Department of Econometrics and Business Statistics Working Papers

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2018-02-06
23:02
This study proposes a new approach to the estimation of the time series properties of daily volatility in financial markets. The estimation technique is a two stage proce [...]
English | 1998 | Working or Discussion Paper |

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2018-02-06
22:59
Estimation of the parameters of the reduced rank regression model in a Bayesian method requires the solution of two identification problems: global or strong identificati [...]
English | 1998 | Working or Discussion Paper |

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2018-02-06
22:52
This paper shows that two-stage technologies can provide a general procedure for combining profit and value-added functions to obtain new specifications of import demand [...]
English | 1998 | Working or Discussion Paper |

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2018-02-06
22:47
This papers presents a method for simultaneously estimating a system of nonparametric multiple regressions which may seem unrelated, but where the errors are potentially [...]
English | 1998 | Working or Discussion Paper |

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2018-02-06
22:43
The presence of nuisance parameters causes unexpected complications in econometric inference procedures. A number of modified likelihood and message length functions have [...]
English | 1998 | Working or Discussion Paper |

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2018-02-06
22:40
In this paper, different approaches to dealing with nuisance parameters in likelihood based inference are presented and illustrated by reference to the linear regression [...]
English | 1998 | Working or Discussion Paper |

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2018-02-06
22:36
Recent advances in computing power have brought the use of computer intensive estimation methods of binary panel data models within the reach of the applied researcher. T [...]
English | 1998 | Working or Discussion Paper |

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2018-02-06
22:31
The focus of this paper is on the relationship between the exponential smoothing methods of forecasting and the integrated autoregressive-moving average models underlying [...]
English | 1998 | Working or Discussion Paper |

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2018-02-06
22:22
This paper estimates the long-term trends in the daily maxima of tropospheric ozone at six sites around the state of Texas. The statistical methodology we use controls fo [...]
English | 1998 | Working or Discussion Paper |

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2018-02-06
22:15
Recent empirical work has questioned the consistency of U.S. fiscal policy with an intertemporal budget constraint. Empirical results have tended to indicate that the def [...]
English | 1998 | Working or Discussion Paper |

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