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Forecasts with quarterly macroeconometric models

Haitovsky, Yoel - 1974

Persistent link: https://www.econbiz.de/10013410404

Regression estimation from grouped observations

Haitovsky, Yoel - 1973

Persistent link: https://www.econbiz.de/10000091265

Forecasts with Qtrly Macroeconometric Models: Equation Adjustments, and Benchmark Predictions: The U.S. Experience.

Haitovsky, Yoel; Treyz, George I - In: The Review of Economics and Statistics 54 (1972) 3, pp. 317-25

Persistent link: https://www.econbiz.de/10005740800

A Study of Discretionary and Nondiscretionary Monetary and Fiscal Policies in the Context of Stochastic Macroeconometric Models

Wallace, Neil; Haitovsky, Yoel - In: Economic Research: Retrospect and Prospect, Volume 1, …

Persistent link: https://www.econbiz.de/10005592397

The Decomposition of Forecasting Error: The Wharton Model

Haitovsky, Yoel; Treyz, George; Su, Vincent - In: Forecasts with Quarterly Macroeconomic Models

Persistent link: https://www.econbiz.de/10005601488

Does the appointment of judges increase the output of the judiciary?

Beenstock, Michael; Haitovsky, Yoel - In: International Review of Law and Economics 24 (2004) 3, pp. 351-369

Persistent link: https://www.econbiz.de/10005485815

The market for housing in Israel

Bar-Nathan, Moshe; Beenstock, Michael; Haitovsky, Yoel - In: Regional Science and Urban Economics 28 (1998) 1, pp. 21-49

Persistent link: https://www.econbiz.de/10005377180

Lottomania and other anomalies in the market for lotto

Beenstock, Michael; Haitovsky, Yoel - In: Journal of Economic Psychology 22 (2001) 6, pp. 721-744

Persistent link: https://www.econbiz.de/10005383357

What jackpot? The optimal lottery tax

Beenstock, Michael; Goldin, Ephraim; Haitovsky, Yoel - In: European Journal of Political Economy 16 (2000) 4, pp. 655-671

Persistent link: https://www.econbiz.de/10005331827

Approximating hierarchical normal priors using a vague component

Haitovsky, Yoel; Zidek, James V. - In: Journal of Multivariate Analysis 19 (1986) 1, pp. 48-66

This article is concerned with hierarchical prior distributions and the effect of replacing the distribution of a component in the hierarchy with a diffuse distribution where all nondiffuse distributions are multivariate normal. Let f denote the posterior density function and g = gm, the...

Persistent link: https://www.econbiz.de/10005152876