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Content
1999
- 9903003 Model uncertainty in cross-country growth regressions
by Carmen Fernandez & Eduardo Ley & Mark Steel - 9903002 A Time Series Model of Multiple Structural changes in Level, Trend and Variance
by Jiahui Wang & Eric Zivot - 9902001 Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years
by Bronwyn H. Hall & Jacques Mairesse & Benoit Mulkay & Jacques Mairesse
1998
- 9812002 Bayesian and Classical Approaches to Instrumental Variables Regression
by Frank Kleibergen & Eric Zivot - 9812001 Cointegration and Forward and Spot Exchange Rate Regressions
by Eric Zivot - 9809001 Maximum Likelihood Estimators for ARMA and ARFIMA Models: A Monte Carlo Study
by Michael A. Hauser - 9808001 Impulse Response Priors for Discriminating Structural Vector Autoregressions
by Mark Dwyer - 9805004 On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors
by Chihwa Kao & Jamie Emerson - 9805003 Martingales, Nonlinearity, and Chaos
by William A. Barnett & Apostolos Serletis - 9805001 Relative Efficiency with Equivalence Classes of Asymptotic Covariances
by David M. Mandy & Carlos Martins-Filho - 9804001 Benchmark Priors for Bayesian Model Averaging
by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel - 9802003 An Approximate Wavelet MLE of Short and Long Memory Parameters
by Mark J. Jensen - 9802002 Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance
by Surajit Ray & B. Ravikumar & N. Eugene Savin - 9802001 MCMC Methods for Fitting and Comparing Multinomial Response Models
by Siddhartha Chib & Edward Greenberg & Yuxin Chen
1997
- 9712002 A Monte Carlo Comparison of Tests for Cointegration in Panel Data
by Suzanne McCoskey & Chihwa Kao - 9712001 Statistical Modeling of Fishing Activities in the North Atlantic
by Carmen Fernandez & Eduardo Ley & Mark F.J. Steel - 9711002 A Residual-Based Test Of The Null Of Cointegration In Panel Data
by Chihwa Kao & Suzanne McCoskey - 9711001 Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings
by Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo - 9710002 Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter
by Mark J. Jensen - 9710001 Testing between Different Types of Switching Regression Models
by Frieder Knuepling - 9709002 An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets
by Mark J. Jensen - 9709001 Nonlinear and Complex Dynamics in Economics
by William A. Barnett & Alfredo Medio & Apostolos Serletis - 9705001 The Impact of Training on Unemployment Duration in West Germany -Combining a Discrete Hazard Rate Model with Matching Techniques-
by R. Hujer & K.-O. Maurer & M. Wellner - 9704001 Estimating the Effect of Training on Unemployment Duration in West Germany - A Discrete Hazard-Rate Model with Instrumental Variables
by R. Hujer & K.-O. Maurer & M. Wellner - 9703002 Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable
by Chihwa Kao - 9703001 On the Estimation and Inference of a Cointegrated Regression in Panel Data
by Chihwa Kao & Min-Hsien Chiang
1996
- 9612007 One-Factor-GARCH Models for German Stocks - Estimation and Forecasting -
by Thomas Kaiser - 9612006 Selecting the Number of Replications in a Simulation Study
by Ignacio Dmaz-Emparanza - 9612004 Causality Among Sales,Advertising and Prices: New Evidence from a Multivariate Cointegrated System
by Francisco F. R. Ramos - 9612002 Valid Confidence Intervals and Inference in the Presence of Weak Instruments
by Charles R. Nelson & Richard Startz & Eric Zivot - 9612001 The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified
by Eric Zivot - 9611005 Statistical Inference of a Bivariate Proportional Hazard Model with Grouped Data
by Mark Yuying An - 9611004 Using Indirect Inference to Solve the Initial Conditions Problem
by Mark Yuying An & Ming Liu - 9611003 Nonparametric Estimation of a Survivor Function with Across- Interval-Censored Data
by Mark Yuying An & Roberto Ayala - 9611002 A Mixture Model of Willingness to Pay Distributions
by Mark Yuying An & Roberto Ayala - 9611001 Semiparametric Estimation of Willingness to Pay Distributions
by Mark Yuying An - 9610005 Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments
by Jiahui Wang & Eric Zivot - 9610004 Distribution of the Least Squares Estimator in a First-Order Autoregressive Model
by Mukhtar M. Ali - 9610003 Bootstrap Methods For Covariance Structures
by Joel L. Horowitz - 9610002 Stochastic Volatility: Likelihood Inference And Comparison With Arch Models
by Sangjoon Kim & Neil Shephard & Siddhartha Chib - 9608004 Bootstrap Methods for Median Regression Models
by Joel L. Horowitz - 9608003 Posterior Simulation and Bayes Factors in Panel Count Data Models
by Siddhartha Chib & Edward Greenberg & Rainer Winkelmann - 9608002 Bayesian Analysis of Multivariate Probit Models
by Siddhartha Chib & Edward Greenberg - 9608001 A Spline Analysis of the Small Firm Effect: Does Size Really Matter?
by Joel L. Horowitz & Tim Loughran & N. E. Savin - 9607001 The Liquidity Effect: Testing Identification Conditions Under Time-Varying Conditional Volatility
by Michel Normandin & Louis Phaneuf - 9606003 Measuring Productivity Differences in Equilibrium Search Models
by Gathier Lanot & George Neumann - 9606002 The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models
by N.E. Savin & Allan Wurtz - 9606001 Power of Tests in Binary Response Models
by N.E. Savin & Allan Wurtz - 9605004 Real and Spurious Long Memory Properties of Stock Market Data
by I.N. Lobato & N.E. Savin - 9605001 Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning
by Kenneth E. Train - 9604002 The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market
by Francisco F. R. Ramos - 9604001 Exact Distribution of the Least Squares Estimator in a First- Order Autoregressive Model
by Mukhtar M. Ali - 9603004 Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures
by Simon van Norden & Robert Vigfusson - 9603003 Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator
by Joel L. Horowitz - 9603002 Estimation of Dynamic Decision Models with Corner Solutions: A Model of Price and Inventory Decisions
by V. Aguirregabir - 9603001 Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable
by Tue Gorgens & Joel L. Horowitz - 9602009 Bootstrap Methods in Econometrics: Theory and Numerical Performance
by Joel L. Horowitz - 9602008 Search Models and Duration Data
by George Neumann - 9602007 Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations
by Joel L. Horowitz & Charles F. Manski - 9602006 Fitting Equilibrium Search Models to Labor Market Data
by Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann - 9602005 A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos
by William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen - 9602003 The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets
by William A. Barnett & Yi Liu & Haiyang Xu & Mark Jensen - 9602002 Technology Modeling: Curvature is not Sufficient for Regularity
by William A. Barnett & Milka Kirova & Meenakshi Pasupathy - 9602001 Fellow's Opinion: Econometrics, Data, and the World Wide Web
by William A. Barnett - 9601003 Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance
by Francisco F. R. Ramos - 9601002 VAR Priors: Success or lack of a decent macroeconomic theory?
by Francisco F. R. Ramos - 9601001 On the Corrections to Information Matrix Tests
by Francisco Cribari-Neto
1995
- 9511001 The Canadian Experience with Weighted Monetary Aggregates
by David Longworth & Joseph Atta-Mensah - 9510001 Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions
by Alain DeSerres & Alain Guay - 9508002 Further investigation of the uncertain unit root in GNP
by Yin-Wong Cheung & Menzie Chinn - 9508001 Improved Score Tests for One-parameter Exponential Family Models
by Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto - 9507001 On Bartlett and Bartlett-Type Corrections
by F. Cribari-Neto & G.M. Cordeiro - 9506005 A Score Test for Seasonal Fractional Integration and Cointegration
by Param Silvapulle - 9506004 Observed Choice, Estimation, and Optimism About Policy Changes
by Eric Rasmusen - 9506003 Improved Test Statistics for Multivariate Regression
by Francisco Cribari-Neto & Spyros Zarkos - 9506002 OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels
by Mark J. Jensen - 9506001 Bartlett Corrections for One-Parameter Exponential Family Models
by G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari - 9505002 Second and Third Order Bias Reduction for One-Parameter Family Models
by S.L.P. Ferrari & D.A. Botter & G.M. Cordeiro & F. Cribari-Neto - 9505001 Bayesian Analysis of Long Memory and Persistence using ARFIMA Models
by Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel - 9503002 A Frontier Model for Landscape Ecology: The Tapir in Honduras
by Kevin Flesher & Eduardo Ley - 9503001 On the Estimation of Demand Systems Through Consumption Efficiency
by Eduardo Ley & Mark F.J. Steel - 9502005 Unit Root Tests and the Burden of Proof
by Robert A. Amano & Simon van Norden - 9502004 Fads or Bubbles?
by Simon van Norden & Huntley Schaller & ) - 9502003 Speculative Behaviour, Regime-Switching, and Stock Market Crashes
by Simon van Norden & Huntley Schaller & ) - 9502002 Regime Switching in Stock Market Returns
by Simon van Norden & Huntley Schaller & ) - 9502001 Regime Switching as a Test for Exchange Rate Bubbles
by Simon van Norden - 9501001 A Multicriteria Approach to Model Specification and Estimation
by Robert Kalaba & Leigh Tesfatsion
1994
- 9411003 Using Expectations Data to Study Subjective Income Expectations
by Jeff Dominitz & Charles F. Manski - 9411002 Eliciting Student Expectations Of The Returns To Schooling
by Jeff Dominitz & Charles F. Manski - 9411001 Testing the null of stationarity in the presence of structural breaks for multiple time series
by Ahn & Byung Chul - 9410003 Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition
by Joel L. Horowitz & Charles F. Manski - 9410002 Simultaneity With Downward Sloping Demand
by Charles F. Manski - 9410001 Wavelets in Econometrics: An Application to Outlier Testing
by Seth A. Greenblatt - 9408001 Markov Chain Monte Carlo Simulation Methods in Econometrics
by Siddhartha Chib & Edward Greenberg - 9406002 The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation
by Robert A. Amano & Tony S. Wirjanto - 9406001 A Further Analysis of Exchange Rate Targeting in Canada
by Robert A. Amano & Tony S. Wirjanto - 9405001 Wavelet Analysis of Fractionally Integrated Processes
by Mark J. Jensen - 9401001 Goodness-of-Fit for Revealed Preference Tests
by Hal R. Varian
1993
- 9311002 Classical Estimation Methods for LDV Models Using Simulation
by V.A. Hajivassiliou & P. A. Ruud - 9311001 Nonparametric Multivariate Regression Subject to Constraint
by S. M. Goldman & P. A. Ruud - 9309001 Semiparametric Estimation Of Regression Models For Panel Data
by Joel L. Horowitz & Marianthi Markatou - 9308001 A Predictive Approach to Model Selection and Multicollinearity
by Edward Greenberg & Robert P. Parks - 9307001 A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies
by Walter Teets & Robert P. Parks