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THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS.
NELSON, C.R.; KIM, C-J. - Department of Economics, University of Washington - 1988
Persistent link: https://www.econbiz.de/10005618531
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More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong.
Nelson, C.R.; Startz, R. - Department of Economics, University of Washington - 1990
Persistent link: https://www.econbiz.de/10005432291
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PREDICTABLE STOCK RETURNS: REALITY OR STATISTICAL ILLUSION?.
NELSON, C.R.; KIM, M.J. - Department of Economics, University of Washington - 1990
Persistent link: https://www.econbiz.de/10005432373
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PREDICTABLE STOCK RETURNS: REALITY OR STATISTICAL ILLUSION?.
NELSON, C.R.; KIM, M.J. - Department of Economics, University of Washington - 1990
Persistent link: https://www.econbiz.de/10005775330
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More on the Exact Small Sample Distribution of the Instrumental Variable Estimator: A Reply to Maddala and Jeong.
Nelson, C.R.; Startz, R. - Department of Economics, University of Washington - 1990
Persistent link: https://www.econbiz.de/10005618465
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Dynamic Linear Models with Markov-Switching.
Kim, C-J. - Department of Economics, York University - 1991
Persistent link: https://www.econbiz.de/10005660986
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THE DISTRIBUTION OF THE INSTRUMENTAL VARIABLES ESTIMATOR AND ITS T-RATIO WHEN THE INSTRUMENT IS A POOR ONE.
NELSON, C.; STARTZ, R. - Department of Economics, University of Washington - 1988
Persistent link: https://www.econbiz.de/10005432290
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SOME FURTHERE RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR.
NELSON, C.; STARTZ, R. - Department of Economics, University of Washington - 1988
Persistent link: https://www.econbiz.de/10005432328
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ARE HOUSEHOLDS AVERSE TO INEQUALITY OF MARKET LABOR SUPPLY AMONG THEIR MEMBERS? ECONOMMETRIC ESTIMATES FOR RURAL SOUTH INDIA.
BEHRMAN, J.R.; DEOLALIKAR, A.B. - Department of Economics, University of Washington - 1990
Persistent link: https://www.econbiz.de/10005432340
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THE IMPACT OF TRAINING ON THE FREQUENCY AND DURATION OF EMPLOYMENT: AN ECONOMETRIC ANALYSIS OF THE EXPERIENCES OF YOUTH
GRITZ, R.M. - Department of Economics, University of Washington - 1988
Persistent link: https://www.econbiz.de/10005432397