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Essays in panel data econometrics

Nerlove, Marc - 2002 - 1. publ.

Persistent link: https://www.econbiz.de/10001684341

Analysis of economic time series : a synthesis

Nerlove, Marc; Grether, David M.; Carvalho, José L. - 1979

Persistent link: https://www.econbiz.de/10000049477

Analysis of business-test survey data by means of latent-variable models

Nerlove, Marc L. - In: Theoretische und angewandte Wirtschaftsforschung : …, (pp. 241-259). 1988

Persistent link: https://www.econbiz.de/10001267919

Hedonic price functions and the measurement of preferences : the case of Swedish wine consumers

Nerlove, Marc L. - In: European economic review : EER 39 (1995) 9, pp. 1697-1716

Persistent link: https://www.econbiz.de/10001195148

Properties of alternative estimators of dynamic panel models : an empirical analysis of cross-country data for the study of economic growth

Nerlove, Marc L. - In: Analysis of panels and limited dependent variable …, (pp. 136-170). 1999

Persistent link: https://www.econbiz.de/10001445110

Unit roots in economic time series : an introduction

Nerlove, Marc L. - 1989 - Rev.

Persistent link: https://www.econbiz.de/10000780950

Quasi-rational expectations, an alternative to fully rational expectations : an application to US beef cattle supply

Nerlove, Marc L. - In: Journal of econometrics 83 (1998) 1, pp. 129-161

Persistent link: https://www.econbiz.de/10001336950

The dynamics of exchange rate volatility : a multivariate latent factor ARCH model

Diebold, Francis X. - In: Journal of applied econometrics 4 (1989) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10001071192

Biases in dynamic models with fixed effects

Beggs, John Joseph - In: Economics letters 1 (1988), pp. 29-31

Persistent link: https://www.econbiz.de/10001042733

Businessmen's expectations are neither rational nor adaptive

Nerlove, Marc L.; Schuermann, Til - 1997

A framework which allows for the joint testing of the adaptive and rational expectations hypotheses is presented. We assume joint normality of expectations, realizations and variables in the information set, allowing for parsimonious interpretation of the data; conditional first moments are...

Persistent link: https://www.econbiz.de/10011620075