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Using mixtures of flexible functional forms to estimate factor demand elasticities
Gordon, Stephen F. - In: The Canadian journal of economics 29 (1996) 3, pp. 717-736
Persistent link: https://www.econbiz.de/10001210468
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Bayesian evaluation of preference specifications
Gordon, Stephen F.; Samson, Lucie; Carmichael, Benoît - 1994
Persistent link: https://www.econbiz.de/10000889747
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Bayesian estimation of stochastic discount factors
Gordon, Stephen F. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 412-420
Persistent link: https://www.econbiz.de/10001209350
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Business cycle durations
Filardo, Andrew J. - In: Journal of econometrics 85 (1998) 1, pp. 99-123
Persistent link: https://www.econbiz.de/10001240380
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Estimating a continuous-time asset pricing model with state-dependent risk aversion
Gordon, Stephen F. (contributor);  … - 1998 - Rev. version
Persistent link: https://www.econbiz.de/10000993052
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Using mixtures of flexible functional forms to estimate factor demand elasticities
Gordon, Stephen F. - 1995
Persistent link: https://www.econbiz.de/10000916957
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From correlation to distributed contiguities : a family of AR-C-D autocorrelation processes
Blum, Ulrich; Bolduc, Denis; Gaudry, Marc J. I. - 1991
Persistent link: https://www.econbiz.de/10000811950
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From correlation to distributed contiguities : a family of AR-C-D autocorrelation processes
Blum, Ulrich; Bolduc, Denis; Gaudry, Marc J. I. - 1995
Persistent link: https://www.econbiz.de/10000554633
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Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
Bolduc, Denis; Khalaf, Lynda; Yélou, Clément - In: Journal of econometrics 157 (2010) 2, pp. 317-327
Persistent link: https://www.econbiz.de/10008663010