Works matching IS 08837252 AND DT 1993 AND VI 8

Results: 51

ACCELERATED GAUSSIAN IMPORTANCE SAMPLER WITH APPLICATION TO THE DYNAMIC LATENT VARIABLE MODELS.

Published in:

Journal of Applied Econometrics, 1993, v. 8, p. S153, doi. 10.1002/jae.3950080510

By:

Danielsson, J.;
Richard, J.-F.

Publication type:

Article

FITTING NONLINEAR TIME-SERIES MODELS WITH APPLICATIONS TO STOCHASTIC VARIANCE MODELS.

Published in:

Journal of Applied Econometrics, 1993, v. 8, p. S135, doi. 10.1002/jae.3950080509

By:

Shephard, N.

Publication type:

Article

SIMULATION-BASED ESTIMATION OF MODELS WITH LAGGED LATENT VARIABLES.

Published in:

Journal of Applied Econometrics, 1993, v. 8, p. S119, doi. 10.1002/jae.3950080508

By:

Laroque, G.;
Salanie, B.

Publication type:

Article

INDIRECT INFERENCE.

Published in:

Journal of Applied Econometrics, 1993, v. 8, p. S85, doi. 10.1002/jae.3950080507

By:

Gourieroux, C.;
Monfort, A.;
Renault, E.

Publication type:

Article

ESTIMATING NONLINEAR TIME-SERIES MODELS USING SIMULATED VECTOR AUTOREGRESSIONS.

Published in:

Journal of Applied Econometrics, 1993, v. 8, p. S63, doi. 10.1002/jae.3950080506

By:

Smith Jr., A.A.

Publication type:

Article

NON-STATIONARITY IN GARCH MODELS: A BAYESIAN ANALYSIS.

Published in:

Journal of Applied Econometrics, 1993, v. 8, p. S41, doi. 10.1002/jae.3950080505

By:

Kleibergen, F.;
Van Dijk, H.K.

Publication type:

Article

BAYESIAN TREATMENT OF THE INDEPENDENT STUDENT-t LINEAR MODEL.

Published in:

Journal of Applied Econometrics, 1993, v. 8, p. S19, doi. 10.1002/jae.3950080504

By:

Geweke, J.

Publication type:

Article

BAYESIAN ESTIMATION OF MANUFACTURING EFFECTS IN A FUEL ECONOMY MODEL.

Published in:

Journal of Applied Econometrics, 1993, v. 8, p. S5, doi. 10.1002/jae.3950080503

By:

Andrews, R.W.;
Berger, J.O.;
Smith, M.H.

Publication type:

Article

INTRODUCTION.

Published in:

Journal of Applied Econometrics, 1993, v. 8, p. S1, doi. 10.1002/jae.3950080502

By:

Brown, Bryan W.;
Monfort, Alain;
Van Dijk, Herman K.

Publication type:

Article

Announcement. A special issue on calibration techniques techniques and econometric.

Published in:: Journal of Applied Econometrics, 1993, v. 8, n. 1, p. S175, doi. 10.1002/jae.3950080511
Publication type:: Article

Call for papers.

Published in:: 1993
Publication type:: Other

Masthead.

Published in:: Journal of Applied Econometrics, 1993, v. 8, n. 1, p. fmi, doi. 10.1002/jae.3950080501
Publication type:: Article

Introduction.

Published in:

1993

By:

Brown, Bryan W.;
Monfort, Alain;
Van Dijk, Herman K.

Publication type:

Other

Bayesian estimation of manufacturing effects in a fuel economy model.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 1, p. S5, doi. 10.1002/jae.3950080503

By:

Andrews, R. W.;
Berger, J. O.;
Smith, M. H.

Publication type:

Article

Bayesian treatment of the independent student- t linear model.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 1, p. S19, doi. 10.1002/jae.3950080504

By:

Geweke, J.

Publication type:

Article

Non-stationarity in GARCH models: A Bayesian analysis.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 1, p. S41, doi. 10.1002/jae.3950080505

By:

Kleibergen, F.;
van Dijk, H. K.

Publication type:

Article

Estimating nonlinear time-series models using simulated vector autoregressions.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 1, p. S63, doi. 10.1002/jae.3950080506

By:

Smith, A. A.

Publication type:

Article

Indirect inference.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 1, p. S85, doi. 10.1002/jae.3950080507

By:

Gourieroux, C.;
Monfort, A.;
Renault, E.

Publication type:

Article

Simulation-based estimation of models with lagged latent variables.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 1, p. S119, doi. 10.1002/jae.3950080508

By:

Laroque, G.;
Salanié, B.

Publication type:

Article

Fitting nonlinear time-series models with applications to stochastic variance models.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 1, p. S135, doi. 10.1002/jae.3950080509

By:

Shephard, N.

Publication type:

Article

Accelerated Gaussian Importance Sampler with application to dynamic latent variable models.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 1, p. S153, doi. 10.1002/jae.3950080510

By:

Danielsson, J.;
Richard, J.-F.

Publication type:

Article

BOOK REVIEWS.

Published in:

1993

By:

Henry, S.G.B.;
Andrews, Martyn

Publication type:

Book Review

MICROFIT 3.0: A REVIEW.

Published in:

1993

By:

McKenzie, C.R.

Publication type:

Product Review

A LATENT CLASS POISSON REGRESSION MODEL FOR HETEROGENEOUS COUNT DATA.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 4, p. 397, doi. 10.1002/jae.3950080407

By:

Wedel, M.;
Desarbo, W.S.;
Bult, J.R.;
Ramaswamy, V.

Publication type:

Article

A COUNT-AMOUNT MODEL WITH ENDOGENOUS RECORDING OF OBSERVATIONS.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 4, p. 383, doi. 10.1002/jae.3950080406

By:

Van Praag, B.M.S.;
Vermeulen, E.M.

Publication type:

Article

HOW DOES THE BENEFIT EFFECT VARY AS UNEMPLOYMENT SPELLS LENGTHEN?

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 4, p. 361, doi. 10.1002/jae.3950080405

By:

Narendranathan, W.;
Stewart, M.B.

Publication type:

Article

COMMON TRENDS AND COMMON CYCLES.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 4, p. 341, doi. 10.1002/j.1099-1255.1993.tb00002.x

By:

Vahid, F.;
Engle, R.F.

Publication type:

Article

BOOK REVIEWS.

Published in:

1993

By:

Baillie, Richard T.;
Hallett, Andrew Hughes;
Greene, William;
Moffitt, Robert

Publication type:

Book Review

GAUSS AND MATLAB: A COMPARISON.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 3, p. 307, doi. 10.1002/jae.3950080306

By:

Rust, J.

Publication type:

Article

THE LONG-RUN IMPLICATIONS OF THE PRODUCTION SMOOTHING MODEL OF INVENTORIES: AN EMPIRICAL TEST.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 3, p. 295, doi. 10.1002/jae.3950080305

By:

Rossana, R. J.

Publication type:

Article

PRODUCTION COST STRUCTURE OF US HOSPITAL PHARMACIES: TIME-SERIES, CROSS-SECTIONAL BED SIZE EVIDENCE.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 3, p. 277, doi. 10.1002/jae.3950080304

By:

Okunade, A. A.

Publication type:

Article

INCOME AND WEALTH INEQUALITY AND THE LIFE CYCLE.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 3, p. 249, doi. 10.1002/jae.3950080303

By:

Pudney, S.

Publication type:

Article

DETRENDING, STYLIZED FACTS AND THE BUSINESS CYCLE.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 3, p. 231, doi. 10.1002/jae.3950080302

By:

Harvey, A. C.;
Jaeger, A.

Publication type:

Article

BOOK REVIEWS.

Published in:

1993

By:

Arbia, Giuseppe;
Gill, Leonard

Publication type:

Book Review

PC-NAIVE 6.01: A REVIEW.

Published in:

1993

By:

Kilduff, A.P.

Publication type:

Product Review

REVIEW OF S-PLUS.

Published in:

1993

By:

Hallman, J.

Publication type:

Product Review

JOINT TESTS FOR REGULARITY AND AUTOCORRELATION IN ALLOCATION SYSTEMS.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 2, p. 195, doi. 10.1002/jae.3950080207

By:

Deschamps, P.J.

Publication type:

Article

AN ADJUSTMENT COST MODEL OF LONG-TERM EMPLOYMENT IN JAPAN.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 2, p. 175, doi. 10.1002/jae.3950080206

By:

Nakamura, S.

Publication type:

Article

INTERNATIONAL REAL INTEREST RATE EQUALIZATION.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 2, p. 163, doi. 10.1002/jae.3950080205

By:

Kugler, P.;
Neusser, K.

Publication type:

Article

STRUCTURAL SHIFTS IN THE MANUFACTURING EXPORT PERFORMANCE OF OECD ECONOMIES.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 2, p. 149, doi. 10.1002/jae.3950080204

By:

Landesmann, M.;
Snell, A.

Publication type:

Article

COMPOSITIONAL CHANGE, AGGREGATION, AND DYNAMIC FACTOR DEMAND.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 2, p. 129, doi. 10.1002/jae.3950080203

By:

Wolfson, P.

Publication type:

Article

BAYESIAN INFERENCE IN LIMITED DEPENDENT VARIABLE MODELS.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 2, p. 115, doi. 10.1002/jae.3950080202

By:

Dejong, D.N.

Publication type:

Article

BOOK REVIEWS.

Published in:

1993

By:

Kloek, Teun;
De Arcangelis, Giuseppe

Publication type:

Book Review

GAIM 1.1: A REVIEW.

Published in:

1993

By:

Harrison, A.

Publication type:

Product Review

AN ANALYSIS OF PUBLICATION LAGS IN ECONOMETRICS.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 1, p. 93, doi. 10.1002/jae.3950080108

By:

Trivedi, P.K.

Publication type:

Article

ON THE ESTIMATION OF SIMULTANEOUS-EQUATIONS ERROR-COMPONENTS MODELS WITH AN APPLICATION TO A MODEL OF DEVELOPING COUNTRY FOREIGN TRADE.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 1, p. 81, doi. 10.1002/jae.3950080107

By:

Kinal, T.;
Lahiri, K.

Publication type:

Article

THE CYCLICAL AND SECULAR BEHAVIOUR OF THE LABOUR INPUT: COMPARING EFFICIENCY UNITS AND HOURS WORKED.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 1, p. 71

By:

Hansen, G.D.

Publication type:

Article

TESTING THE DIFFERENCES BETWEEN THE DETERMINANTS OF MOODY'S AND STANDARD & POOR'S RATINGS.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 1, p. 51, doi. 10.1002/jae.3950080105

By:

Moon, C.-G.;
Stotsky, J.G.

Publication type:

Article

THRESHOLD ARCH MODELS AND ASYMMETRIES IN VOLATILITY.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 1, p. 31, doi. 10.1002/jae.3950080104

By:

Rabemananjara, R.;
Zakoian, J.M.

Publication type:

Article

INTRA-DAY FUTURES PRICE VOLATILITY: INFORMATION EFFECTS AND VARIANCE PERSISTENCE.

Published in:

Journal of Applied Econometrics, 1993, v. 8, n. 1, p. 15, doi. 10.1002/jae.3950080103

By:

Locke, P.R.;
Sayers, C.L.

Publication type:

Article