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On the existence of macro variables and of macro relationships

Ramsey, James B. - In: Journal of economic behavior & organization : JEBO 30 (1996) 3, pp. 275-299

Persistent link: https://www.econbiz.de/10001335485

The statistical properties of dimension calculations using small data sets : some economic applications

Ramsey, James B. - In: International economic review 31 (1990) 4, pp. 991-1020

Persistent link: https://www.econbiz.de/10001097428

A linear statistical analysis of "tic-by-tic" stock market data

Yuan, Hsiao-Jane; Ramsey, James B. - 1988

Persistent link: https://www.econbiz.de/10000758437

Characterization of the time irreversibility of economic time series : estimators and test statistics

Ramsey, James B.; Rothman, Philip - 1988

Persistent link: https://www.econbiz.de/10000758448

The statistical properties of dimension calculations using small data sets : some economic applications

Ramsey, James B.; Sayers, Chera L.; Rothman, Philip - 1988 - Rev

Persistent link: https://www.econbiz.de/10000758456

The identifiability and estimability of non-invertible MA(q) models

Ramsey, James B.; Montenegro, Álvaro - 1988

Persistent link: https://www.econbiz.de/10000758888

Errors-in-variables and the wavelet multiresolution approximation approach : a Monte Carlo study

Gallegati, Marco; Ramsey, James B. - In: Essays in honor of Jerry Hausman, (pp. 149-171). 2012

Persistent link: https://www.econbiz.de/10009709143

The econometric approach to business-cycle analysis reconsidered

Ramsey, James B.; Alexander, Albert - 1982

Persistent link: https://www.econbiz.de/10002668937

Errors-in-Variables and the Wavelet Multiresolution Approximation Approach: A Monte Carlo Study

Gallegati, Marco; Ramsey, James B. - In: Essays in honor of Jerry Hausman, (pp. 149-171). 2012

In this chapter we perform a Monte Carlo simulation study of the errors-in-variables model examined in Ramsey, Gallegati, Gallegati, and Semmler (2010) by using a wavelet multiresolution approximation approach. Differently from previous studies applying wavelets to errors-in-variables problem,...

Persistent link: https://www.econbiz.de/10015378526

Semi-parametric estimation of a generalized threshold regression model under conditional quantile restriction

Zhang, Zhengyu - In: The econometrics journal 16 (2013) 2, pp. 250-277

Persistent link: https://www.econbiz.de/10009783331