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Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco - In: Journal of econometrics 190 (2016) 1, pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
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Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - In: Journal of econometrics 185 (2015) 1, pp. 216-229
Persistent link: https://www.econbiz.de/10011339869
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The structure of US food demand
LaFrance, Jeffrey T. - In: Journal of econometrics 147 (2008) 2, pp. 336-349
Persistent link: https://www.econbiz.de/10003809369
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The stochastic specification of demand share equations : restricting budget shares to the unit simplex
Fry, Jane M. - In: Journal of econometrics 73 (1996) 2, pp. 377-385
Persistent link: https://www.econbiz.de/10001206895
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Exact small-sample inference in stationary, fully regular, dynamic demand models
Deschamps, Jean-Philippe - In: Journal of econometrics 97 (2000) 1, pp. 51-91
Persistent link: https://www.econbiz.de/10001487312
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Nonlinear errors in variables : estimation of some Engel curves
Hausman, Jerry A. - In: Journal of econometrics 65 (1995) 1, pp. 205-233
Persistent link: https://www.econbiz.de/10001173089
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Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
Lewbel, Arthur - In: Journal of econometrics 67 (1995) 2, pp. 379-401
Persistent link: https://www.econbiz.de/10001178179
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Applying linear time-varying constraints to econometric models : with an application to demand systems
Doran, Howard E. - In: Journal of econometrics 79 (1997) 1, pp. 83-95
Persistent link: https://www.econbiz.de/10001220085
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Full maximum likelihood estimation of dynamic demand models
Deschamps, Jean-Philippe - In: Journal of econometrics 82 (1998) 2, pp. 335-359
Persistent link: https://www.econbiz.de/10001234534
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Testing Slutsky symmetry in systems of linear demand equations
Silver, J. Lew - In: Journal of econometrics 2 (1989), pp. 251-266
Persistent link: https://www.econbiz.de/10001063354