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1.
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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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2.
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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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3.
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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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4.
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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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5.
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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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6.
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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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7.
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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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8.
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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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9.
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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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10.
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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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