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A bivariate zero-inflated count data regression model with unrestricted correlation
Gurmu, Shiferaw; Elder, John - In: Economics letters 100 (2008) 2, pp. 245-248
Persistent link: https://www.econbiz.de/10003768241
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Flexible bivariate count data regression models
Gurmu, Shiferaw; Elder, John - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 265-274
Persistent link: https://www.econbiz.de/10009657339
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Estimation and specification testing in some econometric models of counts
Gurmu, Shiferaw - 1992
Persistent link: https://www.econbiz.de/10000865596
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Tests for detecting overdispersion in the positive Poisson regression model
Gurmu, Shiferaw - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 2, pp. 215-222
Persistent link: https://www.econbiz.de/10001104134
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Semi-parametric estimation of hurdle regression models with an application to medicaid utilization
Gurmu, Shiferaw - In: Journal of applied econometrics 12 (1997) 3, pp. 225-242
Persistent link: https://www.econbiz.de/10001336082
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Another perspective on the effects of inflation uncertainty
Elder, John - In: Journal of money, credit and banking : JMCB 36 (2004) 5, pp. 911-928
Persistent link: https://www.econbiz.de/10002436656
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Sources of time-varying risk premia in the term structure
Elder, John - In: Advances in investment analysis and portfolio … 9 (2002), pp. 85-108
Persistent link: https://www.econbiz.de/10001695510
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An impulse-response function for a vector autoregression with multivariate GARCH-in-mean
Elder, John - In: Economics letters 79 (2003) 1, pp. 21-26
Persistent link: https://www.econbiz.de/10001741256
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Can the volatility of the federal funds rate explain the time-varying risk premium in Treasury bill returns?
Elder, John - In: Journal of macroeconomics 23 (2001) 1, pp. 73-97
Persistent link: https://www.econbiz.de/10001553555
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Estimating the arbitrage pricing theory with observed macro factors
Elder, John - In: Economics letters 55 (1997) 2, pp. 241-246
Persistent link: https://www.econbiz.de/10001227342