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Content
2016
- 569-594 Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models
In: Dynamic Factor Models
by Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno - 591-615 A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions
In: Essays in Honor of Aman Ullah
by Kairat Mynbaev & Carlos Martins-Filho & Aziza Aipenova - 593-628 On the Selection of Common Factors for Macroeconomic Forecasting
In: Dynamic Factor Models
by Tommaso Proietti - 617-633 Local Polynomial Derivative Estimation: Analytic or Taylor?
In: Essays in Honor of Aman Ullah
by Jeffrey S. Racine - 629-662 On the Design of Data Sets for Forecasting with Dynamic Factor Models
In: Dynamic Factor Models
by Gerhard Rünstler - 635-653 A Simple Consistent Nonparametric Estimator of the Lorenz Curve
In: Essays in Honor of Aman Ullah
by Yu Yvette Zhang & Ximing Wu & Qi Li
2014
- 1-44 Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments
In: Bayesian Model Comparison
by Garland Durham & John Geweke - 3-21 Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk
In: Essays in Honor of Peter C. B. Phillips
by Bruce E. Hansen - 23-63 Fixed-smoothing Asymptotics and AsymptoticFandtTests in the Presence of Strong Autocorrelation
In: Essays in Honor of Peter C. B. Phillips
by Yixiao Sun - 45-69 Model Switching and Model Averaging in Time-Varying Parameter Regression Models
In: Bayesian Model Comparison
by Miguel Belmonte & Gary Koop - 65-92 Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors
In: Essays in Honor of Peter C. B. Phillips
by Yong Bao & Aman Ullah & Ru Zhang - 71-115 Assessing Bayesian Model Comparison in Small Samples
In: Bayesian Model Comparison
by Enrique Martínez-García & Mark A. Wynne - 93-122 On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests
In: Essays in Honor of Peter C. B. Phillips
by Eric Ghysels & J. Isaac Miller - 117-153 Bayesian Selection of Systemic Risk Networks
In: Bayesian Model Comparison
by Daniel Felix Ahelegbey & Paolo Giudici - 123-150 Testing for Cointegration in Markov Switching Error Correction Models
In: Essays in Honor of Peter C. B. Phillips
by Liang Hu & Yongcheol Shin - 151-202 Specification Testing in Parametric Trending Models with Unknown Errors
In: Essays in Honor of Peter C. B. Phillips
by Jiti Gao & Maxwell King - 155-179 Parallel Constrained Hamiltonian Monte Carlo for BEKK Model Comparison
In: Bayesian Model Comparison
by Martin Burda - 181-222 Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach
In: Bayesian Model Comparison
by Guillaume Weisang - 205-239 Panel Macroeconometric Modeling☆This paper is dedicated to P. C. B. Phillips for his creative and lasting contributions to econometrics
In: Essays in Honor of Peter C. B. Phillips
by Cheng Hsiao - 223-247 Determining the Proper Specification for Endogenous Covariates in Discrete Data Settings
In: Bayesian Model Comparison
by Angela Vossmeyer - 241-279 Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition
In: Essays in Honor of Peter C. B. Phillips
by John Chao & Myungsup Kim & Donggyu Sul - 249-278 Variable Selection in Bayesian Models: Using Parameter Estimation and Non Parameter Estimation Methods
In: Bayesian Model Comparison
by Gail Blattenberger & Richard Fowles & Peter D. Loeb - 279-300 Intrinsic Priors for Objective Bayesian Model Selection
In: Bayesian Model Comparison
by Elías Moreno & Luís Raúl Pericchi - 281-302 Efficient Estimation and Inference for Difference-In-Difference Regressions with Persistent Errors
In: Essays in Honor of Peter C. B. Phillips
by Ryan Greenaway-McGrevy & Chirok Han & Donggyu Sul - 301-323 Demand Estimation with High-Dimensional Product Characteristics
In: Bayesian Model Comparison
by Benjamin J. Gillen & Matthew Shum & Hyungsik Roger Moon - 303-345 A CUSUM Test for Common Trends in Large Heterogeneous Panels
In: Essays in Honor of Peter C. B. Phillips
by Javier Hidalgo & Jungyoon Lee - 325-348 Copula Analysis of Correlated Counts
In: Bayesian Model Comparison
by Esther Hee Lee - 347-394 Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances
In: Essays in Honor of Peter C. B. Phillips
by Badi H. Baltagi & Chihwa Kao & Long Liu - 397-423 Limit Theory and Inference About Conditional Distributions
In: Essays in Honor of Peter C. B. Phillips
by Purevdorj Tuvaandorj & Victoria Zinde-Walsh - 425-490 On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous
In: Essays in Honor of Peter C. B. Phillips
by Jan F. Kiviet & Jerzy Niemczyk - 491-556 Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing☆A glossary of notation and the program codes written in GAUSS for our simulations are available at:http://web.yonsei.ac.kr/jinseocho/research.htm
In: Essays in Honor of Peter C. B. Phillips
by Jin Seo Cho & Halbert White - 557-585 Minimax Estimation of Nonregular Parameters and Discontinuity in Minimax Risk
In: Essays in Honor of Peter C. B. Phillips
by Kyungchul Song - 587-612 The Gap between the Conditional Wage Distributions of Incumbents and the Newly Hired Employees: Decomposition and Uniform Ordering
In: Essays in Honor of Peter C. B. Phillips
by Esfandiar Maasoumi & Melinda Pitts & Ke Wu - 615-637 Deviance Information Criterion for Comparing VAR Models
In: Essays in Honor of Peter C. B. Phillips
by Tao Zeng & Yong Li & Jun Yu - 639-672 Stable Limit Theory for the Variance Targeting Estimator
In: Essays in Honor of Peter C. B. Phillips
by Igor Vaynman & Brendan K. Beare - 673-711 Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets
In: Essays in Honor of Peter C. B. Phillips
by Alex Maynard & Dongmeng Ren - 713-749 Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns
In: Essays in Honor of Peter C. B. Phillips
by Chi Wan & Zhijie Xiao
2013
- 1-25 The Relationship Between DSGE and VAR Models
In: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims
by Raffaella Giacomini - 3-44 Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models
In: Structural Econometric Models
by Victor Aguirregabiria & Arvind Magesan - 27-79 Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?☆The views expressed in this article are those of the authors
In: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims
by Refet S. Gürkaynak & Burçin Kısacıkoğlu & Barbara Rossi - 45-95 Approximating High-dimensional Dynamic Models: Sieve Value Function Iteration
In: Structural Econometric Models
by Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James - 81-115 Unit Roots, Cointegration, and Pretesting in Var Models☆The views expressed here are the authors and not necessarily those of the Federal Reserve Bank of Atlanta or the Federal Reserve System
In: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims
by Nikolay Gospodinov & Ana María Herrera & Elena Pesavento - 97-113 Identifying Dynamic Games with Serially Correlated Unobservables
In: Structural Econometric Models
by Yingyao Hu & Matthew Shum - 117-139 Partial Identification in Two-sided Matching Models
In: Structural Econometric Models
by Federico Echenique & SangMok Lee & Matthew Shum - 117-168 Evaluating the Accuracy of Forecasts from Vector Autoregressions☆The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Cleveland, Federal Reserve Bank of St. Louis, Federal Reserve System, or any of its staff
In: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims
by Todd E. Clark & Michael W. McCracken - 141-151 Identification of Matching Complementarities: A Geometric Viewpoint
In: Structural Econometric Models
by Alfred Galichon - 153-181 Comparative Static and Computational Methods for an Empirical One-to-one Transferable Utility Matching Model
In: Structural Econometric Models
by Bryan S. Graham - 169-203 Identifying Structural Vector Autoregressions Via Changes in Volatility☆This article was written while the author was a Bundesbank Professor at the Freie Universität Berlin. An earlier version of the paper was published as DIW Discussion Paper 1259 –http://www.diw.de/sixcms/detail.php?id=diw_0.1.c.412678.de
In: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims
by Helmut Lütkepohl - 183-232 A Test for Monotone Comparative Statics
In: Structural Econometric Models
by Federico Echenique & Ivana Komunjer - 205-246 Panel Vector Autoregressive Models: A Survey☆The views expressed in this article are those of the authors and do not necessarily reflect those of the ECB or the Eurosystem
In: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims
by Fabio Canova & Matteo Ciccarelli - 233-247 Estimating Supermodular Games Using Rationalizable Strategies
In: Structural Econometric Models
by Kosuke Uetake & Yasutora Watanabe - 247-272 Mixed-Frequency Vector Autoregressive Models☆This views expressed herein are solely those of the authors and do not necessarily reflect the views of the Norges Bank. The usual disclaimers apply
In: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims
by Claudia Foroni & Eric Ghysels & Massimiliano Marcellino - 251-289 Estimation of the Loan Spread Equation with Endogenous Bank-Firm Matching
In: Structural Econometric Models
by Jiawei Chen - 273-326 Thresholds and Smooth Transitions in Vector Autoregressive Models☆The views expressed in this article are those of the authors and should not be interpreted as reflecting the views of the European Central Bank
In: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims
by Kirstin Hubrich & Timo Teräsvirta - 291-336 The Collective Marriage Matching Model: Identification, Estimation, and Testing
In: Structural Econometric Models
by Eugene Choo & Shannon Seitz - 327-359 Nonparametric Vector Autoregressions: Specification, Estimation, and Inference
In: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims
by Ivan Jeliazkov - 337-386 Deflation in Durable Goods Markets: An Empirical Model of the Tokyo Condominium Market
In: Structural Econometric Models
by Migiwa Tanaka - 361-393 Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data
In: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims
by Thomas B. Götz & Alain Hecq & Jean-Pierre Urbain - 387-432 A Dynamic Analysis of the U.S. Cigarette Market and Antismoking Policies
In: Structural Econometric Models
by Wei Tan - 395-427 Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation
In: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims
by Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin & Franz C. Palm
2012
- 1-29 The Diffusion of Hausman's Econometric Ideas
In: Essays in Honor of Jerry Hausman
by Hector O. Zapata & Cristina M. Caminita - 3-24 A History of the Advances in Econometrics Series
In: 30th Anniversary Edition
by Randall C. Campbell & Asli Ogunc - 3-38 The Modeling of Expectations in Empirical DSGE Models: A Survey
In: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments
by Fabio Milani - 27-57 Bayesian Unit Root Testing: The Effect of Choice of Prior on Test Outcomes
In: 30th Anniversary Edition
by Charley Xia & William Griffiths - 33-53 Combining Two Consistent Estimators
In: Essays in Honor of Jerry Hausman
by John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen - 39-79 Optimal Monetary Policy in an Estimated Local Currency Pricing Model
In: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments
by Eiji Okano & Masataka Eguchi & Hiroshi Gunji & Tomomi Miyazaki - 55-85 A Minimum Mean Squared Error Semiparametric Combining Estimator
In: Essays in Honor of Jerry Hausman
by George G. Judge & Ron C. Mittelhammer - 59-95 Inverse Test Confidence Intervals for Turning-Points: A Demonstration with Higher Order Polynomials
In: 30th Anniversary Edition
by Jenny N. Lye & Joseph G. Hirschberg - 81-135 News, Non-Invertibility, and Structural VARs
In: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments
by Eric R. Sims - 87-106 An Expository Note on the Existence of Moments of Fuller and HFUL Estimators
In: Essays in Honor of Jerry Hausman
by John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen - 97-131 Serial Correlation Robust LM
In: 30th Anniversary Edition
by Jingjing Yang & Timothy J. Vogelsang - 107-147 Overcoming the Many Weak Instrument Problem Using Normalized Principal Components
In: Essays in Honor of Jerry Hausman
by Nicky Grant - 133-169 Consistent Testing for Structural Change at the Ends of the Sample
In: 30th Anniversary Edition
by Michael W. McCracken - 137-199 Bayesian Estimation of NOEM Models: Identification and Inference in Small Samples
In: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments
by Enrique Martínez-García & Diego Vilán & Mark A. Wynne - 149-171 Errors-in-Variables and the Wavelet Multiresolution Approximation Approach: A Monte Carlo Study
In: Essays in Honor of Jerry Hausman
by Marco Gallegati & James B. Ramsey - 171-196 Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors
In: 30th Anniversary Edition
by Eric Hillebrand & Tae-Hwy Lee - 175-214 A Robust Hausman–Taylor Estimator
In: Essays in Honor of Jerry Hausman
by Badi H. Baltagi & Georges Bresson - 199-235 On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments
In: 30th Anniversary Edition
by Badi H. Baltagi & Chihwa Kao & Long Liu - 201-252 Fitting U.S. Trend Inflation: A Rolling-Window Approach
In: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments
by Efrem Castelnuovo - 215-236 Small Sample Properties and Pretest Estimation of a Spatial Hausman–Taylor Model
In: Essays in Honor of Jerry Hausman
by Badi H. Baltagi & Peter H. Egger & Michaela Kesina - 237-255 A Risk Superior Semiparametric Estimator for Overidentified Linear Models
In: 30th Anniversary Edition
by George G. Judge & Ron C. Mittelhammer - 237-267 Quantile Regression Estimation of Panel Duration Models with Censored Data
In: Essays in Honor of Jerry Hausman
by Matthew Harding & Carlos Lamarche - 253-288 Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm
In: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments
by Fabio Milani & Ashish Rajbhandari - 257-295 Spatial Dependence in Regressors and its Effect on Performance of Likelihood-Based and Instrumental Variable Estimators
In: 30th Anniversary Edition
by R. Kelley Pace & James P. LeSage & Shuang Zhu - 269-303 Labor Allocation in a Household and its Impact on Production Efficiency: A Comparison of Panel Modeling Approaches
In: Essays in Honor of Jerry Hausman
by Hild Marte Bjørnsen & Ashok K. Mishra - 291-318 Approximation Properties of Laplace-Type Estimators
In: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments
by Anna Kormilitsina & Denis Nekipelov - 299-357 Sectoral Effects of Aggregate Shocks
In: 30th Anniversary Edition
by Nathan S. Balke - 305-325 Using Panel Data to Examine Racial and Gender Differences in Debt Burdens
In: Essays in Honor of Jerry Hausman
by Michael D.S. Morris - 319-385 Frequency Domain Analysis of Medium Scale DSGE Models with Application to Smets and Wouters (2007)
In: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments
by Denis Tkachenko & Zhongjun Qu - 327-352 Sovereign Bond Spread Drivers in the EU Market in the Aftermath of the Global Financial Crisis
In: Essays in Honor of Jerry Hausman
by Iuliana Matei & Angela Cheptea - 355-434 Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression
In: Essays in Honor of Jerry Hausman
by Liangjun Su & Halbert L. White - 359-384 Cyclical Co-Movement Between Output, the Price-Level, and the Inflation Rate
In: 30th Anniversary Edition
by Joseph H. Haslag & Yu-Chin Hsu - 385-409 Money–Income Granger-Causality in Quantiles
In: 30th Anniversary Edition
by Tae-Hwy Lee & Weiping Yang - 387-419 On the Estimation of Dynamic Stochastic General Equilibrium Models: An Empirical Likelihood Approach
In: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments
by Sara Riscado - 411-425 Copula–GARCH Time-Varying Tail Dependence
In: 30th Anniversary Edition
by Jiaqi Chen & Jeffery W. Gunther - 421-467 Structural Estimation of the New-Keynesian Model: A Formal Test of Backward- and Forward-Looking Behavior
In: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments
by Tae-Seok Jang - 429-477 Monte Carlo Experiments Using Stata: A Primer with Examples
In: 30th Anniversary Edition
by Lee C. Adkins & Mary N. Gade - 435-453 Extending the Hausman Test to Check for the Presence of Outliers
In: Essays in Honor of Jerry Hausman
by Catherine Dehon & Marjorie Gassner & Vincenzo Verardi - 455-477 A Simple Test for Identification in GMM under Conditional Moment Restrictions
In: Essays in Honor of Jerry Hausman
by Francesco Bravo & Juan Carlos Escanciano & Taisuke Otsu - 479-513 Fixed vs Random: The Hausman Test Four Decades Later
In: Essays in Honor of Jerry Hausman
by Shahram Amini & Michael S. Delgado & Daniel J. Henderson & Christopher F. Parmeter - 515-546 The Hausman Test, and Some Alternatives, with Heteroskedastic Data
In: Essays in Honor of Jerry Hausman
by Lee C. Adkins & Randall C. Campbell & Viera Chmelarova & R. Carter Hill - 547-559 A Hausman Test for Spatial Regression Model
In: Essays in Honor of Jerry Hausman
by Monalisa Sen & Anil K. Bera & Yu-Hsien Kao
2011
- 1-39 The Elephant in the Corner: A Cautionary Tale about Measurement Error in Treatment Effects Models
In: Missing Data Methods: Cross-sectional Methods and Applications
by Daniel L. Millimet - 1-86 Markov Switching Models in Empirical Finance
In: Missing Data Methods: Time-Series Methods and Applications
by Massimo Guidolin - 41-62 Recent Developments in Semiparametric and Nonparametric Estimation of Panel Data Models with Incomplete Information: A Selected Review
In: Missing Data Methods: Cross-sectional Methods and Applications
by Yu Yvette Zhang & Qi Li & Dong Li - 63-91 Likelihood-Based Estimators for Endogenous or Truncated Samples in Standard Stratified Sampling
In: Missing Data Methods: Cross-sectional Methods and Applications
by Myoung-jae Lee & Sanghyeok Lee - 87-178 Markov Switching in Portfolio Choice and Asset Pricing Models: A Survey
In: Missing Data Methods: Time-Series Methods and Applications
by Massimo Guidolin - 93-127 Efficient Estimation of the Dose–Response Function Under Ignorability Using Subclassification on the Covariates
In: Missing Data Methods: Cross-sectional Methods and Applications
by Matias D. Cattaneo & Max H. Farrell - 129-154 Average Derivative Estimation with Missing Responses
In: Missing Data Methods: Cross-sectional Methods and Applications
by Francesco Bravo & Kim P. Huynh & David T. Jacho-Chávez - 155-178 Consistent Estimation and Orthogonality
In: Missing Data Methods: Cross-sectional Methods and Applications
by Tiemen Woutersen - 179-207 On the Estimation of Selection Models when Participation is Endogenous and Misclassified
In: Missing Data Methods: Cross-sectional Methods and Applications
by Ian M. McCarthy & Rusty Tchernis - 179-233 Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps
In: Missing Data Methods: Time-Series Methods and Applications
by Diep Duong & Norman R. Swanson - 209-245 Efficient Probit Estimation with Partially Missing Covariates
In: Missing Data Methods: Cross-sectional Methods and Applications
by Denis Conniffe & Donal O'Neill - 235-251 Missing-Data Imputation in Nonstationary Panel Data Models
In: Missing Data Methods: Time-Series Methods and Applications
by Wensheng Kang - 247-268 Nonlinear Difference-in-Difference Treatment Effect Estimation: A Distributional Analysis
In: Missing Data Methods: Cross-sectional Methods and Applications
by Kim P. Huynh & David T. Jacho-Chávez & Marcel C. Voia - 269-288 Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas
In: Missing Data Methods: Cross-sectional Methods and Applications
by Phillip Li & Mohammad Arshad Rahman - 289-311 Estimating the Average Treatment Effect Based on Direct Estimation of the Conditional Treatment Effect
In: Missing Data Methods: Cross-sectional Methods and Applications
by Jingping Gu & Juan Lin & Dandan Liu - 313-337 A Missing Variable Imputation Methodology with an Empirical Application
In: Missing Data Methods: Cross-sectional Methods and Applications
by Gayaneh Kyureghian & Oral Capps & Rodolfo M. Nayga
2010
- 3-39 MCMC perspectives on simulated likelihood estimation
In: Maximum Simulated Likelihood Methods and Applications
by Ivan Jeliazkov & Esther Hee Lee - 41-64 The panel probit model: Adaptive integration on sparse grids
In: Maximum Simulated Likelihood Methods and Applications
by Florian Heiss - 65-106 A comparison of the maximum simulated likelihood and composite marginal likelihood estimation approaches in the context of the multivariate ordered-response model
In: Maximum Simulated Likelihood Methods and Applications
by Chandra R. Bhat & Cristiano Varin & Nazneen Ferdous - 107-136 Pretest Estimation in the Random Parameters Logit Model
In: Maximum Simulated Likelihood Methods and Applications
by Tong Zeng & R. Carter Hill - 137-161 Simulated maximum likelihood estimation of continuous time stochastic volatility models
In: Maximum Simulated Likelihood Methods and Applications
by Tore Selland Kleppe & Jun Yu & H.J. Skaug - 165-198 Education savings accounts, parent contributions, and education attainment
In: Maximum Simulated Likelihood Methods and Applications
by Michael D.S. Morris - 199-251 Estimating the effect of exchange rate flexibility on financial account openness
In: Maximum Simulated Likelihood Methods and Applications
by Raul Razo-Garcia - 253-298 Estimating a Fractional Response Model with a count endogenous regressor and an application to female labor supply
In: Maximum Simulated Likelihood Methods and Applications
by Hoa B. Nguyen - 299-322 Alternative random effects panel gamma SML estimation with heterogeneity in random and one-sided error
In: Maximum Simulated Likelihood Methods and Applications
by Saleem Shaik & Ashok K. Mishra - 323-356 Modeling and forecasting volatility in a bayesian approach
In: Maximum Simulated Likelihood Methods and Applications
by Esmail Amiri
2009
- 1-25 Price errors from thin markets and their corrections: Studies based on Taiwan's political futures markets
In: Measurement Error: Consequences, Applications and Solutions
by Shu-Heng Chen & Wei-Shao Wu - 3-70 Partial identification of the distribution of treatment effects and its confidence sets
In: Nonparametric Econometric Methods
by Yanqin Fan & Sang Soo Park - 27-60 Potential biases in substitution estimates and violations of regularity conditions
In: Measurement Error: Consequences, Applications and Solutions
by Leigh Drake & Adrian R. Fleissig - 61-89 The information content of inflationary expectations derived from bond prices in Israel
In: Measurement Error: Consequences, Applications and Solutions
by David Elkayam & Alex Ilek - 71-98 Cross-validated bandwidths and significance testing
In: Nonparametric Econometric Methods
by Christopher F. Parmeter & Zhiyuan Zheng & Patrick McCann - 91-105 Measurement error in the national accounts
In: Measurement Error: Consequences, Applications and Solutions
by Dennis Fixler - 101-129 Semiparametric estimation of fixed-effects panel data varying coefficient models
In: Nonparametric Econometric Methods
by Yiguo Sun & Raymond J. Carroll & Dingding Li - 107-129 Testing for weak separability
In: Measurement Error: Consequences, Applications and Solutions
by Adrian R. Fleissig & Gerald A. Whitney - 131-150 Cointegration analysis under measurement errors
In: Measurement Error: Consequences, Applications and Solutions
by Uwe Hassler & Vladimir Kuzin - 131-167 Functional coefficient estimation with both categorical and continuous data
In: Nonparametric Econometric Methods
by Liangjun Su & Ye Chen & Aman Ullah - 151-182 A Monte Carlo study of the necessary and sufficient conditions for weak separability
In: Measurement Error: Consequences, Applications and Solutions
by Per Hjertstrand - 171-191 The evolution of the conditional joint distribution of life expectancy and per capita income growth
In: Nonparametric Econometric Methods
by Thanasis Stengos & Brennan S. Thompson & Ximing Wu - 183-198 Threshold stock price adjustment
In: Measurement Error: Consequences, Applications and Solutions
by Fredj Jawadi - 193-221 A nonparametric quantile analysis of growth and governance
In: Nonparametric Econometric Methods
by Kim P. Huynh & David T. Jacho-Chávez - 199-236 Testing utility maximization with measurement errors in the data
In: Measurement Error: Consequences, Applications and Solutions
by Barry E. Jones & David L. Edgerton - 223-260 Nonparametric estimation of production risk and risk preference functions
In: Nonparametric Econometric Methods
by Subal C. Kumbhakar & Efthymios G. Tsionas - 237-250 The stock of money and why you should care
In: Measurement Error: Consequences, Applications and Solutions
by Logan J. Kelly - 251-279 Distribution dynamics and measurement error
In: Measurement Error: Consequences, Applications and Solutions
by Ole Rummel - 263-290 Exponential series estimation of empirical copulas with application to financial returns
In: Nonparametric Econometric Methods
by Chinman Chui & Ximing Wu - 281-294 Analyzing MSI rules for the USA – Extracted from a feedforward neural network
In: Measurement Error: Consequences, Applications and Solutions
by Vincent A. Schmidt & Jane M. Binner - 291-318 Nonparametric estimation of multivariate CDF with categorical and continuous data
In: Nonparametric Econometric Methods
by Gaosheng Ju & Rui Li & Zhongwen Liang - 319-331 Higher order bias reduction of kernel density and density derivative estimation at boundary points
In: Nonparametric Econometric Methods
by Peter Bearse & Paul Rilstone - 335-375 Nonparametric and semiparametric methods in R
In: Nonparametric Econometric Methods
by Jeffrey S. Racine - 379-432 Some recent developments in nonparametric finance
In: Nonparametric Econometric Methods
by Zongwu Cai & Yongmiao Hong - 433-469 Imposing economic constraints in nonparametric regression: survey, implementation, and extension
In: Nonparametric Econometric Methods
by Daniel J. Henderson & Christopher F. Parmeter - 471-493 Functional form of the environmental Kuznets curve
In: Nonparametric Econometric Methods
by Hector O. Zapata & Krishna P. Paudel - 495-549 Some recent developments on nonparametric econometrics
In: Nonparametric Econometric Methods
by Zongwu Cai & Jingping Gu & Qi Li
2008
- 1-13 Fast solution of the Gaussian copula model
In: Econometrics and Risk Management
by Bjorn Flesaker - 1-31 Selection bias in evaluating treatment effects: Some formal illustrations
In: Modelling and Evaluating Treatment Effects in Econometrics
by Arthur S. Goldberger - 11-60 Bayesian econometrics: past, present, and future
In: Bayesian Econometrics
by Arnold Zellner - 15-54 An empirical study of pricing and hedging collateralized debt obligation (CDO)
In: Econometrics and Risk Management
by Lijuan Cao & Zhang Jingqing & Lim Kian Guan & Zhonghui Zhao - 33-55 The event-history approach to program evaluation
In: Modelling and Evaluating Treatment Effects in Econometrics
by Jaap H. Abbring - 55-83 The skewed t
In: Econometrics and Risk Management
by Wenbo Hu & Alec N. Kercheval - 57-91 Bayesian analysis of treatment effects in an ordered potential outcomes model
In: Modelling and Evaluating Treatment Effects in Econometrics
by Mingliang Li & Justin L. Tobias - 61-84 Bayesian inference using adaptive sampling
In: Bayesian Econometrics
by Paolo Giordani & Robert Kohn - 85-102 Credit risk dependence modeling with dynamic copula: An application to CDO tranches
In: Econometrics and Risk Management
by Daniel Totouom & Margaret Armstrong - 87-114 A Bayesian analysis of the OPES model with a nonparametric component: An application to dental insurance and dental care
In: Bayesian Econometrics
by Murat K. Munkin & Pravin K. Trivedi - 93-116 Instrumental variables estimation of the average treatment effect in the correlated random coefficient model
In: Modelling and Evaluating Treatment Effects in Econometrics
by Jeffrey M. Wooldridge - 103-121 Perturbed Gaussian copula
In: Econometrics and Risk Management
by Jean-Pierre Fouque & Xianwen Zhou - 115-156 Fitting and comparison of models for multivariate ordinal outcomes
In: Bayesian Econometrics
by Ivan Jeliazkov & Jennifer Graves & Mark Kutzbach - 117-145 Evaluating the effects of job training programs on wages through principal stratification
In: Modelling and Evaluating Treatment Effects in Econometrics
by Junni L. Zhang & Donald B. Rubin & Fabrizia Mealli - 123-158 The determinants of default correlations
In: Econometrics and Risk Management
by Kanak Patel & Ricardo Pereira - 147-166 Graphical diagnostics of endogeneity
In: Modelling and Evaluating Treatment Effects in Econometrics
by Xavier de Luna & Per Johansson - 157-182 Intra-household allocation and consumption of WIC-approved foods: A Bayesian approach
In: Bayesian Econometrics
by Ariun Ishdorj & Helen H. Jensen & Justin Tobias - 159-194 Data mining procedures in generalized Cox regressions
In: Econometrics and Risk Management
by Zhen Wei - 167-195 Fertility and the health of children: A nonparametric investigation
In: Modelling and Evaluating Treatment Effects in Econometrics
by Daniel J. Henderson & Daniel L. Millimet & Christopher F. Parmeter & Le Wang - 183-215 Causal effects from panel data in randomized experiments with partial compliance
In: Bayesian Econometrics
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