| Bounds testing approaches to the analysis of level relationships | 2001/05/01 | English | 9,276 |
| A simple panel unit root test in the presence of cross‐section dependence | 2007/03/01 | English | 6,483 |
| Computation and analysis of multiple structural change models | 2002/10/08 | English | 3,207 |
| Multivariate GARCH models: a survey | 2006/01/01 | English | 1,117 |
| A forecast comparison of volatility models: does anything beat a GARCH(1,1)? | 2005/03/30 | English | 1,046 |
| Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity | 2005/01/01 | English | 1,043 |
| Econometric models based on count data. Comparisons and applications of some estimators and tests | 1986/01/01 | English | 1,030 |
| Indirect inference | 1993/12/01 | English | 828 |
| THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL | 2013/04/10 | English | 799 |
| What are the effects of fiscal policy shocks? | 2009/09/01 | English | 737 |
| Counterfactual decomposition of changes in wage distributions using quantile regression | 2005/03/31 | English | 699 |
| Multiple regimes and cross‐country growth behaviour | 1995/10/01 | English | 676 |
| Large Bayesian vector auto regressions | 2010/01/01 | English | 667 |
| GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS | 2012/01/20 | English | 607 |
| Does peer ability affect student achievement? | 2003/09/01 | English | 587 |
| Detrending, stylized facts and the business cycle | 1993/07/01 | English | 581 |
| Convergence in international output | 1995/04/01 | English | 579 |
| Panel cointegration tests of the Fisher effect | 2007/08/31 | English | 546 |
| Exploring the international linkages of the euro area: a global VAR analysis | 2007/01/01 | English | 529 |
| The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp | 1992/12/01 | English | 493 |
| Model uncertainty in cross‐country growth regressions | 2001/09/01 | English | 493 |
| Economic transition and growth | 2009/10/14 | English | 479 |
| Characterizing nonlinearities in business cycles using smooth transition autoregressive models | 1992/12/01 | English | 473 |
| What do we learn from the price of crude oil futures? | 2010/05/04 | English | 473 |
| Bivariate garch estimation of the optimal commodity futures Hedge | 1991/04/01 | English | 446 |
| Realized GARCH: a joint model for returns and realized measures of volatility | 2011/03/17 | English | 421 |
| New frontiers for arch models | 2002/09/01 | English | 406 |
| Estimating quadratic variation using realized variance | 2002/09/01 | English | 386 |
| The dynamics of exchange rate volatility: A multivariate latent factor ARCH model | 1989/01/01 | English | 382 |
| Estimating nonlinear time-series models using simulated vector autoregressions | 1993/12/01 | English | 362 |