Journal Article |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |

A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations |
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0 |
0 |
0 |
0 |
0 |
0 |
5 |

A Bayesian approach to bandwidth selection for multivariate kernel density estimation |
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1 |
3 |
104 |
1 |
2 |
6 |
309 |

A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation |
0 |
0 |
0 |
84 |
0 |
0 |
5 |
339 |

A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model |
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0 |
1 |
4 |
0 |
0 |
2 |
61 |

A class of nonlinear stochastic volatility models and its implications for pricing currency options |
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0 |
0 |
37 |
1 |
1 |
3 |
172 |

A new semiparametric test for superior predictive ability |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
38 |

A panel data model of length of stay in hospitals for hip replacements |
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0 |
0 |
2 |
0 |
0 |
0 |
6 |

A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density |
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0 |
0 |
6 |
0 |
0 |
0 |
36 |

A semiparametric panel approach to mortality modeling |
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0 |
0 |
12 |
0 |
0 |
0 |
23 |

A small‐sample overlapping variance‐ratio test |
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0 |
0 |
54 |
1 |
2 |
2 |
347 |

Assessing dependence changes using nonparametric methods |
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0 |
0 |
9 |
0 |
0 |
0 |
46 |

Assessment of Local Influence in GARCH Processes |
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0 |
0 |
28 |
0 |
0 |
0 |
126 |

Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval |
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0 |
0 |
10 |
1 |
1 |
1 |
50 |

Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models |
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0 |
0 |
8 |
0 |
0 |
0 |
29 |

Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors |
0 |
1 |
1 |
11 |
0 |
1 |
2 |
64 |

Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
65 |

Bayesian bandwidth estimation for local linear fitting in nonparametric regression models |
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1 |
1 |
1 |
0 |
2 |
4 |
4 |

Bayesian estimation for a semiparametric nonlinear volatility model |
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0 |
0 |
1 |
0 |
0 |
0 |
5 |

Bayesian estimation of a discrete response model with double rules of sample selection |
0 |
0 |
1 |
7 |
0 |
0 |
2 |
34 |

Box-Cox stochastic volatility models with heavy-tails and correlated errors |
0 |
0 |
1 |
85 |
0 |
0 |
1 |
337 |

Country risk and the estimation of asset return distributions |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
62 |

Estimation of inefficiency in stochastic frontier models: a Bayesian kernel approach |
0 |
0 |
1 |
15 |
0 |
1 |
5 |
66 |

Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes |
0 |
0 |
0 |
27 |
1 |
1 |
2 |
103 |

Influence diagnostics for multivariate GARCH processes |
0 |
0 |
1 |
12 |
0 |
0 |
2 |
44 |

Nonparametric localized bandwidth selection for Kernel density estimation |
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0 |
0 |
3 |
0 |
0 |
0 |
10 |

Nonparametric panel data model for crude oil and stock market prices in net oil importing countries |
1 |
1 |
4 |
19 |
1 |
1 |
5 |
75 |

Oil prices and economic policy uncertainty: Evidence from a nonparametric panel data model |
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1 |
2 |
15 |
0 |
5 |
11 |
59 |

R&D intensity and carbon emissions in the G7: 1870–2014 |
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0 |
9 |
25 |
0 |
10 |
52 |
137 |

The Variance Ratio Test with Stable Paretian Errors |
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0 |
0 |
0 |
0 |
0 |
0 |
0 |

The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
59 |

Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel |
0 |
0 |
2 |
14 |
0 |
2 |
14 |
47 |

Total Journal Articles |
1 |
5 |
27 |
651 |
6 |
29 |
119 |
2,758 |