An Alternative Sense of Asymptotic Efficiency,
Ulrich Mueller,
from University Library of Munich, Germany
(2008)
Keywords: hypothesis tests, optimality, robustness, weak convergence
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables,
James MacKinnon and Russell Davidson,
from Economics Department, Queen's University
(2008)
Keywords: bootstrap test, weak instruments, Anderson-Rubin test, conditional LR test, Wald test
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH,
Massimiliano Caporin and Michael McAleer,
from Dipartimento di Scienze Economiche "Marco Fanno"
(2008)
Keywords: multivariate asymmetry, conditional variance, stationarity conditions, asymptotic theory, multivariate news impact curve
Stochastic Volatility: Origins and Overview,
Neil Shephard and Torben Andersen,
from Oxford Financial Research Centre
(2008)
Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study,
Terje Skjerpen,
from Statistics Norway, Research Department
(2008)
Keywords: Engel elasticities; standard errors; classical normal theory; bootstrapping
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks,
Adrian Pagan and Mohammad Pesaran,
from School of Economics, The University of New South Wales
(2008)
Keywords: Permanent shocks; structural identification; error correction models; IS-LM models
MIMIC Models, Cointegration and Error Correction: An Application to the French Shadow Economy,
Andreas Buehn and Friedrich Schneider,
from Institute of Labor Economics (IZA)
(2008)
Keywords: shadow economy, tax burden, regulation, unemployment, cointegration, error correction models, MIMIC models
Using Firm Optimization to Evaluate and Estimate Returns to Scale,
Yuriy Gorodnichenko,
from Institute of Labor Economics (IZA)
(2008)
Keywords: production function, identification, returns to scale, covariance structures
Heterogeneite non observee dans les modeles de duree,
Guillaume Horny,
from Université catholique de Louvain, Département des Sciences Economiques
(2007)
Keywords: modèles de durée, hasards proportionnels, vraisemblance pénalisée, vraisemblance partielle, méthodes bayésiennes
Tests for Unbalanced Error Component Models Under Local Misspecication,
Walter Sosa Escudero and Anil K. Bera,
from CEDLAS, Universidad Nacional de La Plata
(2008)
Keywords: error components model, unbalanced panel data, testing, misspecification.