Search Results - isPartOf:"Journal of Applied Econometrics"

Classical and Bayesian methods of testing for unit roots

Pesaran, M. Hashem (contributor) - In: Journal of applied econometrics 6 (1991) 4, pp. 333-473

Persistent link: https://www.econbiz.de/10001114637

Elasticity of substitution, technical progress and returns to scale in branches of Soviet industry : a new CES production function approach

Bairam, Erkin İbrahim - In: Journal of applied econometrics 6 (1991) 1, pp. 91-96

Persistent link: https://www.econbiz.de/10001100780

An application and test for a random coefficient model in Bangladesh agriculture

Hoque, Asraul - In: Journal of applied econometrics 6 (1991) 1, pp. 77-90

Persistent link: https://www.econbiz.de/10001100782

The effect of parameter uncertainty on forecast variances and confidence intervals for unit root and trend stationary time-series models

Sampson, Michael J. - In: Journal of applied econometrics 6 (1991) 1, pp. 67-76

Persistent link: https://www.econbiz.de/10001100785

Toward efficiency in the crude-oil market

Green, Steven L. - In: Journal of applied econometrics 6 (1991) 1, pp. 45-66

Persistent link: https://www.econbiz.de/10001100786

Persistent deficits and the market value of government debt

Smith, Gregor W. - In: Journal of applied econometrics 6 (1991) 1, pp. 31-44

Persistent link: https://www.econbiz.de/10001100789

Multiple and pairwise non-nested tests of the influence of taxes on money demand

Smith, Marlene A. - In: Journal of applied econometrics 6 (1991) 1, pp. 17-30

Persistent link: https://www.econbiz.de/10001100790

Wage and price adjustment in a multimarket disequilibrium model

Salanié, Bernard - In: Journal of applied econometrics 6 (1991) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10001100792

Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum.

Phillips, P C B - In: Journal of Applied Econometrics 6 (1991) 4, pp. 435-73

This paper provides detailed responses to the following eight discussants of the author's paper "To criticize the critics: an objective Bayesian analysis of stochastic trends": Gary Koop and Mark Steel; Edward Leamer; In-Moo Kim and G. S. Maddala; Dale J. Poirier; Peter C. Schotman and Herman K....

Persistent link: https://www.econbiz.de/10005764732

Models for Truncated Counts.

Grogger, J T; Carson, Richard T - In: Journal of Applied Econometrics 6 (1991) 3, pp. 225-38

This paper examines a class of maximum-likelihood regression estimators for count data from truncated samples. Estimators for the truncated Poisson and negative binomial distributions are illustrated. Simulation results are given to illustrate the magnitude of the bias that may result from the...

Persistent link: https://www.econbiz.de/10005764756