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An efficient two-step estimator for the dynamic adjustment model with autoregressive errors
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- Hakkio, Craig S, 1981.
"Expectations and the Forward Exchange Rate,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(3), pages 663-678, October.
- Craig S. Hakkio, 1980. "Expectations and the Forward Exchange Rate," NBER Working Papers 0439, National Bureau of Economic Research, Inc.
- Ming‐Yuan Chen, 2010. "The Components Of Managerial Pay Adjustments And Their Impact On Firm Performance," Manchester School, University of Manchester, vol. 78(6), pages 582-608, December.
- Barry Eichengreen & Arnaud Mehl & Livia Chiţu & Thorsten Beck, 2019.
"Mars or Mercury? The geopolitics of international currency choice,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 34(98), pages 315-363.
- Barry Eichengreen & Arnaud J. Mehl & Livia Chitu, 2017. "Mars or Mercury? The Geopolitics of International Currency Choice," NBER Working Papers 24145, National Bureau of Economic Research, Inc.
- Mason, Charles F. & Phillips, Owen R., 2001. "Dynamic learning in a two-person experimental game," Journal of Economic Dynamics and Control, Elsevier, vol. 25(9), pages 1305-1344, September.
- Doug J. Chung & Byungyeon Kim & Byoung G. Park, 2019. "How Do Sales Efforts Pay Off? Dynamic Panel Data Analysis in the Nerlove–Arrow Framework," Management Science, INFORMS, vol. 65(11), pages 5197-5218, November.
- Chiţu, Livia & Eichengreen, Barry & Mehl, Arnaud, 2014.
"When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets,"
Journal of Development Economics, Elsevier, vol. 111(C), pages 225-245.
- Livia Chitu & Barry Eichengreen & Arnaud J. Mehl, 2012. "When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets," NBER Working Papers 18097, National Bureau of Economic Research, Inc.
- Mehl, Arnaud & Eichengreen, Barry & Chiţu, Livia, 2012. "When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets," Working Paper Series 1433, European Central Bank.
- Pierre Bui Quang, 2018. "The effect of non-resident investments on the French sovereign spread," EconomiX Working Papers 2018-52, University of Paris Nanterre, EconomiX.
- Herbert Buscher, 1984. "The stability of the West German demand for money, 1965—1982," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 120(2), pages 256-278, June.
- Palm, Franz C & Vogelvang, Engbert & Kodde, David A, 1984.
"Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(3), pages 579-601, October.
- Palm, F.C. & Kodde, D.A. & Vogelvang, E., 1980. "Efficient estimation of the geometric distributed lag model : some Monte Carlo results on small sample properties," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Pierre Bui Quang, 2018. "The effect of non-resident investments on the French sovereign spread," Working Papers hal-04141676, HAL.
- V. Vance Roley, 1985. "Money Demand Predictability," NBER Working Papers 1580, National Bureau of Economic Research, Inc.
- Colin R. McKenzie & Michael McAleer & Len Gill, 1999.
"Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models,"
The Japanese Economic Review, Japanese Economic Association, vol. 50(3), pages 239-252, September.
- Mckensi, C.R. & Mcaleer, M. & Gill, L., 1990. "Simple Procedures For Testing Autoregressive Versus Moving Average Errors In Regression Models," Papers 210, Australian National University - Department of Economics.
- Nour Meddahi & Eric Renault, 1998.
"Quadratic M-Estimators for ARCH-Type Processes,"
CIRANO Working Papers
98s-29, CIRANO.
- MEDDAHI, Nour & RENAULT, Éric, 1998. "Quadratic M-Estimators for ARCH-Type Processes," Cahiers de recherche 9814, Universite de Montreal, Departement de sciences economiques.
- Chen, Ming-Yuan, 2010. "Managerial pay adjustments: Decomposition and impact on firm productive efficiency," Economic Modelling, Elsevier, vol. 27(1), pages 196-207, January.
- Toni Stocker, 2007. "On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors," Statistical Papers, Springer, vol. 48(1), pages 81-93, January.
- Duffield, James A., 1990. "Estimating Farm Labor Elasticities To Analyze The Effects Of Immigration Reform," Staff Reports 278270, United States Department of Agriculture, Economic Research Service.
- Michal Grajek, 2003.
"Estimating Network Effects and Compatibility in Mobile Telecommunications,"
CIG Working Papers
SP II 2003-26, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
- Michal Grajek, 2007. "Estimating network effects and compatibility in mobile telecommunications," ESMT Research Working Papers ESMT-07-001, ESMT European School of Management and Technology.
- Douglas Foster, F. & Gallagher, David R. & Looi, Adrian, 2011. "Institutional trading and share returns," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3383-3399.
- Chitu, Liva & Eichengreen, Barry & Mehl, Arnaud, 2012. "When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets (revised)," Department of Economics, Working Paper Series qt3v03b36h, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Georgios Chortareas & John Nankervis & Ying Jiang, 2007. "Forecasting Exchange Rate Volatility with High Frequency Data: Is the Euro Different?," Money Macro and Finance (MMF) Research Group Conference 2006 79, Money Macro and Finance Research Group.
- Palm, Franz & Zellner, Arnold, 1981.
"Large sample estimation and testing procedures for dynamic equation systems,"
Journal of Econometrics, Elsevier, vol. 17(1), pages 131-138, September.
- Palm, Franz & Zellner, Arnold, 1980. "Large sample estimation and testing procedures for dynamic equation systems," Journal of Econometrics, Elsevier, vol. 12(3), pages 251-283, April.
- Palm, F.C. & Zellner, A., 1978. "Large sample estimation and testing procedures for dynamic equation systems," Serie Research Memoranda 0010, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- McAleer, M. & Pesaran, M.H. & Bera, A.K., 1990.
"Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment,"
Other publications TiSEM
1db235af-e3ae-45a5-861d-8, Tilburg University, School of Economics and Management.
- Mcaleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of Us Unemployment," Cambridge Working Papers in Economics 9013, Faculty of Economics, University of Cambridge.
- McAleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment," Discussion Paper 1990-4, Tilburg University, Center for Economic Research.
- Mcleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of U.S. Unemployment," Papers 9004, Tilburg - Center for Economic Research.
- Mcaleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of U.S. Unemployment," Papers 10, California Los Angeles - Applied Econometrics.
- Murphy, Kevin J. & Payne, James E., 2003. "Explaining change in the natural rate of unemployment: A regional approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(2), pages 345-368.
- Chortareas, Georgios & Jiang, Ying & Nankervis, John. C., 2011. "Forecasting exchange rate volatility using high-frequency data: Is the euro different?," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1089-1107, October.
- David T. Frazierz & Eric Renault, 2016. "Efficient Two-Step Estimation via Targeting," CIRANO Working Papers 2016s-16, CIRANO.
- Chiţu, Livia & Eichengreen, Barry & Mehl, Arnaud, 2014.
"History, gravity and international finance,"
Journal of International Money and Finance, Elsevier, vol. 46(C), pages 104-129.
- Mehl, Arnaud & Eichengreen, Barry & Chiţu, Livia, 2012. "History, gravity and international finance," Working Paper Series 1466, European Central Bank.
- Livia Chițu & Barry Eichengreen & Arnaud J. Mehl, 2013. "History, Gravity and International Finance," NBER Working Papers 18697, National Bureau of Economic Research, Inc.
- Rena Sivitanidou, 1999. "Does the Theory of Irreversible Investments Help Explain Movements in Office-Commerical Construction?," Working Paper 8659, USC Lusk Center for Real Estate.
- Frazier, David T. & Renault, Eric, 2017. "Efficient two-step estimation via targeting," Journal of Econometrics, Elsevier, vol. 201(2), pages 212-227.
- Hirsch, Albert A., 1996. "Has inventory management in the US become more efficient and flexible? A macroeconomic perspective," International Journal of Production Economics, Elsevier, vol. 45(1-3), pages 37-46, August.
- MacAvoy, Paul W. & Moshkin, Nickolay V., 2000. "The new long-term trend in the price of natural gas," Resource and Energy Economics, Elsevier, vol. 22(4), pages 315-338, October.
- Fathali Firoozi & Donald Lien, 2011. "A Procedure for Testing Granger Causality of Infinite Order," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 10(2), pages 165-170, August.
- Anderson, Michael A. & Smith, Stephen L.S., 2007. "How does history matter? Hysteresis in Canadian trade," The North American Journal of Economics and Finance, Elsevier, vol. 18(3), pages 279-291, December.
- Grajek, Michal, 2010. "Estimating network effects and compatibility: Evidence from the Polish mobile market," Information Economics and Policy, Elsevier, vol. 22(2), pages 130-143, May.
- Koo, Won W. & Lehman, James R., 1984. "Effects of Government Programs on Corn, Soybeans, and Wheat Production in the U.S," Agricultural Economics Reports 23141, North Dakota State University, Department of Agribusiness and Applied Economics.
- Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118, March.
- Keng, Shao-Hsun, 1998. "The demand for health, alcohol abuse, and labor market outcomes: a longitudinal study," ISU General Staff Papers 1998010108000012934, Iowa State University, Department of Economics.
- Chermak, Janie M. & Patrick, Robert H., 2002. "Comparing tests of the theory of exhaustible resources," Resource and Energy Economics, Elsevier, vol. 24(4), pages 301-325, November.