| GMM and 2SLS estimation of mixed regressive, spatial autoregressive models | 2007/04/01 | English | 274 |
| A two-step estimator for large approximate dynamic factor models based on Kalman filtering | 2011/09/01 | English | 274 |
| Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses | 2009/01/01 | English | 272 |
| Latent variable structural equation modeling with categorical data | 1983/05/01 | English | 271 |
| Quantile cointegrating regression | 2009/06/01 | English | 270 |
| Panel cointegration with global stochastic trends | 2009/04/01 | English | 268 |
| On the choice between sample selection and two-part models | 1996/05/01 | English | 267 |
| Consistent model specification tests | 1982/10/01 | English | 262 |
| TENET: Tail-Event driven NETwork risk | 2016/06/01 | English | 262 |
| The affine arbitrage-free class of Nelson–Siegel term structure models | 2011/09/01 | English | 261 |
| Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models | 1983/12/01 | English | 261 |
| Large time-varying parameter VARs | 2013/12/01 | English | 260 |
| Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification | 2006/11/01 | English | 260 |
| Trending time-varying coefficient time series models with serially correlated errors | 2007/01/01 | English | 258 |
| On the formulation of empirical models in dynamic econometrics | 1982/10/01 | English | 256 |
| On the power of the KPSS test of stationarity against fractionally-integrated alternatives | 1996/07/01 | English | 256 |
| On leverage in a stochastic volatility model | 2005/08/01 | English | 253 |
| Estimating models of complex FDI: Are there third-country effects? | 2007/09/01 | English | 252 |
| The demand for energy in Canadian manufacturing | 1977/01/01 | English | 252 |
| Optimal prediction pools | 2011/09/01 | English | 250 |
| Identification and estimation of econometric models with group interactions, contextual factors and fixed effects | 2007/10/01 | English | 249 |
| Estimation of copula-based semiparametric time series models | 2006/02/01 | English | 249 |
| Cointegration and speed of convergence to equilibrium | 1996/03/01 | English | 249 |
| Quantile regression for dynamic panel data with fixed effects | 2011/09/01 | English | 247 |
| Estimating technical and allocative inefficiency relative to stochastic production and cost frontiers | 1979/02/01 | English | 244 |
| Modelling security market events in continuous time: Intensity based, multivariate point process models | 2007/12/01 | English | 244 |
| Small sample properties of forecasts from autoregressive models under structural breaks | 2005/11/01 | English | 243 |
| Regression models with mixed sampling frequencies | 2010/10/01 | English | 240 |
| Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results | 1996/05/01 | English | 238 |
| Granger causality in risk and detection of extreme risk spillover between financial markets | 2009/06/01 | English | 238 |