| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bayesian Analysis of Trend Determination in Economic Time Series |
0 |
0 |
1 |
396 |
0 |
3 |
7 |
1,892 |
| A Bayesian Analysis of the Unit Root Hypothesis Within an Unobserved Components Model |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
222 |
| A Time Series Model of Multiple Structural changes in Level, Trend and Variance |
0 |
0 |
0 |
851 |
0 |
1 |
1 |
1,958 |
| Bayesian and Classical Approaches to Instrumental Variables Regression |
0 |
0 |
6 |
634 |
1 |
2 |
19 |
2,514 |
| Cointegration and Forward and Spot Exchange Rate Regressions |
0 |
0 |
4 |
2,005 |
0 |
0 |
18 |
6,337 |
| Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis |
1 |
2 |
13 |
3,126 |
3 |
7 |
38 |
7,304 |
| Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
183 |
0 |
1 |
4 |
730 |
| Improved Inference for the Instrumental Variables Estimator |
0 |
0 |
2 |
103 |
1 |
1 |
8 |
385 |
| Inference of a Structural Parameter in Intrumental Variables Regression with weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
522 |
| Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments |
1 |
2 |
2 |
172 |
1 |
2 |
8 |
966 |
| Markov regime switching and unit root tests |
0 |
0 |
0 |
246 |
0 |
0 |
2 |
622 |
| Markov regime-switching and unit root tests |
0 |
0 |
1 |
530 |
0 |
0 |
7 |
1,412 |
| Single Equation Conditional Error Correction Model Based Tests for Cointegration |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
994 |
| The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified |
0 |
0 |
1 |
642 |
0 |
0 |
2 |
2,221 |
| Time-Variation and Structural Change in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis |
0 |
0 |
2 |
340 |
0 |
0 |
5 |
700 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
338 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
1 |
170 |
1 |
1 |
5 |
1,091 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
496 |
| Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
1 |
63 |
0 |
0 |
4 |
439 |
| Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? |
1 |
1 |
2 |
331 |
4 |
4 |
8 |
727 |
| Total Working Papers |
3 |
5 |
36 |
9,795 |
11 |
22 |
146 |
31,870 |
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