Works matching IS 08837252 AND DT 1992 AND VI 7

Results: 44

THE COMPARATIVE POWER OF THE TR TEST AGAINST SIMPLE THRESHOLD MODELS.

Published in:

Journal of Applied Econometrics, 1992, v. 7, p. S187, doi. 10.1002/jae.3950070513

By:

Rothman, P.

Publication type:

Article

NONLINEAR TIME-SERIES ANALYSIS OF STOCK VOLATILITIES.

Published in:

Journal of Applied Econometrics, 1992, v. 7, p. S165, doi. 10.1002/jae.3950070512

By:

Cao, C. Q.;
Tsay, R. S.

Publication type:

Article

MULTIVARIATE NEAREST-NEIGHBOUR FORECASTS OF EMS EXCHANGE RATES.

Published in:

Journal of Applied Econometrics, 1992, v. 7, p. S151, doi. 10.1002/jae.3950070511

By:

Mizrach, B.

Publication type:

Article

FORECAST IMPROVEMENTS USING A VOLATILITY INDEX.

Published in:

Journal of Applied Econometrics, 1992, v. 7, p. S137, doi. 10.1002/jae.3950070510

By:

LeBaron, B.

Publication type:

Article

CHARACTERIZING NONLINEARITIES IN BUSINESS CYCLES USING SMOOTH TRANSITION AUTOREGRESSIVE MODELS.

Published in:

Journal of Applied Econometrics, 1992, v. 7, p. S119, doi. 10.1002/jae.3950070509

By:

Terasvirta, T.;
Anderson, H. M.

Publication type:

Article

NONLINEAR DYNAMICS IN A STRUCTURAL MODEL OF EMPLOYMENT.

Published in:

Journal of Applied Econometrics, 1992, v. 7, p. S101, doi. 10.1002/jae.3950070508

By:

Burgess, S. M.

Publication type:

Article

MERGER WAVES AND THE STRUCTURE OF MERGER AND ACQUISITION TIME-SERIES.

Published in:

Journal of Applied Econometrics, 1992, v. 7, p. S83, doi. 10.1002/jae.3950070507

By:

Town, R. J.

Publication type:

Article

THE LIKELIHOOD RATIO TEST UNDER NONSTANDARD CONDITIONS: TESTING THE MARCOV SWITCHING MODEL OF GNP.

Published in:

Journal of Applied Econometrics, 1992, v. 7, p. S61, doi. 10.1002/jae.3950070506

By:

Hansen, B. E.

Publication type:

Article

LYAPUNOV EXPONENTS AS A NONPARAMETRIC DIAGNOSTIC FOR STABILITY ANALYSIS.

Published in:

Journal of Applied Econometrics, 1992, v. 7, p. S41, doi. 10.1002/jae.3950070505

By:

Dechert, W. D.;
Gencay, R.

Publication type:

Article

USING THE CORRELATION EXPONENT TO DECIDE WHETHER AN ECONOMIC SERIES IS CHAOTIC.

Published in:

Journal of Applied Econometrics, 1992, v. 7, p. S25, doi. 10.1002/jae.3950070504

By:

Liu, T.;
Granger, C. W. J.;
Heller, W. P.

Publication type:

Article

COMPLEX ECONOMIC DYNAMICS: OBVIOUS IN HISTORY, GENERIC IN THEORY, ELUSIVE IN DATA.

Published in:

Journal of Applied Econometrics, 1992, v. 7, p. S9, doi. 10.1002/jae.3950070503

By:

Day, R. H.

Publication type:

Article

NONLINEAR DYNAMICS AND ECONOMETRICS: AN INTRODUCTION.

Published in:

Journal of Applied Econometrics, 1992, v. 7, p. S1, doi. 10.1002/jae.3950070502

By:

Pesaran, M. Hashem;
Potter, Simon M.

Publication type:

Article

BOOK REVIEWS.

Published in:

1992

By:

Milana, Carlo;
Kloek, Teun;
De Arcangelis, Giuseppe;
Bollino, Carlo Andrea

Publication type:

Book Review

MICROTSP VERSION 7.0: A REVIEW.

Published in:

1992

By:

Higgins, Matthew L.;
Ltaifa, Nabil

Publication type:

Product Review

SIMPLE TESTS FOR SAMPLE SELECTION BIAS IN CENSORED AND DISCRETE CHOICE MODELS.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 4, p. 413, doi. 10.1002/jae.3950070407

By:

Vella, F.

Publication type:

Article

AGGREGATE SHOCKS AND MACROECONOMIC FLUCTUATIONS: A BAYESIAN APPROACH.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 4, p. 395, doi. 10.1002/jae.3950070406

By:

Koop, G.

Publication type:

Article

STOCHASTIC TRENDS AND ECONOMIC FLUCTUATIONS IN A SMALL OPEN ECONOMY.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 4, p. 369, doi. 10.1002/jae.3950070405

By:

Mellander, E.;
Vredin, A.;
Warne, A.

Publication type:

Article

MARKET STRUCTURE AND SPELLS OF EMPLOYMENT AND UNEMPLOYMENT: EVIDENCE FROM THE CONSTRUCTION SECTOR IN EGYPT.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 4, p. 339, doi. 10.1002/jae.3950070404

By:

Tunali, Insan;
Assaad, Ragui

Publication type:

Article

BOOK REVIEWS.

Published in:

1992

By:

Neild, R.R.;
Coleman, William

Publication type:

Book Review

A REVIEW OF THE ECONOMETRICS TOOLKIT (ET).

Published in:

1992

By:

Kidd, Michael P.

Publication type:

Product Review

POLYNOMIAL APPROXIMATIONS IN CROSS-SECTIONAL MODELS.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 3, p. 309, doi. 10.1002/jae.3950070307

By:

Byron, R.P.

Publication type:

Article

THE RELATIONSHIP BETWEEN POWER AND LEVEL FOR GENERIC UNIT ROOT TESTS IN FINITE SAMPLES.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 3, p. 295, doi. 10.1002/jae.3950070306

By:

Blough, Stephen R.

Publication type:

Article

INTERNATIONAL EVIDENCE ON PERSISTENCE IN OUTPUT IN THE PRESENCE OF AN EPISODIC CHANGE.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 3, p. 281, doi. 10.1002/jae.3950070305

By:

Raj, Baldev

Publication type:

Article

ALTERNATIVE ESTIMATORS FOR FACTOR GARCH MODELS--A MONTE CARLO COMPARISON.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 3, p. 259, doi. 10.1002/jae.3950070304

By:

Wen-Ling Lin

Publication type:

Article

NONRESPONSE IN PANEL DATA: THE IMPACT ON ESTIMATES OF A LIFE CYCLE CONSUMPTION FUNCTION.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 3, p. 243, doi. 10.1002/jae.3950070303

By:

Nijman, Theo;
Verbeek, Marno

Publication type:

Article

SURVEY EVIDENCE ON THE RATIONALITY OF EXPECTATIONS.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 3, p. 225, doi. 10.1002/jae.3950070302

By:

Ivaldi, Marc

Publication type:

Article

BOOK REVIEWS.

Published in:

1992

By:

Pissarides, Christopher A.;
Mellano, Mauro

Publication type:

Book Review

THE GAUSS PROGRAMMING SYSTEM: A REVIEW.

Published in:

1992

By:

Anderson, Richard G.

Publication type:

Product Review

THE STATIONARITY OF BRITISH ECONOMIC AND PRODUCTIVITY GROWTH 1856-1913.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 2, p. 203, doi. 10.1002/jae.3950070208

By:

Greasley, D.

Publication type:

Article

HYPOTHESES TESTING CONCERNING RELATIONSHIPS BETWEEN SPOT PRICES OF VARIOUS TYPES OF COFFEE.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 2, p. 191, doi. 10.1002/jae.3950070207

By:

Vogelvang, E.

Publication type:

Article

SOME STRANGE PROPERTIES OF PANEL DATA ESTIMATORS.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 2, p. 175, doi. 10.1002/jae.3950070206

By:

Robertson, D.;
Symons, J.

Publication type:

Article

ESTIMATION OF DATA MEASURED WITH ERROR AND SUBJECT TO LINEAR RESTRICTIONS.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 2, p. 167, doi. 10.1002/jae.3950070205

By:

Weale, Martin

Publication type:

Article

AUTOMOBILE INSURANCE RATEMAKING IN THE PRESENCE OF ASYMMETRICAL INFORMATION.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 2, p. 149, doi. 10.1002/jae.3950070204

By:

Dionne, G.;
Vanasse, C.

Publication type:

Article

THE RELATIONSHIP BETWEEN FORECAST DISPERSION AND FORECAST UNCERTAINTY: EVIDENCE FROM A SURVEY DATA--ARCH MODEL.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 2, p. 131, doi. 10.1002/jae.3950070203

By:

Rich, R.W.;
Raymond, J.E.;
Butler, J.S.

Publication type:

Article

THE ROLE OF THE LIST PRICE IN HOUSING MARKETS: THEORY AND AN ECONOMETRIC MODEL.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 2, p. 115, doi. 10.1002/jae.3950070202

By:

Horowitz, Joel L.

Publication type:

Article

BOOK REVIEWS.

Published in:

1992

By:

Carlucci, Francesco;
Gandolfo, Giancarlo

Publication type:

Book Review

REVIEW OF PCBRAP.

Published in:

1992

By:

Koop, Gary

Publication type:

Product Review

MICRO-EBA: LEAMER'S EXTREME BOUNDS ANALYSIS ON GAUSS.

Published in:

1992

By:

Shiba, Tsunemasa

Publication type:

Product Review

BOOTSTRAPPING THE PROCESS OF MODEL SELECTION: AN ECONOMETRIC EXAMPLE.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 1, p. 93, doi. 10.1002/jae.3950070109

By:

Veall, Michael R.

Publication type:

Article

TESTING A DISCRETE SWITCHING DISEQUILIBRIUM MODEL OF THE UK LABOUR MARKET.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 1, p. 83, doi. 10.1002/jae.3950070108

By:

Hall, S.G.;
Henry, S.G.B.;
Pemberton, M.

Publication type:

Article

'OBJECTIVE' BAYESIAN UNIT ROOT TESTS.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 1, p. 65, doi. 10.1002/jae.3950070107

By:

Koop, G.

Publication type:

Article

ESTIMATION OF A CONTINUOUS-TIME DYNAMIC DEMAND SYSTEM.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 1, p. 53, doi. 10.1002/jae.3950070106

By:

Chambers, Marcus J.

Publication type:

Article

CLASSIFICATION AND AGGREGATION: AN APPLICATION TO INDUSTRIAL CLASSIFICATION IN CPS DATA.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 1, p. 31, doi. 10.1002/jae.3950070105

By:

Cotterman, R.;
Peracchi, F.

Publication type:

Article

TIME AGGREGATION AND THE DISTRIBUTIONAL SHAPE OF UNEMPLOYMENT DURATION.

Published in:

Journal of Applied Econometrics, 1992, v. 7, n. 1, p. 5

By:

Bergstrom, R.;
Edin, P.-A.

Publication type:

Article