Estimation …

We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate … regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence … as univariate function estimation. For the test statistic, asymptotic normal theory is established. These theoretical …

We introduce a new method for the estimation of discount functions, yield curves and forward curves from government … although we do show how to impose various restrictions in the estimation. Our method is based on Kernel smoothing and is … our estimation procedure is iterative, rather like the backfitting method of estimating non-parametric models. We …

Soviet Republics of Russia and Ukraine. Exploiting annual manufacturing census data from 1985 to 2000, we find that Soviet … Russia displayed job flow behavior quite different from market economies, with very low rates of job reallocation that bore … reforming Russia than in “gradualist” Ukraine, as did the estimated effects of privatization and competitive pressures from …

implications constitutes the main contribution of the paper. The effect of wealth redistribution on economic growth in Russia is …

expenditure inequality and instability in Russia between the autumn of 1994 and the autumn of 1998. The expenditure distribution … is stable in spite of the economic and political turmoil Russia is going through. However, that does not imply much …