| Publication | Date of Publication | Type |
|---|
The forward rate premium puzzle: a case of misspecification?1)
Studies in Nonlinear Dynamics & Econometrics | 2023-03-13 | Paper |
Small area estimation with correctly specified linking models
Recent Advances in Estimating Nonlinear Models | 2018-12-13 | Paper |
Estimation of parameters in the presence of model misspecification and measurement error
Studies in Nonlinear Dynamics & Econometrics | 2010-07-02 | Paper |
An efficient method of estimating the true value of a population characteristic from its discrepant estimates
Computational Statistics and Data Analysis | 2010-03-30 | Paper |
THE NEW KEYNESIAN PHILLIPS CURVE IN A TIME-VARYING COEFFICIENT ENVIRONMENT: SOME EUROPEAN EVIDENCE
Macroeconomic Dynamics | 2009-08-24 | Paper |
Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
The New Keynesian Phillips curve and inflation expectations: re-specification and interpretation
Economic Theory | 2007-03-20 | Paper |
A NOTE ON MUTH'S RATIONAL EXPECTATIONS HYPOTHESIS: A TIME-VARYING COEFFICIENT INTERPRETATION
Macroeconomic Dynamics | 2006-08-24 | Paper |
| Effects of non-normality on tests of random walk models against effects of non-normality | 2006-04-04 | Paper |
Theoretical conditions under which monetary policies are effective and practical obstacles to their verification
Economic Theory | 2006-01-31 | Paper |
Correcting for omitted-variable and measurement-error bias in autoregressive model estimation with panel data
Computational Economics | 2003-12-18 | Paper |
Is the Japanese economy in a liquidity trap?
Economics Letters | 2002-09-01 | Paper |
A computational approach to finding causal economic laws
Computational Economics | 2001-04-17 | Paper |
| scientific article; zbMATH DE number 1228715 (Why is no real title available?) | 1999-07-04 | Paper |
A general framework for predicting returns from multiple currency investments
Journal of Economic Dynamics and Control | 1998-08-13 | Paper |
Circumstances in which different criteria of estimation can be applied to estimate policy effects
Journal of Statistical Planning and Inference | 1998-06-08 | Paper |
A random coefficient model of speculative attacks: The case of the Mexican peso
Open Economies Review | 1998-05-21 | Paper |
| scientific article; zbMATH DE number 1031883 (Why is no real title available?) | 1998-03-30 | Paper |
| scientific article; zbMATH DE number 1093080 (Why is no real title available?) | 1997-12-02 | Paper |
| scientific article; zbMATH DE number 1031975 (Why is no real title available?) | 1997-09-29 | Paper |
| scientific article; zbMATH DE number 846034 (Why is no real title available?) | 1996-02-20 | Paper |
Connections between GARCH and stochastic coefficients (SC) models
Economics Letters | 1995-01-12 | Paper |
An examination of distributed lag model coefficients estimated with smoothness priors
Communications in Statistics: Theory and Methods | 1986-01-01 | Paper |
The existence of moments of ridge-like k-class and partially restricted reduced form estimators
Communications in Statistics: Theory and Methods | 1982-01-01 | Paper |
A random coefficient approach to seasonal adjustment of economic time series
Journal of Econometrics | 1981-01-01 | Paper |
On the existence of moments of partially restricted reduced form estimators. A comment
Journal of Econometrics | 1981-01-01 | Paper |
Linear prediction and estimation methods for regression models with stationary stochastic coefficients
Journal of Econometrics | 1980-01-01 | Paper |
A comparison of estimators for undersized samples
Journal of Econometrics | 1980-01-01 | Paper |
On the existence of moments of partially restricted reduced form coefficients
Journal of Econometrics | 1980-01-01 | Paper |
Estimation of common coefficients in two regression equations
Journal of Econometrics | 1979-01-01 | Paper |
Two methods of evaluating hoerl and kennard's ridge regression
Communications in Statistics: Theory and Methods | 1978-01-01 | Paper |
The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
Journal of Econometrics | 1978-01-01 | Paper |
Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II
Journal of Econometrics | 1978-01-01 | Paper |
Estimation of a dynamic demand function for gasoline with different schemes of parameter variation
Journal of Econometrics | 1978-01-01 | Paper |
Estimation of Linear Models with Time and Cross-Sectionally Varying Coefficients
Journal of the American Statistical Association | 1977-01-01 | Paper |
A note on minimum average risk estimators for coefficients in linear models
Communications in Statistics: Theory and Methods | 1977-01-01 | Paper |
Robustness of theil's mixed regression estimators
The Canadian Journal of Statistics | 1977-01-01 | Paper |
| Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions Estimator | 1976-01-01 | Paper |
Minimum average risk estimators for coefficients in linear models
Communications in Statistics: Theory and Methods | 1976-01-01 | Paper |
On Bayesian estimation of seemingly unrelated regressions when some observations are missing
Journal of Econometrics | 1975-01-01 | Paper |
Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models
Journal of the American Statistical Association | 1975-01-01 | Paper |
Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I
Journal of Econometrics | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3431716 (Why is no real title available?) | 1974-01-01 | Paper |
| The Exact Finite Sample Distribution of Theil's Compatibility Test Statistic and Its Application | 1974-01-01 | Paper |
| Bayesian Analysis of Error Components Regression Models | 1973-01-01 | Paper |
| Bayesian Analysis of a Bivariate Normal Distribution with Incomplete Observations | 1973-01-01 | Paper |
Bayesian analysis of variance components in a regression model when there is a restriction on the range of a coefficient
Trabajos de estadistica y de investigacion operativa | 1973-01-01 | Paper |
On alternative estimators of the difference of means in the presence of missing observations
Trabajos de estadistica y de investigacion operativa | 1973-01-01 | Paper |
The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models
Econometrica | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3366404 (Why is no real title available?) | 1971-01-01 | Paper |
The Use of Undersized Samples in the Estimation of Simultaneous Equation Systems
Econometrica | 1971-01-01 | Paper |
Efficient Inference in a Random Coefficient Regression Model
Econometrica | 1970-01-01 | Paper |
The Finite Sample Distribution of Theil's Mixed Regression Estimator and a Related Problem
Revue de l'Institut International de Statistique / Review of the International Statistical Institute | 1970-01-01 | Paper |
