| 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 |
400 |
0 |
0 |
5 |
1,903 |
| A Bayesian Analysis of the Unit Root Hypothesis Within an Unobserved Components Model |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
225 |
| A Time Series Model of Multiple Structural changes in Level, Trend and Variance |
0 |
0 |
0 |
854 |
0 |
0 |
2 |
1,969 |
| Bayesian and Classical Approaches to Instrumental Variables Regression |
0 |
0 |
0 |
640 |
1 |
1 |
5 |
2,539 |
| Cointegration and Forward and Spot Exchange Rate Regressions |
1 |
1 |
1 |
2,007 |
1 |
1 |
1 |
6,343 |
| Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis |
1 |
2 |
13 |
3,161 |
1 |
7 |
29 |
7,408 |
| Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
183 |
0 |
0 |
2 |
736 |
| Improved Inference for the Instrumental Variables Estimator |
0 |
0 |
0 |
104 |
0 |
0 |
1 |
393 |
| Inference of a Structural Parameter in Intrumental Variables Regression with weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
523 |
| Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments |
0 |
3 |
4 |
176 |
0 |
3 |
5 |
975 |
| Markov regime switching and unit root tests |
0 |
0 |
0 |
247 |
0 |
0 |
1 |
627 |
| Markov regime-switching and unit root tests |
0 |
0 |
1 |
534 |
0 |
0 |
3 |
1,431 |
| Single Equation Conditional Error Correction Model Based Tests for Cointegration |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
999 |
| The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified |
0 |
0 |
0 |
645 |
0 |
0 |
1 |
2,227 |
| Time-Variation and Structural Change in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis |
0 |
0 |
0 |
345 |
0 |
0 |
4 |
717 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
170 |
0 |
0 |
1 |
1,096 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
339 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
496 |
| Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
441 |
| Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? |
0 |
1 |
4 |
338 |
0 |
1 |
8 |
745 |
| Total Working Papers |
2 |
7 |
24 |
9,870 |
4 |
14 |
69 |
32,132 |
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