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Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation
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Cited by:
- Antonio Ciccone, 1997. "Technology diffusion and the spatial distribution of wages in the US," Economics Working Papers 500, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 1999.
- Chirinko, Robert S. & Schaller, Huntley, 1996.
"Bubbles, fundamentals, and investment: A multiple equation testing strategy,"
Journal of Monetary Economics, Elsevier, vol. 38(1), pages 47-76, August.
- Robert S. Chirinko & Huntley Schaller, 1993. "Bubbles, fundamentals, and investment: a multiple equation testing strategy," Research Working Paper 93-03, Federal Reserve Bank of Kansas City.
- Huntley Schaller & Robert Chirinko, 1993. "Bubbles, Fundamentals, and Investment: A Multiple Equation Testing Strategy," Carleton Economic Papers 93-08, Carleton University, Department of Economics, revised Aug 1996.
- Jean-Jacques Laffont & Jacques Le Pottier & Yves Aragon, 1988. "Test de l'hypothèse démocratique dans les décisions budgétaires communales," Revue Économique, Programme National Persée, vol. 39(2), pages 405-420.
- Perry Warjiyo & Wallace E. Huffman, 1997.
"Dynamic input demand functions and resource adjustment for US agriculture: state evidence,"
Agricultural Economics, International Association of Agricultural Economists, vol. 17(2-3), pages 223-237, December.
- Warjiyo, Perry & Huffman, Wallace E., 1997. "Dynamic input demand functions and resource adjustment for US agriculture: state evidence," Agricultural Economics, Blackwell, vol. 17(2-3), pages 223-237, December.
- Perry WARJIYO & Wallace E. HUFFMAN, 1995. "Dynamic Input Demand Functions And Resource Adjustment For U.S. Agriculture: State Evidence," Staff Papers 278, Iowa State University Department of Economics.
- Warjiyo, P. & Huffman, Wallace, 1997. "Dynamic Input Demand Functions and Resource Adjustment for U.S. Agriculture: State Evidence," Staff General Research Papers Archive 5010, Iowa State University, Department of Economics.
- Warjiyo, Perry & Huffman, Wallace E., 1995. "Dynamic Input Demand Functions and Resource Adjustment for U.S. Agriculture: State Evidence," ISU General Staff Papers 199512190800001277, Iowa State University, Department of Economics.
- Warjiyo, Perry & Huffman, Wallace E., 1997. "Dynamic input demand functions and resource adjustment for US agriculture: state evidence," ISU General Staff Papers 199712010800001277, Iowa State University, Department of Economics.
- Parent, Daniel, 2002.
"Matching, human capital, and the covariance structure of earnings,"
Labour Economics, Elsevier, vol. 9(3), pages 375-404, July.
- Daniel Parent, 1995. "Matching, Human Capital, and the Covariance Structure of Earnings," CIRANO Working Papers 95s-25, CIRANO.
- Parent, D., 1995. "Matching, Human capital, and the Covariance Structure of Earnings," Cahiers de recherche 9509, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Parent, D., 1995. "Matching, Human capital, and the Covariance Structure of Earnings," Cahiers de recherche 9509, Universite de Montreal, Departement de sciences economiques.
- Daniel Parent, 1995. "Matching, Human Capital, and the Covariance Structure of Earnings," Working Papers 730, Princeton University, Department of Economics, Industrial Relations Section..
- Dumas, Bernard & Solnik, Bruno, 1995.
"The World Price of Foreign Exchange Risk,"
Journal of Finance, American Finance Association, vol. 50(2), pages 445-479, June.
- Bernard Dumas & Bruno Solnik, 1993. "The World Price of Foreign Exchange Risk," NBER Working Papers 4459, National Bureau of Economic Research, Inc.
- Dumas, B. & Solnik, B., 1994. "The World Price of Foreign Exchange Risk," DELTA Working Papers 94-05, DELTA (Ecole normale supérieure).
- Bernard Dumas & Bruno Solnik, 1994. "The world price of foreign exchange risk," Working Papers hal-00607984, HAL.
- Dumas, B. & Solnik, B., 1993. "The World Price of Foreign Exchange Risk," Weiss Center Working Papers 93-9, Wharton School - Weiss Center for International Financial Research.
- Muth, Mary K. & Wohlgenant, Michael K., 1998. "A Model Of Imperfect Competition Using Marginal Input And Output Prices: Application To The Beef Packing Industry," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20853, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Conway, Patrick & Gelb, Alan, 1988. "Oil windfalls in a controlled economy : A fix-price equilibrium analysis of Algeria," Journal of Development Economics, Elsevier, vol. 28(1), pages 63-81, February.
- Martin S. Eichenbaum & Lars Peter Hansen & Kenneth J. Singleton, 1988.
"A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 103(1), pages 51-78.
- Martin S. Eichenbaum & Lars Peter Hansen & Kenneth J. Singleton, 1986. "A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty," NBER Working Papers 1981, National Bureau of Economic Research, Inc.
- Rajagopal, Dagmar & Shah, Anwar, 1995. "A rational expectations model for tax policy analysis: An evaluation of tax incentives for the textile, chemical and pharmaceutical industries of Pakistan," Journal of Public Economics, Elsevier, vol. 57(2), pages 249-276, June.
- David Card & Thomas Lemieux, 1994. "Changing Wage Structure and Black-White Differentials Among Men and Women: A Longitudinal Analysis," NBER Working Papers 4755, National Bureau of Economic Research, Inc.
- Moschini, GianCarlo & Moro, D., 1993.
"Food Demand System for Canada, A,"
Staff General Research Papers Archive
12753, Iowa State University, Department of Economics.
- Moschini, G. & Moro, D., 1993. "A Food demand System for Canada," Papers 1-93, Gouvernement du Canada - Agriculture Canada.
- Moschini, Giancarlo & Moro, Daniele, 1993. "A Food Demand System for Canada," Technical Reports 243853, Agriculture and Agri-Food Canada.
- Alexandre Gohin & Hervé Guyomard, 2000. "Measuring Market Power for Food Retail Activities: French Evidence," Journal of Agricultural Economics, Wiley Blackwell, vol. 51(2), pages 181-195, May.
- Albuquerque, Rui & H. Bauer, Gregory & Schneider, Martin, 2009.
"Global private information in international equity markets,"
Journal of Financial Economics, Elsevier, vol. 94(1), pages 18-46, October.
- Schneider, Martin & Albuquerque, Rui & ,, 2006. "Global Private Information in International Equity Markets," CEPR Discussion Papers 5819, C.E.P.R. Discussion Papers.
- Wilson, William W., 1984. "Estimation Of Modal Demand Elasticities In Grain Transportation," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 9(2), pages 1-15, December.
- Burkhart, Christopher S. & Jha, Manoj K., 2012. "Site-Specific Simulation of Nutrient Control Policies: Integrating Economic and Water Quality Effects," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(1), pages 1-14, April.
- Milton Madison & James MacDonald & Michael Ollinger, 2000. "Technological Change and Economies of Scale in U.S. Poultry Slaughter," Working Papers 00-05, Center for Economic Studies, U.S. Census Bureau.
- Ang, James & Lauterbach, Beni & Schreiber, Ben Z., 2002.
"Pay at the executive suite: How do US banks compensate their top management teams?,"
Journal of Banking & Finance, Elsevier, vol. 26(6), pages 1143-1163, June.
- Ang, James & Lauterbach, Beni & Schreiber, Ben Z., 2000. "Pay at the Executive Suite: How do U.S. Banks Compensate their Top Management Teams?," University of California at Los Angeles, Anderson Graduate School of Management qt9kp0t5q9, Anderson Graduate School of Management, UCLA.
- MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
- Julio J. Rotemberg & Michael Woodford, 1990. "Cyclical Markups: Theories and Evidence," NBER Working Papers 3534, National Bureau of Economic Research, Inc.
- Andrew Hodge & Sriram Shankar & D. S. Prasada Rao & Alan Duhs, 2011.
"Exploring the Links Between Corruption and Growth,"
Review of Development Economics, Wiley Blackwell, vol. 15(3), pages 474-490, August.
- Andrew Hodge & Sriram Shankar & D.S. Prasada Rao & Alan Duhs, 2009. "Exploring the links between corruption and growth," Discussion Papers Series 392, School of Economics, University of Queensland, Australia.
- Harvey, Campbell R. & Zhou, Guofu, 1993.
"International asset pricing with alternative distributional specifications,"
Journal of Empirical Finance, Elsevier, vol. 1(1), pages 107-131, June.
- Campbell R. Harvey & Guofu Zhou, 1993. "International asset pricing with alternative distributional specifications," CEMA Working Papers 277, China Economics and Management Academy, Central University of Finance and Economics.
- van Ewijk, Casper & de Groot, Henri L.F. & Santing, A.J. (Coos), 2012.
"A meta-analysis of the equity premium,"
Journal of Empirical Finance, Elsevier, vol. 19(5), pages 819-830.
- Casper van Ewijk & Henri L.F. de Groot & Coos Santing, 2010. "A Meta-Analysis of the Equity Premium," Tinbergen Institute Discussion Papers 10-078/3, Tinbergen Institute.
- Casper van Ewijk & Henri de Groot & C. Santing, 2010. "A meta-analysis of the equity premium," CPB Discussion Paper 156.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Ignazio Angeloni & Alessandro Prati, 1996. "The identification of liquidity effects in the EMS: Italy 1991–1992," Open Economies Review, Springer, vol. 7(3), pages 275-293, July.
- Huang, Wei, 2007. "Financial integration and the price of world covariance risk: Large- vs. small-cap stocks," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1311-1337, December.
- Dionne, Georges & Gagne, Robert & Vanasse, Charles, 1998.
"Inferring technological parameters from incomplete panel data,"
Journal of Econometrics, Elsevier, vol. 87(2), pages 303-327, September.
- Dionne, G. & Gane, R. & Vanasse, C., 1995. "Infessing Technological Parameters from Incomplete Panel Data," Cahiers de recherche 9537, Universite de Montreal, Departement de sciences economiques.
- Dionne, G. & Gane, R. & Vanasse, C., 1995. "Infessing Technological Parameters from Incomplete Panel Data," Cahiers de recherche 9537, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Muth, Mary K. & Wohlgenant, Michael K., 1999. "Measuring The Degree Of Oligopsony Power In The Beef Packing Industry In The Absence Of Marketing Input Quantity Data," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(2), pages 1-14, December.
- Weersink, Alfons & Howard, Wayne H., 1990. "Regional Adjustment Response In The U.S. Dairy Sector To Changes In Milk Support Price," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 15(1), pages 1-9, July.
- McDonald, John & Snooks, G. D., 1986. "Domesday Economy: A New Approach to Anglo-Norman History," OUP Catalogue, Oxford University Press, number 9780198285243.
- Young, Nathan & Senauer, Benjamin, 1988. "Estimation Of A Direct Utility Function For Food Expenditures," Staff Papers 13737, University of Minnesota, Department of Applied Economics.
- David Audretsch & Yvonne Prince & A. Thurik, 1999.
"Do small firms compete with large firms?,"
Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 27(2), pages 201-209, June.
- D.B. Audretsch & Y.M. Prince & A.R. Thurik, 1998. "Do Small Firms compete with Large Firms?," Tinbergen Institute Discussion Papers 98-013/3, Tinbergen Institute.
- Ronald S. Jarmin, 1994.
"Learning by Doing and Competition in the Early Rayon Industry,"
RAND Journal of Economics, The RAND Corporation, vol. 25(3), pages 441-454, Autumn.
- Ron Jarmin, 1993. "Learning By Doing And Competition In The Early Rayon Industry," Working Papers 93-4, Center for Economic Studies, U.S. Census Bureau.
- Beatriz Rodríguez Prado, 1995. "La tasa natural de desempleo en la economía española: un intento de cuantificación," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 3, pages 133-151, Junio.
- Dong, Xiao-yuan, 1998. "Employment and Wage Determination in China's Rural Industry: Investigation Using 1984-1990 Panel Data," Journal of Comparative Economics, Elsevier, vol. 26(3), pages 485-501, September.
- Wayne H. Howard & C. Richard Shumway, 1988.
"Dynamic Adjustment in the U.S. Dairy Industry,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 70(4), pages 837-847.
- Howard, Wayne H. & Shumway, C. Richard, 1987. "Dynamic Adjustment in the U.S. Dairy Industry," Faculty Paper Series 257881, Texas A&M University, Department of Agricultural Economics.
- Hassan, Rashid M. & D'Silva, Brian & Hallam, A., 1989. "Normative Supply Response Analysis under Production Uncertainty: Irrigated Multicrop Farming Sector of Sudan," 1989 Occasional Paper Series No. 5 197677, International Association of Agricultural Economists.
- Michaelides, Panayotis G. & Belegri-Roboli, Athena & Markaki, Maria, 2012. "A non-linear Leontief–type input-output model," MPRA Paper 74447, University Library of Munich, Germany.
- Woon Gyu Choi, 2007.
"Measuring Interest Rates as Determined by Thrift and Productivity,"
Annals of Economics and Finance, Society for AEF, vol. 8(1), pages 167-195, May.
- Choi, Woon Gyu & Wen, Yi, 2000. "Measuring Interest Rates as Determined by Thrift and Productivity," Working Papers 00-03, Cornell University, Center for Analytic Economics.
- Woon Gyu Choi & Yi Wen, 2005. "Measuring interest rates as determined by thrift and productivity," Working Papers 2005-037, Federal Reserve Bank of St. Louis.
- Taylor, Timothy G. & Monson, Michael J., 1985. "Dynamic Factor Demands for Aggregate Southeastern United States Agriculture," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 17(2), pages 1-9, December.
- repec:ags:jrapmc:122307 is not listed on IDEAS
- Hong, Yongmiao, 1996. "Testing for independence between two covariance stationary time series," MPRA Paper 108731, University Library of Munich, Germany.
- Tavares, Jose & Wacziarg, Romain, 2001. "How democracy affects growth," European Economic Review, Elsevier, vol. 45(8), pages 1341-1378, August.
- Michael J. Boskin & Lawrence J. Lau, 2000. "Generalized Solow-Neutral Technical Progress and Postwar Economic Growth," NBER Working Papers 8023, National Bureau of Economic Research, Inc.
- Chanthawong, Anuman & Dhakal, Shobhakar & Jongwanich, Juthathip, 2016. "Supply and demand of biofuels in the fuel market of Thailand: Two stage least square and three least square approaches," Energy, Elsevier, vol. 114(C), pages 431-443.
- Taylor, Timothy G. & Kilmer, Richard L., 1988. "An Analysis Of Market Structure And Pricing In The Florida Celery Industry," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(2), pages 1-10, December.
- Jocelyn Evans & Frank Hefner, 2009. "Business Ethics and the Decision to Adopt Golden Parachute Contracts: Empirical Evidence of Concern for All Stakeholders," Journal of Business Ethics, Springer, vol. 86(1), pages 65-79, April.
- Tayebi, Zahra & Fulginiti, Lilyan E., 2016. "Agricultural Productivity and Climate Change in the Greater Middle East," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 230019, Southern Agricultural Economics Association.
- Flannery, Mark J. & Hameed, Allaudeen S. & Harjes, Richard H., 1997. "Asset pricing, time-varying risk premia and interest rate risk," Journal of Banking & Finance, Elsevier, vol. 21(3), pages 315-335, March.
- Richards, Timothy J. & Hamilton, Stephen F. & Patterson, Paul M., 2010.
"Spatial Competition and Private Labels,"
Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 35(2), pages 1-26, August.
- Richards, Timothy J. & Hamilton, Stephen F. & Patterson, Paul M., 2007. "Spatial Competition in Private Labels," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9840, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Martin, Sheila Ann, 1992. "The effectiveness of state technology incentives: evidence from the machine tool industry," ISU General Staff Papers 1992010108000011381, Iowa State University, Department of Economics.
- Li, Wei, 1997.
"The Impact of Economic Reform on the Performance of Chinese State Enterprises, 1980-1989,"
Journal of Political Economy, University of Chicago Press, vol. 105(5), pages 1080-1106, October.
- Wei Li, 1994. "The Impact of Economic Reform on the Performance of Chinese State Enterprises: 1980--1989," Development and Comp Systems 9410001, University Library of Munich, Germany.
- Douglas Holtz-Eakin & Whitney K. Newey & Harvey S. Rosen, 1989. "Implementing Causality Tests with Panel Data, with an Example from LocalPublic Finance," NBER Technical Working Papers 0048, National Bureau of Economic Research, Inc.
- Boskin, Michael & Lau, Lawrence, 1992. "Capital and Productivity: A New View," Working Paper Series 366, Research Institute of Industrial Economics.
- MacDonald, James M. & Ollinger, Michael & Nelson, Kenneth E. & Handy, Charles R., 2000. "Consolidation In U.S. Meatpacking," Agricultural Economic Reports 34021, United States Department of Agriculture, Economic Research Service.
- Howard, Wayne H. & Shumway, C. Richard, 1987. "A Comparison of Two Functional Forms in Dynamic Analysis," Working Papers 244829, University of Guelph, Department of Food, Agricultural and Resource Economics.
- Lee, Myunghun, 2002. "The effect of sulfur regulations on the U.S. electric power industry: a generalized cost approach," Energy Economics, Elsevier, vol. 24(5), pages 491-508, September.
- Enrico Spolaore & Alberto Alesina & Romain Wacziarg, 2000.
"Economic Integration and Political Disintegration,"
American Economic Review, American Economic Association, vol. 90(5), pages 1276-1296, December.
- Alberto Alesina & Enrico Spolaore & Romain Wacziarg, 1997. "Economic Integration and Political Disintegration," NBER Working Papers 6163, National Bureau of Economic Research, Inc.
- Wacziarg, Romain & Spolaore, Enrico & Alesina, Alberto, 2000. "Economic Integration and Political Disintegration," Scholarly Articles 4553029, Harvard University Department of Economics.
- Wooldridge, Jeffrey M., 1996. "Estimating systems of equations with different instruments for different equations," Journal of Econometrics, Elsevier, vol. 74(2), pages 387-405, October.
- Myunghun Lee & Hwan-Ok Ma, 2001. "Substitution Possibility between Unpriced Pulp and Wastepaper in the U.S. Paper and Paperboard Industry," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 18(3), pages 251-273, March.
- Guarda, Pablo & Qian, Sean, 2024. "Statistical inference of travelers’ route choice preferences with system-level data," Transportation Research Part B: Methodological, Elsevier, vol. 179(C).
- Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004. "Characterizing Asymmetric Information in International Equity Markets," International Finance 0405005, University Library of Munich, Germany.
- James M. MacDonald & Michael E. Ollinger, 2000.
"Scale Economies and Consolidation in Hog Slaughter,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 82(2), pages 334-346.
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- Douglas K. Pearce & V. Vance Roley, 1987.
"Firm Characteristics, Unanticipated Inflation, and Stock Returns,"
NBER Working Papers
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"Exchange Rate Volatility and International Prices,"
NBER Working Papers
3644, National Bureau of Economic Research, Inc.
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"Measuring the Degree of Market Power Exerted by Government Trade Agencies,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 74(3), pages 546-555.
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Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 20(2), pages 1-8, December.
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"Testing for Short Termisn in the UK Stock Market,"
Economic Journal, Royal Economic Society, vol. 103(421), pages 1379-1396, November.
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"Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples,"
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- Richards, Timothy J. & Patterson, Paul M., 2006. "Firm-Level Competition in Price and Variety," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 38(3), pages 1-22, December.
- Chen, Xiaohong & Hansen, Lars Peter & Hansen, Peter G., 2024. "Robust inference for moment condition models without rational expectations," Journal of Econometrics, Elsevier, vol. 243(1).
- Moschini, Giancarlo, 1998.
"The semiflexible almost ideal demand system,"
European Economic Review, Elsevier, vol. 42(2), pages 349-364, February.
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- Coyle, Barry T., 1993. "On Modeling Systems Of Crop Acreage Demands," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 18(1), pages 1-13, July.
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"Fiscal flows in the United States and Canada: Lessons for monetary union in Europe,"
European Economic Review, Elsevier, vol. 39(2), pages 253-274, February.
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- Timothy Richards, 2007.
"A nested logit model of strategic promotion,"
Quantitative Marketing and Economics (QME), Springer, vol. 5(1), pages 63-91, March.
- Richards, Timothy J., 2005. "A Nested Logit Model of Strategic Promotion," 2005 Annual meeting, July 24-27, Providence, RI 19336, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Richards, Timothy J., 1996. "Economic Hysteresis And The Effects Of Output Regulation," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(1), pages 1-17, July.
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