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A simple nested test of the almost ideal demand system
McLaren, Keith Robert - In: Empirical economics : a journal of the Institute for … 20 (1995) 1, pp. 149-161
Persistent link: https://www.econbiz.de/10001182759
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A family of inverse demand systems and choice of functional form
Brown, Mark G. - In: Empirical economics : a journal of the Institute for … 20 (1995) 3, pp. 519-530
Persistent link: https://www.econbiz.de/10001190523
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A reexamination of the consumption function using frequency domain regressions
Corbae, Dean - In: Empirical economics : a journal of the Institute for … 19 (1994) 4, pp. 595-609
Persistent link: https://www.econbiz.de/10001175474
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More powerful portfolio approaches to regressing abnormal returns on firm-specific variables for cross-sectional studies
Chandra, Ramesh; Balachandran, Bala V. - In: The journal of finance : the journal of the American … 47 (1992) 5, pp. 2055-2070
Persistent link: https://www.econbiz.de/10001138514
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A portfolio approach to estimating the average correlation coefficient for the constant correlation model
Aneja, Yash P.; Chandra, Ramesh; Gunay, Erdal - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1435-1438
Persistent link: https://www.econbiz.de/10001080348
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Bayesian procedures as a numerical tool for the estimation of an intertemporal discrete choice model
Haan, Peter; Kemptner, Daniel; Uhlendorff, Arne - In: Empirical economics : a journal of the Institute for … 49 (2015) 3, pp. 1123-1141
Persistent link: https://www.econbiz.de/10011377339
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Empirical demand systems incorporating intertemporal consumption dynamics
Kim, H. Youn; McLaren, Keith Robert; Wong, K. K. Gary - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 349-370
Persistent link: https://www.econbiz.de/10009780040
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Demand systems with heteroscedastic disturbances
Serletis, Apostolos; Xu, Libo - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1913-1921
Persistent link: https://www.econbiz.de/10012219723
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High‐dimensional macroeconomic forecasting and variable selection via penalized regression : editor's choice
Uematsu, Yoshimasa; Tanaka, Shinya - In: The econometrics journal 22 (2019) 1, pp. 34-56
Persistent link: https://www.econbiz.de/10012166649
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Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher - In: The econometrics journal 26 (2023) 1, pp. 88-104
Persistent link: https://www.econbiz.de/10013543279