[go: up one dir, main page]
create a website
Time-varying parameter models with endogenous regressors. (2006). Kim, Chang-Jin.
In: Economics Letters.
RePEc:eee:ecolet:v:91:y:2006:i:1:p:21-26.

Full description at Econpapers || Download paper

Cited: 54

Citations received by this document

Cites: 10

References cited by this document

Cocites: 42

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The turnaround in Philippine growth: From disappointment to promising success. (2022). Lanzafame, Matteo ; Estrada, Gemma ; Felipe, Jesus.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:62:y:2022:i:c:p:327-342.

    Full description at Econpapers || Download paper

  2. Production Function Estimation: Biased Coefficients and Endogenous Regressors, or a Case of Collective Amnesia?. (2021). Felipe, Jesus ; Bajaro, Donna Faye ; Mehta, Aashish ; McCombie, John.
    In: Economics Working Paper Archive.
    RePEc:lev:wrkpap:wp_994.

    Full description at Econpapers || Download paper

  3. Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts. (2020). Kishor, N ; Bhatt, Vipul ; Marfatia, Hardik.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:82:y:2020:i:2:p:257-284.

    Full description at Econpapers || Download paper

  4. Time-Varying Cointegration and the Kalman Filter. (2019). Miller, J. ; Yigit, Taner ; Eroglu, Burak Alparslan.
    In: Working Papers.
    RePEc:umc:wpaper:1905.

    Full description at Econpapers || Download paper

  5. Addressing endogeneity in aggregate logit models with time-varying parameters for optimal retail-pricing. (2019). Guhl, Daniel.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:277:y:2019:i:2:p:684-698.

    Full description at Econpapers || Download paper

  6. Looking for the stars: Estimating the natural rate of interest. (2018). Li, Mengheng ; Hindrayanto, Irma.
    In: Working Paper Series.
    RePEc:uts:ecowps:51.

    Full description at Econpapers || Download paper

  7. Potential ECB reaction functions with time-varying parameters: an assessment. (2018). Rivolta, Giulia.
    In: Empirical Economics.
    RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1337-z.

    Full description at Econpapers || Download paper

  8. Is Potential Output Growth Falling?. (2017). Mendieta-Muñoz, Ivan ; Mendieta-Muoz, Ivan.
    In: Working Paper Series, Department of Economics, University of Utah.
    RePEc:uta:papers:2017_03.

    Full description at Econpapers || Download paper

  9. Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument. (2017). Marfatia, Hardik ; Kishor, N ; Bhatt, Vipul.
    In: MPRA Paper.
    RePEc:pra:mprapa:79748.

    Full description at Econpapers || Download paper

  10. The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values. (2017). Zhu, Yanli ; Chen, Haiqiang .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:473:y:2017:i:c:p:522-535.

    Full description at Econpapers || Download paper

  11. International Great Inflation and Common Monetary Policy. (2016). Zervou, Anastasia ; Suda, Jacek.
    In: Working Papers.
    RePEc:txm:wpaper:20160513_001.

    Full description at Econpapers || Download paper

  12. Measuring productivity and efficiency: a Kalman filter approach. (2016). Sickles, Robin ; Kutlu, Levent ; Duygun, Meryem.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:46:y:2016:i:2:d:10.1007_s11123-016-0477-z.

    Full description at Econpapers || Download paper

  13. Monetary policy in Brazil: evidence of a reaction function with time-varying parameters and endogenous regressors. (2015). Edilean Silva Bejarano Aragon, ; Medeiros, Gabriela .
    In: Empirical Economics.
    RePEc:spr:empeco:v:48:y:2015:i:2:p:557-575.

    Full description at Econpapers || Download paper

  14. Is potential output growth falling?. (2015). Mendieta-Muñoz, Ivan ; Mendieta-Muoz, Ivan.
    In: MPRA Paper.
    RePEc:pra:mprapa:68278.

    Full description at Econpapers || Download paper

  15. Monetary Policy Reaction Functions in Iran: An Extended Kalman Filter Approach. (2015). Hematy, Maryam ; Jalali-Naini, Ahmad R.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:10:y:2015:i:3:p:29-48.

    Full description at Econpapers || Download paper

  16. Energy Efficiency Improvement and Technical Changes in Japanese Industries, 1955-2012. (2015). Nomura, Koji ; Yoko, Konishi ; Koji, NOMURA .
    In: Discussion papers.
    RePEc:eti:dpaper:15058.

    Full description at Econpapers || Download paper

  17. Changes in inflation dynamics under inflation targeting? Evidence from Central European countries. (2015). Vašíček, Bořek ; Plašil, Miroslav ; Vaiek, Boek ; Plail, Miroslav ; Baxa, Jaromir .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:116-130.

    Full description at Econpapers || Download paper

  18. Is Monetary Policy in Egypt Backward or Forward-Looking?. (2014). Hosny, Amr.
    In: Working Papers.
    RePEc:erg:wpaper:846.

    Full description at Econpapers || Download paper

  19. What drives stochastic risk aversion?. (2014). Cho, Sungjun .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:34:y:2014:i:c:p:44-63.

    Full description at Econpapers || Download paper

  20. Measuring Productivity and Efficiency: A Kalman. (2014). Sickles, Robin ; Kutlu, Levent ; Duygun, Meryem.
    In: Working Papers.
    RePEc:ecl:riceco:15-010.

    Full description at Econpapers || Download paper

  21. Is Monetary Policy in Egypt Backward or Forward-Looking?. (2014). Hosny, Amr.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:14:y:2014:i:2_11.

    Full description at Econpapers || Download paper

  22. HOW DOES MONETARY POLICY CHANGE? EVIDENCE ON INFLATION-TARGETING COUNTRIES. (2014). Vašíček, Bořek ; Horvath, Roman ; Vaiek, Boek ; Baxa, Jaromir .
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:18:y:2014:i:03:p:593-630_00.

    Full description at Econpapers || Download paper

  23. The Transmission Mechanism in Good and Bad Times. (2014). Surico, Paolo ; mumtaz, haroon.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10083.

    Full description at Econpapers || Download paper

  24. Countries’ safety and competitiveness, and the estimation of current account misalignments. (2014). Viani, Francesca ; Sastre, Teresa .
    In: Working Papers.
    RePEc:bde:wpaper:1401.

    Full description at Econpapers || Download paper

  25. THE NEUTRAL INTEREST RATE AND THE STANCE OF MONETARY POLICY IN BRAZIL. (2014). da Silva, Cleomar Gomes ; de Araujo, Rafael Cavalcanti .
    In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting].
    RePEc:anp:en2013:051.

    Full description at Econpapers || Download paper

  26. Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients. (2013). Gonzalez-Astudillo, Manuel.
    In: MPRA Paper.
    RePEc:pra:mprapa:50040.

    Full description at Econpapers || Download paper

  27. Monetary-fiscal policy interactions: interdependent policy rule coefficients. (2013). Gonzalez-Astudillo, Manuel.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-58.

    Full description at Econpapers || Download paper

  28. An Econometric Approach to General Equilibrium Modeling. (2013). JORGENSON, Dale W. ; Wilcoxen, Peter J. ; Jin, Hui ; Slesnick, Daniel T..
    In: Handbook of Computable General Equilibrium Modeling.
    RePEc:eee:hacchp:v:1:y:2013:i:c:p:1133-1212.

    Full description at Econpapers || Download paper

  29. Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?. (2013). Vašíček, Bořek ; Horvath, Roman ; Vaiek, Boek ; Baxa, Jaromir .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:1:p:117-138.

    Full description at Econpapers || Download paper

  30. Estimation of market power in the presence of firm level inefficiencies. (2012). Sickles, Robin ; Kutlu, Levent.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:168:y:2012:i:1:p:141-155.

    Full description at Econpapers || Download paper

  31. Estimating forward-looking rules for Chinas Monetary Policy: A regime-switching perspective. (2012). Guo, Huiming ; Wang, Xia ; Zheng, Tingguo .
    In: China Economic Review.
    RePEc:eee:chieco:v:23:y:2012:i:1:p:47-59.

    Full description at Econpapers || Download paper

  32. A NOTE ON TIME VARIATION IN A FORWARD-LOOKING MONETARY POLICY RULE: EVIDENCE FROM EUROPEAN COUNTRIES. (2012). Kishor, N.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:16:y:2012:i:s3:p:422-437_00.

    Full description at Econpapers || Download paper

  33. Monetary Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary. (2011). Vašíček, Bořek ; Horvath, Roman ; Baxa, Jaromir .
    In: Working Papers.
    RePEc:uab:wprdea:wpdea1101.

    Full description at Econpapers || Download paper

  34. Time Varying Monetary Policy Rules and Financial Stress. (2011). Vaaek, Boek ; Horvth, Roman ; Baxa, Jaromr .
    In: Chapters.
    RePEc:elg:eechap:14064_10.

    Full description at Econpapers || Download paper

  35. How Does Monetary Policy Respond to Financial Stress?. (2011). Vašíček, Bořek ; Horvath, Roman ; Vasicek, Borek ; Baxa, Jaromir .
    In: EcoMod2011.
    RePEc:ekd:002625:2769.

    Full description at Econpapers || Download paper

  36. How Does Monetary Policy Change? Evidence on Inflation Targeting Countries. (2010). Vašíček, Bořek ; Horvath, Roman ; Baxa, Jaromir .
    In: Working Papers.
    RePEc:uab:wprdea:wpdea1007.

    Full description at Econpapers || Download paper

  37. How Does Monetary Policy Change? Evidence on Inflation Targeting Countries. (2010). Vašíček, Bořek ; Horvath, Roman ; Vaiek, Boek ; Baxa, Jaromir .
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2010_26.

    Full description at Econpapers || Download paper

  38. Time-varying asymmetries in central bank preferences: The case of the ECB. (2010). Ikeda, Taro.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:32:y:2010:i:4:p:1054-1066.

    Full description at Econpapers || Download paper

  39. Econometric modeling of technical change. (2010). JORGENSON, Dale W. ; Jin, Hui.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:2:p:205-219.

    Full description at Econpapers || Download paper

  40. Battese-coelli estimator with endogenous regressors. (2010). Kutlu, Levent.
    In: Economics Letters.
    RePEc:eee:ecolet:v:109:y:2010:i:2:p:79-81.

    Full description at Econpapers || Download paper

  41. How Does Monetary Policy Change? Evidence on Inflation Targeting Countries. (2010). Vašíček, Bořek ; Horvath, Roman ; Baxa, Jaromir .
    In: Working Papers.
    RePEc:cnb:wpaper:2010/02.

    Full description at Econpapers || Download paper

  42. Departure from independence and stationarity in a handball match. (2009). Rosati, Nicoletta ; Volossovitch, Anna ; Dumangane, Montezuma .
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:36:y:2009:i:7:p:723-741.

    Full description at Econpapers || Download paper

  43. A two-phase approach to estimating time-varying parameters in the capital asset pricing model. (2009). Hwang, Jing-Shiang ; Su, Yih.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:36:y:2009:i:1:p:79-89.

    Full description at Econpapers || Download paper

  44. Decomposing Federal Funds Rate forecast uncertainty using real-time data. (2009). Mandler, Martin.
    In: MPRA Paper.
    RePEc:pra:mprapa:13498.

    Full description at Econpapers || Download paper

  45. The time-varying policy neutral rate in real-time: A predictor for future inflation?. (2009). Horvath, Roman.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:1:p:71-81.

    Full description at Econpapers || Download paper

  46. A Conjecture of Chinese Monetary Policy Rule: Evidence from Survey Data, Markov Regime Switching, and Drifting Coefficients. (2009). Chen, Yanbin ; Huo, Zhen.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2009:v:10:i:1:p:111-153.

    Full description at Econpapers || Download paper

  47. The mark-ups in the Spanish economy: international comparison and recent evolution. (2009). estrada, Angel.
    In: Working Papers.
    RePEc:bde:wpaper:0905.

    Full description at Econpapers || Download paper

  48. Sources of Uncertainty for Conducting Monetary Policy in Chile. (2008). Tejada, Mauricio ; Morandé, Felipe ; Lavin, Felipe Morande .
    In: Working Papers.
    RePEc:udc:wpaper:wp285.

    Full description at Econpapers || Download paper

  49. Pooling and Dynamic Forgetting Effects in Multitheme Advertising: Tracking the Advertising Sales Relationship with Particle Filters. (2008). Bruce, Norris I..
    In: Marketing Science.
    RePEc:inm:ormksc:v:27:y:2008:i:4:p:659-673.

    Full description at Econpapers || Download paper

  50. Sources of Uncertainty in Monetary Policy Conduct in Chile. (2008). Tejada, Mauricio ; Morandé, Felipe ; Felipe Morande L., ; Mauricio Tejada G., .
    In: Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchec:v:11:y:2008:i:3:p:45-80.

    Full description at Econpapers || Download paper

  51. The Time-Varying Policy Neutral Rate in Real Time: A Predictor for Future Inflation?. (2007). Horvath, Roman.
    In: Working Papers.
    RePEc:cnb:wpaper:2007/4.

    Full description at Econpapers || Download paper

  52. A Time-Varying Parameter Model for a Forward-Looking Monetary Policy Rule Based on Real-Time Data. (2006). Nelson, Charles ; Kim, Chang-Jin ; Kishor, N.
    In: Working Papers.
    RePEc:udb:wpaper:uwec-2007-32.

    Full description at Econpapers || Download paper

  53. Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data. (2006). Nelson, Charles ; Kim, Chang-Jin.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:8:p:1949-1966.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Chow, Gregory C. Random and changing coefficient models. 1984 En : Griliches, Z. ; Intriligator, M.D. Handbook of Econometrics. North Holland: Amsterdam

  2. Cogley, T. ; Sargent, T. Evolving post World War II U.S. inflation dynamics. 2002 Macroeconomics Annual. 16 -

  3. Cogley, T., Sargent, T., 2003. Drifts and Volatilities: Monetary Policies And Out-comes in the Post World War II U.S., Manuscript, New York University.
    Paper not yet in RePEc: Add citation now
  4. Engle, Robert F. ; Watson, Mark W. The Kalman Filter Model: applications to forecasting and rational expectations. 1987 En : Bewley, T. Advances in Econometrics: Fifth World Congress of Econometric Society. Cambridge University Press: Cambridge, U.K.
    Paper not yet in RePEc: Add citation now
  5. Harvey, Andrew C. Forecasting, Structural Time Series Models, and the Kalman Filter. 1989 Cambridge University Press: Cambridge, U.K.
    Paper not yet in RePEc: Add citation now
  6. Harvey, Andrew C. Time Series Models. 1981 Philip Allan and Humanities Press: Oxford
    Paper not yet in RePEc: Add citation now

  7. Heckman, J.J. The common structure of statistical models of truncation, sample selection, and limited dependent variables and a simple estimator for such models. 1976 Annals of Economic and Social Measurement. 5 475-492

  8. Jin, Hui ; Jorgenson, Dale W. State-space modeling of endogenous innovation in the U.S. economy. 2005 En : Working Paper, Department of Economics, Harvard University. :
    Paper not yet in RePEc: Add citation now
  9. Kalman, R.E. A new approach to linear filtering and prediction problems. 1960 Transactions ASME Journal of Basic Engineering. D82 35-45
    Paper not yet in RePEc: Add citation now
  10. Stock, James H. ; Watson, Mark W. Median unbiased estimation of coefficient variance in a time-varying parameter model. 1998 Journal of the American Statistical Association. 93 349-358
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Forecasting in the presence of in-sample and out-of-sample breaks. (2023). Perron, Pierre ; Xu, Jiawen.
    In: Empirical Economics.
    RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-022-02346-x.

    Full description at Econpapers || Download paper

  2. Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:235:y:2023:i:2:p:720-744.

    Full description at Econpapers || Download paper

  3. .

    Full description at Econpapers || Download paper

  4. An alternative numerical method for estimating large-scale time-varying parameter seemingly unrelated regressions models. (2022). Kontoghiorghes, Erricos John ; Hadjiantoni, Stella.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:21:y:2022:i:c:p:1-18.

    Full description at Econpapers || Download paper

  5. The Fisher puzzle, real rate anomaly, and Wicksell effect. (2019). Anari, Ali ; Kolari, James.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:52:y:2019:i:c:p:128-148.

    Full description at Econpapers || Download paper

  6. A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology. (2019). Lin, Winston T ; Hung, Tingshu ; Chen, Yueh H.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:272:y:2019:i:2:p:766-779.

    Full description at Econpapers || Download paper

  7. Forecasting in the presence of in and out of sample breaks. (2017). Xu, Jiawen.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2017-004.

    Full description at Econpapers || Download paper

  8. Forecasting in the presence of in and out of sample breaks. (2015). Perron, Pierre ; Xu, Jiawen.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2015-012.

    Full description at Econpapers || Download paper

  9. Modelling the price spread between EUA and CER carbon prices. (2013). Nazifi, Fatemeh .
    In: Energy Policy.
    RePEc:eee:enepol:v:56:y:2013:i:c:p:434-445.

    Full description at Econpapers || Download paper

  10. Heavy tails of OLS. (2013). de Vries, Casper ; Mikosch, Thomas .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:172:y:2013:i:2:p:205-221.

    Full description at Econpapers || Download paper

  11. Are there waves in merger activity after all?. (2009). Halbheer, Daniel ; Gärtner, Dennis ; Gartner, Dennis L..
    In: International Journal of Industrial Organization.
    RePEc:eee:indorg:v:27:y:2009:i:6:p:708-718.

    Full description at Econpapers || Download paper

  12. Time-varying factor models for equity portfolio construction. (2008). Ebner, Markus ; Neumann, Thorsten .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:14:y:2008:i:5:p:381-395.

    Full description at Econpapers || Download paper

  13. Tail Probabilities for Regression Estimators. (2006). de Vries, Casper ; Mikosch, Thomas .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20060085.

    Full description at Econpapers || Download paper

  14. Time-varying parameter models with endogenous regressors. (2006). Kim, Chang-Jin.
    In: Economics Letters.
    RePEc:eee:ecolet:v:91:y:2006:i:1:p:21-26.

    Full description at Econpapers || Download paper

  15. Time-Varying Betas of German Stock Returns. (2005). Neumann, Thorsten ; Ebner, Markus.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:19:y:2005:i:1:p:29-46.

    Full description at Econpapers || Download paper

  16. Variables observables et inobservables dans la théorie du taux de chômage déquilibre : une comparaison France / Etats-Unis. (2004). Sterdyniak, Henri ; Reynès, Frédéric ; Heyer, Eric.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/2005.

    Full description at Econpapers || Download paper

  17. Variables observables et inobservables dans la théorie du taux de chômage déquilibre : une comparaison France / Etats-Unis. (2004). Heyer, Eric ; Sterdyniak, Henri ; Reynes, Frederic.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/2005.

    Full description at Econpapers || Download paper

  18. Variables observables et inobservables dans la théorie du taux de chômage déquilibre : une comparaison France / Etats-Unis. (2004). Sterdyniak, Henri ; Heyer, Eric ; Reynes, Frederic.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01065498.

    Full description at Econpapers || Download paper

  19. A Macroeconometric Model for the Republic of Macedonia. (2003). Bucevska, Vesna.
    In: EcoMod2004.
    RePEc:ekd:003306:330600030.

    Full description at Econpapers || Download paper

  20. Applied macroeconometrics in transition economy: Croatian experience. (2003). Erjavec, Natasa .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:23444.

    Full description at Econpapers || Download paper

  21. Modelling Structural Change in Money Demand Using a Fourier-Series Approximation. (2001). Hurn, Stan ; Enders, Walter ; Becker, R..
    In: Research Paper Series.
    RePEc:uts:rpaper:67.

    Full description at Econpapers || Download paper

  22. Estimating non-linear ARMA models using Fourier coefficients. (2000). Ludlow-Wiechers, Jorge ; Enders, Walter.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:16:y:2000:i:3:p:333-347.

    Full description at Econpapers || Download paper

  23. Modelling economies in transition: an introduction. (2000). Welfe, Aleksander ; Mizon, Grayham ; Hall, Stephen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:17:y:2000:i:3:p:339-357.

    Full description at Econpapers || Download paper

  24. Modelling economies in transition: an introduction. (1999). Welfe, Aleksander ; Mizon, Grayham ; Hall, Stephen.
    In: Discussion Paper Series In Economics And Econometrics.
    RePEc:stn:sotoec:9919.

    Full description at Econpapers || Download paper

  25. Structural change in regional economies: A varying coefficients econometric modeling approach. (1998). Ramajo, Julian ; Marquez, Miguel A..
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa98p189.

    Full description at Econpapers || Download paper

  26. Is environmental dumping greater when firms are footloose?. (1998). ULPH, A. ; Valentini, L..
    In: Discussion Paper Series In Economics And Econometrics.
    RePEc:stn:sotoec:9819.

    Full description at Econpapers || Download paper

  27. Transnational Terrorism in the Post-Cold War Era. (1998). Sandler, Todd ; Enders, Walter.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:199804010800001308.

    Full description at Econpapers || Download paper

  28. Fiscal policies and the terms of trade in an endogenous growth model with overlapping generations. (1997). Ghosh, Sugata ; Mourmouras, I. A..
    In: Discussion Paper Series In Economics And Econometrics.
    RePEc:stn:sotoec:9719.

    Full description at Econpapers || Download paper

  29. The Expansion Method, Mathematical Modeling, and Spatial Econometrics. (1997). .
    In: International Regional Science Review.
    RePEc:sae:inrsre:v:20:y:1997:i:1-2:p:9-33.

    Full description at Econpapers || Download paper

  30. Do fee descriptors influence treatment choices in general practice? A multilevel discrete choice model. (1997). Scott, Anthony ; Shiell, Alan .
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:16:y:1997:i:3:p:323-342.

    Full description at Econpapers || Download paper

  31. Econometric methodology II: the role of the philosophy of science. (1996). Cook, S..
    In: Discussion Paper Series In Economics And Econometrics.
    RePEc:stn:sotoec:9619.

    Full description at Econpapers || Download paper

  32. Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model. (1996). Watson, Mark ; Stock, James.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0201.

    Full description at Econpapers || Download paper

  33. A theory of play for games in strategic form when rationality is not common knowledge. (1995). Mukerji, Sujoy.
    In: Discussion Paper Series In Economics And Econometrics.
    RePEc:stn:sotoec:9519.

    Full description at Econpapers || Download paper

  34. Corruption, temptation and guilt: moral character in economic theory. (1994). Qizilbash, Mozaffar.
    In: Discussion Paper Series In Economics And Econometrics.
    RePEc:stn:sotoec:9419.

    Full description at Econpapers || Download paper

  35. The Gender Gap in Earnings. (1994). .
    In: Sociological Methods & Research.
    RePEc:sae:somere:v:22:y:1994:i:3:p:319-341.

    Full description at Econpapers || Download paper

  36. Evidence on Structural Instability in Macroeconomic Time Series Relations. (1994). Watson, Mark ; Stock, James.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0164.

    Full description at Econpapers || Download paper

  37. Motivation, markets and dual economies. (1993). Malcomson, James ; Macleod, W. Bentley.
    In: Discussion Paper Series In Economics And Econometrics.
    RePEc:stn:sotoec:9319.

    Full description at Econpapers || Download paper

  38. Identification of structural VARs. (1992). Rayner, J..
    In: Discussion Paper Series In Economics And Econometrics.
    RePEc:stn:sotoec:9219.

    Full description at Econpapers || Download paper

  39. Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration. (1991). Ericsson, Neil.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:412.

    Full description at Econpapers || Download paper

  40. Time-varying coefficients in a simultaneous equation model: Theoretical concept and some simulation results. (1988). Möller, Joachim ; Moller, Joachim.
    In: Discussion Papers, Series I.
    RePEc:zbw:kondp1:241.

    Full description at Econpapers || Download paper

  41. Estimation Errors and Time Varying Betas in Event Studies - A New Approach. (1988). Varma, Jayanth ; Barua, Samir K..
    In: IIMA Working Papers.
    RePEc:iim:iimawp:wp00835.

    Full description at Econpapers || Download paper

  42. The Stochastic Coefficients Approach to Econometric Modeling, Part III: Estimation, Stability Testing, and Prediction. (1988). .
    In: Journal of Agricultural Economics Research.
    RePEc:ags:uersja:137668.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 14:33:39 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.