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THE SELECTION PROBLEM.

MANSKI, C.F. - Wisconsin Madison - Social Systems - 1990

Persistent link: https://www.econbiz.de/10005443513

The Identification problem Under Contaminated Sampling.

Manski, C.F. - Wisconsin Madison - Social Systems - 1990

Persistent link: https://www.econbiz.de/10005443518

The Minimum Distance Estimator for Fractionally Integrated ARMA Models.

Chung, C.F.; Schmidt, P. - Economics Department, Michigan State University - 1994

Persistent link: https://www.econbiz.de/10005487086

Long Memory Models and Macroeconomic Time Series.

Tieslau, M.A. - Economics Department, Michigan State University - 1991

Persistent link: https://www.econbiz.de/10005487088

Prediction from the Regression Model with one-way Error Components.

Baillie, R.T.; Baltagi, B.H. - Economics Department, Michigan State University - 1994

Persistent link: https://www.econbiz.de/10005487089

Asymptotic Inference About Predictive Ability: Additional Appendix.

West, K.D. - Wisconsin Madison - Social Systems - 1994

Persistent link: https://www.econbiz.de/10005281449

Pathways to Randomness in the Economy : Emergent Nonlinearity and Chaos in Economic Finance.

Brock, W.A. - Wisconsin Madison - Social Systems - 1992

Persistent link: https://www.econbiz.de/10005281462

Nonlinear Dynamics Programming for Nonlinear Stochastic Objectives.

Ozaki, H.; Streufert, P. - Wisconsin Madison - Social Systems - 1992

Persistent link: https://www.econbiz.de/10005281485

The Predictive Ability of Several Models of Exchange Rate Volatility.

West, K.D.; Cho, D. - Wisconsin Madison - Social Systems - 1993

Persistent link: https://www.econbiz.de/10005281513

More Efficient Estimation under Non-Normality when Higher Moments do not Depend on the Regressors, using Residual-Augmented Lease Squares.

Im. K.S.; Schmidt, P. - Economics Department, Michigan State University - 1999

In this paper we show how the assumption that higher moments do not depend on the regressors can be exploited in a GMM framework, and we provide very simple estimators that are equivalent to GMM estimators. These simple estimators can be calculated by linear regressions which have been augmented...

Persistent link: https://www.econbiz.de/10005256218