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Transforming economics : Theodore W.Schultz, 1902 - 1998 in memoriam

Nerlove, Marc L. - In: The economic journal : the journal of the Royal … 109 (1999), pp. 726-748

Persistent link: https://www.econbiz.de/10001435240

Reflections on the economic organization of agriculture : traditional, modern and transitional

Nerlove, Marc L. - In: Agricultural markets : mechanisms, failures and regulations, (pp. 9-30). 1996

Persistent link: https://www.econbiz.de/10001318913

Tax policy, investments in human and physical capital, and productivity

Nerlove, Marc L. (contributor); Razin, Assaf (contributor); … - 1990

Persistent link: https://www.econbiz.de/10000802018

Expectations, information and dynamics

Nerlove, Marc L.; Bessler, David A. - 2001

Persistent link: https://www.econbiz.de/10001632148

Empirical analysis of size distribution of farms

Nerlove, Marc L. (contributor) - In: American journal of agricultural economics 69 (1987) 2, pp. 465-487

Persistent link: https://www.econbiz.de/10001030122

Some econometric implications of learning

Horváth, Balázs - In: Beiträge zur angewandten Wirtschaftsforschung : …, (pp. 319-337). 1997

Persistent link: https://www.econbiz.de/10001294721

Quasi-rational expectations, an alternative to fully rational expectations : an application to US beef cattle supply

Nerlove, Marc L. - In: Journal of econometrics 83 (1998) 1, pp. 129-161

Persistent link: https://www.econbiz.de/10001336950

The dynamics of exchange rate volatility : a multivariate latent factor ARCH model

Diebold, Francis X. - In: Journal of applied econometrics 4 (1989) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10001071192

Are policy variables exogeneous? : the econometric implications of learning while maximizing

Horvath, Balazs - 1989 - Rev

Persistent link: https://www.econbiz.de/10013260305

Businessmen's expectations are neither rational nor adaptive

Nerlove, Marc L.; Schuermann, Til - 1997

A framework which allows for the joint testing of the adaptive and rational expectations hypotheses is presented. We assume joint normality of expectations, realizations and variables in the information set, allowing for parsimonious interpretation of the data; conditional first moments are...

Persistent link: https://www.econbiz.de/10011620075