Recently, using mixed data on Canadian housing, Parmeter, Henderson, and Kumbhakar (Journal of Applied Econometrics 2007; 22: 695-699) found that a nonparametric approach for estimating a hedonic house price function is superior to formerly suggested parametric and semiparametric specifications. We...

A firm that faces insufficient supply of labor can either increase the wage offer to attract more applicants, or reduce the hiring standard to enlarge the pool of potential employees, or do both. This simultaneous adjustment of wages and hiring standards has been emphasized in a classical...

Dhrymes (1994, Econometric Theory, 10, 254-285) demonstrates the arising identification and estimation problems in singular equation systems when the error vector obeys an autoregressive scheme, as an extension of restricted least squares. Unfortunately, his main theorem concerning the...

For both deterministic or stochastic regressors, as well as parametric nonlinear or linear regression functions, we prove the weak consistency of the coefficient estimators for the Type I censored quantile regression model under different censoring mechanisms with censoring points depending on...

Classical growth convergence regressions fail to account for various sources of heterogeneity and nonlinearity. While recent contributions are able to address either the one or the other, we present a simple two-step method to address both issues. Based on a slightly augmented version of a...

Dhrymes (1994, Econometric Theory, 10, 254-285) demonstrates the arising identification and estimation problems in singular equation systems when the error vector obeys an autoregressive scheme, as an extension of restricted least squares. Unfortunately, his main theorem concerning the...

A fully nonparametric analysis is applied to address the problems of nonlinearity and heterogeneity in classical growth regression models using original data from seminal contributions in this field. Nonparametric specification tests and in-sample goodness-of-fit measures, as well as...

This Handbook aims to provide an overview of regular survey activities, as well as to show how survey results can be used scientifically in the context of business-cycle analysis and forecasting.

This article completes and simplifies earlier results on the derivation of best linear, or affine, unbiased estimates in the general Gauss-Markov model with a singular dispersion matrix and additional restrictions under very general conditions. We provide the class of all linear representations...