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Intertemporal Variation in Financial Constraints on Investment: A Time... April 01, 2001
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Testing for Choice Dynamics in Panel Data. April 01, 2001
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Estimation With Response Error and Nonresponse: Food-Stamp Participati... April 01, 2001
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Editorial Announcement.(Editorial)(Brief Article) January 01, 2001
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Estimation of Limited Dependent Variable Models With Dummy Endogenous ... January 01, 2001
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Tests for Forecast Encompassing When Forecasts Depend on Estimated Reg... January 01, 2001
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Testing for Forecast Consensus. January 01, 2001
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On the Normal Inverse Gaussian Stochastic Volatility Model. January 01, 2001
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Influence Diagnostics and Estimation Algorithms for Powell's SCLS. January 01, 2001
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Bootstrap Testing Linear Restrictions on Cointegrating Vectors. January 01, 2001
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A Time-Varying Parameter Model to Test for Predictability and Integrat... January 01, 2001
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Explaining Long-and Short-Run Interactions in Time Series Data. January 01, 2001
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Forecasting an Accumulated Series Based on Partial Accumulation: A Bay... January 01, 2001
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Volatility of Stock-Market Indexes--An Analysis Based on SEMIFAR Model... January 01, 2001
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Bootstrap-After-Bootstrap Prediction Intervals for Autoregressive Mode... January 01, 2001
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Tests for Forecast Encompassing When Forecasts Depend on Estimated Reg... January 01, 2001
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Estimation of Limited Dependent Variable Models With Dummy Endogenous ... January 01, 2001
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Editorial Announcement.(Editorial)(Brief Article) January 01, 2001
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Bootstrap-After-Bootstrap Prediction Intervals for Autoregressive Mode... January 01, 2001
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Volatility of Stock-Market Indexes--An Analysis Based on SEMIFAR Model... January 01, 2001
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Forecasting an Accumulated Series Based on Partial Accumulation: A Bay... January 01, 2001
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Explaining Long-and Short-Run Interactions in Time Series Data. January 01, 2001
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A Time-Varying Parameter Model to Test for Predictability and Integrat... January 01, 2001
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Bootstrap Testing Linear Restrictions on Cointegrating Vectors. January 01, 2001
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Influence Diagnostics and Estimation Algorithms for Powell's SCLS. January 01, 2001
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On the Normal Inverse Gaussian Stochastic Volatility Model. January 01, 2001
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Testing for Forecast Consensus. January 01, 2001
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Forecasting the Penetration of a New Product--A Bayesian Approach. October 01, 2000
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Long Memory in Stock-Market Trading Volume. October 01, 2000
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Estimating Coke's and Pepsi's Price and Advertising Strategies. October 01, 2000
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Testing for Full Insurance Using Exogenous Information. October 01, 2000
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Modeling Selectivity in Count-Data Models. October 01, 2000
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"Rule-of-Thumb" Consumption, Intertemporal Substitution, and Risk Aver... October 01, 2000
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Stationary Components in Stock Prices: An Exact Pointwise Most Powerfu... October 01, 2000
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Inequality Orderings, Normalized Stochastic Dominance, and Statistical... October 01, 2000
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Modeling and Short-Term Forecasting of New South Wales Electricity Sys... October 01, 2000
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Testing for the Cointegrating Rank of a VAR Process With Structural Sh... October 01, 2000
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Modeling the ECU Against the U.S. Dollar: A Structural Monetary Interp... October 01, 2000
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Modeling the Sources of Output Growth in a Panel of Countries.(Statist... July 01, 2000
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Pooling in Dynamic Panel-Data Models: An Application to Forecasting GD... July 01, 2000
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Unit-Root Tests Are Useful for Selecting Forecasting Models.(Statistic... July 01, 2000
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A Bayesian Time Series Model of Multiple Structural Changes in Level, ... July 01, 2000
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Confidence Intervals for Univariate Impulse Responses With a Near Unit... July 01, 2000
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Statistical Inference for Random-Variance Option Pricing.(Statistical ... July 01, 2000
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Bayesian Dynamic Factor Models and Portfolio Allocation.(Statistical D... July 01, 2000
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Nonparametric Nonlinear Cotrending Analysis, With an Application to In... July 01, 2000
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Changepoint Tests Designed for the Analysis of Hiring Data Arising in ... July 01, 2000
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Time Series and Cross-section Information in Affine Term-Structure Mod... July 01, 2000
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The Zellner Thesis Award in Business and Economic Statistics.(Brief Ar... April 01, 2000
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Long-range Dependence in Daily Stock Volatilities.(Statistical Data In... April 01, 2000
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Interest-Rate Arbitrage in Currency Baskets: Forecasting Weights and M... April 01, 2000
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The Demand for Lotto: The Role of Conscious Selection.(Statistical Dat... April 01, 2000
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Inference for Generalized Gini Indices Using the Iterated-Bootstrap Me... April 01, 2000
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Confidence Sets for Cointegrating Coefficients Based on Stationarity T... April 01, 2000
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Bayesian Analysis of Dynamic Bivariate Mixture Models: Can They Explai... April 01, 2000
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Full Bayesian Inference for GARCH and EGARCH Models.(Statistical Data ... April 01, 2000
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Semiparametric ARCH Models: An Estimating Function Approach.(Statistic... April 01, 2000
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Bayesian Portfolio Selection: An Empirical Analysis of the S&P 500 Ind... April 01, 2000
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Some Econometric Recipes for High-Frequency Data Cooking. April 01, 2000
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Some Reflections on Analysis of High-Frequency Data. April 01, 2000
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Market Microstructure Research Databases: History and Projections.(Sta... April 01, 2000
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Editor's Introduction to Panel Discussion on Analysis of High-Frequenc... April 01, 2000
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Measuring Regional Cost of Living.(Statistical Data Included) January 01, 2000
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The Contribution of Establishment Births and Deaths to Employment Grow... January 01, 2000
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Identifying Bull and Bear Markets in Stock Returns.(Statistical Data I... January 01, 2000
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Estimating Restricted Cointegrating Vectors.(Statistical Data Included... January 01, 2000
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Strongly Consistent Determination of Cointegrating Rank Via Canonical ... January 01, 2000
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Aggregate Consumption and the Predictability of Asset Returns. January 01, 2000
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Efficient Computation of Hierarchical Trends.(Statistical Data Include... January 01, 2000
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Residual-Based Tests for Normality in Autoregressions: Asymptotic Theo... January 01, 2000
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A Note on Optimal Estimation From a Risk-Management Perspective Under ... January 01, 2000
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Stock Returns and Dividend Yields Revisited: A New Way to Look at an O... January 01, 2000
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Exchange-Rate Volatility and Foreign Trade: Evidence From Thirteen LDC... January 01, 2000
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Alternative Variance-Ratio Tests Using Ranks and Signs.(Statistical Da... January 01, 2000
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