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9812002: Bayesian and Classical Approaches to Instrumental Variables Regression Downloads
Frank Kleibergen and Eric Zivot
9812001: Cointegration and Forward and Spot Exchange Rate Regressions Downloads
Eric Zivot
9809001: Maximum Likelihood Estimators for ARMA and ARFIMA Models: A Monte Carlo Study Downloads
Michael A. Hauser
9808001: Impulse Response Priors for Discriminating Structural Vector Autoregressions Downloads
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 Downloads
Chihwa Kao and Jamie Emerson
9805003: Martingales, Nonlinearity, and Chaos Downloads
William Barnett and Apostolos Serletis
9805001: Relative Efficiency with Equivalence Classes of Asymptotic Covariances Downloads
David Mandy and Carlos Martins-Filho
9804001: Benchmark Priors for Bayesian Model Averaging Downloads
Carmen Fernandez, Eduardo Ley and Mark Steel
9802003: An Approximate Wavelet MLE of Short and Long Memory Parameters Downloads
Mark Jensen
9802002: Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance Downloads
Surajit Ray, B Ravikumar and N. Eugene Savin
9802001: MCMC Methods for Fitting and Comparing Multinomial Response Models Downloads
Siddhartha Chib, Edward Greenberg and Yuxin Chen
9712002: A Monte Carlo Comparison of Tests for Cointegration in Panel Data Downloads
Suzanne McCoskey and Chihwa Kao
9712001: Statistical Modeling of Fishing Activities in the North Atlantic Downloads
Carmen Fernandez, Eduardo Ley and Mark Steel
9711002: A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA Downloads
Chihwa Kao and Suzanne McCoskey
9711001: Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings Downloads
Francisco Cribari-Neto, Mark Jensen and Álvaro Novo
9710002: Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter Downloads
Mark Jensen
9710001: Testing between Different Types of Switching Regression Models Downloads
Frieder Knuepling
9709002: An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets Downloads
Mark Jensen
9709001: Nonlinear and Complex Dynamics in Economics Downloads
William Barnett, Alfredo Medio and Apostolos Serletis
9705001: The Impact of Training on Unemployment Duration in West Germany -Combining a Discrete Hazard Rate Model with Matching Techniques- Downloads
R. Hujer, K.-O. Maurer and M. Wellner
9704001: Estimating the Effect of Training on Unemployment Duration in West Germany - A Discrete Hazard-Rate Model with Instrumental Variables Downloads
R. Hujer, K.-O. Maurer and M. Wellner
9703002: Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable Downloads
Chihwa Kao
9703001: On the Estimation and Inference of a Cointegrated Regression in Panel Data Downloads
Chihwa Kao and Min-Hsien Chiang
9612007: One-Factor-GARCH Models for German Stocks - Estimation and Forecasting - Downloads
Thomas Kaiser
9612006: Selecting the Number of Replications in a Simulation Study Downloads
Ignacio Dmaz-Emparanza
9612004: Causality Among Sales,Advertising and Prices: New Evidence from a Multivariate Cointegrated System Downloads
Francisco F. R. Ramos
9612002: Valid Confidence Intervals and Inference in the Presence of Weak Instruments Downloads
Charles Nelson, Richard Startz and Eric Zivot
9612001: The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified Downloads
Eric Zivot
9611005: Statistical Inference of a Bivariate Proportional Hazard Model with Grouped Data Downloads
Mark An
9611004: Using Indirect Inference to Solve the Initial Conditions Problem Downloads
Mark An and Ming Liu
9611003: Nonparametric Estimation of a Survivor Function with Across- Interval-Censored Data Downloads
Mark An and Roberto Ayala
9611002: A Mixture Model of Willingness to Pay Distributions Downloads
Mark An and Roberto Ayala
9611001: Semiparametric Estimation of Willingness to Pay Distributions Downloads
Mark An
9610005: Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments Downloads
Jiahui Wang and Eric Zivot
9610004: Distribution of the Least Squares Estimator in a First-Order Autoregressive Model Downloads
Mukhtar M. Ali
9610003: Bootstrap Methods For Covariance Structures Downloads
Joel Horowitz
9610002: STOCHASTIC VOLATILITY: LIKELIHOOD INFERENCE AND COMPARISON WITH ARCH MODELS Downloads
Sangjoon Kim, Neil Shephard and Siddhartha Chib
9608004: Bootstrap Methods for Median Regression Models Downloads
Joel Horowitz
9608003: Posterior Simulation and Bayes Factors in Panel Count Data Models Downloads
Siddhartha Chib, Edward Greenberg and Rainer Winkelmann
9608002: Bayesian Analysis of Multivariate Probit Models Downloads
Siddhartha Chib and Edward Greenberg
9608001: A Spline Analysis of the Small Firm Effect: Does Size Really Matter? Downloads
Joel Horowitz, Tim Loughran and N. E. Savin
9607001: The Liquidity Effect: Testing Identification Conditions Under Time-Varying Conditional Volatility Downloads
Michel Normandin and Louis Phaneuf
9606003: Measuring Productivity Differences in Equilibrium Search Models Downloads
Gauthier Lanot and George Neumann
9606002: The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models Downloads
N.E. Savin and Allan Würtz
9606001: Power of Tests in Binary Response Models Downloads
N.E. Savin and Allan Würtz
9605004: Real and Spurious Long Memory Properties of Stock Market Data Downloads
Ignacio Lobato and N.E. Savin
9605001: Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning Downloads
Kenneth Train
9604002: The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market Downloads
Francisco F. R. Ramos
9604001: Exact Distribution of the Least Squares Estimator in a First- Order Autoregressive Model Downloads
Mukhtar M. Ali
9603004: Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures Downloads
Simon van Norden and Robert Vigfusson
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