Econometric Institute Archives

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2018-05-02
15:38
English | 1992 | Working or Discussion Paper |

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2018-05-02
15:37
This paper considers an infinite stage two person coordination game in which players are asymmetrically informed about the changes in the stage-game pay-offs. The main re [...]
English | 10 March 1992 | Working or Discussion Paper |

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2018-05-02
15:34
In this paper we present a modification of the usual labor market model. Three wage concepts are introduced. We assume that the worker has a minimum wage in mind for whic [...]
English | 1990 | Working or Discussion Paper |

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2018-05-02
15:30
Two algorithms, and corresponding FORTRAN computer programs, for the computation of posterior moments and densities using the principle of importance sampling are describ [...]
English | 1990 | Working or Discussion Paper |

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2018-05-02
15:26
We consider Bayesian statistical inference for univariate time series models where one of the autoregressive roots is close to or equals unity. Classical sampling theory [...]
English | 1990-07 | Working or Discussion Paper |

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2018-05-02
15:22
In this paper the focus is on two forecasting models for a monthly time series. The first model requires that the variable is first order and seasonally differenced. The [...]
English | 1990 | Working or Discussion Paper |

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2018-05-02
15:19
The operationai significance of the Lyapunov exponent and the correlation dimension for the measurement of chaos in economic time series of medium size length (200 observ [...]
English | 1990-07 | Working or Discussion Paper |

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2018-05-01
16:50
In the present paper a case is made for the simultaneous treatment of seasonality, outliers and nonlinearity in economic time series. It is empirically shown that outlyin [...]
English | 1990 | Working or Discussion Paper |

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2018-05-01
16:47
The new pure significance test for white noise proposed in the present paper is based on the estimated R2 of ah ARMA model fitted to reeiduals. A small empirical size and [...]
English | 1990 | Working or Discussion Paper |

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2018-05-01
16:42
In Hylleberg, Engle, Granger and Yoo (1988) a method is proposed to test for seasonal unit roots in the presence of other unit roots and seasonal processes. This method i [...]
English | 1990 | Working or Discussion Paper |

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