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Citations of
Richard Startz

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. Chang-Jin Kim & Jeremy Piger & Richard Startz, 2005. "The dynamic relationship between permanent and transitory components of U.S. business cycles," Working Papers 2001-017, Federal Reserve Bank of St. Louis. [Downloadable!]
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    Cited by:

    1. Cliff L. F. Attfield & Jonathan R. W. Temple, 2006. "Balanced growth and the great ratios: new evidence for the US and UK," Centre for Growth and Business Cycle Research Discussion Paper Series 75, Economics, The Univeristy of Manchester. [Downloadable!]
    2. Chin Nam Low & Heather Anderson & Ralph Snyder, 2006. "Beveridge-Nelson Decomposition with Markov Switching," Melbourne Institute Working Paper Series wp2006n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
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  2. Arabinda Basistha & Richard Startz, 2005. "Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach," Computing in Economics and Finance 2005 46, Society for Computational Economics. [Downloadable!]
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    1. Mark W. Watson, 2007. "How accurate are real-time estimates of output trends and gaps?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 143-161. [Downloadable!]

  3. Chang-Jin Kim & Jeremy M. Piger & Richard Startz, 2004. "Estimation of Markov regime-switching regression models with endogenous switching," Working Papers 2003-015, Federal Reserve Bank of St. Louis. [Downloadable!]
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    Cited by:

    1. Siddhartha Chib & Michael J. Dueker, 2004. "Non-Markovian regime switching with endogenous states and time-varying state strengths," Working Papers 2004-030, Federal Reserve Bank of St. Louis. [Downloadable!]
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  4. Lundberg, Shelly & Startz, Richard, 2004. "Information and Racial Exclusion," IZA Discussion Papers 1389, Institute for the Study of Labor (IZA). [Downloadable!]
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    1. Osiris Jorge, Parcero & Adolfo, Cristobal-Campoamor, 2009. "Dynamics of neighborhood formation and segregation by income," MPRA Paper 16936, University Library of Munich, Germany. [Downloadable!]

  5. Charles Nelson & Richard Startz, 2004. "The Zero-Information-Limit Condition and Spurious Inference in Weakly Identified Models," Working Papers UWEC-2004-03-FC, University of Washington, Department of Economics. [Downloadable!]
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    1. Jun Ma & Charles R. Nelson, 2008. "Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components," Working Papers UWEC-2008-06-R, University of Washington, Department of Economics, revised Sep 2008. [Downloadable!]
    2. Jun Ma & Charles Nelson & Richard Startz, 2007. "Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 11(1), pages 1434-1434. [Downloadable!] (restricted)
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  6. Richard Startz, 2003. "Partial Adjustment As Optimal Response in a Dynamic Brainard Model," Working Papers UWEC-2003-20, University of Washington, Department of Economics. [Downloadable!]

    Cited by:

    1. John Driffill & Zeno Rotondi, 2007. "Inertia in Taylor Rules," WEF Working Papers 0032, ESRC World Economy and Finance Research Programme, Birkbeck, University of London. [Downloadable!]
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  7. Chang-Jin Kim & Jeremy Piger & Richard Startz, 2001. "Permanent and transitory components of business cycles: their relative importance and dynamic relationship," International Finance Discussion Papers 703, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

    Cited by:

    1. Yoon & Jae Ho, 2004. "Has the G7 business cycle become more synchronized ?," Econometric Society 2004 Far Eastern Meetings 782, Econometric Society. [Downloadable!]
    2. Yoon & Jae Ho, 2004. "Oil and the G7 business cycle : Friedman's Plucking Markov Switching Approach," Econometric Society 2004 Far Eastern Meetings 773, Econometric Society. [Downloadable!]

  8. Shelly Lundberg & Richard Startz & Steven Stillman, 2001. "The Retirement-Consumption Puzzle: A Marital Bargaining Approach," Working Papers 01-04, RAND Corporation Publications Department. [Downloadable!]
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    1. David M. Blau, 2007. "Retirement and Consumption in a Life Cycle Model," IZA Discussion Papers 2986, Institute for the Study of Labor (IZA). [Downloadable!]
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    2. Amihai Glazer, 2008. "Social security and conflict within the family," Journal of Population Economics, Springer, vol. 21(2), pages 331-338, April. [Downloadable!] (restricted)
    3. Irina Grafova, 2007. "Your Money or Your Life: Managing Health, Managing Money," Journal of Family and Economic Issues, Springer, vol. 28(2), pages 285-303, June. [Downloadable!] (restricted)
    4. Melanie Lührmann & Jürgen Maurer, 2008. "Who wears the trousers? A semiparametric analysis of decision power in couples," MEA discussion paper series 08168, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
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    5. Saku Aura, 2003. "Uncommitted Couples: Some Efficiency and Policy Implications of Marital Bargaining," Microeconomics 0304002, EconWPA. [Downloadable!]
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    6. Melvin Stephens Jr. & Steven J. Haider, 2003. "Can Unexpected Retirement Explain The Retirement-Consumption Puzzle? Evidence For Subjective Retirement Expectations," Working Papers, Center for Retirement Research at Boston College 2003-15, Center for Retirement Research. [Downloadable!]
    7. Maurizio Mazzocco, 2004. "Saving, Risk Sharing, and Preferences for Risk," American Economic Review, American Economic Association, vol. 94(4), pages 1169-1182, September. [Downloadable!]
    8. Shelly Lundberg & Robert Pollak, 2003. "Efficiency in Marriage," Review of Economics of the Household, Springer, vol. 1(3), pages 153-167, September. [Downloadable!] (restricted)
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    9. Erik Hurst, 2008. "The Retirement of a Consumption Puzzle," NBER Working Papers 13789, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    10. Steven Haider & Melvin Stephens Jr., 2004. "Is There a Retirement-Consumption Puzzle? Evidence Using Subjective Retirement Expectations," NBER Working Papers 10257, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    11. Mark Aguiar & Erik Hurst, 2004. "Consumption vs. Expenditure," NBER Working Papers 10307, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    12. John Gibson & Trinh Le & Grant Scobie, 2006. "Household bargaining over wealth and the adequacy of women's retirement incomes in New Zealand," Feminist Economics, Taylor and Francis Journals, vol. 12(1-2), pages 221-246, January. [Downloadable!] (restricted)
    13. Leora Friedberg & Anthony Webb, 2006. "Determinants and Consequences of Bargaining Power in Households," NBER Working Papers 12367, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    14. Angela C. Lyons & Tansel Yilmazer, 2004. "How Does Marriage Affect the Allocation of Assets in Women's Defined Contribution Plans?," Working Papers, Center for Retirement Research at Boston College 2004-28, Center for Retirement Research. [Downloadable!]
    15. Daniel Hamermesh & Joel Slemrod, 2008. "The Economics of Workaholism: We Should Not Have Worked on This Paper," Contributions to Economic Analysis & Policy, Berkeley Electronic Press, vol. 8(1), pages 1793-1793. [Downloadable!] (restricted)
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    16. Melanie Lührmann, 2005. "Population Aging and the Demand for Goods & Services," MEA discussion paper series 05095, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
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  9. Charles Nelson & Richard Startz & Eric Zivot, 2000. "Improved Inference for the Instrumental Variables Estimator," Econometric Society World Congress 2000 Contributed Papers 1600, Econometric Society. [Downloadable!]
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    1. Paul A. Bekker & Jan van der Ploeg, 2000. "Instrumental Variable Estimation Based on Grouped Data," Econometric Society World Congress 2000 Contributed Papers 1862, Econometric Society. [Downloadable!]
    2. Dollar, David & Kraay, Aart, 2003. "Institutions, trade, and growth : revisiting the evidence," Policy Research Working Paper Series 3004, The World Bank. [Downloadable!]
    3. Jean-Marie Dufour, 2001. "Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie," CIRANO Working Papers 2001s-40, CIRANO. [Downloadable!]
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    4. D. S. Poskitt & C. L. Skeels, 2004. "Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    5. D. S. Poskitt & C. L. Skeels, 2005. "Small Concentration Asymptotics and Instrumental Variables Inference," Monash Econometrics and Business Statistics Working Papers 4/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
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    6. D.S. Poskitt & C.L. Skeels, 2002. "Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory," Department of Economics - Working Papers Series 862, The University of Melbourne. [Downloadable!]

  10. Shelly Lundberg & Richard Startz, 1998. "Race, Information, and Segregation," Working Papers 0047, University of Washington, Department of Economics. [Downloadable!]
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    1. Patrick Bayer & Hanming Fang & Robert McMillan, 2005. "Separate When Equal? Racial Inequality and Residential Segregation," NBER Working Papers 11507, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    2. Stephen L. Ross, 2002. "Segregation and Racial Preferences: New Theoretical and Empirical Approaches," Working papers 2002-04, University of Connecticut, Department of Economics, revised Apr 2003. [Downloadable!]
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    3. Arrow, Kenneth J, 1998. "What Has Economics to Say about Racial Discrimination?," Journal of Economic Perspectives, American Economic Association, vol. 12(2), pages 91-100, Spring. [Downloadable!] (restricted)
    4. Martin Kahanec, 2006. "Ethnic Specialization and Earnings Inequality: Why Being a Minority Hurts but Being a Big Minority Hurts More," IZA Discussion Papers 2050, Institute for the Study of Labor (IZA). [Downloadable!]
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    5. Rajiv Sethi & Rohini Somanathan, 2001. "Inequality and Segregation," Microeconomics 0108005, EconWPA. [Downloadable!]
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    6. Timothy K.M. Beatty and Dag Einar Sommervoll, 2008. "Discrimination in Europe. Evidence from the Rental Market," Discussion Papers 547, Research Department of Statistics Norway. [Downloadable!]

  11. Richard Startz, 1998. "Growth States and Shocks," Discussion Papers in Economics at the University of Washington 0064, Department of Economics at the University of Washington. [Downloadable!]
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    1. Antonio E. Noriega, 2004. "Sector-Level Disaggregate Stochastic Trends in Mexico’s Real Output," Economia Mexicana NUEVA EPOCA, , vol. 0(1), pages 29-42, January-J. [Downloadable!]
    2. Chang-Jin Kim & Jeremy Piger, 2000. "Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations," Discussion Papers in Economics at the University of Washington 0021, Department of Economics at the University of Washington. [Downloadable!]
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    3. Doi, Junko & Mino, Kazuo, 2004. "Technological Spillovers and Patterns of Growth with Sector-Specific R&D," MPRA Paper 16995, University Library of Munich, Germany. [Downloadable!]
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    4. R. Velazquez & A.E. Noriega & L.M. Soria, 2004. "International Evidence on Monetary Neutrality Under Broken Trend Stationary Models," Econometric Society 2004 Latin American Meetings 57, Econometric Society. [Downloadable!]
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    5. Chang-Jin Kim & Jeremy Piger & Richard Startz, 2001. "Permanent and transitory components of business cycles: their relative importance and dynamic relationship," International Finance Discussion Papers 703, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    6. Daniel Ventosa-Santaularia & Antonio E. Noriega, 2005. "Spurious regression under broken trend stationarity," Computing in Economics and Finance 2005 186, Society for Computational Economics. [Downloadable!]
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    7. Chang-Jin Kim & Jeremy Piger & Richard Startz, 2005. "The dynamic relationship between permanent and transitory components of U.S. business cycles," Working Papers 2001-017, Federal Reserve Bank of St. Louis. [Downloadable!]
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    8. João Paulo Martin Faleiros & Denisard Cnéio de Oliveira Alves, 2008. "Modelo de Crescimento Baseado nas Exportações: Evidências empíricas para Chile, Brasil e México, em uma perspectiva Não Linear," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807170923500, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]

  12. Zivot, E & Startz, R & Nelson, C-R, 1997. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Discussion Papers in Economics at the University of Washington 97-17, Department of Economics at the University of Washington.
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    Cited by:

    1. Paul A. Bekker & Jan van der Ploeg, 2000. "Instrumental Variable Estimation Based on Grouped Data," Econometric Society World Congress 2000 Contributed Papers 1862, Econometric Society. [Downloadable!]
    2. Ross, Stephen L. & Zenou, Yves, 2007. "Are Shirking and Leisure Substitutable? An Empirical Test of Efficiency Wages based on Urban Economic Theory," CEPR Discussion Papers 6128, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    3. Manjon-Antolin, M.C., 2004. "Econometric modelling in blockholder systems of corporate governance," Discussion Paper 74, Tilburg University, Center for Economic Research. [Downloadable!]
    4. Richard Startz & Charles Nelson & Eric Zivot, 1999. "Improved Inference for the Instrumental Variable Estimator," Econometrics 9905001, EconWPA. [Downloadable!]
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    5. David Albouy, 2006. "The Colonial Origins of Comparative Development: An Investigation of the Settler Mortality Data," Center for International and Development Economics Research, Working Paper Series 1055, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
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    6. James M. Nason & Gregor W. Smith, 2008. "Identifying the new Keynesian Phillips curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 525-551. [Downloadable!]
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    7. H.K. Van Dijk, 2002. "On Bayesian structural inference in a simultaneous equation model," Econometric Institute Report 263, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    8. Jean-Marie Dufour, 2001. "Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie," CIRANO Working Papers 2001s-40, CIRANO. [Downloadable!]
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    9. Jinyong Hahn & Atsushi Inoue, 2002. "A Monte Carlo Comparison Of Various Asymptotic Approximations To The Distribution Of Instrumental Variables Estimators," Econometric Reviews, Taylor and Francis Journals, vol. 21(3), pages 309-336. [Downloadable!] (restricted)
    10. Khalaf, Lynda & Kichian, Maral, 2003. "Are New Keynesian Phillips Curved Identified?," Cahiers de recherche 0312, GREEN. [Downloadable!]
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    11. Olsson, Ola, 2004. "Unbundling Ex-Colonies: A Comment on Acemoglu, Johnson, and Robinson, 2001," Working Papers in Economics 146, Göteborg University, Department of Economics. [Downloadable!]
    12. Lynda Khalaf & Maral Kichian, 2004. "Estimating New Keynesian Phillips Curves Using Exact Methods," Working Papers 04-11, Bank of Canada. [Downloadable!]
    13. Jinyong Hahn & Jerry Hausman & Guido Kuersteiner, 2005. "Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects," Boston University - Department of Economics - Working Papers Series WP2005-024, Boston University - Department of Economics. [Downloadable!]
    14. Jun Ma & Charles Nelson & Richard Startz, 2007. "Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 11(1), pages 1434-1434. [Downloadable!] (restricted)
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  13. Lundberg, S.J. & Startz, R., 1996. "Inequality and Race: Models and Policy," Working Papers 96-04, University of Washington, Department of Economics.
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    1. Stephen L. Ross, 2005. "The Continuing Practice and Impact of Discrimination," Working papers 2005-19, University of Connecticut, Department of Economics, revised Jul 2006. [Downloadable!]
    2. Sällström, Susanna & Sjogren, Anna, 2002. "Trapped, Delayed and Handicapped," CEPR Discussion Papers 3335, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    3. Maria Saez-Marti & Yves Zenou, 2005. "Cultural Transmission and Discrimination," IZA Discussion Papers 1880, Institute for the Study of Labor (IZA). [Downloadable!]
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    4. Jana Bruder & Solvig Räthke-Döppner, 2008. "Ethnic Minority Self-Employment in Germany: Geographical Distribution and Determinants of Regional Variation," Thuenen-Series of Applied Economic Theory 100, University of Rostock, Institute of Economics, Germany. [Downloadable!]

  14. Lundberg, S. & Startz, R., 1992. "On the Persistence of Racial Inequality," Working Papers 92-04, University of Washington, Department of Economics.
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    1. Alexis León, 2006. "Does Ethnic Capital Matter? Identifying the Role of Ethnic Peer Effects in the Intergenerational Transmission of Ethnic Differentials," Working Papers 289, University of Pittsburgh, Department of Economics, revised Dec 2006. [Downloadable!]
    2. Shelly Lundberg & Richard Startz, 1998. "Inequality and Race: Models and Policy," Discussion Papers in Economics at the University of Washington 0067, Department of Economics at the University of Washington. [Downloadable!]
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    3. Samuel Bowles & Rajiv Sethi, 2006. "Social Segregation and the Dynamics of Group Inequality," Working Papers 2006-02, University of Massachusetts Amherst, Department of Economics. [Downloadable!]
    4. William A. Brock & Steven N. Durlauf, 2003. "Multinomial Choice with Social Interactions," NBER Technical Working Papers 0288, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    5. Samuel Bowles & Glenn C. Loury & Rajiv Sethi, 2009. "Group Inequality," Economics Working Papers 0088, Institute for Advanced Study, School of Social Science. [Downloadable!]
    6. Donal O'Neill & Olive Sweetman & Dirk van de Gaer, 2000. "Estimating Counterfactual Densities: An application to Black-White Wage Differentials in the U.S," Economics, Finance and Accounting Department Working Paper Series n1040600, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
    7. John J. Donohue III, 2005. "The Law and Economics of Antidiscrimination Law," NBER Working Papers 11631, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    8. Simon Fan, C., 2008. "Religious participation and children's education: A social capital approach," Journal of Economic Behavior & Organization, Elsevier, vol. 65(2), pages 303-317, February. [Downloadable!] (restricted)
    9. Felix J. J. Vardy & John Morgan, 2006. "Diversity in the Workplace," IMF Working Papers 06/237, International Monetary Fund. [Downloadable!]
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    10. Martin Kahanec, 2006. "Ethnic Specialization and Earnings Inequality: Why Being a Minority Hurts but Being a Big Minority Hurts More," IZA Discussion Papers 2050, Institute for the Study of Labor (IZA). [Downloadable!]
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    11. Darrell Gaskin & Alvin Headen & Shelley White-Means, 2005. "Racial disparities in health and wealth: The effects of slavery and past discrimination," The Review of Black Political Economy, Springer, vol. 32(3), pages 95-110, March. [Downloadable!] (restricted)
    12. Daniel Aaronson, 1998. "The effect of school finance reform on population heterogeneity," Working Paper Series WP-98-11, Federal Reserve Bank of Chicago. [Downloadable!]
    13. Benabou, R., 1996. "Meritocracy, Redistribution, and the Size of the Pie," Working Papers 96-43, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    14. Barr & Oduro, Abena, 2000. "Ethnicity and wage determination in Ghana," Policy Research Working Paper Series 2506, The World Bank. [Downloadable!]
    15. Manuel Carvajal, 2006. "Economic grounds for affirmative action: The evidence on architects and engineers in South Florida," Review of Social Economy, Taylor and Francis Journals, vol. 64(4), pages 515-538, December. [Downloadable!] (restricted)
    16. C. Simon Fan & Xiangdong Wei & Junsen Zhang, 2005. ""Soft" Skills, "Hard" Skills, and the Black/White Earnings Gap," IZA Discussion Papers 1804, Institute for the Study of Labor (IZA). [Downloadable!]
    17. Rowthorn, Robert & Guzmán, Ricardo Andrés & Rodríguez-Sickert, Carlos, 2008. "The economics of early social stratification," MPRA Paper 10115, University Library of Munich, Germany. [Downloadable!]

  15. Myung Jig Kim & Charles R. Nelson & Richard Startz, 1991. "Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence," NBER Working Papers 2795, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    1. John Y. Campbell, 1991. "Measuring the Persistence of Expected Returns," NBER Working Papers 3305, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    2. Zisimos Koustas & Jean-Francois Lamarche & Apostolos Serletis, 2006. "Threshold Random Walks in the U.S. Stock Market," Working Papers 0602, Brock University, Department of Economics, revised May 2006. [Downloadable!]
    3. Paresh Kumar Narayan & Russell Smyth, 2005. "Are OECD stock prices characterized by a random walk? Evidence from sequential trend break and panel data models," Applied Financial Economics, Taylor and Francis Journals, vol. 15(8), pages 547-556, May. [Downloadable!] (restricted)
    4. Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Is There a Structural Break in the Equity Premium?," Discussion Papers in Economics at the University of Washington 0024, Department of Economics at the University of Washington. [Downloadable!]
    5. John Y. Campbell, 1991. "A Variance Decomposition for Stock Returns," NBER Working Papers 3246, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    6. Kausik Chaudhuri & Yangru Wu, 2000. "Random Walk versus Breaking Trend in Stock Prices: Evidence from Emerging Markets," Working Papers 2000-3, University of Sydney, Department of Economics. [Downloadable!]
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    7. Noor A. Ghazali & Shamshubariah Ramlee, 2003. "A long memory test of the long-run Fisher effect in the G7 countries," Applied Financial Economics, Taylor and Francis Journals, vol. 13(10), pages 763-769, October. [Downloadable!] (restricted)
    8. Lubos Pastor & Robert F. Stambaugh, 2009. "Are Stocks Really Less Volatile in the Long Run?," NBER Working Papers 14757, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    9. Simon van Norden & Huntley Schaller & ), 1995. "Regime Switching in Stock Market Returns," Econometrics 9502002, EconWPA. [Downloadable!]
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    10. Simon Stevenson, 2002. "Momentum Effects and Mean Reversion in Real Estate Securities," Journal of Real Estate Research, American Real Estate Society, vol. 23(1/2), pages 47-64. [Downloadable!]
    11. Barry Bosworth & Gary Burtless, 2002. "Pension Reform in the Presence of Financial Market Risk," Working Papers, Center for Retirement Research at Boston College 2002-01, Center for Retirement Research. [Downloadable!]
    12. Rossen Valkanov, 1999. "Equity Premium and Dividend Yield regressions: A lot of noise, little information, confusing results," University of California at Los Angeles, Anderson Graduate School of Management 1103, Anderson Graduate School of Management, UCLA. [Downloadable!]
    13. KENT D. DANIEL & David Hirshleifer & AVANIDHAR SUBRAHMANYAM, 2004. "A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions," Finance 0412006, EconWPA. [Downloadable!]
    14. J. Annaert & W. Van Hyfte, 2006. "Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/376, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
    15. Graflund, Andreas, 2000. "A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market," Working Papers 2000:8, Lund University, Department of Economics, revised 09 Nov 2000. [Downloadable!]
    16. Adrian Buckley, 1999. "An introduction to security returns," European Journal of Finance, Taylor and Francis Journals, vol. 5(3), pages 165-180, September. [Downloadable!] (restricted)
    17. Charles R. Nelson & Myung J. Kim, 1990. "Predictable Stock Returns: Reality or Statistical Illusion?," NBER Working Papers 3297, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    18. David M. Cutler & James M. Poterba & Lawrence H. Summers, 1991. "Speculative Dynamics and the Role of Feedback Traders," NBER Working Papers 3243, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    19. Matthew Richardson & James H. Stock, 1990. "Drawing Inferences From Statistics Based on Multi-Year Asset Returns," NBER Working Papers 3335, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    20. Kian-Ping Lim & Venus Khim-Sen Liew, 2007. "Nonlinear mean reversion in stock prices: evidence from Asian markets," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(1), pages 25-29, January. [Downloadable!] (restricted)
    21. Wolfgang Drobetz & Patrick Wegmann, 2002. "Mean Reversion on Global Stock Markets," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 138(III), pages 215-239, September. [Downloadable!]
    22. Huntley Schaller & Simon van Norden, 1997. "Fads or Bubbles?," Working Papers 97-2, Bank of Canada. [Downloadable!]
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    23. John Hatgioannides & Spiros Mesomeris, 2005. "Mean Reversion in Equity Prices: the G-7 Evidence," Money Macro and Finance (MMF) Research Group Conference 2005 64, Money Macro and Finance Research Group. [Downloadable!]
    24. Kulp-Tåg, Sofie, 2007. "Short-Horizon Asymmetric Mean-Reversion and Overreactions: Evidence from the Nordic Stock Markets," Working Papers 524, Hanken School of Economics. [Downloadable!]
    25. Spencer Thompson & Nathan Lead, 1999. "Modelling Share Price Behaviour Across Time," School of Economics and Finance Discussion Papers and Working Papers Series 071, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    26. Ila Patnaik, 2003. "India's policy stance on reserves and the currency," Indian Council for Research on International Economic Relations, New Delhi Working Papers 108, Indian Council for Research on International Economic Relations, New Delhi, India. [Downloadable!]
    27. Tim Bollerslev & Robert J. Hodrick, 1992. "Financial Market Efficiency Tests," NBER Working Papers 4108, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    28. Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2002. "Spurious Regressions in Financial Economics?," NBER Working Papers 9143, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    29. Graflund, Andreas, 2001. "Are the Nordic Stock Markets Mean Reverting?," Working Papers 2001:15, Lund University, Department of Economics. [Downloadable!]
    30. Simon van Norden & Huntley Schaller & ), 1995. "Speculative Behaviour, Regime-Switching, and Stock Market Crashes," Econometrics 9502003, EconWPA. [Downloadable!]
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    31. Shyh-Wei Chen, 2008. "Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries," Economics Bulletin, Economics Bulletin, vol. 3(11), pages 1-11. [Downloadable!]
    32. Peter S. Yoo, 1994. "Age dependent portfolio selection," Working Papers 1994-003, Federal Reserve Bank of St. Louis. [Downloadable!]
    33. Philip A. Shively, 2004. "Time-varying risk components in the single-factor market model: an exact most powerful invariant test," Applied Financial Economics, Taylor and Francis Journals, vol. 14(13), pages 945-952, September. [Downloadable!] (restricted)
    34. Yasuyuki Itoh, 2007. "A Class of Gaussian Hybrid Processes for Modeling Financial Markets," Asia-Pacific Financial Markets, Springer, vol. 14(3), pages 185-199, September. [Downloadable!] (restricted)
    35. Yoon, B. Sam & Brorsen, B. Wade, 2000. "Rollover Hedging," 2000 Conference, April 17-18 2000, Chicago, Illinois 18938, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
    36. Marco Bonomo & René Garcia, 1994. "Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles," CIRANO Working Papers 94s-14, CIRANO. [Downloadable!]
      Other versions:
    37. Graflund, Andreas, 2001. "Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998," Working Papers 2001:8, Lund University, Department of Economics. [Downloadable!]
    38. Allan Timmermann, 2001. "Structural Breaks, Incomplete Information and Stock Prices," University of California at San Diego, Economics Working Paper Series 2001-02, Department of Economics, UC San Diego. [Downloadable!]
    39. Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?," Discussion Papers in Economics at the University of Washington 0011, Department of Economics at the University of Washington. [Downloadable!]
      Other versions:
    40. Enrique Sentana, 1993. "The econometrics of the stock market I: rationality tests," Investigaciones Economicas, Fundación SEPI, vol. 17(3), pages 401-420, September. [Downloadable!]
    41. Paresh Kumar Narayan & Russell Smyth, 2004. "Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts," Applied Financial Economics, Taylor and Francis Journals, vol. 14(14), pages 991-1004, October. [Downloadable!] (restricted)
    42. Nielsen, Steen & Olesen, Jan Overgaard, 2001. "Regime-Switching Stock Returns And Mean Reversion," Working Papers 11-2000, Copenhagen Business School, Department of Economics. [Downloadable!]
    43. Andreas Graflund, 2000. "A Bayes Inference Approach to Testing Mean Reversion in the Swedish Stock Market," Econometric Society World Congress 2000 Contributed Papers 1363, Econometric Society. [Downloadable!]
    44. Eric Hillebrand, 2005. "Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation," Finance 0501015, EconWPA. [Downloadable!]
    45. Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?," Working Papers 0011, University of Washington, Department of Economics. [Downloadable!]
    46. Kin Lam & May Chun Mei Wong & Wing-Keung Wong, 2005. "New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model," Departmental Working Papers wp0514, National University of Singapore, Department of Economics. [Downloadable!]
    47. Nelson Manuel P.B.C. Areal & Manuel José Da Rocha Armada, 2002. "The long-horizon returns behaviour of the Portuguese stock market1," European Journal of Finance, Taylor and Francis Journals, vol. 8(1), pages 93-122, March. [Downloadable!] (restricted)
    48. William A. Brock & Blake LeBaron, 1989. "Liquidity Constraints in Production Based Asset Pricing Models," NBER Working Papers 3107, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  16. Turner, C.M. & Startz, R. & Nelson, C.R., 1989. "The Markov Model Of Heteroskedasticity, Risk And Learning In The Stock Market," Discussion Papers in Economics at the University of Washington 89-01, Department of Economics at the University of Washington.
    Other versions:

    Cited by:

    1. Charles Nelson & Eric Zivot & Jeremy M. Piger, 2001. "Markov regime switching and unit root tests," Working Papers 2001-013, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    2. Tobias Adrian & Joshua Rosenberg, 2006. "Stock returns and volatility: pricing the short-run and long-run components of market risk," Staff Reports 254, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    3. Ryan SULEIMANN, 2003. "The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach," Econometrics 0307002, EconWPA, revised 18 Jul 2003. [Downloadable!]
    4. Laurent E. Calvet & Adlai J. Fisher, 2005. "Multifrequency News and Stock Returns," NBER Working Papers 11441, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    5. Tim Bollerslev & Hao Zhou, 2003. "Volatility puzzles: a unified framework for gauging return-volatility regressions," Finance and Economics Discussion Series 2003-40, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    6. Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers 2009s-28, CIRANO. [Downloadable!]
      Other versions:
    7. John M Maheu & Thomas H McCurdy & Yong Song, 2009. "Extracting bull and bear markets from stock returns," Working Papers tecipa-369, University of Toronto, Department of Economics. [Downloadable!]
    8. Turan Bali & Kamil Yilmaz, 2009. "The Intertemporal Relation between Expected Return and Risk on Currency," TÜSİAD-Koç University Economic Research Forum Working Papers 0909, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
    9. Pástor, Luboš & Sinha, Meenakshi & Swaminathan, Bhaskaran, 2006. "Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital," CEPR Discussion Papers 5462, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    10. René Garcia, 1995. "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," CIRANO Working Papers 95s-07, CIRANO. [Downloadable!]
    11. Massimo Guidolin & Allan Timmerman, 2005. "Optimal portfolio choice under regime switching, skew and kurtosis preferences," Working Papers 2005-006, Federal Reserve Bank of St. Louis. [Downloadable!]
    12. Massimo Guidolin & Giovanna Nicodano, 2007. "Managing international portfolios with small capitalization stocks," Working Papers 2007-030, Federal Reserve Bank of St. Louis. [Downloadable!]
    13. Mila Getmansky & Andrew W. Lo & Igor Makarov, 2003. "An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns," NBER Working Papers 9571, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    14. John M. Maheu & Thomas H. McCurdy, 2001. "Nonlinear Features of Realized FX Volatility," CIRANO Working Papers 2001s-42, CIRANO. [Downloadable!]
      Other versions:
    15. Ryan SULEIMANN, 2003. "Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach," Econometrics 0307004, EconWPA, revised 18 Jul 2003. [Downloadable!]
    16. Massimo Guidolin & Carrie Fangzhou Na, 2007. "The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns," Working Papers 2006-059, Federal Reserve Bank of St. Louis. [Downloadable!]
    17. Ryan SULEIMANN, 2003. "New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach," Econometrics 0307003, EconWPA, revised 18 Jul 2003. [Downloadable!]
    18. Wiliam Branch & George W. Evans, 2006. "Asset Return Dynamics and Learning," University of Oregon Economics Department Working Papers 2006-14, University of Oregon Economics Department. [Downloadable!]
    19. Allan Timmerman & Luis Catão, 2003. "Country and Industry Dynamics in Stock Returns," IMF Working Papers 03/52, International Monetary Fund. [Downloadable!]
      Other versions:
    20. Massimo Guidolin & Stuart Hyde, 2007. "What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model," Working Papers 2006-029, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    21. Sean D. Campbell, 2002. "Specification Testing and Semiparametric Estimation of Regime Switching Models: An Examination of the US Short Term Interest Rate," Working Papers 2002-26, Brown University, Department of Economics. [Downloadable!]
    22. Charles Nelson & Jeremy Piger & Eric Zivot, 1999. "Unit Root Tests in the Presence of Markov Regime-Switching," Working Papers 0040, University of Washington, Department of Economics. [Downloadable!]
      Other versions:
    23. Massimo Guidolin & Giovanna Nicodano, 2007. "Small caps in international equity portfolios: the effects of variance risk," Working Papers 2005-075, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    24. Clara I. Gonzalez & Ricardo Gimeno, 2008. "Financial Analysts impact on Stock Volatility. A Study on the Pharmaceutical Sector," Working Papers 2008-19, FEDEA. [Downloadable!]
    25. Massimo Guidolin & Allan Timmerman, 2005. "Size and value anomalies under regime shifts," Working Papers 2005-007, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    26. Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?," Discussion Papers in Economics at the University of Washington 0011, Department of Economics at the University of Washington. [Downloadable!]
      Other versions:
    27. John Y. Campbell & Ludger Hentschel, 1991. "No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns," NBER Working Papers 3742, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    28. John M Maheu & Thomas H McCurdy, 2007. "How useful are historical data for forecasting the long-run equity return distribution?," Working Papers tecipa-293, University of Toronto, Department of Economics. [Downloadable!]
      Other versions:
    29. Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?," Working Papers 0011, University of Washington, Department of Economics. [Downloadable!]
    30. Geert Bekaert & Guojun Wu, 1997. "Asymmetric Volatility and Risk in Equity Markets," NBER Working Papers 6022, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  17. Christopher M. Turner & Richard Startz & Charles R. Nelson, 1989. "A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market," NBER Working Papers 2818, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Chikashi Tsuji, 2003. "Is Volatility the Best Predictor of Market Crashes?," Asia-Pacific Financial Markets, Springer, vol. 10(2), pages 163-185, September. [Downloadable!] (restricted)
    2. Charles Nelson & Eric Zivot & Jeremy M. Piger, 2001. "Markov regime switching and unit root tests," Working Papers 2001-013, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    3. Andrew Ang & Li Gu & Yael V. Hochberg, 2006. "Is IPO Underperformance a Peso Problem?," NBER Working Papers 12203, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Tobias Adrian & Joshua Rosenberg, 2006. "Stock returns and volatility: pricing the short-run and long-run components of market risk," Staff Reports 254, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    5. Chau-Jung Kuo & Su-Lien Lu, 2005. "Taiwan's financial holding companies: an empirical investigation based on Markov regime-switching model," Applied Economics, Taylor and Francis Journals, vol. 37(5), pages 593-605, March. [Downloadable!] (restricted)
    6. Simon van Norden & Huntley Schaller & ), 1995. "Regime Switching in Stock Market Returns," Econometrics 9502002, EconWPA. [Downloadable!]
      Other versions:
    7. Ryan SULEIMANN, 2003. "The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach," Econometrics 0307002, EconWPA, revised 18 Jul 2003. [Downloadable!]
    8. Laurent E. Calvet & Adlai J. Fisher, 2005. "Multifrequency News and Stock Returns," NBER Working Papers 11441, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    9. Massimo Guidolin & Allan Timmerman, 2006. "Asset allocation under multivariate regime switching," Working Papers 2005-002, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    10. Tim Bollerslev & Hao Zhou, 2003. "Volatility puzzles: a unified framework for gauging return-volatility regressions," Finance and Economics Discussion Series 2003-40, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    11. Lawrence R. Glosten & Ravi Jagannathan & David E. Runkle, 1993. "On the relation between the expected value and the volatility of the nominal excess return on stocks," Staff Report 157, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    12. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "There is a Risk-Return Tradeoff After All," NBER Working Papers 10913, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    13. Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009. "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers 2009s-28, CIRANO. [Downloadable!]
      Other versions:
    14. John M Maheu & Thomas H McCurdy & Yong Song, 2009. "Extracting bull and bear markets from stock returns," Working Papers tecipa-369, University of Toronto, Department of Economics. [Downloadable!]
    15. Don U.A. Galagedera & Roland Shami, 2003. "Association between Markov regime-switching market volatility and beta risk: Evidence from Dow Jones industrial serurities," Monash Econometrics and Business Statistics Working Papers 20/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
      Other versions:
    16. Turan Bali & Kamil Yilmaz, 2009. "The Intertemporal Relation between Expected Return and Risk on Currency," TÜSİAD-Koç University Economic Research Forum Working Papers 0909, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
    17. Pástor, Luboš & Sinha, Meenakshi & Swaminathan, Bhaskaran, 2006. "Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital," CEPR Discussion Papers 5462, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    18. René Garcia, 1995. "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," CIRANO Working Papers 95s-07, CIRANO. [Downloadable!]
    19. Massimo Guidolin & Allan Timmerman, 2005. "Optimal portfolio choice under regime switching, skew and kurtosis preferences," Working Papers 2005-006, Federal Reserve Bank of St. Louis. [Downloadable!]
    20. Massimo Guidolin & Giovanna Nicodano, 2007. "Managing international portfolios with small capitalization stocks," Working Papers 2007-030, Federal Reserve Bank of St. Louis. [Downloadable!]
    21. Mila Getmansky & Andrew W. Lo & Igor Makarov, 2003. "An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns," NBER Working Papers 9571, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    22. John M. Maheu & Thomas H. McCurdy, 2001. "Nonlinear Features of Realized FX Volatility," CIRANO Working Papers 2001s-42, CIRANO. [Downloadable!]
      Other versions:
    23. Ryan SULEIMANN, 2003. "Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach," Econometrics 0307004, EconWPA, revised 18 Jul 2003. [Downloadable!]
    24. Massimo Guidolin & Carrie Fangzhou Na, 2007. "The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns," Working Papers 2006-059, Federal Reserve Bank of St. Louis. [Downloadable!]
    25. Mark J. Holmes & Maghrebi Nabil, 2002. "Non-Linearities, Regime Switching and the Relationship Between Asian Equity and Foreign Exchange Markets ," International Economic Journal, Korean International Economic Association, vol. 16(4), pages 121-139, December. [Downloadable!] (restricted)
    26. Ryan SULEIMANN, 2003. "New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach," Econometrics 0307003, EconWPA, revised 18 Jul 2003. [Downloadable!]
    27. Massimo Guidolin & Sadayuki Ono, 2005. "Are the dynamic linkages between the macroeconomy and asset prices time-varying?," Working Papers 2005-056, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    28. Paul Harrison & Harold H. Zhang, . "Cyclical Variation in the Risk and Return Relation," Computing in Economics and Finance 1997 175, Society for Computational Economics. [Downloadable!]
    29. Wiliam Branch & George W. Evans, 2006. "Asset Return Dynamics and Learning," University of Oregon Economics Department Working Papers 2006-14, University of Oregon Economics Department. [Downloadable!]
    30. Allan Timmerman & Luis Catão, 2003. "Country and Industry Dynamics in Stock Returns," IMF Working Papers 03/52, International Monetary Fund. [Downloadable!]
      Other versions:
    31. Massimo Guidolin & Stuart Hyde, 2007. "What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model," Working Papers 2006-029, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    32. Sean D. Campbell, 2002. "Specification Testing and Semiparametric Estimation of Regime Switching Models: An Examination of the US Short Term Interest Rate," Working Papers 2002-26, Brown University, Department of Economics. [Downloadable!]
    33. Charles Nelson & Jeremy Piger & Eric Zivot, 1999. "Unit Root Tests in the Presence of Markov Regime-Switching," Working Papers 0040, University of Washington, Department of Economics. [Downloadable!]
      Other versions:
    34. L. Vanessa Smith & Takashi Yamagata, 2008. "Firm Level Volatility-Return Analysis using Dynamic Panels," Discussion Papers 08/09, Department of Economics, University of York. [Downloadable!]
    35. Meenagh, David & Minford, Patrick & Peel, David, 2006. "Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency," CEPR Discussion Papers 5614, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    36. Massimo Guidolin & Giovanna Nicodano, 2007. "Small caps in international equity portfolios: the effects of variance risk," Working Papers 2005-075, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    37. Massimo Guidolin & Allan Timmerman, 2005. "Size and value anomalies under regime shifts," Working Papers 2005-007, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    38. Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?," Discussion Papers in Economics at the University of Washington 0011, Department of Economics at the University of Washington. [Downloadable!]
      Other versions:
    39. Chang-Jin Kim & Jeremy M. Piger & Richard Startz, 2004. "Estimation of Markov regime-switching regression models with endogenous switching," Working Papers 2003-015, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    40. Ramaprasad Bhar & Shigeyuki Hamori, 2006. "Empirical investigation on the relationship between Japanese and Asian emerging equity markets," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(2), pages 77-86, March. [Downloadable!] (restricted)
    41. Allan Timmermann & Massimo Guidolin, 2006. "An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 1-22. [Downloadable!]
      Other versions:
    42. James Morley, 2000. "Is There a Positive Intertemporal Tradeoff Between Risk and Return After All?," Econometric Society World Congress 2000 Contributed Papers 0915, Econometric Society. [Downloadable!]
    43. John Y. Campbell & Ludger Hentschel, 1991. "No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns," NBER Working Papers 3742, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    44. Thadavillil Jithendranathan, 2004. "Time-varying Correlations of Russian and U.S. Equity Returns," International Finance 0403006, EconWPA. [Downloadable!]
    45. Fabio Fornari, 2002. "The size of the equity premium," Temi di discussione (Economic working papers) 447, Bank of Italy, Economic Research Department. [Downloadable!]
    46. John M Maheu & Thomas H McCurdy, 2007. "How useful are historical data for forecasting the long-run equity return distribution?," Working Papers tecipa-293, University of Toronto, Department of Economics. [Downloadable!]
      Other versions:
    47. Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?," Working Papers 0011, University of Washington, Department of Economics. [Downloadable!]
    48. Geert Bekaert & Guojun Wu, 1997. "Asymmetric Volatility and Risk in Equity Markets," NBER Working Papers 6022, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    49. Lubos Pastor & Robert F. Stambaugh, 2000. "The Equity Premium and Structural Breaks," NBER Working Papers 7778, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  18. Kim, M.J. & Nelson, C.R. & Startz, R., 1988. "Mean Reversion In Stock Prices? A Reappraisal Of Empirical Evidence," Discussion Papers in Economics at the University of Washington 88-15, Department of Economics at the University of Washington.
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    Cited by:

    1. Andrew W. Lo & A. Craig MacKinlay, 1991. "When are Contrarian Profits Due to Stock Market Overreaction?," NBER Working Papers 2977, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Alan J. Marcus, 1989. "An Equilibrium Theory of Excess Volatility and Mean Reversion in Stock Market Prices," NBER Working Papers 3106, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Meredith Beechey & David Gruen & James Vickery, 2000. "The Efficient Market Hypothesis: A Survey," RBA Research Discussion Papers rdp2000-01, Reserve Bank of Australia. [Downloadable!]
    4. Fischer Black, 1989. "Mean Reversion and Consumption Smoothing," NBER Working Papers 2946, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    5. N. Gregory Mankiw & David H. Romer & Matthew D. Shapiro, 1989. "Stock Market Forecastability and Volatility: A Statistical Appraisal," NBER Working Papers 3154, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  19. Nelson, C. & Startz, R., 1988. "The Distribution Of The Instrumental Variables Estimator And Its T-Ratio When The Instrument Is A Poor One," Discussion Papers in Economics at the University of Washington 88-07, Department of Economics at the University of Washington.
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    Published as:

    Cited by:

    1. Paz, Lourenço S. & Gomes, Fábio A. R., 2008. "Consumption in South America: myopia or liquidity constraints?," Ibmec Working Papers wpe_146, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
    2. Russell Davidson & James G. MacKinnon, 2004. "The Case Against JIVE," Working Papers 1031, Queen's University, Department of Economics. [Downloadable!]
      Other versions:
    3. Sherry Glied & Christina Hoven & Robert Moore & A. Bowen Garrett, 1996. "Medicaid and Service Use Among Homeless Adults," NBER Working Papers 5834, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Lawrence J. Christiano & Wouter Den Haan, 1995. "Small sample properties of GMM for business cycle analysis," Staff Report 199, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    5. Paul A. Bekker & Jan van der Ploeg, 2000. "Instrumental Variable Estimation Based on Grouped Data," Econometric Society World Congress 2000 Contributed Papers 1862, Econometric Society. [Downloadable!]
    6. Isaac C. Rischall, . "The Roles of Education, Skill and Parental Income in Determining Wages," Canadian International Labour Network Working Papers 29, McMaster University. [Downloadable!]
    7. Robert B. Ekelund, George S. Ford, John D. Jackson, 2000. "Are Local TV Markets Separate Markets?," International Journal of the Economics of Business, Taylor and Francis Journals, vol. 7(1), pages 79-97, February. [Downloadable!] (restricted)
    8. J. Dufour, . "Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration," Sonderforschungsbereich 373 1995-27, Humboldt Universitaet Berlin.
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    9. Pinka Chatterji & Jeff DeSimone, 2005. "Adolescent Drinking and High School Dropout," NBER Working Papers 11337, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    10. Griet Malengier & Lorenzo Pozzi, 2005. "Examining Ricardian Equivalence by estimating and bootstrapping a nonlinear dynamic panel model," Money Macro and Finance (MMF) Research Group Conference 2005 61, Money Macro and Finance Research Group. [Downloadable!]
    11. Richard Blundell & Steve Bond, 1999. "GMM estimation with persistent panel data: an application to production functions," IFS Working Papers W99/04, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    12. Madden, Gary G & Schipp, Michael & Tan, Joachim, 2007. "Mobile telephony and internet growth: impacts on consumer welfare," MPRA Paper 14555, University Library of Munich, Germany. [Downloadable!]
    13. Allen, Brandeanna & Nunley, John & Seals, Alan, 2008. "The Effect of Joint-Child-Custody Legislation on the Child-Support Receipt of Single Mothers," MPRA Paper 16316, University Library of Munich, Germany, revised Mar 2009. [Downloadable!]
    14. Anh Le & Paul Miller, 2004. "School-leaving Decisions in Australia: A Cohort Analysis," Education Economics, Taylor and Francis Journals, vol. 12(1), pages 39-65, April. [Downloadable!] (restricted)
    15. Alfonso Flores-Lagunes, 2007. "Finite sample evidence of IV estimators under weak instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(3), pages 677-694. [Downloadable!]
    16. John Chao & Norman R. Swanson, 2003. "Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction," Cowles Foundation Discussion Papers 1418, Cowles Foundation, Yale University. [Downloadable!]
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    17. Carlsson, Mikael, 2000. "Measures of Technology and the Short-Run Responses to Technology Shocks - Is the RBC-Model Consistent with Swedish Manufacturing Data?," Working Paper Series 2000:20, Uppsala University, Department of Economics.
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    18. Beetsma,Roel M.W.J. & Bovenberg,A. Lans, 1996. "Designing fiscal and monetary institutions for a European Monetary Union," Research Memoranda 004, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
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    19. Christopher D. Carroll & Andrew A. Samwick, 1995. "The Nature of Precautionary Wealth," NBER Working Papers 5193, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    20. Jeffrey C. Fuhrer & Glenn D. Rudebusch, 2002. "Estimating the Euler equation for output," Working Papers 02-3, Federal Reserve Bank of Boston. [Downloadable!]
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    21. Joshua D. Angrist & Alan B. Krueger, 1995. "Split Sample Instrumental Variables," NBER Technical Working Papers 0150, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    22. Harald Badinger & Fritz Breuss, 2005. "Has Austria’s Accession to the EU Triggered an Increase in Competition? A Sectoral Markup Study," Empirica, Springer, vol. 32(2), pages 145-180, 06. [Downloadable!] (restricted)
    23. Jean-Marie Dufour & Joanna Jasiak, 2000. "Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," Econometric Society World Congress 2000 Contributed Papers 1536, Econometric Society. [Downloadable!]
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    24. H.K. Van Dijk, 2002. "On Bayesian structural inference in a simultaneous equation model," Econometric Institute Report 263, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    25. Janet Currie & Duncan Thomas, 1993. "Does Head Start Make a Difference?," NBER Working Papers 4406, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    26. Hugo Faria & Hugo Montesinos, 2009. "Does economic freedom cause prosperity? An IV approach," Public Choice, Springer, vol. 141(1), pages 103-127, October. [Downloadable!] (restricted)
    27. David M. Brasington & Diane Hite, . "Demand for Environmental Quality: A Spatial Hedonic Approach," Departmental Working Papers 2005-08, Department of Economics, Louisiana State University. [Downloadable!]
    28. Emilio Fernandez-Corugedo & Simon Price, . "Financial liberalisation and consumers' expenditure: 'FLIB' re-examined," Bank of England working papers 157, Bank of England. [Downloadable!]
    29. Patricia Jones & Abigail Barr, 1996. "Learning by doing in sub-Saharan Africa: Evidence from Ghana," Journal of International Development, John Wiley & Sons, Ltd., vol. 8(3), pages 445-466.
    30. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis," Working Papers 05-27, Bank of Canada. [Downloadable!]
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    31. Jakob B. Madsen & EPRU & FRU, 2007. "Semi-Endogenous Versus Schumpeterian Growth Models: Testing The Knowledge Production Function Using International Data," Monash Economics Working Papers 26/07, Monash University, Department of Economics. [Downloadable!]
      Other versions:
    32. Jean-Marie Dufour, 2001. "Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie," CIRANO Working Papers 2001s-40, CIRANO. [Downloadable!]
      Other versions:
    33. D. Klepinger & S. Lundberg & R. Plotnick, . "How Does Adolescent Fertility Affect the Human Capital and Wages of Young Women?," Institute for Research on Poverty Discussion Papers 1145-97, University of Wisconsin Institute for Research on Poverty. [Downloadable!]
    34. de la Croix, David & Urbain, Jean-Pierre, 1996. "Intertemporal Substitution in Import Demand and Habit Formation," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1996002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
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    35. Croix,David,de la & Palm,Franz & Urbain,Jean-Pierre, 1996. "Labor market dynamics when effort depends on wage growth comparisons," Research Memoranda 016, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
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    36. Pinka Chatterji, 2006. "Illicit drug use and educational attainment," Health Economics, John Wiley & Sons, Ltd., vol. 15(5), pages 489-511. [Downloadable!]
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    37. D. Klepinger & S. Lundberg & R. Plotnick, . "Instrument selection: The case of teenage childbearing and women's educational attainment," Institute for Research on Poverty Discussion Papers 1077-95, University of Wisconsin Institute for Research on Poverty. [Downloadable!]
    38. John Mullahy & Jody L. Sindelar, 1994. "Alcoholism, Work, and Income Over the Life Cycle," NBER Working Papers 3909, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    39. Kenneth D. West, 1993. "Inventory Models," NBER Technical Working Papers 0143, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    40. Karen E. Dynan, 2000. "Habit Formation in Consumer Preferences: Evidence from Panel Data," American Economic Review, American Economic Association, vol. 90(3), pages 391-406, June. [Downloadable!] (restricted)
    41. Gilbert E. Metcalf, 1996. "Specification Testing in Panel Data With Instrumental Variables," NBER Technical Working Papers 0123, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    42. Bronwyn H. Hall & Jacques Mairesse & Benoit Mulkay & Jacques Mairesse, 1999. "Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years," Econometrics 9902001, EconWPA. [Downloadable!]
      Other versions:
    43. Angrist, J D & Imbens, G W & Krueger, A B, 1999. "Jackknife Instrumental Variables Estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(1), pages 57-67, Jan.-Feb.. [Downloadable!]
      Other versions:
    44. Kazuhiko Hayakawa, 2005. "Small Sample Bias Propreties of the System GMM Estimator in Dynamic Panel Data Models," Hi-Stat Discussion Paper Series d05-82, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
      Other versions:
    45. Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, School of Economics and Management, University of Aarhus. [Downloadable!]
    46. Seethepalli, Kalpana & Bramati, Maria Caterina & Veredas, David, 2008. "How relevant is infrastructure to growth in East Asia ?," Policy Research Working Paper Series 4597, The World Bank. [Downloadable!]
    47. Nuria Alcalde Fradejas & Jaime Vallés Giménez, . "El Mercado Financiero Y El Racionamiento Del Endeudamiento Autonómico," Working Papers 4-02 Classification-JEL :, Instituto de Estudios Fiscales. [Downloadable!]
    48. Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    49. Michael Kuehlwein & Sansern Samalapa, . "Budget Deficits, Public Spending and Interest Rates in Thailand," Claremont Colleges Working Papers 1999-34, Claremont Colleges. [Downloadable!]
    50. D. S. Poskitt & C. L. Skeels, 2004. "Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    51. Bond, Stephen Roy & Hoeffler, Anke & Temple, Jonathan, 2001. "GMM Estimation of Empirical Growth Models," CEPR Discussion Papers 3048, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    52. Becker, Bo & Cronqvist, Henrik & Fahlenbrach, Rudiger, 2008. "Estimating the Effects of Large Shareholders Using a Geographic Instrument," Working Paper Series 2008-9, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    53. Pinka Chatterji & Sara Markowitz, 2000. "The Impact of Maternal Alcohol and Illicit Drug Use on Children's Behavior Problems: Evidence from the Children of the National Longitudinal Survey..," NBER Working Papers 7692, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    54. Blomquist, Soren & Dahlberg, Matz, 1999. "Small Sample Properties of LIML and Jackknife IV Estimators: Experiments with Weak Instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(1), pages 69-88, Jan.-Feb.. [Downloadable!]
    55. D. S. Poskitt & C. L. Skeels, 2005. "Small Concentration Asymptotics and Instrumental Variables Inference," Monash Econometrics and Business Statistics Working Papers 4/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
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    56. Janet Currie & Duncan Thomas, 1993. "Medicaid and Medical Care for Children," NBER Working Papers 4284, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    57. Richard Startz & Charles Nelson & Eric Zivot, 1999. "Improved Inference for the Instrumental Variable Estimator," Working Papers 0039, University of Washington, Department of Economics. [Downloadable!]
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    58. Pinka Chatterji & Kevin Frick, 2003. "Does Returning to Work After Childbirth Affect Breastfeeding Practices?," NBER Working Papers 9630, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    59. Sonia R Bhalotra, 2000. "Is Child Work Necessary?," STICERD - Development Economics Papers 26, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
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    60. G. Malengier & L. Pozzi, 2004. "Examining Ricardian Equivalence by estimating and bootstrapping a nonlinear dynamic panel model," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/274, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
    61. Bourlès, Renaud & Cette, Gilbert, 2005. "A comparison of structural productivity levels in the major industrialised countries," MPRA Paper 7330, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    62. Michele Boldrin & Lawrence J. Christiano & Jonas D. M. Fisher, 2000. "Habit persistence, asset returns and the business cycle," Staff Report 280, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    63. Douglas Staiger & James H. Stock, 1994. "Instrumental Variables Regression with Weak Instruments," NBER Technical Working Papers 0151, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    64. Philip Shaw & Marina-Selini Katsaiti & Marius Jurgilas, 2006. "Corruption and Growth Under Weak Identification," Working papers 2006-17, University of Connecticut, Department of Economics, revised Mar 2007. [Downloadable!]
    65. John Mullahy & Jody L. Sindelar, 1995. "Employment, Unemployment, and Problem Drinking," NBER Working Papers 5123, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    66. John A. Rizzo, 2005. "Are HMOs bad for health maintenance?," Health Economics, John Wiley & Sons, Ltd., vol. 14(11), pages 1117-1131. [Downloadable!]
    67. Pinka Chatterji & Margarita Alegria & Mingshun Lu & David Takeuchi, 2005. "Psychiatric Disorders and Labor Market Outcomes: Evidence from the National Latino and Asian American Study," NBER Working Papers 11893, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    68. Benoit Perron, 2000. "Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off," Econometric Society World Congress 2000 Contributed Papers 1576, Econometric Society. [Downloadable!]
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    69. Bourlès, R. & Cette, G., 2006. "Trends in "structural" productivity levels in the major industrialized countries," Documents de Travail 156, Banque de France. [Downloadable!]
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    70. Joel L. Horowitz, 1996. "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics 9602009, EconWPA, revised 05 Mar 1996. [Downloadable!]
    71. Pinka Chatterji & Margarita Alegria & David Takeuchi, 2008. "Psychiatric Disorders and Employment: New Evidence from the Collaborative Psychiatric Epidemiology Surveys (CPES)," NBER Working Papers 14404, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    72. Adrian Pagan, 2007. "Weak Instruments: A Guide to the Literature," NCER Working Paper Series 13, National Centre for Econometric Research. [Downloadable!]
    73. Alexius, Annika & Carlsson, Mikael, 2002. "Measures of Technology and the Business Cycle," Working Paper Series 2002:10, Uppsala University, Department of Economics, revised 02 Mar 2006. [Downloadable!]
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    74. Michele Boldrin & Lawrence J. Christiano & Jonas D.M. Fisher, 1995. "Asset Pricing Lessons for Modeling Business Cycles," NBER Working Papers 5262, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    75. John Bound & Harry J. Holzer, 1996. "Demand Shifts, Population Adjustments, and Labor Market Outcomes during the 1980s," NBER Working Papers 5685, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    76. John Shea, 1996. "Instrument Relevance in Multivariate Linear Models: A Simple Measure," NBER Technical Working Papers 0193, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    77. Pierre-Daniel G. Sarte, 1997. "On the identification of structural vector autoregressions," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 45-68. [Downloadable!]
    78. G. Everaert & L. Pozzi, 2004. "Bootstrap Based Bias Correction for Homogeneous Dynamic²² Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/263, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
    79. Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis, 2006. "Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots," Economics, Finance and Accounting Department Working Paper Series n1620106, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]

  20. Nelson, C. & Startz, R., 1988. "Some Furthere Results On The Exact Small Sample Properties Of The Instrumental Variable Estimator," Discussion Papers in Economics at the University of Washington 88-06, Department of Economics at the University of Washington.
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    Cited by:

    1. Russell Davidson & James G. MacKinnon, 2004. "The Case Against JIVE," Working Papers 1031, Queen's University, Department of Economics. [Downloadable!]
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    2. Elbadawi, Ibrahim & Mengistae, Taye & Zeufack, Albert, 2006. "Market access, supplier access, and Africa's manufactured exports : an analysis of the role of geography and institutions," Policy Research Working Paper Series 3942, The World Bank. [Downloadable!]
    3. Markus Frölich & Michael Lechner, 2006. "Exploiting regional treatment intensity for the evaluation of labour market policies," University of St. Gallen Department of Economics working paper series 2006 2006-12, Department of Economics, University of St. Gallen. [Downloadable!]
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    4. Eric JONDEAU & Herve LE BIHAN, 2003. "ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")," Econometrics 0303006, EconWPA. [Downloadable!]
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    5. Daniel Aaronson & Eric French, 2001. "The effect of part-time work on wages: evidence from the Social Security rules," Working Paper Series WP-01-20, Federal Reserve Bank of Chicago. [Downloadable!]
    6. Werner Antweiler & Daniel Trefler, 2002. "Increasing Returns and All That: A View from Trade," American Economic Review, American Economic Association, vol. 92(1), pages 93-119, March. [Downloadable!]
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    7. Mahmoud El-Gamal, 2001. "A Bayesian Interpretation Of Multiple Point Estimates," Econometric Reviews, Taylor and Francis Journals, vol. 20(2), pages 235-245. [Downloadable!] (restricted)
    8. Paul A. Bekker & Jan van der Ploeg, 2000. "Instrumental Variable Estimation Based on Grouped Data," Econometric Society World Congress 2000 Contributed Papers 1862, Econometric Society. [Downloadable!]
    9. Denyse L. Dagenais & Marcel Dagenais, 1995. "Higher Moment Estimators for Linear Regression Models With Errors in the Variables," CIRANO Working Papers 95s-13, CIRANO. [Downloadable!]
    10. Isaac C. Rischall, . "The Roles of Education, Skill and Parental Income in Determining Wages," Canadian International Labour Network Working Papers 29, McMaster University. [Downloadable!]
    11. Aviv Nevo & Adam Rosen, 2008. "Identification with imperfect instruments," CeMMAP working papers CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
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    12. J. Dufour, . "Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration," Sonderforschungsbereich 373 1995-27, Humboldt Universitaet Berlin.
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    13. Elsas, Ralf & Florysiak, David, 2008. "Empirical Capital Structure Research: New Ideas, Recent Evidence, and Methodological Issues," Discussion Papers in Business Administration 4743, University of Munich, Munich School of Management. [Downloadable!]
    14. Paul A. Bekker & Frank Kleibergen, 2001. "Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic," Tinbergen Institute Discussion Papers 01-055/4, Tinbergen Institute. [Downloadable!]
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    15. Charles Nelson & Richard Startz & Eric Zivot, 2000. "Improved Inference for the Instrumental Variables Estimator," Econometric Society World Congress 2000 Contributed Papers 1600, Econometric Society. [Downloadable!]
      Other versions:
    16. Jay Bhattacharya & Dana Goldman & Neeraj Sood, 2002. "The Link Between Public and Private Insurance and HIV-Related Mortality," NBER Working Papers 9346, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    17. Richard Blundell & Steve Bond, 1999. "GMM estimation with persistent panel data: an application to production functions," IFS Working Papers W99/04, Institute for Fiscal Studies. [Downloadable!]
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    18. Daniel Trefler, 2004. "The Long and Short of the Canada-U. S. Free Trade Agreement," American Economic Review, American Economic Association, vol. 94(4), pages 870-895, September. [Downloadable!]
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    19. Peter C. B. Phillips, 2005. "A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation," Cowles Foundation Discussion Papers 1540, Cowles Foundation, Yale University. [Downloadable!]
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    20. Susanto Basu & John G. Fernald, 1999. "Are Apparent Productive Spillovers a Figment of Specification Error?," NBER Working Papers 5073, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    21. Gary Chamberlain & Guido W. Imbens, 1996. "Hierarchical Bayes Models with Many Instrumental Variables," NBER Technical Working Papers 0204, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    22. Fröhlich, Markus & Lechner, Michael, 2004. "Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies," CEPR Discussion Papers 4304, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    23. Staiger, Douglas & Stock, James H & Watson, Mark W, 1997. "The NAIRU, Unemployment and Monetary Policy," Journal of Economic Perspectives, American Economic Association, vol. 11(1), pages 33-49, Winter. [Downloadable!] (restricted)
    24. Eric Jondeau & Hervé Le Bihan, 2001. "Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data," Macroeconomics 0111005, EconWPA. [Downloadable!]
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    25. Jorge A. Chan-Lau & Iryna V. Ivaschenko, 2002. "The Corporate Spread Curve and Industrial Production in the United States," IMF Working Papers 02/8, International Monetary Fund. [Downloadable!]
    26. John Chao & Norman R. Swanson, 2003. "Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction," Cowles Foundation Discussion Papers 1418, Cowles Foundation, Yale University. [Downloadable!]
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    27. Domenico Marchetti, 2002. "Markups and the Business Cycle: Evidence from Italian Manufacturing Branches," Open Economies Review, Springer, vol. 13(1), pages 87-103, January. [Downloadable!] (restricted)
    28. Jeffrey C. Fuhrer & Glenn D. Rudebusch, 2002. "Estimating the Euler equation for output," Working Papers 02-3, Federal Reserve Bank of Boston. [Downloadable!]
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    29. David Zimmer, 2007. "Child Health and Maternal Work Activity: The Role of Unobserved Heterogeneity," Eastern Economic Journal, Eastern Economic Association, vol. 33(1), pages 43-64, Winter. [Downloadable!]
    30. David Albouy, 2006. "The Colonial Origins of Comparative Development: An Investigation of the Settler Mortality Data," Center for International and Development Economics Research, Working Paper Series 1055, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
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    31. H.K. Van Dijk, 2002. "On Bayesian structural inference in a simultaneous equation model," Econometric Institute Report 263, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    32. Heejoon Kang & Michele Fratianni, 1993. "International equality of stock market returns," Open Economies Review, Springer, vol. 4(4), pages 381-401, December. [Downloadable!] (restricted)
    33. Alejandro Castañeda Sabido & David Mulato, 2006. "Market Structure: Concentration and Imports as Determinants of Industry Margins," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 21(2), pages 177-202. [Downloadable!]
    34. Bernd Hayo & Boris Hofmann, 2005. "Comparing Monetary Policy Reaction Functions: ECB versus Bundesbank," Marburg Working Papers on Economics 200502, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung). [Downloadable!]
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    35. Susanto Basu & John G. Fernald, 1996. "Returns to scale in U.S. production: estimates and implications," International Finance Discussion Papers 546, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    36. Emilio Fernandez-Corugedo & Simon Price, . "Financial liberalisation and consumers' expenditure: 'FLIB' re-examined," Bank of England working papers 157, Bank of England. [Downloadable!]
    37. Jeffrey A. Frankel & David Romer, 1996. "Trade and Growth: An Empirical Investigation," NBER Working Papers 5476, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    38. Chad Bown & Meredith Crowley, 2003. "Trade deflection and trade depression," Working Paper Series WP-03-26, Federal Reserve Bank of Chicago. [Downloadable!]
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    39. Marianne Baxter & Urban J. Jermann, 1999. "Household Production and the Excess Sensitivity of Consumption to Current Income," American Economic Review, American Economic Association, vol. 89(4), pages 902-920, September. [Downloadable!] (restricted)
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    40. Lindström, Tomas, 1999. "External Economies at the Firm Level: Evidence from Swedish Manufacturing," Working Paper Series 89, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    41. Kraay, Aart, 2000. "Do high interest rates defend currencies during speculative attacks ?," Policy Research Working Paper Series 2267, The World Bank. [Downloadable!]
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    42. Jean-Marie Dufour, 2001. "Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie," CIRANO Working Papers 2001s-40, CIRANO. [Downloadable!]
      Other versions:
    43. D. Klepinger & S. Lundberg & R. Plotnick, . "How Does Adolescent Fertility Affect the Human Capital and Wages of Young Women?," Institute for Research on Poverty Discussion Papers 1145-97, University of Wisconsin Institute for Research on Poverty. [Downloadable!]
    44. Mehlum, Halvor, 2004. "Exact Small Sample Properties of the Instrumental Variable Estimator. A View From a Different Angle," Memorandum 03/2004, Oslo University, Department of Economics. [Downloadable!]
    45. Alejandro Castañeda Sabido, 2006. "Lerner Index. Estimation and the Impact of its Market Structure Determinants," Economia Mexicana NUEVA EPOCA, , vol. 0(2), pages 165-197, July-Dece. [Downloadable!]
    46. Martin Gaynor & Gerard F. Anderson, 1995. "Uncertain Demand, The Structure of Hospital Costs, and the Cost of EmptyHospital Beds," NBER Working Papers 4460, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    47. Giovanni Forchini, 2005. "On the Bimodality of the Exact Distribution of the TSLS Estimator," Monash Econometrics and Business Statistics Working Papers 14/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
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    48. D. Klepinger & S. Lundberg & R. Plotnick, . "Instrument selection: The case of teenage childbearing and women's educational attainment," Institute for Research on Poverty Discussion Papers 1077-95, University of Wisconsin Institute for Research on Poverty. [Downloadable!]
    49. Eric French, 2000. "The labor supply response to (mismeasured but) predictable wage changes," Working Paper Series WP-00-8, Federal Reserve Bank of Chicago. [Downloadable!]
    50. Kazuhiko Hayakawa, 2005. "Small Sample Bias Propreties of the System GMM Estimator in Dynamic Panel Data Models," Hi-Stat Discussion Paper Series d05-82, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
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    51. Jinyong Hahn & Atsushi Inoue, 2002. "A Monte Carlo Comparison Of Various Asymptotic Approximations To The Distribution Of Instrumental Variables Estimators," Econometric Reviews, Taylor and Francis Journals, vol. 21(3), pages 309-336. [Downloadable!] (restricted)
    52. Seethepalli, Kalpana & Bramati, Maria Caterina & Veredas, David, 2008. "How relevant is infrastructure to growth in East Asia ?," Policy Research Working Paper Series 4597, The World Bank. [Downloadable!]
    53. D. S. Poskitt & C. L. Skeels, 2004. "Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    54. Bond, Stephen Roy & Hoeffler, Anke & Temple, Jonathan, 2001. "GMM Estimation of Empirical Growth Models," CEPR Discussion Papers 3048, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    55. Jorge A. Chan-Lau & Iryna V. Ivaschenko, 2001. "Corporate Bond Risk and Real Activity: An Empirical Analysis of Yield Spreads and their Systematic Components," IMF Working Papers 01/158, International Monetary Fund. [Downloadable!]
    56. Michael Fritsch & Monika Meschede, 2001. "Product Innovation, Process Innovation, and Size," Review of Industrial Organization, Springer, vol. 19(3), pages 335-350, November. [Downloadable!] (restricted)
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    57. Blomquist, Soren & Dahlberg, Matz, 1999. "Small Sample Properties of LIML and Jackknife IV Estimators: Experiments with Weak Instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(1), pages 69-88, Jan.-Feb.. [Downloadable!]
    58. James H. Stock & Jonathan Wright, 1996. "Asymptotics for GMM Estimators with Weak Instruments," NBER Technical Working Papers 0198, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    59. Dana Goldman & Darius Lakdawalla & Neeraj Sood, 2004. "HIV Breakthroughs and Risk Sexual Behavior," NBER Working Papers 10516, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    60. Alejandro Castañeda, 2003. "Mexican manufacturing markups: procyclical behavior and the impact of trade liberalization," Economia Mexicana NUEVA EPOCA, , vol. 0(2), pages 209-230, July-Dece. [Downloadable!]
    61. Hasan Bakhshi & Ben Martin & Tony Yates, . "How uncertain are the welfare costs of inflation?," Bank of England working papers 152, Bank of England. [Downloadable!]
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    62. Bourlès, Renaud & Cette, Gilbert, 2005. "A comparison of structural productivity levels in the major industrialised countries," MPRA Paper 7330, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    63. Charles R. Nelson & Richard Startz & Eric Zivot, 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Econometrics 9612002, EconWPA. [Downloadable!]
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    64. Michele Boldrin & Lawrence J. Christiano & Jonas D. M. Fisher, 2000. "Habit persistence, asset returns and the business cycle," Staff Report 280, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    65. Markus Jochmann & Winfried Pohlmeier, 2004. "The Causal Effect of Schooling : empirical Evidence from Germany," Working Papers of the Research Group Heterogenous Labor 04-05, Research Group Heterogeneous Labor, University of Konstanz/ZEW Mannheim. [Downloadable!]
    66. Douglas Staiger & James H. Stock, 1994. "Instrumental Variables Regression with Weak Instruments," NBER Technical Working Papers 0151, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    67. Philip Shaw & Marina-Selini Katsaiti & Marius Jurgilas, 2006. "Corruption and Growth Under Weak Identification," Working papers 2006-17, University of Connecticut, Department of Economics, revised Mar 2007. [Downloadable!]
    68. Yun-Yeong Kim & Joon Y. Park, 1999. "The Asymptotic Variance Bound for Instrumental Variables Estimators," Working Paper Series no10, Institute of Economic Research, Seoul National University. [Downloadable!]
    69. Caroline Minter Hoxby, 1994. "Do Private Schools Provide Competition for Public Schools?," NBER Working Papers 4978, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    70. Andreas Pick, 2007. "Financial contagion and tests using instrumental variables," DNB Working Papers 139, Netherlands Central Bank, Research Department. [Downloadable!]
    71. David Audretsch & Erik Lehmann & Susanne Warning, 2004. "University Spillovers: Does the Kind of Science Matter?," Working Papers of the Research Group Heterogenous Labor 04-04, Research Group Heterogeneous Labor, University of Konstanz/ZEW Mannheim. [Downloadable!]
    72. Domenica J. Marchetti, 1999. "Markup and the Business Cycle: Evidence from Italian Manufacturing Branches," Temi di discussione (Economic working papers) 362, Bank of Italy, Economic Research Department. [Downloadable!]
    73. Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez, 2004. "Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak," NBER Technical Working Papers 0302, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    74. Caroline Minter Hoxby, 1994. "Does Competition Among Public Schools Benefit Students and Taxpayers?," NBER Working Papers 4979, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    75. Donald W.K. Andrews & James H. Stock, 2005. "Inference with Weak Instruments," Cowles Foundation Discussion Papers 1530, Cowles Foundation, Yale University. [Downloadable!]
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    76. Clémentine Florens & Eric Jondeau & Hervé Le Bihan, 2001. "Assessing GMM Estimates of the Federal Reserve Reaction Function," Econometrics 0111003, EconWPA. [Downloadable!]
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    77. Joel L. Horowitz, 1996. "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics 9602009, EconWPA, revised 05 Mar 1996. [Downloadable!]
    78. D.S. Poskitt & C.L. Skeels, 2005. "Small Concentration Asymptotics and Instrumental Variables Inference," Department of Economics - Working Papers Series 948, The University of Melbourne. [Downloadable!]
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    79. Charles R. Nelson & Richard Startz, 1988. "The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One," NBER Technical Working Papers 0069, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    80. Joshua D. Angrist, 1991. "Instrumental Variables Estimation of Average Treatment Effects in Econometrics and Epidemiology," NBER Technical Working Papers 0115, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    81. Ibrahim Elbadawi & Taye Mengistae & Albert Zeufack, 2006. "Market access, supplier access, and Africa's manufactured exports: A firm level analysis," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 15(4), pages 493-523, December. [Downloadable!] (restricted)
    82. Michele Boldrin & Lawrence J. Christiano & Jonas D.M. Fisher, 1995. "Asset Pricing Lessons for Modeling Business Cycles," NBER Working Papers 5262, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    83. Erik Biørn, 2002. "Handling the measurement error problem by means of panel data: Moment methods applied on firm data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B6-1, International Conferences on Panel Data. [Downloadable!]
    84. Eric Rasmusen, 1995. "Observed Choice, Estimation, and Optimism About Policy Changes," Econometrics 9506004, EconWPA, revised 16 Jun 1995. [Downloadable!]
    85. D.S. Poskitt & C.L. Skeels, 2002. "Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory," Department of Economics - Working Papers Series 862, The University of Melbourne. [Downloadable!]
    86. John Bound & Harry J. Holzer, 1996. "Demand Shifts, Population Adjustments, and Labor Market Outcomes during the 1980s," NBER Working Papers 5685, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    87. Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis, 2006. "Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots," Economics, Finance and Accounting Department Working Paper Series n1620106, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]

  21. Richard Startz, . "Testing Rational Expectations by the Use of Overidentifying Restrictions," Rodney L. White Center for Financial Research Working Papers 04-81, Wharton School Rodney L. White Center for Financial Research.
    Other versions:
    Published as:

    Cited by:

    1. Fisher, Brian, 1985. "Frontiers in Agricultural Policy Research," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 53(02), August. [Downloadable!]

  22. Richard Startz, . "Do Forecast Errors or Term Premia Really Make the Difference Between Long and Short Rates?," Rodney L. White Center for Financial Research Working Papers 08-81, Wharton School Rodney L. White Center for Financial Research.
    Other versions:
    Published as:

    Cited by:

    1. Pornpinun Chantapacdepong, 2007. "Determinants of the time varying risk premia," Bristol Economics Discussion Papers 07/597, Department of Economics, University of Bristol, UK. [Downloadable!]
    2. Stephen A. Buser & G. Andrew Karolyi & Anthony B. Sanders, . "Adjusted Forward Rates as Predictors of Future Spot Rates," Research in Financial Economics 9605, Ohio State University. [Downloadable!]
    3. Robert J. Shiller & J. Huston McCulloch, 1987. "The Term Structure of Interest Rates," NBER Working Papers 2341, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Kenneth A. Froot, 1990. "New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates," NBER Working Papers 2363, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    5. Carol L. Osler, 1989. "Interest Rate Term Premiums and the Failure of the Speculative Efficiency Hypothesis: A Theoretical Investigation," NBER Working Papers 3060, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Frederic S. Mishkin, 1990. "What Does the Term Structure Tell Us About Future Inflation?," NBER Working Papers 2626, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  23. Richard Startz, . "Implicit Interest on Demand Deposits," Rodney L. White Center for Financial Research Working Papers 04-79, Wharton School Rodney L. White Center for Financial Research.
    Other versions:
    Published as:

    Cited by:

    1. Apostolos Serletis & Guohua Feng, 2008. "Semi-Nonparametric Estimates of Currency Substitution Between the Canadian Dollar and the U.S. Dollar," Working Papers 2008-32, Department of Economics, University of Calgary, revised 27 Oct 2008. [Downloadable!]
    2. Juan Coello, 1994. "¿Son las cajas y los bancos estratégicamente equivalentes?," Investigaciones Economicas, Fundación SEPI, vol. 18(2), pages 313-332, May. [Downloadable!]
    3. Douglas D. Evanoff & Larry D. Wall, 2000. "Subordinated debt and bank capital reform," Working Paper 2000-24, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:

  24. Richard Startz & Lundberg, . "Private Discrimination and Social Intervention in Competitive Labor Markets," Rodney L. White Center for Financial Research Working Papers 19-81, Wharton School Rodney L. White Center for Financial Research.
    Published as:

    Cited by:

    1. Joseph G. Altonji & Charles R. Pierret, 1997. "Employer Learning and Statistical Discrimination," NBER Working Papers 6279, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Steven D. Levitt, 2003. "Testing Theories of Discrimination: Evidence from "Weakest Link"," NBER Working Papers 9449, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Charles Brown, 1990. "Wage Levels and Method of Pay," NBER Working Papers 3336, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Shelly Lundberg & Richard Startz, 1998. "Inequality and Race: Models and Policy," Working Papers 0067, University of Washington, Department of Economics. [Downloadable!]
      Other versions:
    5. Jairo Baquero & Juan Carlos Guataqui & Lina Sarmiento, 2000. "Un marco analítico de la discriminación laboral. Teorias, modalidades y estudios para Colombia," BORRADORES DE INVESTIGACIÓN 003679, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
    6. Paul R. Milgrom, 1984. "Job Discrimination, Market Forces and the Invisibility Hypothesis," Cowles Foundation Discussion Papers 708R, Cowles Foundation, Yale University, revised 1985. [Downloadable!]
      Other versions:
    7. David Austen-Smith, 2002. "Peer Pressure and Job Market Signaling," Discussion Papers 1352, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    8. Shubham Chaudhuri & Rajiv Sethi, 2003. "Statistical Discrimination with Neighborhood Effects: Can Integration Eliminate Negative Stereotypes?," Game Theory and Information 0312001, EconWPA. [Downloadable!]
      Other versions:
    9. Chris Papageorgiou & Nick Feltovich, . "An Experimental Study of Statistical Discrimination by Employers," Departmental Working Papers 2001-07, Department of Economics, Louisiana State University. [Downloadable!]
      Other versions:
    10. David Bjerk, 2004. "Racial Profiling, Statistical Discrimination, and the Effect of a Colorblind Policy on the Crime Rate," Department of Economics Working Papers 2004-11, McMaster University. [Downloadable!]
      Other versions:
    11. Pedro Jesús Hernandez Martinez, 1995. "Análisis empírico de la discriminación salarial de la mujer en España," Investigaciones Economicas, Fundación SEPI, vol. 19(2), pages 195-215, May. [Downloadable!]
    12. Giovanni Russo & Wolter Hassink, 2005. "The Part-Time Wage Penalty: a Career Perspective," Working Papers 05-01, Utrecht School of Economics. [Downloadable!]
    13. Reija Lilja, 2002. "Similar Education - Different Career and Wages?," Discussion Papers 606, The Research Institute of the Finnish Economy. [Downloadable!]
    14. Luojia Hu & Christopher Taber, 2007. "Displacement, Asymmetric Information,
      and Heterogeneous Human Capital      ," Staff Working Papers 07-136, W.E. Upjohn Institute for Employment Research. [Downloadable!] (restricted)
    15. Bart Hobijn & Carlos A. Medina-Durango, 2000. "Is Discrimination Due to a Coordination Failure?," Econometric Society World Congress 2000 Contributed Papers 1758, Econometric Society. [Downloadable!]
    16. David L. Dickinson & Ronald L. Oaxaca, 2006. "Statistical Discrimination in Labor Markets: An Experimental Analysis," IZA Discussion Papers 2305, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    17. Shelly Lundberg & Richard Startz, 2007. "Information and racial exclusion," Journal of Population Economics, Springer, vol. 20(3), pages 621-642, July. [Downloadable!] (restricted)
      Other versions:
    18. Meyer, Anna & Wallette, Mårten, 2005. "Absence of Absenteeism and Overtime work – Signaling Factors for Temporary Workers?," Working Papers 2005:15, Lund University, Department of Economics. [Downloadable!]
    19. Fernanda Rivas & Máximo Rossi, 2000. "Discriminación salarial en Uruguay (1991-1997)," Documentos de Trabajo (working papers) 0700, Department of Economics - dECON. [Downloadable!]
    20. Suzanne Scotchmer, 2008. "Risk Taking and Gender in Hierarchies," NBER Working Papers 14464, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    21. Jeremy I. Bulow & Lawrence H. Summers, 1986. "A Theory of Dual Labor Markets with Application to Industrial Policy, Discrimination and Keynesian Unemployment," NBER Working Papers 1666, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    22. Donal O'Neill & Olive Sweetman & Dirk van de Gaer, 2000. "Estimating Counterfactual Densities: An application to Black-White Wage Differentials in the U.S," Economics, Finance and Accounting Department Working Paper Series n1040600, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
    23. Robert Oxoby, 2009. "Understanding Social Inclusion, Social Cohesion and Social Capital," Working Papers 2009-11, Department of Economics, University of Calgary, revised 22 Jan 2009. [Downloadable!]
    24. Robert J. Oxoby, 2007. "Skill Uncertainty and Social Inference," IZA Discussion Papers 2567, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    25. Marianne Bertrand & Sendhil Mullainathan, 2004. "Are Emily and Greg More Employable Than Lakisha and Jamal? A Field Experiment on Labor Market Discrimination," American Economic Review, American Economic Association, vol. 94(4), pages 991-1013, September. [Downloadable!]
      Other versions:
    26. Kate Antonovics, 2002. "Persistent Racial Wage Inequality," University of California at San Diego, Economics Working Paper Series 2002-05, Department of Economics, UC San Diego. [Downloadable!]
    27. Ilan Tojerow, 2008. "Industry Wage Differential, Rent Sharing and Gender in Belgium," Working Papers DULBEA 08-20.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]
      Other versions:
    28. Altonjii, Joseph G., 2005. "Employer Learning, Statistical Discrimination and Occupational Attainment," Working Papers 3, Yale University, Department of Economics. [Downloadable!]
    29. Gianni De Fraja, 2003. "Reverse Discrimination and Efficiency in Education," CEIS Research Paper 38, Tor Vergata University, CEIS. [Downloadable!]
      Other versions:
    30. Rick Harbaugh & Ted To, 2008. "Opportunistic Discrimination," Working Papers 2008-07, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy. [Downloadable!]
    31. Francesco Renna & Randall King, 2007. "The Impact of Racial Discrimination on the Early Career Outcomes of Young Men," Atlantic Economic Journal, International Atlantic Economic Society, vol. 35(3), pages 269-278, September. [Downloadable!] (restricted)
    32. David H. Autor & David Scarborough, 2004. "Will Job Testing Harm Minority Workers?," NBER Working Papers 10763, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    33. Loury, Glenn C, 1998. "Discrimination in the Post-Civil Rights Era: Beyond Market Interactions," Journal of Economic Perspectives, American Economic Association, vol. 12(2), pages 117-26, Spring. [Downloadable!] (restricted)
    34. B. T. Hirsch & D. A. Macpherson, . "Wages, racial composition, and quality sorting in labor markets," Institute for Research on Poverty Discussion Papers 1038-94, University of Wisconsin Institute for Research on Poverty. [Downloadable!]
      Other versions:
    35. Geoffrey M. B. Tootell, 1996. "Can studies of application denials and mortgage defaults uncover taste-based discrimination?," Working Papers 96-10, Federal Reserve Bank of Boston. [Downloadable!]
    36. Luojia Hu & Christopher Taber, 2005. "Layoffs, Lemons, Race, and Gender," NBER Working Papers 11481, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    37. Ajit Mishra, 2000. "A Theory of Discrimination Based on Signaling and Strategic Information Acquisition," Econometric Society World Congress 2000 Contributed Papers 0675, Econometric Society. [Downloadable!]
    38. Shelly Lundberg & Richard Startz, 1998. "Race, Information, and Segregation," Discussion Papers in Economics at the University of Washington 0047, Department of Economics at the University of Washington.
      Other versions:
    39. Albanesi, Stefania & Olivetti, Claudia, 2005. "Home Production, Market Production and the Gender Wage Gap: Incentives and Expectations," CEPR Discussion Papers 4984, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    40. Kendra N. McLeish & Robert J. Oxoby, 2007. "Identity, Cooperation, and Punishment," IZA Discussion Papers 2572, Institute for the Study of Labor (IZA). [Downloadable!]
    41. Andrea Moro & Peter Norman, . ""Affirmative Action in a Competitive Economy''," CARESS Working Papres 96-08, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences. [Downloadable!]
      Other versions:
    42. Peter Arcidiacono, 2000. "Search Discrimination, Human Capital Accumulation and Intergenerational Mobility," Econometric Society World Congress 2000 Contributed Papers 0142, Econometric Society. [Downloadable!]
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    43. Derek A. Neal & William R. Johnson, 1995. "The Role of Pre-Market Factors in Black-White Wage Differences," NBER Working Papers 5124, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    44. Luojia Hu & Christopher Taber, 2005. "Layoffs, Lemons, Race and Gender," IZA Discussion Papers 1702, Institute for the Study of Labor (IZA). [Downloadable!]
    45. Luojia Hu & Christopher Taber, 2008. "Displacement, asymmetric information and heterogeneous human capital," Working Paper Series WP-08-02, Federal Reserve Bank of Chicago. [Downloadable!]
    46. Suzanne Scotchmer, 2005. "Affirmative Action in Hierarchies," NBER Working Papers 11213, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    47. Eric Furstenberg, 2007. "The Informational Value of Affirmative Action in College Admissions," Contributions to Economic Analysis & Policy, Berkeley Electronic Press, vol. 7(1), pages 1709-1709. [Downloadable!] (restricted)
    48. Russo, Giovanni & Hassink, Wolter, 2005. "The Part-Time Wage Penalty: A Career Perspective," IZA Discussion Papers 1468, Institute for the Study of Labor (IZA). [Downloadable!]
    49. Brian Krauth, 1998. "A Dynamic Model of Job Networks and Persistent Inequality," Research in Economics 98-06-049e, Santa Fe Institute. [Downloadable!]
    50. Lommerud, Kjell Erik & Vagstad, Steinar, 2000. "Mommy Tracks and Public Policy: On Self-Fulfilling Prophecies and Gender Gaps in Promotion," CEPR Discussion Papers 2378, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    51. Rulof Burger & Rachel Jafta, 2006. "Returns to Race: Labour Market Discrimination in Post-Apartheid South Africa," Working Papers 04/2006, Stellenbosch University, Department of Economics. [Downloadable!]
    52. Bjerk, David & Han, Seungjin, 2005. "Assortative Marriage and the Effects of Government Homecare Provision Programs on Gender Wage and Participation Inequality," Micro Theory Working Papers bjerk-05-11-21-10-55-45, Microeconomics.ca Website, revised 06 Sep 2006. [Downloadable!]
    53. Siddique, Zahra, 2008. "Caste Based Discrimination: Evidence and Policy," IZA Discussion Papers 3737, Institute for the Study of Labor (IZA). [Downloadable!]
    54. Barr & Oduro, Abena, 2000. "Ethnicity and wage determination in Ghana," Policy Research Working Paper Series 2506, The World Bank. [Downloadable!]
    55. Suzanne Scotchmer, 2003. "Affirmative Action in Hierarchies," Department of Economics, Working Paper Series 1051, Department of Economics, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
    56. Carolyn Pitchik, 1996. "Irreversible, Unobservable, Costly Investment in the Presence of Rivals," Working Papers pitchik-96-01, University of Toronto, Department of Economics. [Downloadable!]
      Other versions:
    57. David Bjerk, 2004. "The Differing Nature of Black-White Wage Inequality Across Employment Sectors," Department of Economics Working Papers 2004-09, McMaster University. [Downloadable!]
    58. Aloysius Siow, 1996. "Differential Fecundity, Markets and Gender Roles," Working Papers siow-96-01, University of Toronto, Department of Economics. [Downloadable!]
      Other versions:
    59. Jean-Louis Arcand & Béatrice d'Hombres, 2005. "Sheepskin Effects in the Returns to Education by Ethnic Group: Evidence from Northeastern Brazil," Labor and Demography 0510014, EconWPA. [Downloadable!]
      Other versions:
    60. Arroyo, José Santiago & Figueroa, Víctor, 2007. "Determinantes del Acceso a un Empleo de Calidad en la región de Los Lagos, Chile: Análsis comparativo entre 1996 y 2003
      [Determinants of the Access to a Quality employment in the region of The La      ," MPRA Paper 15565, University Library of Munich, Germany. [Downloadable!]
    61. C. Simon Fan & Xiangdong Wei & Junsen Zhang, 2005. ""Soft" Skills, "Hard" Skills, and the Black/White Earnings Gap," IZA Discussion Papers 1804, Institute for the Study of Labor (IZA). [Downloadable!]
    62. Robert Oxoby, 2009. "Social Inference and Occupational Choice: Type-Based Biases in a Bayesian Model of Class Formation," Working Papers 2009-07, Department of Economics, University of Calgary, revised 11 Jan 2009. [Downloadable!]
    63. William J.Collins & Robert A. Margo, 2000. "Race and Home Ownership: A Century-Long View," Working Papers 0012, Department of Economics, Vanderbilt University. [Downloadable!]
      Other versions:
    64. AZAM, Jean-Paul & ROSPABÉ, Sandrine, 2005. "Trade Unions v. Statistical Discrimination: Theory and Application to Post-Apartheid South Africa," IDEI Working Papers 348, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
    65. Francine D. Blau, 1996. "The Gender Pay Gap," NBER Working Papers 5664, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    66. Francine D. Blau, 1997. "Trends in the Well-Being of American Women, 1970-1995," NBER Working Papers 6206, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    67. William J. Collins, 2001. "The Labor Market Impact of State-Level Anti-Discrimination Laws, 1940-1960," NBER Working Papers 8310, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    68. De Fraja, Gianni, 2002. "Affirmative Action and Efficiency in Education," CEPR Discussion Papers 3357, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  25. Joanna H. Frodin & Richard Startz, . "The NOW Account Experiment and the Demand for Money," Rodney L. White Center for Financial Research Working Papers 11-79, Wharton School Rodney L. White Center for Financial Research.
    Published as:

    Cited by:

    1. R. W. Hafer, 1984. "The money-GNP link: assessing alternative transaction measures," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 19-27. [Downloadable!]

  26. Richard Startz, . "Competition and Interest Rate Ceilings in Commerical Banking," Rodney L. White Center for Financial Research Working Papers 12-79, Wharton School Rodney L. White Center for Financial Research.
    Published as:

    Cited by:

    1. Michael C. Keeley & Gary C. Zimmerman, 1985. "Competition for money market deposit accounts," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 5-27. [Downloadable!]
    2. Reint Gropp & Sandrine Corvoisier, 2001. "Bank concentration and retail interest rates," Working Paper Series 072, European Central Bank. [Downloadable!]
      Other versions:

Articles

  1. Kim, Chang-Jin & Piger, Jeremy & Startz, Richard, 2008. "Estimation of Markov regime-switching regression models with endogenous switching," Journal of Econometrics, Elsevier, vol. 143(2), pages 263-273, April. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Nelson, Charles R. & Startz, Richard, 2007. "The zero-information-limit condition and spurious inference in weakly identified models," Journal of Econometrics, Elsevier, vol. 138(1), pages 47-62, May. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Shelly Lundberg & Richard Startz, 2007. "Information and racial exclusion," Journal of Population Economics, Springer, vol. 20(3), pages 621-642, July. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Chang-Jin Kim & Jeremy M. Piger & Richard Startz, 2007. "The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(1), pages 187-204, 02. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Zivot, Eric & Startz, Richard & Nelson, Charles R, 1998. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1119-46, November.
    Other versions:

    See citations under working paper version above.

  6. Kim, Chang-Jin & Nelson, Charles R. & Startz, Richard, 1998. "Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1," Journal of Empirical Finance, Elsevier, vol. 5(2), pages 131-154, June. [Downloadable!] (restricted)

    Cited by:

    1. Andrew Ang & Li Gu & Yael V. Hochberg, 2006. "Is IPO Underperformance a Peso Problem?," NBER Working Papers 12203, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Kleopatra Nikolaou, 2006. "The behaviour of the real exchange rate: evidence from regression quantiles," Working Paper Series 667, European Central Bank. [Downloadable!]
    3. Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard, 2008. "Is the Great Moderation Ending? UK and US Evidence," Working papers 2008-24, University of Connecticut, Department of Economics. [Downloadable!]
      Other versions:
    4. Kleopatra Nikolaou, 2007. "The behaviour of the real exchange rate: Evidence from regression quantiles," Money Macro and Finance (MMF) Research Group Conference 2006 46, Money Macro and Finance Research Group. [Downloadable!]
    5. WenShwo Fang & Stephen M. Miller, 2009. "Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited," Working Papers 0904, University of Nevada, Las Vegas , Department of Economics. [Downloadable!]
      Other versions:
    6. Laurini, M. P. & Portugal, M. S., 2003. "Long Memory int the R$/US$ Exchange Rate: A Robust Analysis," Finance Lab Working Papers flwp_50, Finance Lab, Ibmec São Paulo. [Downloadable!]
    7. Graflund, Andreas, 2000. "A Bayesian Inference Approach to Testing Mean Reversion in the Swedish Stock Market," Working Papers 2000:8, Lund University, Department of Economics, revised 09 Nov 2000. [Downloadable!]
    8. Charles Engel & Chang-Jin Kim, 1996. "The Long-Run U.S./U.K. Real Exchange Rate," NBER Working Papers 5777, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    9. Graflund, Andreas, 2001. "Are the Nordic Stock Markets Mean Reverting?," Working Papers 2001:15, Lund University, Department of Economics. [Downloadable!]
    10. Laurini, M. P. & Portugal, M. S., 2003. "Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate," Finance Lab Working Papers flwp_51, Finance Lab, Ibmec São Paulo. [Downloadable!]
    11. Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?," Discussion Papers in Economics at the University of Washington 0011, Department of Economics at the University of Washington. [Downloadable!]
      Other versions:
    12. Nielsen, Steen & Olesen, Jan Overgaard, 2001. "Regime-Switching Stock Returns And Mean Reversion," Working Papers 11-2000, Copenhagen Business School, Department of Economics. [Downloadable!]
    13. Ramaprasad Bhar & Shigeyuki Hamori, 2006. "Empirical investigation on the relationship between Japanese and Asian emerging equity markets," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(2), pages 77-86, March. [Downloadable!] (restricted)
    14. Andreas Graflund, 2000. "A Bayes Inference Approach to Testing Mean Reversion in the Swedish Stock Market," Econometric Society World Congress 2000 Contributed Papers 1363, Econometric Society. [Downloadable!]
    15. James Morley, 2000. "Is There a Positive Intertemporal Tradeoff Between Risk and Return After All?," Econometric Society World Congress 2000 Contributed Papers 0915, Econometric Society. [Downloadable!]
    16. Eric Hillebrand, 2005. "Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation," Finance 0501015, EconWPA. [Downloadable!]
    17. Chang-Jin Kim & James C. Morley & Charles Nelson, 2000. "Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?," Working Papers 0011, University of Washington, Department of Economics. [Downloadable!]
    18. Szabolcs Blazsek & Anna Downarowicz, 2008. "Regime switching models of hedge fund returns," Faculty Working Papers 12/08, School of Economics and Business Administration, University of Navarra. [Downloadable!]
    19. Jun Ma & Charles Nelson & Richard Startz, 2007. "Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 11(1), pages 1434-1434. [Downloadable!] (restricted)
      Other versions:

  7. Startz, Richard, 1998. " Growth States and Shocks," Journal of Economic Growth, Springer, vol. 3(3), pages 203-15, September. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  8. Michael Dueker & Richard Startz, 1998. "Maximum-Likelihood Estimation Of Fractional Cointegration With An Application To U.S. And Canadian Bond Rates," The Review of Economics and Statistics, MIT Press, vol. 80(3), pages 420-426, August. [Downloadable!] (restricted)

    Cited by:

    1. Hurvich, Cliiford & Wang, Yi, 2006. "A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects," MPRA Paper 1413, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    2. Katarzyna Lasak, 2008. "Maximum likelihood estimation of fractionally cointegrated systems," CREATES Research Papers 2008-53, School of Economics and Management, University of Aarhus. [Downloadable!]
    3. Luis A. Gil-Alana, 2004. "Fractional cointegration in the consumption and income relationship using semiparametric techniques," Economics Bulletin, Economics Bulletin, vol. 3(47), pages 1-8. [Downloadable!]
    4. Katsumi Shimotsu & Morten Ørregaard Nielsen, 2006. "Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach," Working Papers 1029, Queen's University, Department of Economics. [Downloadable!]
      Other versions:
    5. Aaron Smallwood, 2004. "Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity," Computing in Economics and Finance 2004 23, Society for Computational Economics. [Downloadable!]
    6. Howard Michael, 2002. "Causality Between Exports, Imports and Income In Trinidad and Tobago," International Economic Journal, Korean International Economic Association, vol. 16(4), pages 97-106, December. [Downloadable!] (restricted)
    7. J. Breitung & U. Hassler, . "Inference on the Cointegration Rank in Fractionally Integrated Processes," Sonderforschungsbereich 373 2000-65, Humboldt Universitaet Berlin.
      Other versions:
    8. Morten Oerregaard Nielsen, . "Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics," Economics Working Papers 2002-7, School of Economics and Management, University of Aarhus. [Downloadable!]
      Other versions:
    9. Basma Bekdache & Christopher F. Baum, 2000. "A re-evaluation of empirical tests of the Fisher hypothesis," Boston College Working Papers in Economics 472, Boston College Department of Economics. [Downloadable!]
      Other versions:
    10. Jurgen A. Doornik & Marius Ooms, 2001. "Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models," Economics Papers 2001-W27, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
      Other versions:
    11. Bent Jesper Christensen & Morten Ø. Nielsen, . "Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data," Economics Working Papers 2001-4, School of Economics and Management, University of Aarhus. [Downloadable!]
    12. Katarzyna Lasak, 2008. "Likelihood based testing for no fractional cointegration," CREATES Research Papers 2008-52, School of Economics and Management, University of Aarhus. [Downloadable!]
    13. Morten Oerregaard Nielsen, . "Local Whittle Analysis of Stationary Fractional Cointegration," Economics Working Papers 2002-8, School of Economics and Management, University of Aarhus. [Downloadable!]
    14. Gael Martin, 2001. "Bayesian Analysis Of A Fractional Cointegration Model," Econometric Reviews, Taylor and Francis Journals, vol. 20(2), pages 217-234. [Downloadable!] (restricted)
    15. Uwe Hassler & Francesc Marmol & Carlos Velasco, 2002. "Residual Log-Periodogram Inference for Long-Run Relationships," Darmstadt Discussion Papers in Economics 115, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
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    16. Margherita Gerolimetto & Isabella Procidano, 2008. "A test for fractional cointegration using the sieve bootstrap," Statistical Methods and Applications, Springer, vol. 17(3), pages 373-391, July. [Downloadable!] (restricted)

  9. Lundberg, Shelly & Startz, Richard, 1998. "On the Persistence of Racial Inequality," Journal of Labor Economics, University of Chicago Press, vol. 16(2), pages 292-323, April. [Downloadable!] (restricted)
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  10. Kim, Myung Jig & Nelson, Charles R & Startz, Richard, 1991. "Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence," Review of Economic Studies, Blackwell Publishing, vol. 58(3), pages 515-28, May. [Downloadable!] (restricted)
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  11. Nelson, Charles R & Startz, Richard, 1990. "The Distribution of the Instrumental Variables Estimator and Its t-Ratio When the Instrument Is a Poor One," Journal of Business, University of Chicago Press, vol. 63(1), pages S125-40, January. [Downloadable!] (restricted)
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  12. Nelson, Charles R & Startz, Richard, 1990. "Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator," Econometrica, Econometric Society, vol. 58(4), pages 967-76, July. [Downloadable!] (restricted)
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  13. Turner, Christopher M. & Startz, Richard & Nelson, Charles R., 1989. "A Markov model of heteroskedasticity, risk, and learning in the stock market," Journal of Financial Economics, Elsevier, vol. 25(1), pages 3-22, November. [Downloadable!] (restricted)
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  14. Startz, Richard, 1989. "Monopolistic Competition as a Foundation for Keynesian Macroeconomic Models," The Quarterly Journal of Economics, MIT Press, vol. 104(4), pages 737-52, November. [Downloadable!] (restricted)

    Cited by:

    1. Luís F. Costa, . "Fiscal Policy in a Small Open Economy With Cournot Competition in the Non-Tradable Good Sector," Discussion Papers 97/17, Department of Economics, University of York. [Downloadable!]
    2. Luis F Costa & Huw D Dixon, . "A Simple Business-Cycle Model with Schumpeterian Features," Discussion Papers 05/30, Department of Economics, University of York. [Downloadable!]
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    3. Luis Costa, 2004. "Endogenous markups and fiscal policy," Money Macro and Finance (MMF) Research Group Conference 2003 18, Money Macro and Finance Research Group. [Downloadable!]
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    4. Francis E. Warnock, 1998. "Idiosyncratic tastes in a two-country optimizing model: implications ; of a standard presumption," International Finance Discussion Papers 631, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    5. Kiminori Matsuyama, 1993. "Modelling complementarity in monopolistic competition," Discussion Paper / Institute for Empirical Macroeconomics 81, Federal Reserve Bank of Minneapolis. [Downloadable!]
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    6. Russell Cooper, 1986. "Optimal Labor Contracts, Imperfect Competition and Underemployment Equilibria: A Framework for Analysis," NBER Working Papers 2060, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. N. Gregory Mankiw, 1989. "Imperfect Competition and the Keynesian Cross," NBER Working Papers 2386, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    8. Partha Sen, 2005. "Perfect Competition and the Keynesian Cross:Revisiting Tobin," Working papers 135, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
    9. Huw D. Dixon, . "Modelling Market Power in Labour and Product Markets in a Dynamic Economy," Discussion Papers 00/20, Department of Economics, University of York. [Downloadable!]
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    10. Julio J. Rotemberg & Michael Woodford, 1993. "Dynamic General Equilibrium Models with Imperfectly Competitive Product Markets," NBER Working Papers 4502, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. Emmanuelle Taugourdeau, 2002. "Imperfect Competition and Fiscal Policy Transmission in a Two-Country Economy," Open Economies Review, Springer, vol. 13(1), pages 47-71, January. [Downloadable!] (restricted)
    12. Carlos Borondo, 1994. "La rigidez nominal de los precios de la Nueva Economía Keynesiana: una panorámica," Investigaciones Economicas, Fundación SEPI, vol. 18(2), pages 245-288, May. [Downloadable!]
    13. Hassan Molana & Catia Montagna, 2005. "Aggregate Scale Economies, Market Integration, and Optimal Welfare State Policy," International Trade 0510002, EconWPA. [Downloadable!]
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    14. Katsuya Takii, 2004. "Fiscal Policy and Entrepreneurship," Econometric Society 2004 Far Eastern Meetings 698, Econometric Society. [Downloadable!]
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    15. Dennis W. Carlton, 1996. "A Critical Assessment of the Role of Imperfect Competition in Macroeconomics," NBER Working Papers 5782, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    16. Frederick van der Ploeg, 2005. "Back to Keynes?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    17. Heijdra, Ben J. & Ligthart, Jenny E., 2005. "Fiscal policy, monopolistic competition, and finite lives," Discussion Paper 126, Tilburg University, Center for Economic Research. [Downloadable!]
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    18. Luís F. Costa & Huw Dixon, 2009. "Fiscal Policy under Imperfect Competition: A Survey," Working Papers 2009/25, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
    19. Luis F. Costa, . "Multipliers and Capital: What is the role of Imperfect Competition?," Discussion Papers 99/14, Department of Economics, University of York. [Downloadable!]
    20. Jim Malley & Hassan Molana, 2002. "Efficiency Wages, Unemployment and Macroeconomic Policy," Working Papers 2002_3, Department of Economics, University of Glasgow. [Downloadable!]
    21. Jim Malley & Hassan Molana, 2000. "Monopolistic Competition, Efficiency Wages and Perverse Effects of Demand Shock," Working Papers 2000_20, Department of Economics, University of Glasgow, revised Feb 2001. [Downloadable!]
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    22. Partha Sen, 2008. "Fixed Costs, The Balanced-Budget Multiplier And Welfare," Working papers 171, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
    23. Luis F. Costa, 2000. "Multipliers and Imperfect Competition: What is the role of Capital Depreciation," Working Papers 2000/03, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
    24. Seongwan Oh & Michael Waldman, 1989. "The New Perspective on Keynesian Coordination Failure: Theory and Evidence," UCLA Economics Working Papers 559, UCLA Department of Economics. [Downloadable!]
    25. Costa, Luís & Palma, Nuno, 2006. "Comment on "Productive Public Expenditure and Imperfect Competition with Endogenous Price Markup"," MPRA Paper 5143, University Library of Munich, Germany, revised 08 Jun 2007. [Downloadable!]
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    26. Kiminori Matsuyama, 1991. "Imperfect Competition," Discussion Papers 947, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    27. Luís F. Costa, . "Product Differentiation, Fiscal Policy, and Free Entry," Discussion Papers 98/20, Department of Economics, University of York. [Downloadable!]

  15. Startz, Richard, 1989. "The Stochastic Behavior of Durable and Nondurable Consumption," The Review of Economics and Statistics, MIT Press, vol. 71(2), pages 356-63, May. [Downloadable!] (restricted)

    Cited by:

    1. Joshua Rosenberg & Robert F. Engle, 2000. "Empirical Pricing Kernels," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-014, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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    2. Charles Engel & Jian Wang, 2008. "International Trade in Durable Goods: Understanding Volatility, Cyclicality, and Elasticities," NBER Working Papers 13814, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Kris Jacobs & Kevin Q. Wang, 2002. "Idiosyncratic Consumption Risk and the Cross-Section of Asset Returns," CIRANO Working Papers 2002s-11, CIRANO. [Downloadable!]
    4. Andrei Semenov, 2003. "High-Order Consumption Moments and Asset Pricing," Working Papers 2003_4, York University, Department of Economics, revised Jan 2005. [Downloadable!]
    5. Vincenzo Merella & Steve Satchell, 2005. "The Impact of Consumer Confidence on Expected Utility Maximization: A Contribution to the Equity Premium Puzzle Literature," Birkbeck Working Papers in Economics and Finance 0525, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
    6. Charles Engel & Jian Wang, 2007. "International trade in durable goods: understanding volatility, cyclicality, and elastics," Globalization and Monetary Policy Institute Working Paper 03, Federal Reserve Bank of Dallas. [Downloadable!]

  16. Startz, Richard, 1984. "Prelude to Macroeconomics," American Economic Review, American Economic Association, vol. 74(5), pages 881-92, December. [Downloadable!] (restricted)

    Cited by:

    1. Partha Sen, 2005. "Perfect Competition and the Keynesian Cross:Revisiting Tobin," Working papers 135, Centre for Development Economics, Delhi School of Economics. [Downloadable!]

  17. Startz, Richard, 1983. "Testing rational expectations by the use of overidentifying restrictions," Journal of Econometrics, Elsevier, vol. 23(3), pages 343-351, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  18. Startz, Richard, 1983. "Computation of linear hypothesis tests for two-stage least squares," Economics Letters, Elsevier, vol. 11(1-2), pages 129-131. [Downloadable!] (restricted)

    Cited by:

    1. Patric H. Hendershott & Joe Peek, 1991. "Treasury bill rates in the 1970s and 1980s," Working Papers 91-6, Federal Reserve Bank of Boston. [Downloadable!]
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  19. Lundberg, Shelly J & Startz, Richard, 1983. "Private Discrimination and Social Intervention in Competitive Labor Markets," American Economic Review, American Economic Association, vol. 73(3), pages 340-47, June. [Downloadable!] (restricted)
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  20. Startz, Richard, 1983. "Competition and Interest Rate Ceilings in Commercial Banking," The Quarterly Journal of Economics, MIT Press, vol. 98(2), pages 255-65, May. [Downloadable!] (restricted)
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  21. Startz, Richard, 1982. "Do forecast errors or term premia really make the difference between long and short rates?," Journal of Financial Economics, Elsevier, vol. 10(3), pages 323-329, November. [Downloadable!] (restricted)
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  22. Frodin, Joanna H. & Startz, Richard, 1982. "The NOW account experiment and the demand for money," Journal of Banking & Finance, Elsevier, vol. 6(2), pages 179-193, June. [Downloadable!] (restricted)
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  23. Startz, Richard, 1979. "Implicit interest on demand deposits," Journal of Monetary Economics, Elsevier, vol. 5(4), pages 515-534, October. [Downloadable!] (restricted)
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