom |
0 |
0 |
0 |
64 |
2 |
2 |
6 |
187 |

ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY |
0 |
0 |
3 |
16 |
0 |
1 |
7 |
53 |

An analysis of risk for defaultable bond portfolios |
0 |
0 |
0 |
23 |
0 |
0 |
2 |
74 |

COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
36 |

Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models |
0 |
0 |
2 |
41 |
0 |
0 |
2 |
102 |

Copula-based nonlinear quantile autoregression |
0 |
0 |
1 |
52 |
1 |
5 |
11 |
207 |

Do shocks last forever? Local persistency in economic time series |
0 |
0 |
1 |
46 |
0 |
0 |
1 |
159 |

EFFICIENT DETRENDING IN COINTEGRATING REGRESSION |
0 |
1 |
1 |
15 |
0 |
1 |
3 |
54 |

EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
44 |

ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
63 |

Estimating average economic growth in time series data with persistency |
0 |
0 |
0 |
45 |
0 |
0 |
3 |
133 |

Functional-coefficient cointegration models |
1 |
1 |
5 |
154 |
1 |
4 |
11 |
344 |

HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
73 |

Higher order approximations for Wald statistics in time series regressions with integrated processes |
0 |
0 |
0 |
30 |
0 |
1 |
2 |
245 |

Higher-order approximations for frequency domain time series regression |
0 |
0 |
0 |
65 |
1 |
3 |
5 |
229 |

Inference on the Quantile Regression Process |
0 |
0 |
7 |
337 |
3 |
4 |
16 |
977 |

Is there long memory in financial time series? |
0 |
0 |
3 |
128 |
0 |
1 |
11 |
374 |

LIKELIHOOD-BASED INFERENCE IN TRENDING TIME SERIES WITH A ROOT NEAR UNITY |
0 |
0 |
0 |
6 |
1 |
1 |
3 |
36 |

More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors |
0 |
0 |
1 |
75 |
0 |
0 |
3 |
184 |

NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY |
0 |
0 |
0 |
11 |
0 |
0 |
4 |
42 |

Nonparametric and robust methods in econometrics |
0 |
0 |
0 |
99 |
0 |
0 |
1 |
201 |

Note on bandwidth selection in testing for long range dependence |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
101 |

On bootstrapping regressions with unit root processes |
0 |
0 |
1 |
12 |
0 |
0 |
3 |
48 |

PARTIALLY LINEAR MODELS WITH UNIT ROOTS |
0 |
0 |
0 |
14 |
1 |
1 |
2 |
99 |

POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS |
0 |
0 |
0 |
23 |
1 |
2 |
4 |
69 |

Quantile Autoregression |
1 |
2 |
4 |
368 |
1 |
3 |
11 |
715 |

Quantile cointegrating regression |
2 |
7 |
21 |
189 |
3 |
15 |
48 |
525 |

RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS |
0 |
0 |
2 |
62 |
0 |
3 |
6 |
121 |

Rejoinder |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
52 |

Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets |
0 |
0 |
1 |
15 |
1 |
1 |
5 |
41 |

Robust inference in nonstationary time series models |
0 |
0 |
1 |
23 |
0 |
0 |
2 |
76 |

SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
38 |

Semiparametric quantile regression estimation in dynamic models with partially varying coefficients |
0 |
1 |
6 |
90 |
2 |
4 |
13 |
282 |

Testing Covariance Stationarity |
0 |
0 |
0 |
59 |
0 |
1 |
5 |
220 |

Testing Unit Root Based on Partially Adaptive Estimation |
0 |
0 |
1 |
30 |
2 |
3 |
6 |
92 |

Testing for cointegration using partially linear models |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
96 |

Testing for parameter stability in quantile regression models |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
100 |

Tests for changing mean with monotonic power |
0 |
0 |
1 |
43 |
1 |
2 |
4 |
121 |

Tests for normality based on the quantile-mean covariance |
1 |
2 |
4 |
39 |
2 |
5 |
10 |
81 |

UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS |
0 |
0 |
1 |
20 |
0 |
0 |
2 |
61 |

Unit Root Quantile Autoregression Inference |
2 |
3 |
6 |
132 |
3 |
6 |
20 |
315 |

Weak instrument inference in the presence of parameter instability |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
40 |

Total Journal Articles |
7 |
19 |
78 |
3,367 |
26 |
73 |
270 |
9,256 |