Econometrics

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9603003: Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator

Joel Horowitz

9603002: Estimation of Dynamic Decision Models with Corner Solutions: A Model of Price and Inventory Decisions

V. Aguirregabir

9603001: Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable

Tue Gorgens and Joel Horowitz

9602009: Bootstrap Methods in Econometrics: Theory and Numerical Performance

Joel Horowitz

9602008: Search Models and Duration Data

George Neumann

9602007: Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations

Joel Horowitz and Charles Manski

9602006: Fitting Equilibrium Search Models to Labor Market Data

Audra Bowlus, Nicholas Kiefer and George R. Neumann

9602005: A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos

William Barnett, A. Gallant, Melvin Hinich, Jochen A. Jungeilges, Daniel T. Kaplan and Mark Jensen

9602003: The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets

William Barnett, Yi Liu, Haiyang Xu and Mark Jensen

9602002: Technology Modeling: Curvature is not Sufficient for Regularity

William Barnett, Milka Kirova and Meenakshi Pasupathy

9602001: Fellow's Opinion: Econometrics, Data, and the World Wide Web

William Barnett

9601003: Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance

Francisco F. R. Ramos

9601002: VAR Priors: Success or lack of a decent macroeconomic theory?

Francisco F. R. Ramos

9601001: On the Corrections to Information Matrix Tests

Francisco Cribari-Neto

9511001: The Canadian Experience with Weighted Monetary Aggregates

David Longworth and Joseph Atta-Mensah

9510001: Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions

Alain DeSerres and Alain Guay

9508002: Further investigation of the uncertain unit root in GNP

Yin-Wong Cheung and Menzie Chinn

9508001: Improved Score Tests for One-parameter Exponential Family Models

Silvia Ferrari, Gauss Cordeiro, Miguel Uribe and F. Cribari-Neto

9507001: On Bartlett and Bartlett-Type Corrections

F. Cribari-Neto and G.M. Cordeiro

9506005: A Score Test for Seasonal Fractional Integration and Cointegration

Param Silvapulle

9506004: Observed Choice, Estimation, and Optimism About Policy Changes

Eric Rasmusen

9506003: Improved Test Statistics for Multivariate Regression

Francisco Cribari-Neto and Spyros Zarkos

9506002: OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels

Mark Jensen

9506001: Bartlett Corrections for One-Parameter Exponential Family Models

G.M. Cordeiro, F. Cribari-Neto, E.C.Q. Aubin and S.L.P. Ferrari

9505002: Second and Third Order Bias Reduction for One-Parameter Family Models

S.L.P. Ferrari, D.A. Botter, G.M. Cordeiro and F. Cribari-Neto

9505001: Bayesian Analysis of Long Memory and Persistence using ARFIMA Models

Gary Koop, Eduardo Ley, Jacek Osiewalski and Mark Steel

9503002: A Frontier Model for Landscape Ecology: The Tapir in Honduras

Kevin Flesher and Eduardo Ley

9503001: On the Estimation of Demand Systems Through Consumption Efficiency

Eduardo Ley and Mark Steel

9502005: Unit Root Tests and the Burden of Proof

Robert Amano and Simon van Norden

9502004: Fads or Bubbles?

Simon van Norden, Huntley Schaller and )

9502003: Speculative Behaviour, Regime-Switching, and Stock Market Crashes

Simon van Norden, Huntley Schaller and )

9502002: Regime Switching in Stock Market Returns

Simon van Norden, Huntley Schaller and )

9502001: Regime Switching as a Test for Exchange Rate Bubbles

Simon van Norden

9501001: A Multicriteria Approach to Model Specification and Estimation

Robert Kalaba and Leigh Tesfatsion

9411003: Using Expectations Data to Study Subjective Income Expectations

Jeff Dominitz and Charles Manski

9411002: ELICITING STUDENT EXPECTATIONS OF THE RETURNS TO SCHOOLING

Jeff Dominitz and Charles Manski

9411001: Testing the null of stationarity in the presence of structural breaks for multiple time series

Ahn and Byung Chul

9410003: JOINT CENSORING OF REGRESSORS AND OUTCOMES:SURVEY NONRESPONSE AND ATTRITION

Joel Horowitz and Charles Manski

9410002: SIMULTANEITY WITH DOWNWARD SLOPING DEMAND

Charles Manski

9410001: Wavelets in Econometrics: An Application to Outlier Testing

Seth Greenblatt

9408001: Markov Chain Monte Carlo Simulation Methods in Econometrics

Siddhartha Chib and Edward Greenberg

9406002: The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation

Robert Amano and Tony Wirjanto

9406001: A Further Analysis of Exchange Rate Targeting in Canada

Robert Amano and Tony Wirjanto

9405001: Wavelet Analysis of Fractionally Integrated Processes

Mark Jensen

9401001: Goodness-of-Fit for Revealed Preference Tests

Hal Varian

9311002: Classical Estimation Methods for LDV Models Using Simulation

Vassilis Hajivassiliou and Paul Ruud

9311001: Nonparametric Multivariate Regression Subject to Constraint

Steven Goldman and Paul Ruud

9309001: SEMIPARAMETRIC ESTIMATION OF REGRESSION MODELS FOR PANEL DATA

Joel Horowitz and Marianthi Markatou

9308001: A Predictive Approach to Model Selection and Multicollinearity

Edward Greenberg and Robert Parks

9307001: A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies

Walter Teets and Robert Parks