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Fractional integration with Drift: Estimation in Small Samples

Smith, Tony; Sowell, Fallaw; Zin, Stanley - Carnegie Mellon University, Tepper School of Business

Persistent link: https://www.econbiz.de/10005008803

Tests for Violations of Moment Conditions

Sowell, Fallaw - Carnegie Mellon University, Tepper School of Business

Persistent link: https://www.econbiz.de/10005102274

An Improved Approximation to the Distributions in GMM Estimation

Sowell, Fallaw - Carnegie Mellon University, Tepper School of Business

The empirical saddlepoint distribution provides an approximation to the sampling distributions for the GMM parameter estimates and the statistics that test the overidentifying restrictions. The empirical saddlepoint distribution permits asymmetry, non-normal tails, and multiple modes. If...

Persistent link: https://www.econbiz.de/10005102276

Equilibrium Among Jurisdictions When Households Differ by Preferences and Income.

Epple, D.; Platt, G.J. - Carnegie Mellon University, Tepper School of Business - 1992

Persistent link: https://www.econbiz.de/10005073538

STRATEGIES FOR MODELING EXHAUSTIBLE RESOURCE SUPPLY

EPPLE, D.; LONDREGAN, J. - Carnegie Mellon University, Tepper School of Business - 1989

Persistent link: https://www.econbiz.de/10005027536

The Acquisition, Transfer and Depreciation of Knowledge in Service Organisations: Productivity in Franchises.

Epple, D.; Argote, L.; Darr, E.D. - Carnegie Mellon University, Tepper School of Business - 1995

Persistent link: https://www.econbiz.de/10005027559

An Empiraical Investigation of the Micro Structure of Knowledge Acquisition and Transfer Through Learning by Doing.

Epple, D.; Argote, L.; Murphy, K. - Carnegie Mellon University, Tepper School of Business - 1995

Persistent link: https://www.econbiz.de/10005027566

LEARNING CURVES IN MANUFACTURING.

ARGOTE, L.; EPPLE, D. - Carnegie Mellon University, Tepper School of Business - 1990

Persistent link: https://www.econbiz.de/10005027608

ORGANIZATIONAL LEARNING CURVES: A METHOD FOR INVESTIGATING INTRA-PLANT TRANSFER OF KNOWLEDGE ACQUIRED THROUGH LEARNING BY DOING

EPPLE, D.; ARGOTE, L.; DEVADAS, R. - Carnegie Mellon University, Tepper School of Business - 1988

Persistent link: https://www.econbiz.de/10005029115

Estimating Hedonic Functions for Rents and Values in the Presence of Unobserved Heterogeneity in the Quality for Housing

Epple, Dennis; Quintero, Luis; Sieg, Holger - Carnegie Mellon University, Tepper School of Business

A central challenge in estimating models with heterogeneous housing is separating quality from price. We provide a new method for estimating hedonic functions for rental rates and housing values treating housing quality as unobserved by the econo- metrician. Our method also deals with the...

Persistent link: https://www.econbiz.de/10010861768