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1. Correction.
Bun, M. J. G., and Carree, M. A. (2005), "Bias-Corrected Estimation in Dynamic Panel Data Models," Journal of Business & Economic Statistics, 23, 200-210. Due ... (PERIODICAL ARTICLE)
2. A new class of multivariate skew densities, with
application to...
We propose a practical and flexible method to introduce skewness in multivariate symmetric distributions. Applying this procedure to the multivariate Student density leads to a ... (PERIODICAL ARTICLE)
3. Exchange rates and Markov switching
dynamics.
This article presents a systematic and extensive empirical study on the presence of Markov switching dynamics in three dollar-based exchange rates. A Monte Carlo approach ... (PERIODICAL ARTICLE)
4. Monetary policy in a Markov-switching vector
error-correction model:...
Monetary policy vector autoregressions (VARs) typically presume stability of the long-run outcomes. We introduce the possibility of switches in the long-run equilibrium in a cointegrated ... (PERIODICAL ARTICLE)
5. Is the consumer sector competitive in the U.K.? A test
using...
This article tests the hypothesis of perfect competition in the consumer nondurables sector of the U.K. economy. First, it uses household-level data to estimate time-varying ... (PERIODICAL ARTICLE)
6. Modeling parametric evolution in a random utility
framework.
Random utility models have become standard econometric tools, allowing parameter inference for individual-level categorical choice data. Such models typically presume that changes in observed choices ... (PERIODICAL ARTICLE)
7. A failure in the measurement of inflation: results
from a hedonic and...
Statistical offices use the matched-model method to compile consumer price indexes to measure inflation. In markets where models turn over rapidly, the matched sample may, ... (PERIODICAL ARTICLE)
8. On the econometrics of the Bass diffusion
model.
The parsimonious Bass diffusion model is frequently used to forecast adoptions of new products and to compare the life cycles of specific products across countries. (PERIODICAL ARTICLE) | |
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1-8 (of 8) related articles
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1-8 (of 8) related articles
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