| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "Change Detection and the Causal Impact of the Yield Curve |
0 |
1 |
1 |
50 |
0 |
2 |
4 |
134 |
| A Bayesian Analysis of Trend Determination in Economic Time Series |
0 |
0 |
2 |
400 |
0 |
1 |
6 |
1,901 |
| A CUSUM Test for Cointegration Using Regression Residuals |
0 |
0 |
1 |
612 |
0 |
0 |
6 |
1,888 |
| A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process |
0 |
0 |
0 |
90 |
0 |
0 |
1 |
655 |
| A Conversation with Eric Ghysels Co-President of the Society for Financial Econometrics |
0 |
0 |
0 |
16 |
0 |
1 |
5 |
100 |
| A Frequency Approach to Bayesian Asymptotics |
0 |
0 |
0 |
89 |
0 |
0 |
1 |
136 |
| A General Limit Theory for Nonlinear Functionals of Nonstationary Time Series |
0 |
0 |
2 |
74 |
0 |
1 |
10 |
48 |
| A General Limit Theory for Nonlinear Functionals of Nonstationary Time Series |
1 |
9 |
10 |
10 |
1 |
8 |
10 |
10 |
| A Little Magic with the Cauchy Distribution |
0 |
0 |
0 |
122 |
0 |
1 |
1 |
389 |
| A Model of Output, Employment, Capital Formation and Inflation |
0 |
0 |
0 |
81 |
0 |
0 |
1 |
402 |
| A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
83 |
| A New Approach to Robust Inference in Cointegration |
0 |
0 |
0 |
142 |
0 |
0 |
1 |
298 |
| A New Approach to Small Sample Theory |
0 |
0 |
0 |
214 |
0 |
0 |
1 |
1,622 |
| A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
124 |
| A New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market |
0 |
0 |
0 |
39 |
0 |
1 |
3 |
99 |
| A New Proof of Knight's Theorem on the Cauchy Distribution |
0 |
0 |
1 |
126 |
0 |
0 |
3 |
676 |
| A Note on the Saddlepoint Approximation in the First Order Non-Circular Autoregression |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
283 |
| A Panel Clustering Approach to Analyzing Bubble Behavior |
0 |
1 |
3 |
16 |
0 |
1 |
12 |
35 |
| A Panel Clustering Approach to Analyzing Bubble Behavior |
0 |
1 |
2 |
62 |
0 |
1 |
29 |
75 |
| A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression |
0 |
0 |
0 |
63 |
0 |
0 |
1 |
230 |
| A Primer on Unit Root Testing |
0 |
0 |
1 |
2,059 |
0 |
0 |
6 |
4,141 |
| A Reexamination of the Consumption Function Using Frequency Domain Regressors |
0 |
0 |
0 |
164 |
0 |
0 |
3 |
1,078 |
| A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
312 |
| A Rexamination of the Consumption Function Using Frequency Domain Regressions |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
497 |
| A SMALL MODEL OF OUTPUT, EMPLOYMENT, CAPITAL FORMATION AND INFLATION, APPLIED TO THE NEW ZEALAND ECONOMY |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
30 |
| A Shortcut to LAD Estimator Asymptotics |
0 |
1 |
1 |
297 |
0 |
1 |
2 |
757 |
| A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions |
0 |
0 |
0 |
158 |
0 |
0 |
1 |
929 |
| A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
78 |
| A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations |
0 |
0 |
0 |
243 |
0 |
0 |
1 |
608 |
| Accelerated Asymptotics for Diffusion Model Estimation |
0 |
0 |
0 |
156 |
0 |
0 |
1 |
504 |
| Adaptive Estimation of Autoregressive Models with Time-Varying Variances |
0 |
0 |
0 |
213 |
0 |
0 |
1 |
764 |
| Adaptive Estimation of Autoregressive Models with Time-Varying Variances |
0 |
0 |
0 |
171 |
0 |
0 |
1 |
547 |
| An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy |
0 |
0 |
0 |
229 |
1 |
1 |
3 |
891 |
| An Econometrician amongst Statisticians: T. W. Anderson |
0 |
2 |
5 |
124 |
2 |
10 |
52 |
195 |
| An Everywhere Convergent Series Representation of the Distribution of Hotelling's Generalized T_{0}^{2} |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
256 |
| Asymptotic Equivalence of OLS and GLS in Regressions with Integrated Regressors |
0 |
0 |
0 |
143 |
0 |
0 |
4 |
458 |
| Asymptotic Expansions in Nonstationary Vector Autoregressions |
0 |
0 |
1 |
109 |
0 |
1 |
4 |
328 |
| Asymptotic Properties of Residual Based Tests for Cointegration |
1 |
2 |
4 |
1,436 |
1 |
3 |
16 |
3,321 |
| Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression |
0 |
0 |
0 |
211 |
0 |
0 |
2 |
689 |
| Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process |
0 |
0 |
0 |
51 |
0 |
0 |
2 |
50 |
| Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications |
0 |
0 |
0 |
41 |
1 |
1 |
3 |
153 |
| Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations |
0 |
0 |
0 |
156 |
0 |
0 |
2 |
837 |
| Asymptotics for Linear Processes |
0 |
0 |
0 |
360 |
0 |
0 |
2 |
777 |
| Asymptotics for Nonlinear Transformations of Integrated Time Series |
0 |
0 |
0 |
324 |
0 |
0 |
1 |
941 |
| Asymptotics of Polynomial Time Trend Estimation and Hypothesis Testing under Rank Deficiency |
0 |
0 |
2 |
37 |
0 |
0 |
4 |
18 |
| Automated Discovery in Econometrics |
0 |
0 |
0 |
308 |
1 |
1 |
2 |
638 |
| Automated Estimation of Vector Error Correction Models |
0 |
0 |
0 |
291 |
0 |
0 |
1 |
253 |
| Automated Forecasts of Asia-Pacific Economic Activity |
1 |
1 |
1 |
106 |
1 |
1 |
2 |
775 |
| Band Spectral Regression with Trending Data |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
846 |
| Band Spectral Regression with Trending Data |
0 |
1 |
2 |
323 |
0 |
1 |
5 |
1,202 |
| Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy |
0 |
0 |
0 |
166 |
0 |
0 |
1 |
1,091 |
| Bayes Models and Forecasts of Australian Macroeconomic Time Series |
0 |
0 |
0 |
82 |
0 |
0 |
1 |
442 |
| Bayesian Model Selection and Prediction with Empirical Applications |
0 |
0 |
0 |
269 |
0 |
0 |
3 |
1,319 |
| Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior |
0 |
0 |
0 |
114 |
0 |
1 |
2 |
918 |
| Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum |
0 |
0 |
0 |
66 |
0 |
0 |
2 |
636 |
| Bayesian estimation based on summary statistics: Double asymptotics and practice |
0 |
0 |
0 |
59 |
0 |
0 |
1 |
94 |
| Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions |
0 |
0 |
0 |
326 |
0 |
0 |
3 |
2,561 |
| Best Uniform Approximation to Probability Densities in Econometrics |
0 |
0 |
0 |
130 |
0 |
0 |
3 |
675 |
| Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence |
0 |
0 |
0 |
272 |
0 |
0 |
1 |
887 |
| Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence |
0 |
0 |
1 |
382 |
0 |
0 |
3 |
1,094 |
| Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
46 |
| Bias in Estimating Multivariate and Univariate Diffusions |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
189 |
| Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
50 |
| Bimodal t-Ratios |
0 |
0 |
3 |
78 |
0 |
1 |
7 |
848 |
| Boosting the HP Filter for Trending Time Series with Long Range Dependence |
0 |
1 |
4 |
90 |
1 |
3 |
11 |
59 |
| Boosting the Hodrick-Prescott Filter |
0 |
0 |
1 |
75 |
0 |
0 |
3 |
90 |
| Boosting: Why You Can Use the HP Filter |
0 |
0 |
2 |
118 |
0 |
0 |
8 |
166 |
| Boosting: Why you Can Use the HP Filter |
0 |
0 |
4 |
60 |
1 |
1 |
8 |
93 |
| Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs |
0 |
0 |
1 |
9 |
0 |
0 |
5 |
42 |
| Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs |
0 |
0 |
2 |
10 |
0 |
0 |
4 |
34 |
| Bootstrapping I(1) Data |
0 |
0 |
0 |
94 |
0 |
1 |
2 |
232 |
| Bootstrapping Spurious Regression |
0 |
0 |
0 |
336 |
1 |
1 |
3 |
1,016 |
| Boundary Limit Theory for Functional Local to Unity Regression |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
37 |
| Business Cycles, Trend Elimination, and the HP Filter |
0 |
0 |
2 |
130 |
1 |
1 |
8 |
211 |
| Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship |
0 |
0 |
4 |
73 |
0 |
0 |
10 |
167 |
| Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship |
0 |
0 |
1 |
80 |
0 |
0 |
2 |
97 |
| Challenges of Trending Time Series Econometrics |
0 |
0 |
0 |
674 |
0 |
2 |
25 |
2,285 |
| Change Detection and the Casual Impact of the Yield Curve |
0 |
1 |
1 |
50 |
0 |
3 |
4 |
107 |
| Characteristic Functions and the Tail Behavior of Probability Distributions |
0 |
0 |
0 |
518 |
0 |
0 |
2 |
1,392 |
| Cointegrating Rank Selection in Models with Time-Varying Variance |
0 |
0 |
0 |
99 |
0 |
0 |
2 |
254 |
| Comment on “Realized Variance and Market Microstructure Noise†by Peter R. Hansen and Asger Lunde |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
103 |
| Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde |
0 |
1 |
2 |
92 |
0 |
2 |
7 |
317 |
| Comments on “A selective overview of nonparametric methods in financial econometrics†|
0 |
0 |
0 |
2 |
0 |
0 |
1 |
97 |
| Comments on “A Selective Overview of Nonparametric Methods in Financial Econometrics” by Jianqing Fan |
0 |
0 |
0 |
42 |
0 |
0 |
2 |
180 |
| Common Bubble Detection in Large Dimensional Financial Systems |
0 |
1 |
3 |
56 |
1 |
2 |
6 |
154 |
| Conditional and Unconditional Statistical Independence |
0 |
0 |
4 |
317 |
0 |
1 |
9 |
2,137 |
| Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation |
0 |
2 |
2 |
93 |
0 |
2 |
3 |
743 |
| Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation |
0 |
0 |
0 |
41 |
0 |
1 |
3 |
301 |
| Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation |
0 |
1 |
1 |
222 |
0 |
1 |
2 |
1,238 |
| Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
46 |
| Consistent Misspecification Testing in Spatial Autoregressive Models |
0 |
0 |
1 |
41 |
0 |
0 |
4 |
52 |
| Continuously Updated Indirect Inference in Heteroskedastic Spatial Models |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
69 |
| Continuously Updated Indirect Inference in Heteroskedastic Spatial Models |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
28 |
| Corrigendum to “A Gaussian Approach for Continuous Time Models of the Short Term Interest Rate" |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
69 |
| Cyclical Time Series: An Empirical Analysis of Temperatures in Central England Over Three Centuries |
4 |
4 |
4 |
4 |
7 |
9 |
9 |
9 |
| Dating the Timeline of Financial Bubbles During the Subprime Crisis |
0 |
0 |
0 |
18 |
0 |
0 |
7 |
95 |
| Dating the Timeline of Financial Bubbles During the Subprime Crisis |
0 |
0 |
0 |
167 |
0 |
0 |
1 |
431 |
| Dating the Timeline of Financial Bubbles During the Subprime Crisis |
0 |
0 |
0 |
45 |
0 |
1 |
4 |
237 |
| Dating the Timeline of Financial Bubbles during the Subprime Crisis |
0 |
0 |
1 |
297 |
0 |
0 |
1 |
955 |
| Descriptive Econometrics for Nonstationary Time Series with Empirical Illustrations |
0 |
1 |
1 |
474 |
0 |
2 |
3 |
1,433 |
| Detecting Financial Collapse and Ballooning Sovereign Risk |
0 |
0 |
0 |
41 |
0 |
0 |
4 |
118 |
| Diagnosing Housing Fever with an Econometric Thermometer |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
34 |
| Diagnosing housing fever with an econometric thermometer |
0 |
0 |
2 |
16 |
0 |
1 |
5 |
55 |
| Discrete Fourier Transforms of Fractional Processes |
0 |
0 |
0 |
529 |
0 |
0 |
4 |
1,741 |
| Discrete Fourier Transforms of Fractional Processes August |
0 |
0 |
1 |
2 |
0 |
0 |
4 |
24 |
| Discrete Fourier Transforms of Fractional Processes with Econometric Applications |
0 |
0 |
1 |
58 |
0 |
0 |
3 |
24 |
| Does Gnp Have a Unit Root? a Reevaluation |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
320 |
| Dynamic Misspecification in Nonparametric Cointegrating Regression |
0 |
0 |
0 |
47 |
0 |
1 |
3 |
132 |
| Dynamic Misspecification in Nonparametric Cointegrating Regression |
0 |
0 |
0 |
55 |
0 |
0 |
2 |
256 |
| Dynamic Misspecification in Nonparametric Cointegrating Regression |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
46 |
| Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence |
0 |
0 |
0 |
733 |
0 |
1 |
4 |
1,896 |
| Dynamic Panel GMM with Near Unity |
0 |
0 |
1 |
54 |
0 |
0 |
2 |
103 |
| Dynamic Panel Modeling of Climate Change |
0 |
0 |
0 |
96 |
0 |
0 |
1 |
110 |
| Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach |
0 |
0 |
0 |
387 |
1 |
1 |
3 |
2,507 |
| ERA's: A New Approach to Small Sample Theory |
0 |
0 |
0 |
75 |
0 |
0 |
1 |
384 |
| Econometric Analysis of Asset Price Bubbles |
1 |
2 |
6 |
99 |
2 |
5 |
17 |
65 |
| Econometric Analysis of Fisher's Equation |
0 |
1 |
1 |
654 |
0 |
2 |
5 |
2,977 |
| Econometric Inference in the Vicinity of Unity |
2 |
3 |
5 |
68 |
6 |
8 |
14 |
180 |
| Econometric Measurement of Earth's Transient Climate Sensitivity |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
119 |
| Econometric Measurement of Earth's Transient Climate Sensitivity |
0 |
0 |
1 |
13 |
0 |
0 |
2 |
56 |
| Economic Transition and Growth |
0 |
1 |
2 |
522 |
0 |
1 |
7 |
1,186 |
| Edmond Malinvaud: A Tribute to His Contributions in Econometrics |
0 |
0 |
0 |
98 |
0 |
0 |
2 |
62 |
| Efficiency Gains from Quasi-Differencing Under Nonstationarity |
0 |
0 |
0 |
146 |
0 |
0 |
1 |
618 |
| Efficient Regression in Time Series Partial Linear Models |
0 |
2 |
2 |
444 |
0 |
2 |
4 |
1,533 |
| Empirical Limits for Time Series Econometric Models |
0 |
0 |
0 |
292 |
0 |
0 |
1 |
957 |
| Error Bounds and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra |
0 |
0 |
0 |
44 |
0 |
1 |
2 |
291 |
| Error Correction and Long Run Equilibrium in Continuous Time |
0 |
0 |
1 |
209 |
0 |
0 |
3 |
718 |
| Estimating Long Run Economic Equilibria |
0 |
1 |
2 |
610 |
0 |
2 |
9 |
1,591 |
| Estimating Smooth Structural Change in Cointegration Models |
0 |
0 |
0 |
124 |
0 |
1 |
2 |
206 |
| Estimating Smooth Structural Change in Cointegration Models |
1 |
1 |
2 |
67 |
1 |
1 |
4 |
143 |
| Estimation and Inference in Models of Cointegration: A Simulation Study |
1 |
3 |
8 |
417 |
2 |
6 |
27 |
1,062 |
| Estimation and Inference in a Possibly Multi-cointegrated System with a Fixed Number of Instruments |
2 |
2 |
2 |
2 |
5 |
6 |
6 |
6 |
| Estimation and Inference with Near Unit Roots |
0 |
0 |
0 |
85 |
0 |
1 |
4 |
48 |
| Estimation of Autoregressive Roots Near Unity Using Panel Data |
0 |
0 |
0 |
182 |
0 |
0 |
2 |
692 |
| Estimation of Autoregressive Roots near Unity using Panel Data |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
62 |
| Exact Distribution Theory in Structural Estimation with an Identity |
0 |
0 |
0 |
65 |
0 |
0 |
2 |
412 |
| Exact Gaussian Estimation of Continuous Time Models of The Term Structure of Interest Rates Rankings of Economics Departments in New Zealand |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
24 |
| Exact Local Whittle Estimation of Fractional Integration |
0 |
0 |
0 |
140 |
0 |
0 |
2 |
615 |
| Exact Local Whittle Estimation of Fractional Integration |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
25 |
| Exact Small Sample Theory in the Simultaneous Equations Model |
0 |
0 |
0 |
162 |
0 |
0 |
2 |
436 |
| Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter |
0 |
0 |
0 |
90 |
0 |
0 |
2 |
447 |
| Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? |
0 |
0 |
0 |
78 |
3 |
4 |
7 |
334 |
| Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? |
0 |
0 |
0 |
156 |
1 |
3 |
5 |
390 |
| Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? |
0 |
0 |
2 |
283 |
1 |
1 |
12 |
965 |
| Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? |
0 |
0 |
0 |
11 |
0 |
0 |
3 |
80 |
| Failure of the Alternation Theorem in Rational Approximations Over C_0(-infinity,infinity) |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
250 |
| Financial Bubble Implosion |
0 |
0 |
0 |
70 |
0 |
1 |
3 |
190 |
| Finite Sample Econometrics Using ERA's |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
350 |
| First Difference MLE and Dynamic Panel Estimation |
0 |
0 |
0 |
111 |
1 |
1 |
2 |
274 |
| Folklore Theorems, Implicit Maps and New Unit Root Limit Theory |
0 |
0 |
0 |
85 |
0 |
0 |
1 |
145 |
| Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US |
0 |
1 |
4 |
41 |
0 |
4 |
8 |
71 |
| Forecasting New Zealand's Real GDP |
0 |
0 |
0 |
633 |
0 |
0 |
0 |
3,140 |
| Forecasting New Zealand's Real GDP |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
42 |
| Forward Exchange Market Unbiasedness: The Case of the Australian Dollar Since 1984 |
0 |
0 |
0 |
169 |
0 |
0 |
1 |
749 |
| Fractional Brownian Motion as a Differentiable Generalized Gaussian Process |
0 |
0 |
0 |
698 |
0 |
0 |
2 |
2,136 |
| Fractional Matrix Calculus and the Distribution of Multivariate Tests |
0 |
0 |
1 |
162 |
0 |
0 |
2 |
892 |
| Fully Modified IV, GIVE and GMM Estimation with Possibly Non-Stationary Regressions and Instruments |
0 |
0 |
0 |
343 |
0 |
1 |
3 |
1,270 |
| Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
21 |
| Fully Modified Least Squares and Vector Autoregression |
5 |
17 |
84 |
4,451 |
18 |
60 |
421 |
18,537 |
| Fully Modified Least Squares for Multicointegrated Systems |
0 |
0 |
1 |
49 |
0 |
0 |
1 |
363 |
| Fully Nonparametric Estimation of Scalar Diffusion Models |
0 |
0 |
0 |
357 |
0 |
0 |
1 |
1,063 |
| Functional Coefficient Nonstationary Regression |
0 |
0 |
1 |
114 |
0 |
1 |
6 |
191 |
| Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration |
0 |
0 |
1 |
138 |
1 |
1 |
3 |
282 |
| Functional Coefficient Panel Modeling with Communal Smoothing Covariates |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
51 |
| Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves |
0 |
1 |
10 |
42 |
0 |
2 |
21 |
58 |
| GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity |
0 |
0 |
2 |
542 |
1 |
2 |
7 |
1,617 |
| GMM Estimation of Autoregressive Roots Near Unity with Panel Data |
0 |
0 |
0 |
230 |
0 |
0 |
7 |
760 |
| GMM Estimation of Autoregressive Roots Near Unity with Panel Data |
0 |
0 |
0 |
133 |
0 |
0 |
4 |
596 |
| GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
3 |
| GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement |
6 |
15 |
15 |
15 |
10 |
22 |
22 |
22 |
| GMM with Many Moment Conditions |
0 |
0 |
0 |
179 |
0 |
0 |
3 |
615 |
| GMM with Many Moment Conditions |
0 |
0 |
1 |
435 |
1 |
3 |
7 |
1,558 |
| Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate |
0 |
0 |
0 |
331 |
0 |
0 |
2 |
1,015 |
| Gaussian Inference in AR(1) Time Series with or without a Unit Root |
0 |
0 |
1 |
233 |
0 |
1 |
5 |
687 |
| HAC Estimation by Automated Regression |
0 |
0 |
0 |
268 |
0 |
1 |
4 |
1,050 |
| HAR Testing for Spurious Regression in Trend |
0 |
0 |
0 |
58 |
0 |
1 |
2 |
96 |
| High-Dimensional VARs with Common Factors |
0 |
0 |
1 |
51 |
0 |
0 |
4 |
128 |
| Higher Order Approximations for Wald Statistics in Cointegrating Regressions |
0 |
0 |
0 |
104 |
0 |
0 |
1 |
673 |
| Homogeneity Pursuit in Panel Data Models: Theory and Applications |
0 |
0 |
0 |
49 |
0 |
0 |
3 |
95 |
| Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres |
0 |
2 |
3 |
45 |
0 |
2 |
4 |
131 |
| Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres |
0 |
1 |
5 |
75 |
1 |
4 |
15 |
221 |
| Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer |
0 |
0 |
2 |
2 |
0 |
1 |
3 |
3 |
| How to Estimate Autoregressive Roots Near Unity |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
47 |
| How to Estimate Autoregressive Roots Near Unity |
0 |
0 |
0 |
157 |
0 |
0 |
1 |
680 |
| Hybrid Stochastic Local Unit Roots |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
50 |
| Hyper-Consistent Estimation of a Unit Root in Time Series Regression |
0 |
0 |
1 |
171 |
0 |
0 |
4 |
550 |
| IV and GMM Estimation and Testing of Multivariate Stochastic Unit Root Models |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
46 |
| Identifying Latent Structures in Panel Data |
0 |
0 |
1 |
59 |
0 |
0 |
4 |
96 |
| Identifying Latent Structures in Panel Data |
0 |
0 |
0 |
42 |
0 |
1 |
2 |
199 |
| Improved HAR Inference |
0 |
0 |
1 |
90 |
0 |
0 |
4 |
391 |
| Impulse Response and Forecast Error Variance Asymptotics in Nonstationary VAR's |
0 |
0 |
1 |
1,125 |
0 |
0 |
7 |
4,220 |
| Incidental Trends and the Power of Panel Unit Root Tests |
0 |
0 |
0 |
92 |
0 |
0 |
1 |
455 |
| Incidental Trends and the Power of Panel Unit Root Tests |
0 |
0 |
0 |
85 |
0 |
0 |
2 |
379 |
| Incidental Trends and the Power of Panel Unit Root Tests |
0 |
0 |
1 |
131 |
0 |
0 |
3 |
531 |
| Inconsistent VAR Regression with Common Explosive Roots |
0 |
0 |
0 |
94 |
0 |
0 |
2 |
245 |
| Indirect Inference for Dynamic Panel Models |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
116 |
| Indirect Inference for Dynamic Panel Models |
0 |
0 |
0 |
324 |
0 |
0 |
1 |
832 |
| Inference and Specification Testing in Threshold Regression with Endogeneity |
0 |
0 |
1 |
48 |
0 |
0 |
4 |
72 |
| Inference in Near Singular Regression |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
80 |
| Infinite Density at the Median and the Typical Shape of Stock Return Distributions |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
33 |
| Infinite Density at the Median and the Typical Shape of Stock Return Distributions |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
246 |
| Infinite Density at the Median and the Typical Shape of Stock Return Distributions |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
243 |
| Information Loss in Volatility Measurement with Flat Price Trading |
0 |
0 |
0 |
34 |
0 |
0 |
2 |
156 |
| Information Loss in Volatility Measurement with Flat Price Trading |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
165 |
| Information Loss in Volatility Measurement with Flat Price Trading |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
45 |
| Information Loss in Volatility Measurement with Flat Price Trading |
0 |
0 |
0 |
97 |
0 |
0 |
1 |
592 |
| Jackknifing Bond Option Prices |
0 |
0 |
0 |
459 |
0 |
0 |
2 |
1,618 |
| Jackknifing Bond Option Prices |
0 |
0 |
0 |
52 |
0 |
0 |
2 |
281 |
| Jacknifing Bond Option Prices |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
42 |
| Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables |
0 |
0 |
0 |
250 |
0 |
0 |
1 |
1,579 |
| John Denis Sargan at the London School of Economics |
0 |
0 |
1 |
104 |
0 |
0 |
2 |
224 |
| Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression |
0 |
0 |
3 |
59 |
0 |
0 |
4 |
102 |
| Kernel-based inference in time-varying coefficient models with multiple integrated regressors |
0 |
0 |
0 |
85 |
0 |
0 |
1 |
107 |
| LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
182 |
| LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities |
0 |
0 |
0 |
39 |
0 |
0 |
3 |
122 |
| LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
40 |
| Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility |
0 |
0 |
0 |
165 |
0 |
0 |
2 |
933 |
| Lag length selection for unit root tests in the presence of nonstationary volatility |
0 |
0 |
0 |
76 |
0 |
0 |
3 |
214 |
| Latent Variable Nonparametric Cointegrating Regression |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
53 |
| Laws and Limits of Econometrics |
0 |
1 |
2 |
813 |
0 |
1 |
7 |
2,450 |
| Limit Theory and Inference in Non-cointegrated Functional Coefficient Regression |
0 |
3 |
6 |
6 |
0 |
4 |
7 |
7 |
| Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
86 |
| Limit Theory for Explosively Cointegrated Systems |
0 |
0 |
0 |
87 |
0 |
0 |
1 |
254 |
| Limit Theory for Locally Flat Functional Coefficient Regression |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
10 |
| Limit Theory for Moderate Deviations from a Unit Root |
0 |
0 |
0 |
172 |
1 |
2 |
6 |
569 |
| Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence |
1 |
1 |
2 |
200 |
2 |
3 |
16 |
647 |
| Limit Theory of Local Polynomial Estimation in Functional Coefficient Regression |
0 |
2 |
4 |
4 |
1 |
4 |
8 |
8 |
| Linear Regression Limit Theory for Nonstationary Panel Data |
0 |
0 |
6 |
1,107 |
0 |
1 |
17 |
2,911 |
| Local Limit Theory and Spurious Nonparametric Regression |
0 |
0 |
0 |
132 |
0 |
0 |
1 |
394 |
| Local Whittle Estimation in Nonstationary and Unit Root Cases |
0 |
0 |
0 |
142 |
0 |
0 |
2 |
604 |
| Log Periodogram Regression: The Nonstationary Case |
0 |
0 |
1 |
216 |
0 |
0 |
6 |
729 |
| Long Memory and Long Run Variation |
0 |
0 |
0 |
99 |
0 |
0 |
1 |
217 |
| Long Run Covariance Matrices for Fractionally Integrated Processes |
0 |
0 |
0 |
101 |
0 |
0 |
1 |
310 |
| Long Run Variance Estimation Using Steep Origin Kernels Without Truncation |
0 |
0 |
0 |
69 |
0 |
0 |
1 |
317 |
| Long Run Variance Estimation Using Steep Origin Kernels without Truncation |
0 |
0 |
0 |
202 |
0 |
0 |
1 |
717 |
| Marginal Densities of Instrumental Variable Estimators in the General Single Equation Case |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
352 |
| Maximum Likelihood Estimation in Panels with Incidental Trends |
0 |
0 |
0 |
174 |
0 |
0 |
2 |
853 |
| Maximum Likelihood Estimation in Panels with Incidental Trends |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
71 |
| Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
97 |
| Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance |
0 |
0 |
0 |
518 |
0 |
0 |
1 |
1,813 |
| Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
47 |
| Mean and Autocovariance Function Estimation Near the Boundary of Stationarity |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
335 |
| Measurement and High Finance |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
66 |
| Meritocracy Voting: Measuring the Unmeasurable |
0 |
0 |
0 |
33 |
1 |
1 |
2 |
167 |
| Minimum Distance Testing and Top Income Shares in Korea |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
58 |
| Model Determination and Macroeconomic Activity |
0 |
0 |
0 |
75 |
0 |
0 |
1 |
574 |
| Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure |
0 |
0 |
0 |
219 |
0 |
0 |
1 |
1,149 |
| Model Selection in the Presence of Incidental Parameters |
0 |
0 |
0 |
54 |
0 |
0 |
2 |
77 |
| Model Selection in the Presence of Incidental Parameters |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
74 |
| Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case |
0 |
0 |
0 |
155 |
1 |
1 |
2 |
693 |
| Multiple Regression with Integrated Time Series |
0 |
0 |
0 |
458 |
0 |
0 |
4 |
1,712 |
| Multiple Time Series Regression with Integrated Processes |
0 |
0 |
1 |
770 |
0 |
0 |
3 |
2,100 |
| New Unit Root Asymptotics in the Presence of Deterministic Trends |
0 |
0 |
0 |
133 |
0 |
0 |
1 |
487 |
| New Unit Root Asymptotics in the Presence of Deterministic Trends |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
42 |
| New asymptotics applied to functional coefficient regression and climate sensitivity analysis |
0 |
0 |
5 |
17 |
0 |
0 |
8 |
21 |
| Non-linearity Induced Weak Instrumentation |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
134 |
| Non-linearity Induced Weak Instrumentation |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
126 |
| Nonlinear Cointegrating Power Function Regression with Endogeneity |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
60 |
| Nonlinear Cointegrating Regression under Weak Identification |
0 |
0 |
0 |
54 |
0 |
0 |
3 |
129 |
| Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors |
0 |
0 |
1 |
257 |
0 |
0 |
2 |
805 |
| Nonlinear Instrumental Variable Estimation of an Autoregression |
0 |
0 |
0 |
167 |
0 |
0 |
1 |
746 |
| Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes |
0 |
0 |
0 |
117 |
0 |
0 |
2 |
647 |
| Nonlinear Regressions with Integrated Time Series |
0 |
0 |
1 |
439 |
0 |
0 |
3 |
1,332 |
| Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach |
0 |
0 |
2 |
211 |
0 |
1 |
5 |
689 |
| Nonparametric Predictive Regression |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
111 |
| Nonparametric Predictive Regression |
0 |
0 |
0 |
65 |
0 |
0 |
1 |
157 |
| Nonparametric Predictive Regression |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
133 |
| Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor |
0 |
0 |
0 |
56 |
0 |
0 |
2 |
167 |
| Nonstationary Binary Choice |
0 |
0 |
0 |
200 |
0 |
1 |
2 |
801 |
| Nonstationary Density Estimation and Kernel Autoregression |
0 |
0 |
4 |
635 |
1 |
1 |
10 |
1,728 |
| Nonstationary Discrete Choice |
0 |
0 |
0 |
155 |
0 |
0 |
2 |
653 |
| Nonstationary Discrete Choice: A Corrigendum and Addendum |
0 |
0 |
0 |
81 |
0 |
0 |
2 |
382 |
| Nonstationary Panel Data Analysis: An Overview of Some Recent Developments |
0 |
0 |
1 |
1,410 |
1 |
2 |
13 |
2,954 |
| Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence |
0 |
0 |
1 |
74 |
0 |
1 |
4 |
75 |
| Nonstationary Time Series and Cointegration: Recent Books and Themes for the Future |
0 |
0 |
0 |
292 |
0 |
0 |
6 |
852 |
| Norming Rates and Limit Theory for Some Time-Varying Coefficient Autoregressions |
0 |
0 |
0 |
15 |
0 |
1 |
2 |
69 |
| On Confidence Intervals for Autoregressive Roots and Predictive Regression |
0 |
0 |
0 |
64 |
0 |
1 |
3 |
107 |
| On Multicointegration |
0 |
0 |
1 |
59 |
0 |
3 |
9 |
57 |
| On University Education in Econometrics: Remarks on an Article by Eric R. Sowey |
0 |
0 |
0 |
27 |
0 |
1 |
2 |
231 |
| On a Lemma of Amemiya |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
112 |
| On the Behavior of Inconsistent Instrumental Variable Estimators |
0 |
0 |
0 |
43 |
1 |
1 |
3 |
290 |
| On the Consistency of Non-Linear FIML |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
254 |
| On the Exact Distribution of LIML (revised and extended, see CFDP 658) |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
104 |
| On the Formulation of Wald Tests of Nonlinear Restrictions |
0 |
0 |
0 |
146 |
0 |
0 |
3 |
560 |
| Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices" |
0 |
0 |
0 |
36 |
0 |
0 |
5 |
42 |
| Operational Algebra and Regression t-Tests |
0 |
0 |
0 |
65 |
0 |
1 |
3 |
803 |
| Optimal Bandwidth Choice for Interval Estimation in GMM Regression |
0 |
0 |
1 |
121 |
0 |
0 |
5 |
555 |
| Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing |
0 |
0 |
0 |
166 |
0 |
0 |
1 |
546 |
| Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗ |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
42 |
| Optimal Estimation of Cointegrated Systems with Irrelevant Instruments |
0 |
0 |
0 |
112 |
1 |
1 |
2 |
382 |
| Optimal Estimation under Nonstandard Conditions |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
222 |
| Optimal Inference in Cointegrated Systems |
0 |
0 |
0 |
373 |
0 |
1 |
4 |
809 |
| Panel Data Models with Time-Varying Latent Group Structures |
0 |
0 |
4 |
27 |
0 |
0 |
10 |
28 |
| Panel Data Models with Time-Varying Latent Group Structures |
1 |
1 |
9 |
17 |
2 |
3 |
26 |
43 |
| Panel Threshold Regression with Unobserved Individual-Specific Threshold Effects |
0 |
0 |
5 |
29 |
3 |
6 |
20 |
52 |
| Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves |
0 |
0 |
0 |
63 |
1 |
1 |
4 |
84 |
| Partially Identified Econometric Models |
0 |
0 |
1 |
232 |
0 |
0 |
2 |
585 |
| Pitfalls and Possibilities in Predictive Regression |
0 |
1 |
1 |
81 |
0 |
3 |
5 |
86 |
| Point Optimal Testing with Roots That Are Functionally Local to Unity |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
48 |
| Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US |
0 |
0 |
1 |
1 |
0 |
0 |
4 |
4 |
| Pooled Log Periodogram Regression |
0 |
0 |
0 |
145 |
0 |
0 |
1 |
779 |
| Posterior Odds Testing for a Unit Root with Data-Based Model Selection |
0 |
0 |
0 |
148 |
0 |
0 |
2 |
863 |
| Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
200 |
| Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea |
0 |
0 |
0 |
41 |
0 |
0 |
2 |
72 |
| Prewhitening Bias in HAC Estimation |
0 |
0 |
0 |
209 |
1 |
1 |
4 |
935 |
| Prewhitening Bias in HAC Estimation |
0 |
0 |
0 |
71 |
0 |
0 |
1 |
454 |
| Prewhitening Bias in HAC Estimation |
0 |
0 |
0 |
4 |
0 |
1 |
5 |
49 |
| Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices |
0 |
0 |
2 |
38 |
0 |
0 |
4 |
55 |
| Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
55 |
| Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
70 |
| Real Time Monitoring of Asset Markets: Bubbles and Crises |
2 |
4 |
17 |
138 |
4 |
7 |
28 |
369 |
| Refined Inference on Long Memory in Realized Volatility |
0 |
0 |
0 |
147 |
0 |
0 |
1 |
451 |
| Reflections on Econometric Methodology |
1 |
1 |
2 |
362 |
1 |
1 |
4 |
1,099 |
| Regression Asymptotics Using Martingale Convergence Methods |
0 |
0 |
0 |
253 |
0 |
0 |
2 |
823 |
| Regression Theory for Near-Integrated Time Series |
0 |
0 |
0 |
212 |
0 |
0 |
2 |
786 |
| Regression asymptotics using martingale convergence methods |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
75 |
| Regression with Slowly Varying Regressors |
0 |
0 |
0 |
114 |
0 |
0 |
1 |
538 |
| Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
21 |
| Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
27 |
| Regressions for Partially Identified, Cointegrated Simultaneous Equations |
0 |
0 |
0 |
120 |
0 |
1 |
3 |
470 |
| Restricted Likelihood Ratio Tests in Predictive Regression |
0 |
1 |
1 |
50 |
2 |
5 |
7 |
77 |
| Rissanen's Theorem and Econometric Time Series |
0 |
0 |
0 |
183 |
0 |
0 |
3 |
971 |
| Robust Inference on Correlation under General Heterogeneity |
0 |
0 |
9 |
58 |
0 |
0 |
19 |
42 |
| Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions |
0 |
0 |
0 |
58 |
0 |
0 |
12 |
50 |
| Robust Nonstationary Regression |
0 |
0 |
0 |
315 |
1 |
1 |
2 |
990 |
| Robust Testing for Explosive Behavior with Strongly Dependent Errors |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
14 |
| Robust Testing for Explosive Behavior with Strongly Dependent Errors |
0 |
0 |
1 |
42 |
0 |
0 |
5 |
19 |
| Robust Tests for White Noise and Cross-Correlation |
0 |
0 |
0 |
6 |
0 |
1 |
3 |
41 |
| Robust Tests for White Noise and Cross-Correlation |
0 |
0 |
1 |
13 |
0 |
0 |
3 |
47 |
| Robust Tests for White Noise and Cross-Correlation |
1 |
1 |
1 |
48 |
1 |
1 |
4 |
77 |
| Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920's |
0 |
0 |
0 |
205 |
0 |
0 |
1 |
1,027 |
| Second Order Expansions for the Distribution of the Maximum Likelihood Estimator of the Fractional Difference Parameter |
0 |
0 |
0 |
57 |
0 |
0 |
1 |
404 |
| Self-weighted Estimation for Local Unit Root Regression with Applications |
0 |
2 |
3 |
3 |
2 |
8 |
10 |
10 |
| Semiparametric Cointegrating Rank Selection |
0 |
0 |
1 |
109 |
0 |
0 |
2 |
299 |
| Semiparametric Estimation in Multivariate Nonstationary Time Series Models |
0 |
0 |
0 |
84 |
0 |
0 |
3 |
210 |
| Semiparametric Estimation in Simultaneous Equations of Time Series Models |
0 |
0 |
0 |
61 |
0 |
0 |
3 |
120 |
| Semiparametric Estimation in Time Series of Simultaneous Equations |
0 |
0 |
0 |
71 |
0 |
0 |
2 |
167 |
| Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
33 |
| Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
61 |
| Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications |
0 |
0 |
0 |
111 |
0 |
0 |
1 |
185 |
| Simulation-based Estimation of Contingent Claims Prices |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
57 |
| Simulation-based Estimation of Contingent-claims Prices |
0 |
0 |
0 |
5 |
0 |
1 |
3 |
85 |
| Simulation-based Estimation of Contingent-claims Prices |
0 |
0 |
0 |
171 |
0 |
1 |
2 |
613 |
| Sinusoidal Modeling Applied to Spatially Variant Tropospheric Ozone Air Pollution |
1 |
1 |
1 |
54 |
2 |
2 |
3 |
487 |
| Small Sample Distribution Theory in Econometric Models of Simultaneous Equations |
0 |
0 |
0 |
216 |
0 |
0 |
3 |
660 |
| Smoothing Local-to-Moderate Unit Root Theory |
0 |
0 |
0 |
68 |
0 |
0 |
2 |
221 |
| Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models |
0 |
0 |
0 |
226 |
0 |
0 |
1 |
1,445 |
| Speci cation Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
39 |
| Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles |
0 |
0 |
0 |
35 |
0 |
0 |
3 |
102 |
| Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles |
0 |
0 |
0 |
117 |
0 |
1 |
2 |
283 |
| Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
117 |
| Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
152 |
| Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior |
0 |
0 |
0 |
78 |
1 |
1 |
2 |
298 |
| Specification Testing for Nonlinear Cointegrating Regression |
0 |
0 |
0 |
71 |
0 |
0 |
1 |
146 |
| SpeciÖcation Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
24 |
| Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
47 |
| Spectral Regression for Cointegrated Time Series |
0 |
2 |
4 |
413 |
0 |
2 |
5 |
948 |
| Spherical Matrix Distributions and Cauchy Quotients |
0 |
2 |
2 |
80 |
0 |
2 |
3 |
682 |
| Spurious Regression Unmasked |
0 |
0 |
0 |
189 |
0 |
0 |
1 |
690 |
| Statistical Inference in Instrumental Variables |
0 |
0 |
1 |
236 |
0 |
3 |
8 |
938 |
| Statistical Inference in Regressions with Integrated Processes: Part 1 |
0 |
0 |
0 |
518 |
0 |
0 |
3 |
1,206 |
| Statistical Inference in Regressions with Integrated Processes: Part 2 |
0 |
0 |
0 |
304 |
1 |
1 |
2 |
625 |
| Structural Change in Tail Behavior and the Asian Financial Crisis |
0 |
0 |
0 |
305 |
0 |
0 |
2 |
824 |
| Structural Inference from Reduced Forms with Many Instruments |
0 |
0 |
0 |
34 |
1 |
1 |
3 |
52 |
| Structural Nonparametric Cointegrating Regression |
0 |
0 |
0 |
175 |
0 |
0 |
1 |
424 |
| Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡± |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
32 |
| THE BIOSAFETY PROTOCOL AND INTERNATIONAL TRADE IN GENETICALLY MODIFIED ORGANISMS |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
54 |
| Teaching Financial Econometrics to Students Converting to Finance |
0 |
5 |
12 |
12 |
4 |
14 |
19 |
19 |
| Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns |
0 |
0 |
0 |
227 |
1 |
2 |
7 |
969 |
| Testing Equality of Covariance Matrices via Pythagorean Means |
0 |
0 |
1 |
14 |
0 |
0 |
2 |
34 |
| Testing Linearity Using Power Transforms of Regressors |
0 |
0 |
0 |
88 |
0 |
0 |
0 |
205 |
| Testing Linearity Using Power Transforms of Regressors |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
152 |
| Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity |
0 |
0 |
0 |
263 |
0 |
0 |
2 |
838 |
| Testing Mean Stability of Heteroskedastic Time Series |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
19 |
| Testing Mean Stability of Heteroskedastic Time Series |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
72 |
| Testing for Cointegration Using Principal Component Measures |
0 |
0 |
1 |
339 |
0 |
0 |
6 |
691 |
| Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects |
0 |
0 |
1 |
97 |
0 |
0 |
2 |
261 |
| Testing for Multiple Bubbles |
0 |
0 |
1 |
243 |
0 |
0 |
2 |
784 |
| Testing for Multiple Bubbles |
0 |
1 |
3 |
192 |
0 |
2 |
14 |
506 |
| Testing for Multiple Bubbles |
0 |
0 |
1 |
106 |
1 |
1 |
6 |
352 |
| Testing for Multiple Bubbles |
0 |
0 |
1 |
12 |
0 |
0 |
3 |
54 |
| Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500 |
0 |
0 |
3 |
296 |
0 |
1 |
10 |
472 |
| Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors |
0 |
0 |
0 |
37 |
1 |
1 |
3 |
74 |
| Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors |
0 |
0 |
0 |
117 |
2 |
3 |
10 |
245 |
| Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 |
0 |
0 |
3 |
328 |
1 |
2 |
20 |
792 |
| Testing for Multiple Bubbles: Limit Theory of Real Time Detectors |
0 |
0 |
3 |
120 |
0 |
0 |
8 |
431 |
| Testing for Serial Correlation and Unit Roots Using a Computer Function Routine Bases on ERA's |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
571 |
| Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains |
0 |
0 |
0 |
99 |
0 |
0 |
3 |
506 |
| Testing for a Unit Root in Time Series Regression |
0 |
0 |
0 |
7 |
0 |
1 |
10 |
1,619 |
| Testing for a Unit Root in Time Series Regression |
2 |
4 |
14 |
3,073 |
3 |
8 |
45 |
7,791 |
| Testing for a Unit Root in the Presence of Deterministic Trends |
1 |
1 |
2 |
438 |
1 |
1 |
4 |
1,152 |
| Testing for a Unit Root in the Presence of a Maintained Trend |
0 |
0 |
3 |
259 |
1 |
2 |
12 |
670 |
| Testing forUnit Root in the Presence of Deterministic Trends |
0 |
0 |
0 |
1 |
1 |
3 |
4 |
310 |
| Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
855 |
| Testing the Martingale Hypothesis |
0 |
0 |
0 |
86 |
0 |
0 |
1 |
212 |
| Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root: How Sure are we that Economic Time Series have a Unit Root? |
0 |
0 |
0 |
5 |
0 |
13 |
36 |
2,422 |
| Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? |
2 |
10 |
28 |
3,332 |
5 |
17 |
67 |
10,982 |
| The Characteristic Function of the Dirichlet and Multivariate F Distributions |
0 |
1 |
6 |
456 |
0 |
1 |
9 |
1,645 |
| The Characteristic Function of the F Distribution |
0 |
0 |
0 |
289 |
0 |
0 |
2 |
1,708 |
| The Distribution of FIML in the Leading Case |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
328 |
| The Distribution of Matrix Quotients |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
180 |
| The Durbin-Watson Ratio Under Infinite Variance Errors |
0 |
0 |
0 |
188 |
1 |
1 |
4 |
1,661 |
| The Elusive Empirical Shadow of Growth Convergence |
0 |
0 |
2 |
3 |
0 |
0 |
4 |
50 |
| The Elusive Empirical Shadow of Growth Convergence |
0 |
0 |
0 |
527 |
0 |
0 |
1 |
1,307 |
| The Elusive Empirical Shadow of Growth Convergence |
0 |
1 |
1 |
114 |
0 |
2 |
3 |
371 |
| The Exact Distribution of Exogenous Variable Coefficient Estimators |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
387 |
| The Exact Distribution of LIML: I |
0 |
0 |
0 |
115 |
0 |
0 |
1 |
497 |
| The Exact Distribution of LIML: II |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
233 |
| The Exact Distribution of Zellner's SUR |
0 |
0 |
0 |
207 |
0 |
1 |
2 |
605 |
| The Exact Distribution of the Stein-Rule Estimator |
0 |
0 |
0 |
87 |
0 |
0 |
2 |
320 |
| The Exact Distribution of the Wald Statistic |
0 |
0 |
0 |
428 |
0 |
1 |
7 |
2,540 |
| The Exact Distribution of the Wald Statistic: The Non-Central Case |
0 |
0 |
0 |
75 |
0 |
0 |
3 |
594 |
| The Heterogeneous Effects of the Minimum Wage on Employment Across States |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
104 |
| The Impact of Upzoning on Housing Construction in Auckland |
1 |
2 |
6 |
32 |
1 |
2 |
13 |
71 |
| The KPSS Test with Seasonal Dummies |
0 |
0 |
0 |
327 |
1 |
1 |
3 |
1,245 |
| The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence |
0 |
0 |
1 |
234 |
0 |
0 |
2 |
1,526 |
| The Mysteries of Trend |
0 |
0 |
2 |
232 |
0 |
1 |
9 |
230 |
| The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study |
0 |
0 |
0 |
163 |
0 |
0 |
3 |
919 |
| The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
636 |
| The boosted HP filter is more general than you might think |
0 |
0 |
2 |
93 |
0 |
1 |
9 |
53 |
| The boosted HP filter is more general than you might think |
0 |
0 |
1 |
11 |
0 |
0 |
5 |
15 |
| Threshold Regression with Endogeneity |
0 |
0 |
0 |
76 |
0 |
0 |
3 |
141 |
| Tilted Nonparametric Estimation of Volatility Functions |
0 |
0 |
0 |
157 |
0 |
0 |
1 |
346 |
| Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics |
0 |
0 |
0 |
131 |
0 |
0 |
1 |
698 |
| Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations |
0 |
0 |
0 |
122 |
1 |
1 |
2 |
1,022 |
| Time Series Regression with a Unit Root |
0 |
0 |
1 |
1,188 |
0 |
0 |
7 |
2,866 |
| Time Series Regression with a Unit Root and Infinite Variance Errors |
0 |
0 |
0 |
170 |
0 |
0 |
2 |
584 |
| To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends |
0 |
0 |
0 |
280 |
0 |
0 |
1 |
1,613 |
| Towards a Unified Asymptotic Theory for Autoregression |
0 |
0 |
2 |
333 |
1 |
1 |
5 |
665 |
| Transition Modeling and Econometric Convergence Tests |
0 |
0 |
4 |
674 |
0 |
5 |
19 |
1,814 |
| Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges |
0 |
0 |
1 |
268 |
0 |
0 |
2 |
777 |
| Trends Versus Random Walks in Time Series Analysis |
0 |
0 |
1 |
482 |
0 |
0 |
4 |
1,723 |
| Tribute to T. W. Anderson |
0 |
0 |
0 |
80 |
0 |
0 |
2 |
55 |
| True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression |
0 |
0 |
0 |
82 |
0 |
1 |
2 |
82 |
| Two New Zealand Pioneer Econometricians |
0 |
0 |
0 |
75 |
0 |
0 |
3 |
333 |
| Understanding Spurious Regressions in Econometrics |
0 |
2 |
12 |
3,318 |
1 |
7 |
34 |
8,410 |
| Understanding Temporal Aggregation Effects on Kurtosis in Financial Indices |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
72 |
| Unidentified Components in Reduced Rank Regression Estimation of ECM's |
0 |
0 |
1 |
76 |
0 |
0 |
2 |
616 |
| Unified Factor Model Estimation and Inference under Short and Long Memory |
0 |
0 |
1 |
18 |
0 |
3 |
18 |
34 |
| Uniform Asymptotic Normality in Stationary and Unit Root Autoregression |
0 |
0 |
0 |
98 |
0 |
0 |
1 |
300 |
| Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
89 |
| Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
97 |
| Uniform Inference in Panel Autoregression |
0 |
0 |
0 |
67 |
1 |
1 |
2 |
97 |
| Uniform Limit Theory for Stationary Autoregression |
0 |
0 |
0 |
127 |
0 |
1 |
4 |
473 |
| Uniform limit theory for stationary autoregression |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
191 |
| Unit Root Log Periodogram Regression |
1 |
1 |
1 |
282 |
1 |
1 |
4 |
932 |
| Unit Root Model Selection |
0 |
0 |
0 |
197 |
0 |
0 |
1 |
502 |
| Unit Root Tests |
0 |
0 |
2 |
423 |
0 |
0 |
5 |
1,431 |
| Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past |
0 |
0 |
0 |
60 |
0 |
1 |
3 |
196 |
| Unit Roots |
0 |
0 |
0 |
143 |
0 |
0 |
1 |
786 |
| Unit Roots in Life -- A Graduate Student Story |
0 |
0 |
1 |
68 |
0 |
0 |
3 |
148 |
| VARs with Mixed Roots Near Unity |
1 |
1 |
1 |
59 |
1 |
1 |
1 |
169 |
| Vector Autoregression and Causality |
0 |
0 |
1 |
2,084 |
1 |
2 |
8 |
5,666 |
| Vector Autoregression and Causality: A Theoretical Overview and Simulation Study |
0 |
0 |
2 |
1,670 |
0 |
0 |
11 |
4,262 |
| Vision and Influence in Econometrics: John Denis Sargan |
0 |
0 |
0 |
231 |
0 |
0 |
1 |
793 |
| We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors" |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
76 |
| Weak Convergence of Sample Covariance Matrices to Stochastic Integrals via Martingale Approximations |
0 |
0 |
0 |
164 |
1 |
1 |
3 |
735 |
| Weak Convergence to Stochastic Integrals for Econometric Applications |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
53 |
| Weak Convergence to the Matrix Stochastic Integral BdB |
0 |
1 |
1 |
190 |
0 |
1 |
6 |
796 |
| Weak Identification of Long Memory with Implications for Inference |
0 |
0 |
0 |
7 |
1 |
2 |
8 |
15 |
| Weak Identification of Long Memory with Implications for Inference |
0 |
0 |
0 |
121 |
4 |
5 |
15 |
114 |
| Weak s- Convergence: Theory and Applications |
0 |
0 |
2 |
74 |
0 |
0 |
5 |
478 |
| When Bias Contributes to Variance: True Limit Theory in Functional Coefficient Cointegrating Regression |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
40 |
| X-Differencing and Dynamic Panel Model Estimation |
0 |
0 |
0 |
235 |
0 |
0 |
2 |
570 |
| Total Working Papers |
40 |
137 |
504 |
85,510 |
147 |
442 |
2,373 |
293,493 |
| Journal Article |
File Downloads |
Abstract Views |
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12 months |
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3 months |
12 months |
Total |
| 02.3.1. Regression with an Evaporating Logarithmic Trend— Solution |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
56 |
| A CUSUM test for cointegration using regression residuals |
0 |
0 |
4 |
90 |
0 |
0 |
7 |
371 |
| A Forecasting Model for the United Kingdom Invisible Account |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| A Gaussian approach for continuous time models of the short-term interest rate |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
432 |
| A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators |
0 |
0 |
1 |
39 |
1 |
1 |
2 |
197 |
| A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR |
0 |
1 |
3 |
3 |
2 |
4 |
12 |
13 |
| A Primer on Unit Root Testing |
0 |
0 |
2 |
29 |
1 |
2 |
7 |
122 |
| A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
53 |
| A Reexamination of the Consumption Function Using Frequency Domain Regressions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
256 |
| A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a Coefficient in a Simultaneous System |
0 |
0 |
0 |
24 |
1 |
1 |
2 |
188 |
| A Shortcut to LAD Estimator Asymptotics |
0 |
0 |
0 |
29 |
1 |
4 |
5 |
91 |
| A Theorem on the Tail Behaviour of Probability Distributions with an Application to the Stable Family |
0 |
0 |
0 |
21 |
0 |
0 |
3 |
158 |
| A complete asymptotic series for the autocovariance function of a long memory process |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
132 |
| A frequentist approach to Bayesian asymptotics |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
30 |
| A large deviation limit theorem for multivariate distributions |
0 |
0 |
0 |
12 |
0 |
1 |
1 |
56 |
| A multivariate stochastic unit root model with an application to derivative pricing |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
58 |
| A new approach to robust inference in cointegration |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
112 |
| A simple approach to the parametric estimation of potentially nonstationary diffusions |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
127 |
| A simple proof of the latent root sensitivity formula |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
166 |
| A two-stage realized volatility approach to estimation of diffusion processes with discrete data |
0 |
0 |
0 |
32 |
0 |
1 |
1 |
130 |
| ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION |
0 |
0 |
1 |
43 |
1 |
4 |
5 |
136 |
| ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
51 |
| ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES |
0 |
0 |
1 |
35 |
0 |
0 |
3 |
139 |
| AUTOMATED DISCOVERY IN ECONOMETRICS |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
102 |
| AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
95 |
| Adaptive estimation of autoregressive models with time-varying variances |
0 |
0 |
0 |
65 |
0 |
1 |
4 |
214 |
| Albert Rex Bergstrom 1925-2005 |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
41 |
| An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy |
0 |
0 |
0 |
0 |
3 |
5 |
22 |
1,219 |
| An Asymptotic Theory of Bayesian Inference for Time Series |
0 |
0 |
1 |
167 |
0 |
0 |
3 |
866 |
| An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional* |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
108 |
| An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator |
0 |
0 |
0 |
30 |
1 |
2 |
2 |
102 |
| An everywhere convergent series representation of the distribution of Hotelling's generalized T02 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
18 |
| Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation |
0 |
0 |
1 |
53 |
0 |
1 |
2 |
312 |
| Asset pricing with financial bubble risk |
0 |
0 |
2 |
32 |
0 |
1 |
5 |
109 |
| Asymptotic Expansions in Nonstationary Vector Autoregressions |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
77 |
| Asymptotic Properties of Residual Based Tests for Cointegration |
2 |
4 |
22 |
887 |
5 |
11 |
69 |
2,931 |
| Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations |
0 |
1 |
1 |
59 |
0 |
1 |
3 |
256 |
| Asymptotic theory for near integrated processes driven by tempered linear processes |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
23 |
| Auditing the cost effectiveness of radon mitigation in the workplace |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Auditing the cost‐effectiveness of radon mitigation in the workplace |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
| BOOSTING: WHY YOU CAN USE THE HP FILTER |
1 |
1 |
6 |
23 |
1 |
2 |
12 |
61 |
| BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER |
1 |
2 |
6 |
18 |
2 |
4 |
15 |
65 |
| Band Spectral Regression with Trending Data |
0 |
0 |
0 |
141 |
1 |
5 |
7 |
669 |
| Bayes Methods and Unit Roots |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
38 |
| Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
280 |
| Bayesian model selection and prediction with empirical applications |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
255 |
| Bayesian prediction a response |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
156 |
| Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence |
1 |
1 |
2 |
244 |
1 |
3 |
5 |
616 |
| Bias in estimating multivariate and univariate diffusions |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
109 |
| Bimodal t-ratios: the impact of thick tails on inference |
0 |
0 |
0 |
18 |
1 |
1 |
2 |
162 |
| Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs |
0 |
0 |
0 |
0 |
0 |
5 |
47 |
47 |
| Bootstrapping I(1) data |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
70 |
| Boundary Limit Theory for Functional Local to Unity Regression |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
16 |
| CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
| Challenges of trending time series econometrics |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
64 |
| Change Detection and the Causal Impact of the Yield Curve |
0 |
1 |
2 |
20 |
0 |
2 |
9 |
64 |
| Cointegrating rank selection in models with time-varying variance |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
55 |
| Comment |
1 |
1 |
2 |
11 |
2 |
3 |
5 |
105 |
| Common Bubble Detection in Large Dimensional Financial Systems* |
0 |
0 |
1 |
1 |
0 |
1 |
6 |
6 |
| Conditional and unconditional statistical independence |
0 |
0 |
0 |
38 |
1 |
1 |
5 |
157 |
| Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’ (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210–24) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
27 |
| DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY |
0 |
1 |
1 |
6 |
0 |
1 |
2 |
31 |
| Dating the timeline of financial bubbles during the subprime crisis |
1 |
2 |
2 |
96 |
2 |
7 |
11 |
307 |
| Descriptive econometrics for non-stationary time series with empirical illustrations |
0 |
1 |
1 |
321 |
0 |
1 |
4 |
1,370 |
| Detecting Financial Collapse and Ballooning Sovereign Risk |
0 |
1 |
2 |
10 |
0 |
1 |
6 |
35 |
| Diagnosing housing fever with an econometric thermometer |
1 |
1 |
2 |
7 |
1 |
2 |
13 |
29 |
| Does GNP have a unit root?: A re-evaluation |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
194 |
| Dynamic Panel Modeling of Climate Change |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
28 |
| Dynamic misspecification in nonparametric cointegrating regression |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
105 |
| Dynamic panel estimation and homogeneity testing under cross section dependence &ast |
0 |
0 |
0 |
254 |
0 |
1 |
6 |
829 |
| EFFICIENT DETRENDING IN COINTEGRATING REGRESSION |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
65 |
| ERAs: A New Approach to Small Sample Theory |
0 |
0 |
0 |
68 |
0 |
0 |
2 |
428 |
| ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS |
1 |
3 |
3 |
4 |
1 |
4 |
5 |
11 |
| ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
119 |
| EXACT DISTRIBUTION THEORY IN STRUCTURAL ESTIMATION WITH AN IDENTITY |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
52 |
| EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
37 |
| EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES? |
0 |
0 |
0 |
0 |
2 |
4 |
13 |
692 |
| Econometric Analysis of Fisher's Equation |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
244 |
| Econometric Model Determination |
0 |
0 |
1 |
327 |
0 |
0 |
3 |
1,353 |
| Econometric Reviews honors Esfandiar Maasoumi |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
16 |
| Econometric estimates of Earth’s transient climate sensitivity |
0 |
0 |
2 |
15 |
0 |
2 |
9 |
59 |
| Economic transition and growth |
0 |
3 |
9 |
24 |
0 |
12 |
36 |
111 |
| Economic transition and growth |
0 |
6 |
17 |
351 |
3 |
17 |
62 |
873 |
| Edmond Malinvaud - an Economist's Econometrician |
0 |
0 |
0 |
15 |
1 |
1 |
6 |
75 |
| Edmond Malinvaud: a tribute to his contributions in econometrics |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
40 |
| Efficient IV Estimation in Nonstationary Regression |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
53 |
| Empirical Limits for Time Series Econometric Models |
0 |
0 |
0 |
138 |
0 |
0 |
2 |
855 |
| Error Correction and Long-Run Equilibrium in Continuous Time |
0 |
0 |
1 |
101 |
0 |
0 |
3 |
415 |
| Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
76 |
| Estimating Long-run Economic Equilibria |
1 |
2 |
9 |
223 |
1 |
2 |
24 |
615 |
| Estimating smooth structural change in cointegration models |
0 |
0 |
0 |
23 |
0 |
0 |
2 |
86 |
| Expansions for approximate maximum likelihood estimators of the fractional difference parameter |
0 |
0 |
0 |
25 |
0 |
2 |
3 |
180 |
| Expert and Lay Public Risk Preferences Regarding Plants with Novel Traits |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
12 |
| FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION |
0 |
0 |
0 |
25 |
0 |
0 |
4 |
63 |
| Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume |
0 |
0 |
0 |
39 |
0 |
1 |
1 |
178 |
| First difference maximum likelihood and dynamic panel estimation |
0 |
0 |
0 |
26 |
0 |
1 |
2 |
137 |
| Folklore Theorems, Implicit Maps, and Indirect Inference |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
181 |
| Forecasting New Zealand's real GDP |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
54 |
| Forward exchange market unbiasedness: the case of the Australian dollar since 1984 |
0 |
0 |
0 |
19 |
0 |
0 |
3 |
145 |
| Fully Modified Least Squares and Vector Autoregression |
0 |
2 |
13 |
511 |
0 |
5 |
39 |
1,968 |
| Fully Nonparametric Estimation of Scalar Diffusion Models |
0 |
0 |
0 |
114 |
0 |
2 |
5 |
471 |
| Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments |
0 |
0 |
0 |
76 |
0 |
0 |
3 |
260 |
| Fully modified least squares cointegrating parameter estimation in multicointegrated systems |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
8 |
| Functional coefficient panel modeling with communal smoothing covariates |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
11 |
| GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
95 |
| GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY |
0 |
1 |
4 |
111 |
2 |
8 |
23 |
306 |
| GMM Estimation of Autoregressive Roots Near Unity with Panel Data |
0 |
0 |
0 |
171 |
0 |
0 |
1 |
666 |
| GMM with Many Moment Conditions |
1 |
1 |
1 |
196 |
2 |
3 |
4 |
814 |
| HAC ESTIMATION BY AUTOMATED REGRESSION |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
82 |
| HAR Testing for Spurious Regression in Trend |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
36 |
| HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
83 |
| Halbert White Jr. Memorial JFEC Lecture: Pitfalls and Possibilities in Predictive Regression† |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
55 |
| High-dimensional IV cointegration estimation and inference |
0 |
1 |
1 |
1 |
1 |
3 |
7 |
7 |
| High-dimensional VARs with common factors |
1 |
1 |
6 |
11 |
1 |
4 |
19 |
34 |
| Higher order approximations for Wald statistics in time series regressions with integrated processes |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
258 |
| Higher-order approximations for frequency domain time series regression |
0 |
0 |
0 |
66 |
0 |
0 |
2 |
241 |
| Homage to Halbert White |
0 |
1 |
1 |
6 |
0 |
1 |
3 |
43 |
| Homogeneity pursuit in panel data models: Theory and application |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
56 |
| Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres |
1 |
2 |
10 |
44 |
2 |
7 |
27 |
130 |
| House prices and affordability |
0 |
0 |
0 |
9 |
0 |
1 |
3 |
25 |
| Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer |
1 |
1 |
3 |
4 |
2 |
4 |
7 |
8 |
| Hybrid stochastic local unit roots |
0 |
0 |
1 |
5 |
0 |
0 |
3 |
22 |
| IN MEMORY OF JOHN DENIS SARGAN |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
33 |
| INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS |
0 |
0 |
1 |
7 |
0 |
0 |
1 |
52 |
| IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
22 |
| Identifying Latent Structures in Panel Data |
0 |
0 |
3 |
19 |
0 |
1 |
8 |
103 |
| Impulse response and forecast error variance asymptotics in nonstationary VARs |
0 |
0 |
2 |
198 |
1 |
3 |
12 |
594 |
| Incidental trends and the power of panel unit root tests |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
218 |
| Indirect inference for dynamic panel models |
0 |
0 |
1 |
212 |
1 |
1 |
6 |
530 |
| Indirect inference in spatial autoregression |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
24 |
| Inference in Arch and Garch Models with Heavy--Tailed Errors |
0 |
0 |
0 |
258 |
0 |
0 |
2 |
810 |
| Inference in Autoregression under Heteroskedasticity |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
149 |
| Inference in continuous systems with mildly explosive regressors |
0 |
0 |
2 |
8 |
0 |
0 |
3 |
63 |
| Infinite Density at the Median and the Typical Shape of Stock Return Distributions |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
100 |
| Infinite Density at the Median and the Typical Shape of Stock Return Distributions |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
43 |
| Information loss in volatility measurement with flat price trading |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
6 |
| Jackknifing Bond Option Prices |
0 |
0 |
0 |
81 |
0 |
0 |
4 |
295 |
| Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
239 |
| Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression |
1 |
1 |
4 |
11 |
1 |
2 |
8 |
41 |
| LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
62 |
| LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
8 |
| LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS |
0 |
1 |
1 |
34 |
1 |
3 |
5 |
130 |
| LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMS |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
54 |
| LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION |
0 |
0 |
3 |
4 |
0 |
0 |
3 |
4 |
| LM Tests for a Unit Root in the Presence of Deterministic Trends |
0 |
0 |
0 |
6 |
0 |
4 |
24 |
1,168 |
| LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION |
0 |
0 |
0 |
14 |
0 |
1 |
2 |
69 |
| LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES |
0 |
0 |
1 |
12 |
0 |
0 |
2 |
137 |
| Labeling Demands, Coexistence and the Challenges for Trade |
0 |
0 |
1 |
12 |
0 |
0 |
4 |
71 |
| Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
70 |
| Lag length selection in panel autoregression |
0 |
0 |
0 |
10 |
1 |
2 |
8 |
55 |
| Laws and Limits of Econometrics |
0 |
0 |
0 |
112 |
1 |
2 |
4 |
399 |
| Limit Theory for VARs with Mixed Roots Near Unity |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
34 |
| Limit theory for moderate deviations from a unit root |
0 |
0 |
2 |
59 |
2 |
3 |
9 |
219 |
| Linear Regression Limit Theory for Nonstationary Panel Data |
0 |
0 |
0 |
3 |
1 |
2 |
17 |
1,501 |
| Local Whittle estimation of fractional integration and some of its variants |
0 |
0 |
1 |
108 |
0 |
1 |
5 |
243 |
| Long memory and long run variation |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
79 |
| Mean and autocovariance function estimation near the boundary of stationarity |
0 |
1 |
1 |
11 |
0 |
1 |
2 |
51 |
| Meritocracy Voting: Measuring the Unmeasurable |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
48 |
| Model selection in partially nonstationary vector autoregressive processes with reduced rank structure |
0 |
1 |
1 |
45 |
0 |
1 |
1 |
196 |
| Model selection in the presence of incidental parameters |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
73 |
| Modeling speculative bubbles with diverse investor expectations |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
77 |
| Multiple Time Series Regression with Integrated Processes |
0 |
1 |
6 |
366 |
1 |
3 |
15 |
1,105 |
| NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
7 |
| NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
65 |
| NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
43 |
| NORMING RATES AND LIMIT THEORY FOR SOME TIME-VARYING COEFFICIENT AUTOREGRESSIONS |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
25 |
| New Tools for Understanding Spurious Regressions |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
678 |
| New methodology for constructing real estate price indices applied to the Singapore residential market |
0 |
0 |
1 |
21 |
2 |
2 |
7 |
118 |
| New unit root asymptotics in the presence of deterministic trends |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
115 |
| Nonlinear Regressions with Integrated Time Series |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
700 |
| Nonlinear econometric models with cointegrated and deterministically trending regressors |
0 |
0 |
0 |
19 |
0 |
1 |
7 |
798 |
| Nonlinear instrumental variable estimation of an autoregression |
0 |
0 |
0 |
49 |
0 |
3 |
5 |
188 |
| Nonlinear log-periodogram regression for perturbed fractional processes |
0 |
0 |
0 |
49 |
0 |
0 |
2 |
196 |
| Nonlinearity Induced Weak Instrumentation |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
34 |
| Nonparametric predictive regression |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
122 |
| Nonstationary Binary Choice |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
363 |
| Nonstationary discrete choice |
0 |
1 |
1 |
51 |
0 |
1 |
4 |
192 |
| Nonstationary discrete choice: A corrigendum and addendum |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
100 |
| Nonstationary panel data analysis: an overview of some recent developments |
1 |
2 |
16 |
497 |
2 |
5 |
33 |
1,219 |
| Nonstationary panel models with latent group structures and cross-section dependence |
0 |
0 |
2 |
21 |
0 |
2 |
6 |
55 |
| Non‐parametric regression under location shifts |
0 |
0 |
0 |
20 |
1 |
1 |
1 |
128 |
| ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER |
0 |
0 |
0 |
61 |
0 |
1 |
2 |
330 |
| OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| On Confidence Intervals for Autoregressive Roots and Predictive Regression |
0 |
0 |
0 |
15 |
0 |
0 |
4 |
85 |
| On the Consistency of Nonlinear FIML |
0 |
0 |
0 |
27 |
0 |
1 |
2 |
145 |
| On the Formulation of Wald Tests of Nonlinear Restrictions |
0 |
0 |
0 |
155 |
0 |
0 |
2 |
925 |
| On the behavior of inconsistent instrumental variable estimators |
0 |
0 |
1 |
17 |
0 |
1 |
6 |
118 |
| Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing |
0 |
0 |
0 |
89 |
0 |
1 |
8 |
374 |
| Optimal Inference in Cointegrated Systems |
0 |
0 |
2 |
300 |
0 |
3 |
10 |
1,073 |
| Optimal estimation of cointegrated systems with irrelevant instruments |
1 |
1 |
1 |
23 |
1 |
1 |
2 |
97 |
| Optimal estimation under nonstandard conditions |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
52 |
| PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES |
0 |
0 |
2 |
2 |
1 |
2 |
7 |
15 |
| POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
51 |
| Panel data models with time-varying latent group structures |
0 |
1 |
5 |
5 |
0 |
3 |
10 |
10 |
| Parameter Constancy in Cointegrating Regressions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
382 |
| Partially Identified Econometric Models |
1 |
1 |
1 |
15 |
1 |
4 |
7 |
93 |
| Pitfalls in Bootstrapping Spurious Regression |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
17 |
| Point optimal testing with roots that are functionally local to unity |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
14 |
| Point‐optimal panel unit root tests with serially correlated errors |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
32 |
| Pooled Log Periodogram Regression |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
17 |
| Posterior Odds Testing for a Unit Root with Data-Based Model Selection |
0 |
0 |
0 |
20 |
1 |
3 |
6 |
88 |
| Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior |
0 |
0 |
0 |
24 |
0 |
1 |
1 |
124 |
| Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
29 |
| Predictive regression under various degrees of persistence and robust long-horizon regression |
0 |
0 |
1 |
28 |
0 |
1 |
5 |
134 |
| Prewhitening Bias in HAC Estimation |
0 |
0 |
1 |
75 |
0 |
1 |
5 |
358 |
| Pythagorean generalization of testing the equality of two symmetric positive definite matrices |
0 |
0 |
1 |
7 |
0 |
0 |
3 |
56 |
| REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
115 |
| REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
101 |
| ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION |
1 |
1 |
1 |
2 |
1 |
1 |
5 |
11 |
| Random coefficient continuous systems: Testing for extreme sample path behavior |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
53 |
| Reduced forms and weak instrumentation |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
26 |
| Refined Inference on Long Memory in Realized Volatility |
0 |
0 |
0 |
29 |
0 |
0 |
3 |
145 |
| Reflections on Econometric Methodology |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
11 |
| Reflections on the Day |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
71 |
| Regression Theory for Near-Integrated Time Series |
0 |
0 |
0 |
173 |
0 |
0 |
1 |
948 |
| Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
4 |
| Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly |
0 |
0 |
1 |
401 |
0 |
1 |
4 |
1,074 |
| Robust Nonstationary Regression |
1 |
1 |
2 |
17 |
1 |
2 |
4 |
77 |
| Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s |
0 |
0 |
0 |
63 |
0 |
0 |
2 |
271 |
| Robust econometric inference with mixed integrated and mildly explosive regressors |
0 |
1 |
1 |
20 |
0 |
2 |
4 |
105 |
| Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach |
0 |
0 |
3 |
3 |
0 |
2 |
7 |
7 |
| Robust inference on correlation under general heterogeneity |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
| Robust inference with stochastic local unit root regressors in predictive regressions |
0 |
0 |
0 |
3 |
0 |
2 |
6 |
11 |
| Robust testing for explosive behavior with strongly dependent errors |
0 |
0 |
1 |
1 |
0 |
2 |
9 |
9 |
| SPECIAL ISSUE OF ECONOMETRIC THEORY ON SETA 2010: EDITORS’ INTRODUCTION |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
59 |
| SPECTRAL DENSITY ESTIMATION AND ROBUST HYPOTHESIS TESTING USING STEEP ORIGIN KERNELS WITHOUT TRUNCATION |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
251 |
| Semiparametric cointegrating rank selection |
0 |
0 |
0 |
29 |
1 |
1 |
2 |
234 |
| Semiparametric estimation in triangular system equations with nonstationarity |
0 |
1 |
1 |
25 |
0 |
4 |
6 |
118 |
| Sequentially testing polynomial model hypotheses using power transforms of regressors |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
30 |
| Simulation-Based Estimation of Contingent-Claims Prices |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
101 |
| Smoothing local-to-moderate unit root theory |
0 |
0 |
0 |
11 |
0 |
1 |
1 |
84 |
| Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models |
0 |
0 |
1 |
121 |
0 |
0 |
2 |
624 |
| Some empirics on economic growth under heterogeneous technology |
0 |
0 |
0 |
72 |
0 |
1 |
2 |
170 |
| Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour |
0 |
0 |
2 |
34 |
1 |
1 |
6 |
132 |
| Spherical matrix distributions and cauchy quotients |
1 |
2 |
2 |
7 |
1 |
3 |
4 |
48 |
| Statistical Inference in Instrumental Variables Regression with I(1) Processes |
2 |
9 |
42 |
1,280 |
15 |
29 |
107 |
3,343 |
| Statistical Inference in Regressions with Integrated Processes: Part 1 |
0 |
0 |
1 |
56 |
1 |
2 |
5 |
187 |
| Statistical Inference in Regressions with Integrated Processes: Part 2 |
0 |
0 |
0 |
38 |
1 |
2 |
5 |
206 |
| Structural Change Tests in Tail Behaviour and the Asian Crisis |
0 |
0 |
2 |
16 |
0 |
1 |
7 |
259 |
| Structural Nonparametric Cointegrating Regression |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
153 |
| Structural inference from reduced forms with many instruments |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
38 |
| TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 |
2 |
5 |
18 |
27 |
9 |
20 |
67 |
114 |
| TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS |
0 |
0 |
1 |
5 |
0 |
1 |
10 |
28 |
| THE 2000–2002 TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
44 |
| Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
193 |
| Testing for a unit root by frequency domain regression |
0 |
1 |
1 |
48 |
0 |
1 |
1 |
140 |
| Testing for cointegration using principal components methods |
0 |
0 |
1 |
232 |
0 |
0 |
5 |
471 |
| Testing for common trends in semi‐parametric panel data models with fixed effects |
0 |
0 |
0 |
25 |
0 |
1 |
3 |
124 |
| Testing linearity using power transforms of regressors |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
88 |
| Testing the Martingale Hypothesis |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
71 |
| Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets |
0 |
0 |
12 |
433 |
0 |
2 |
30 |
885 |
| Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? |
8 |
28 |
92 |
3,070 |
23 |
76 |
297 |
9,742 |
| The Distribution of FIML in the Leading Case |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
84 |
| The Durbin-Watson ratio under infinite-variance errors |
0 |
0 |
0 |
35 |
1 |
1 |
2 |
165 |
| The Estimation of Some Continuous Time Models |
0 |
0 |
0 |
39 |
0 |
0 |
3 |
164 |
| The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables |
0 |
1 |
2 |
28 |
1 |
2 |
4 |
228 |
| The Exact Distribution of LIML: I |
0 |
0 |
0 |
26 |
0 |
1 |
2 |
146 |
| The Exact Distribution of LIML: II |
0 |
0 |
0 |
22 |
0 |
1 |
2 |
131 |
| The Exact Distribution of the SUR Estimator |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
237 |
| The Exact Distribution of the Wald Statistic |
0 |
0 |
0 |
398 |
0 |
1 |
3 |
2,572 |
| The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator |
0 |
0 |
0 |
133 |
0 |
0 |
0 |
403 |
| The KPSS test with seasonal dummies |
0 |
0 |
0 |
20 |
1 |
1 |
2 |
104 |
| The Structural Estimation of a Stochastic Differential Equation System |
0 |
0 |
0 |
198 |
0 |
0 |
0 |
632 |
| The concentration ellipsoid of a random vector |
0 |
0 |
0 |
116 |
0 |
1 |
3 |
359 |
| The distribution of matrix quotients |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
40 |
| The exact distribution of exogenous variable coefficient estimators |
0 |
0 |
0 |
11 |
0 |
1 |
2 |
76 |
| The exact distribution of the Stein-rule estimator |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
72 |
| The heterogeneous effects of the minimum wage on employment across states |
0 |
0 |
7 |
52 |
5 |
13 |
28 |
219 |
| The impact of upzoning on housing construction in Auckland |
2 |
2 |
10 |
17 |
3 |
8 |
38 |
53 |
| The problem of identification in finite parameter continuous time models |
0 |
0 |
4 |
154 |
0 |
1 |
6 |
315 |
| The sampling distribution of forecasts from a first-order autoregression |
0 |
0 |
0 |
31 |
0 |
1 |
1 |
94 |
| The spurious effect of unit roots on vector autoregressions: An analytical study |
0 |
0 |
0 |
57 |
1 |
3 |
4 |
249 |
| The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression |
0 |
0 |
1 |
13 |
1 |
1 |
6 |
67 |
| Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
19 |
| Threshold regression with endogeneity |
0 |
1 |
3 |
26 |
0 |
3 |
14 |
170 |
| Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
27 |
| Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications |
0 |
0 |
1 |
23 |
0 |
0 |
1 |
100 |
| Time Series Regression With a Unit Root and Infinite-Variance Errors |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
61 |
| Time Series Regression with Mixtures of Integrated Processes |
0 |
0 |
1 |
27 |
0 |
0 |
1 |
89 |
| Time Series Regression with a Unit Root |
1 |
3 |
14 |
1,310 |
4 |
8 |
45 |
4,930 |
| To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends |
0 |
2 |
4 |
91 |
0 |
5 |
10 |
343 |
| Transition Modeling and Econometric Convergence Tests |
0 |
1 |
10 |
280 |
4 |
10 |
44 |
886 |
| Trending Multiple Time Series: Editor's Introduction |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
36 |
| Trending time series and macroeconomic activity: Some present and future challenges |
0 |
0 |
1 |
38 |
0 |
0 |
2 |
165 |
| Trends versus Random Walks in Time Series Analysis |
0 |
0 |
1 |
231 |
0 |
1 |
9 |
824 |
| Two New Zealand pioneer econometricians |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
38 |
| UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
109 |
| UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
39 |
| UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
74 |
| UNIT ROOTS IN LIFE—A GRADUATE STUDENT STORY |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
53 |
| Understanding spurious regressions in econometrics |
1 |
5 |
25 |
1,129 |
6 |
18 |
73 |
3,108 |
| Understanding temporal aggregation effects on kurtosis in financial indices |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
| Uniform Inference in Panel Autoregression |
0 |
0 |
1 |
8 |
1 |
1 |
3 |
27 |
| Uniform Limit Theory for Stationary Autoregression |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
143 |
| Unit root log periodogram regression |
0 |
0 |
0 |
88 |
0 |
0 |
0 |
283 |
| VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
100 |
| Vector Autoregressions and Causality |
1 |
2 |
11 |
964 |
1 |
3 |
23 |
2,282 |
| WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS |
0 |
0 |
1 |
6 |
0 |
0 |
3 |
29 |
| Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations |
0 |
0 |
1 |
12 |
0 |
0 |
2 |
51 |
| Weak convergence to the matrix stochastic integral [integral operator]01 B dB' |
0 |
0 |
0 |
9 |
0 |
1 |
2 |
50 |
| Weak σ-convergence: Theory and applications |
0 |
0 |
0 |
21 |
0 |
0 |
3 |
116 |
| When bias contributes to variance: True limit theory in functional coefficient cointegrating regression |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
6 |
| Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986 |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
37 |
| X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION |
0 |
0 |
1 |
31 |
0 |
0 |
2 |
105 |
| Total Journal Articles |
38 |
119 |
500 |
22,345 |
153 |
496 |
2,047 |
89,060 |