|
| Em/2011/558 |
TESTING FOR STRUCTURAL STABILITY IN THE WHOLE SAMPLE |
Abstract
|
Javier Hidalgo,
Myunghwan Seo,
|
|
• PDF •
|
October 2011 |
|
|
30 pages
|
|
|
| EM/2011/557 |
Adapting Kernel Estimation to
Uncertain Smoothness |
|
Abstract
|
Yulia Kotlyarova,
Victoria Zinde-Walsh,
Marcia M Schafgans,
|
|
• PDF •
|
April 2011 |
|
|
36 pages
|
|
|
| EM/2011/556 |
Inference on Power Law Spatial Trends
(Running Title: Power Law Trends) |
|
Abstract
|
Peter M Robinson,
|
|
• PDF •
|
May 2011 |
|
|
46 pages
|
|
|
| EM/2010/555 |
Asymptotic Theory for Nonparametric
Regression with Spatial Data |
|
Abstract
|
Peter M Robinson,
|
|
• PDF •
|
September 2010 |
|
|
38 pages
|
|
|
| EM/2010/554 |
Statistical Inference on Regression with Spatial Dependence |
|
Abstract
|
Peter M Robinson,
Supachoke Thawornkaiwong,
|
|
• PDF •
|
April 2010 |
|
|
46 pages
|
|
|
| EM/2010/553 |
Nonparametric Trending Regression with Cross-Sectional Dependence |
|
Abstract
|
Peter M Robinson,
|
|
• PDF •
|
January 2010 |
|
|
33 pages
|
|
|
| EM/2010/552 |
Quantile Uncorrelation and Instrumental Regression |
|
Abstract
|
Tatiana Komorova,
Thomas Severini,
Elie Tamer,
|
|
• PDF •
|
September 2010 |
|
|
25 pages
|
|
|
| EM/2010/551 |
Semiparametric Estimation of Locally Stationary Diffusion Models |
|
Abstract
|
Bonsoo Koo,
Oliver Linton,
|
|
• PDF •
|
August 2010 |
|
|
56 pages
|
|
|
| EM/2010/550 |
Semiparametric Estimation of Markov Decision Processeswith Continuous State Space |
|
Abstract
|
Oliver Linton,
Sorawoot Srisuma,
|
|
• PDF •
|
August 2010 |
|
|
61 pages
|
|
|
| EM/2010/549 |
Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate |
|
Abstract
|
Degui Li,
Oliver Linton,
Zudi Lu,
|
|
• PDF •
|
August 2010 |
|
|
35 pages
|
|
|
| EM/2010/547 |
Estimation of Structural Optimization Models: A Note on Identification |
|
Abstract
|
Sorawoot Srisuma,
|
|
• PDF •
|
May 2010 |
|
|
8 pages
|
|
|
| EM/2009/545 |
Nonparametric Identification in
Asymmetric
Second-Price Auctions: A New Approach |
|
Abstract
|
Tatiana Komorova,
|
|
• PDF •
|
October 2009 |
|
|
76 pages
|
|
|
| EM/2009/541 |
Efficient Estimation of a Multivariate Multiplicative Volatility Model |
|
Abstract
|
Christian M. Hafner,
Oliver Linton,
|
|
• PDF •
|
October 2009 |
|
|
52 pages
|
|
|
| EM/2009/539 |
ESTIMATION OF A SEMIPARAMETRIC
IGARCH(1,1) MODEL |
|
Abstract
|
Woocheol Kim,
Oliver Linton,
|
|
• PDF •
|
October 2009 |
|
|
32 pages
|
|
|
| EM/2009/538 |
Nonparametric Regression with a Latent Time Series |
|
Abstract
|
Søren Feodor Nielsen,
Oliver Linton,
Jens Perch Nielsen,
|
|
• PDF •
|
October 2009 |
|
|
28 pages
|
|
|
| EM/2009/537 |
Optimal Smoothing for a Computationally
and Statistically
Efficient Single Index Estimator |
|
Abstract
|
Wolfgang Härdle,
Yingcun Xia,
Oliver Linton,
|
|
• PDF •
|
July 2009 |
|
|
31 pages
|
|
|
| EM/2009/536 |
An Alternative Way of Computing
Efficient Instrumental Variable
Estimators |
|
Abstract
|
Oliver Linton,
Xiaohong Chen,
David T. Jacho-Chávez,
|
|
• PDF •
|
June 2009 |
|
|
34 pages
|
|
|
| EM/2009/535 |
Uniform Bahadur Representation for Local
Polynomial Estimates of M-Regression
and Its Application to The Additive Model |
|
Abstract
|
Oliver Linton,
Yingcun Xia,
Efang Kong,
|
|
• PDF •
|
January 2009 |
|
|
43 pages
|
|
|
| EM/2009/534 |
Nonparametric Estimation of a Polarization Measure |
|
Abstract
|
Oliver Linton,
Gordon Anderson,
Yoon-Jae Whang,
|
|
• PDF •
|
June 2009 |
|
|
50 pages
|
|
|
| EM/2009/533 |
Large-Sample Inference on Spatial
Dependence
|
|
Abstract
|
Peter M Robinson,
|
|
• PDF •
|
January 2009 |
|
|
17 pages
|
|
|
| EM/2009/532 |
Inference On Nonparametrically Trending Time Series With Fractional Errors |
|
Abstract
|
Peter M Robinson,
|
|
• PDF •
|
January 2009 |
|
|
17 pages
|
|
|
| EM/2009/531 |
Developments in the Analysis of Spatial Data |
|
Abstract
|
Peter M Robinson,
|
|
• PDF •
|
January 2009 |
|
|
12 pages
|
|
|
| EM/2009/530 |
Correlation Testing in Time Series, Spatial
and
Cross-Sectional Data
|
|
Abstract
|
Peter M Robinson,
|
|
• PDF •
|
January 2009 |
|
|
33 pages
|
|
|
| EM/2008/529 |
Smoothness Adaptive Average
Derivative Estimation |
|
Abstract
|
Marcia M Schafgans,
Victoria Zinde-Walshyz,
|
|
• PDF •
|
August 2008 |
|
|
29 pages
|
|
|
| EM/2008/527 |
Bootstrap Tests of Stochastic Dominance with Asymptotic
Similarity on the Boundary |
|
Abstract
|
Oliver Linton,
Yoon-Jae Whang,
Kyungchul Song,
|
|
• PDF •
|
February 2008 |
|
|
44 pages
|
|
|
| EM/2007/525 |
Multiple Local Whittle Estimation in Stationary
Systems |
|
Abstract
|
Peter M Robinson,
|
|
• PDF •
|
October 2007 |
|
|
33 pages
|
|
|
| EM/2007/524 |
Efficient Estimation of a Semiparametric
Characteristic-Based Factor Model of Security Returns
|
|
Abstract
|
Gregory Connor,
Matthias Hagmann,
Oliver Linton,
|
|
• PDF •
|
October 2007 |
|
|
60 pages
|
|
|
| EM/2007/523 |
Inference about Realized Volatility using Infill Subsampling |
|
Abstract
|
Oliver Linton,
Ilze Kalnina,
|
|
• PDF •
|
September 2007 |
|
|
47 pages
|
|
|
| EM/2007/522 |
DIAGNOSTIC TESTING FOR COINTEGRATION |
|
Abstract
|
Peter Robinson,
|
|
• PDF •
|
September 2007 |
|
|
41 pages
|
|
|
| EM/2007/520 |
ON DISCRETE SAMPLING OF
TIME-VARYING
CONTINUOUS-TIME SYSTEMS
|
|
Abstract
|
Peter Robinson,
|
|
• PDF •
|
June 2007 |
|
|
22 pages
|
|
|
| EM/2007/519 |
Fractional Cointegration In Stochastic
Volatility Models |
|
Abstract
|
Afonso Gonçalves da Silva,
Peter M Robinson,
|
|
• PDF •
|
May 2007 |
|
|
65 pages
|
|
|
| EM/2007/518 |
SPECIFICATION TESTING FOR
REGRESSION MODELS WITH
DEPENDENT DATA |
|
Abstract
|
Javier Hidalgo,
|
|
• PDF •
|
May 2007 |
|
|
43 pages
|
|
|
| EM/2007/517 |
Estimation of Nonlinear Error Correction
Models |
|
Abstract
|
Myung Hwan Seo,
|
|
• PDF •
|
March 2007 |
|
|
22 pages
|
|
|
| EM/2007/516 |
SEMIPARAMETRIC ESTIMATION OF A BINARY
RESPONSE MODEL WITH A CHANGE-POINT
DUE TO A COVARIATE THRESHOLD |
|
Abstract
|
Sokbae Lee,
Myunghwan Seo,
|
|
• PDF •
|
February 2007 |
|
|
24 pages
|
|
|
| EM/2007/515 |
Efficient Estimation of the Semiparametric
Spatial Autoregressive Model |
|
Abstract
|
Peter M Robinson,
|
|
• PDF •
|
February 2007 |
|
|
31 pages
|
|
|
| EM/2006/513 |
Selectivity and the gender wage gap
decomposition in the
presence of a joint decision process |
|
Abstract
|
Morton Stelcnery,
Marcia M Schafgans,
|
|
• PDF •
|
December 2006 |
|
|
36 pages
|
|
|
| EM/2006/509 |
Estimating Quadratic Variation
Consistently in the
Presence of Correlated Measurement
Error |
|
Abstract
|
Ilze Kalnina,
Oliver Linton,
|
|
• PDF •
|
October 2006 |
|
|
43 pages
|
|
|
| EM/2006/508 |
Identification and Nonparametric Estimation
of a Transformed Additively Separable
Model |
|
Abstract
|
Oliver Linton,
David Jacho-Chávez,
Arthur Lewbel,
|
|
• PDF •
|
September 2006 |
|
|
73 pages
|
|
|
| EM/2006/507 |
ESTIMATING FEATURES OF A
DISTRIBUTION FROM BINOMIAL DATA |
|
Abstract
|
Arthur Lewbel,
DL McFadden,
Oliver Linton,
|
|
• PDF •
|
September 2006 |
|
|
58 pages
|
|
|
| EM/2006/506 |
Semiparametric Estimation of a
Characteristic-based Factor Model of
Common Stock Returns |
|
Abstract
|
Gregory Connor,
Oliver Linton,
|
|
• PDF •
|
September 2006 |
|
|
38 pages
|
|
|
| EM/2006/505 |
Conditional-Sum-of-Squares Estimation of
Models for Stationary Time Series with Long Memory
|
|
Abstract
|
Peter M Robinson,
|
|
• PDF •
|
September 2006 |
|
|
10 pages
|
|
|
| EM/2006/504 |
TESTING FOR STOCHASTIC
MONOTONICITY |
|
Abstract
|
Sokbae Lee,
Oliver Linton,
Yoon-Jae Whang,
|
|
• PDF •
|
August 2006 |
|
|
24 pages
|
|
|
| EM/2006/503 |
Nonparametric Transformation to White Noise |
|
Abstract
|
Oliver Linton,
Enno Mammen,
|
|
• PDF •
|
August 2006 |
|
|
34 pages
|
|
|
| EM/2006/502 |
Semiparametric Estimation of Fractional Cointegration |
|
Abstract
|
Javier Hualde,
Peter M Robinson,
|
|
• PDF •
|
May 2006 |
|
|
47 pages
|
|
|
| EM/2006/501 |
Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory |
|
Abstract
|
Afonso Gonçalves da Silva,
Peter M Robinson,
|
|
• PDF •
|
April 2006 |
|
|
33 pages
|
|
|
| EM/2006/500 |
Instrumental Variables Estimation of Stationary
and Nonstationary Cointegrating Regressions |
|
Abstract
|
M. Gerolimetto,
Peter M Robinson,
|
|
• PDF •
|
April 2006 |
|
|
| EM/2006/499 |
ROOT-N-CONSISTENT ESTIMATION OF WEAK
FRACTIONAL COINTEGRATION |
|
Abstract
|
Javier Hualde,
Peter M Robinson,
|
|
• PDF •
|
March 2006 |
|
|
41 pages
|
|
|
| EM/2006/498 |
Nonparametric Spectrum Estimation for Spatial
Data |
|
Abstract
|
Peter M Robinson,
|
|
• PDF •
|
February 2006 |
|
|
20 pages
|
|
|
| EM/2006/497 |
Consistent estimation of the memory parameter
for nonlinear time series |
|
Abstract
|
Violetta Dalla,
Javier Hidalgo,
Liudas Giraitis,
|
|
• PDF •
|
January 2006 |
|
|
37 pages
|
|
|
| EM/2005/496 |
A Smoothed Least Squares Estimator For
Threshold Regression Models |
|
Abstract
|
Oliver Linton,
Myunghwan Seo,
|
|
• PDF •
|
October 2005 |
|
|
50 pages
|
|
|
| EM/2005/495 |
Pseudo-Maximum Likelihood Estimation of
ARCH(∞) Models |
|
Abstract
|
Peter M Robinson,
Paolo Zaffaroni,
|
|
• PDF •
|
October 2005 |
|
|
37 pages
|
|
|
| EM/2005/493 |
A method of moments estimator for semiparametric index models |
|
Abstract
|
Bas Donkers,
Marcia M Schafgans,
|
|
• PDF •
|
July 2005 |
|
|
| EM/2005/492 |
Modified Whittle Estimation of Multilateral Models on a Lattice |
|
Abstract
|
Peter M Robinson,
J Vidal Sanz,
|
|
• PDF •
|
June 2005 |
|
|
| EM/2005/487 |
Modelling Memory of Economic and Financial Time Series |
|
Abstract
|
Peter M Robinson,
|
|
• PDF •
|
March 2005 |
|
|
| EM/2005/486 |
A Parametric Bootstrap Test for Cycles |
|
Abstract
|
Violetta Dalla,
Javier Hidalgo,
|
|
• PDF •
|
February 2005 |
|
|
| EM/2005/485 |
Testable Implications of Forecast Optimality |
|
Abstract
|
Andrew J. Patton,
Allan Timmermann,
|
|
• PDF •
|
January 2005 |
|
|
| EM/2005/484 |
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap |
|
Abstract
|
Myunghwan Seo,
|
|
• PDF •
|
January 2005 |
|
|
| EM/2005/483 |
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives |
|
Abstract
|
Yoshihiko Nishiyama,
Peter M Robinson,
|
|
• PDF •
|
January 2005 |
|
|
| EM/2005/482 |
Distribution Free Goodness-of-Fit Tests for Linear Processes |
|
Abstract
|
Miguel A. Delgado,
Carlos Velasco,
Javier Hidalgo,
|
|
• PDF •
|
January 2005 |
|
|
| EM/2005/481 |
Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole |
|
Abstract
|
Javier Hidalgo,
|
|
• PDF •
|
January 2005 |
|
|
| EM/2004/480 |
Efficiency Improvements in Inference on Stationary and Nonstationary Fractional Time Series |
|
Abstract
|
Peter M Robinson,
|
|
• PDF •
|
November 2004 |
|
|
| EM/2004/479 |
Forecasting the density of asset returns |
|
Abstract
|
Trino-Manuel Niguez,
Javier Perote,
|
|
• PDF •
|
October 2004 |
|
|
| EM/2004/476 |
Cointegration in Fractional Systems with Deterministic Trends |
|
Abstract
|
Fabrizio Iacone,
Peter M Robinson,
|
|
• PDF •
|
May 2004 |
|
|
| EM/2004/474 |
Nonparametric Inference for Unbalanced Time Series Data |
|
Abstract
|
Oliver Linton,
|
|
• PDF •
|
April 2004 |
|
|
| EM/2004/471 |
ROBUST COVARIANCE MATRIX ESTIMATION: "HAC" Estimates with Long Memory/Antipersistence Correction |
|
Abstract
|
Peter M Robinson,
|
|
• PDF •
|
March 2004 |
|
|
| EM/2004/468 |
The Distance between Rival Nonstationary Fractional Processes |
|
Abstract
|
Peter M Robinson,
|
|
• PDF •
|
March 2004 |
|
|
| EM/2003/466 |
Consistent Testing for Stochastic Dominance under General Sampling Schemes |
|
Abstract
|
Esfandiar Maasoumi,
Oliver Linton,
Yoon-Jae Whang,
|
|
• PDF •
|
December 2003 |
|
|
| EM/2003/463 |
A Quantilogram Approach to Evaluating Directional Predictability |
|
Abstract
|
Oliver Linton,
Yoon-Jae Whang,
|
|
• PDF •
|
November 2003 |
|
|
| EM/2003/462 |
A Bootstrap Causality Test for Covariance Stationary Processes |
|
Abstract
|
Javier Hidalgo,
|
|
• PDF •
|
November 2003 |
|
|
| EM/2003/461 |
Nonparametric Estimation of Homothetic and Homothetically Separable Functions |
|
Abstract
|
Oliver Linton,
Arthur Lewbel,
|
|
• PDF •
|
October 2003 |
|
|
| EM/2003/460 |
LARCH, Leverage and Long Memory |
|
Abstract
|
Peter M Robinson,
Liudas Giraitis,
Donatas Surgailis,
Remigijus Leipus,
|
|
• PDF •
|
October 2003 |
|
|
| EM/2003/456 |
A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models |
|
Abstract
|
Oliver Linton,
Woocheol Kim,
|
|
• PDF •
|
May 2003 |
|
|
| EM/2003/455 |
Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos |
|
Abstract
|
Mototsugu Shintani,
Oliver Linton,
|
|
• PDF •
|
May 2003 |
|
|
| EM/2003/454 |
Semiparametric Regression Analysis under Imputation for Missing Response Data |
|
Abstract
|
Qihua Wang,
Oliver Linton,
Wolfgang Haerdle,
|
|
• PDF •
|
May 2003 |
|
|
| EM/2003/453 |
Estimating Semiparametric ARCH (∞) Models by Kernel Smoothing Methods
|
|
Abstract
|
Oliver Linton,
Enno Mammen,
|
|
• PDF •
|
May 2003 |
|
|
| EM/2003/452 |
An Alternative Bootstrap to Moving Blocks for Time Series Regression Models |
|
Abstract
|
Javier Hidalgo,
|
|
• PDF •
|
May 2003 |
|
|
| EM/2003/451 |
Asymptotic Expansions for Some Semiparametric Program Evaluation Estimators |
|
Abstract
|
Hidehiko Ichimura,
Oliver Linton,
|
|
• PDF •
|
May 2003 |
|
|
| EM/2003/450 |
Estimation of Semiparametric Models when the Criterion Function is not Smooth |
|
Abstract
|
Xiaohong Chen,
Oliver Linton,
Ingrid Van Keilegom,
|
|
• PDF •
|
May 2003 |
|
|
| EM/2003/449 |
Cointegration in Fractional Systems with Unkown Integration Orders |
|
Abstract
|
Peter M Robinson,
Javier Hualde,
|
|
• PDF •
|
February 2003 |
|
|
| EM/2002/438 |
Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory |
|
Abstract
|
Liudas Giraitis,
Peter M Robinson,
|
|
• PDF •
|
September 2002 |
|
|
| EM/2002/437 |
Denis Sargan: Some Perspectives |
|
Abstract
|
Peter M Robinson,
|
|
• PDF •
|
September 2002 |
|
|
| EM/2002/436 |
Higher-Order Kernel Semiparametric M-Estimation of Long Memory |
|
Abstract
|
Marc Henry,
Peter M Robinson,
|
|
• PDF •
|
September 2002 |
|
|
| EM/2002/435 |
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors |
|
Abstract
|
Raymond J Carroll,
Oliver Linton,
Enno Mammen,
Zhijie Xiao,
|
|
• PDF •
|
June 2002 |
|
|
| EM/2002/434 |
Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos |
|
Abstract
|
Oliver Linton,
Mototsugu Shintani,
|
|
• PDF •
|
March 2002 |
|
|
| EM/2002/433 |
Consistent Testing for Stochastic Dominance: A Subsampling Approach |
|
Abstract
|
Oliver Linton,
Esfandiar Maasoumi,
Yoon-Jae Whang,
|
|
• PDF •
|
March 2002 |
|
|
| EM/2002/430 |
Consistent Order Selection with Strongly Dependent Data and its Application to Efficient Estimation |
|
Abstract
|
Javier Hidalgo,
|
|
• PDF •
|
February 2002 |
|
|
| EM/2001/427 |
Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory |
|
Abstract
|
Javier Hidalgo,
Peter M Robinson,
|
|
• PDF •
|
September 2001 |
|
|
| EM/2001/424 |
Gaussian Estimation of Parametric Spectral Density with Unknown Pole |
|
Abstract
|
Liudas Giraitis,
Javier Hidalgo,
Peter M Robinson,
|
|
• PDF •
|
August 2001 |
|
|
| EM/2001/423 |
Determination of Cointegrating Rank in Fractional Systems |
|
Abstract
|
Peter M Robinson,
Yoshihiro Yajima,
|
|
• PDF •
|
July 2001 |
|
|
| EM/2001/422 |
Finite Sample Improvement in Statistical Inference with I(1) Processes |
|
Abstract
|
D Marinucci,
Peter M Robinson,
|
|
• PDF •
|
July 2001 |
|
|
| EM/2001/421 |
Narrow-Band Analysis of Nonstationary Processes |
|
Abstract
|
D Marinucci,
Peter M Robinson,
|
|
• PDF •
|
July 2001 |
|
|
| EM/2001/420 |
Semiparametric Fractional Cointegration Analysis |
|
Abstract
|
D Marinucci,
Peter M Robinson,
|
|
• PDF •
|
July 2001 |
|
|
| EM/2001/419 |
A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form |
|
Abstract
|
Oliver Linton,
Zhijie Xiao,
|
|
• PDF •
|
June 2001 |
|
|
| EM/2001/418 |
Prediction and Signal Extraction of Strong Dependent Processess in the Frequency Domain |
|
Abstract
|
Javier Hidalgo,
Yoshihiro Yajima,
|
|
• PDF •
|
June 2001 |
|
|
| EM/2001/416 |
Parametric Estimation under Long-Range Dependence |
|
Abstract
|
Liudas Giraitis,
Peter M Robinson,
|
|
• PDF •
|
May 2001 |
|
|
| EM/2001/415 |
The Estimation of Conditional Densities |
|
Abstract
|
Xiaohong Chen,
Oliver Linton,
Peter M Robinson,
|
|
• PDF •
|
May 2001 |
|
|
| EM/2001/411 |
Estimating Multiplicative and Additive Hazard Functions by Kernel Methods |
|
Abstract
|
Oliver Linton,
Jens Perch Nielsen,
Sara van de Geer,
|
|
• PDF •
|
February 2001 |
|
|
| EM/2001/410 |
The Memory of Stochastic Volatility Models |
|
Abstract
|
Peter M Robinson,
|
|
• PDF •
|
February 2001 |
|
|
| EM/2000/408 |
The Averaged Periodogram for Nonstationary Vector Time Series |
|
Abstract
|
D Marinucci,
Peter M Robinson,
|
|
• PDF •
|
December 2000 |
|
|
| EM/2000/406 |
Whittle Estimation of ARCH Models |
|
Abstract
|
Liudas Giraitis,
Peter M Robinson,
|
|
• PDF •
|
November 2000 |
|
|
| EM/2000/402 |
Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income |
|
Abstract
|
L A Gil-Alaña,
Peter M Robinson,
|
|
• PDF •
|
November 2000 |
|
|
| EM/2000/400 |
Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems |
|
Abstract
|
Steve Berry,
Oliver Linton,
Ariel Pakes,
|
|
• PDF •
|
July 2000 |
|
|
| EM/2000/399 |
Edgeworth Approximations for Semiparametric Instrumental Variable Estimators and Test Statistics |
|
Abstract
|
Oliver Linton,
|
|
• PDF •
|
July 2000 |
|
|
| EM/2000/398 |
Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach |
|
Abstract
|
Oliver Linton,
Douglas J Hodgson,
Keith Vorkink,
|
|
• PDF •
|
July 2000 |
|
|
| EM/2000/397 |
Nonparametric Estimation with Aggregated Data |
|
Abstract
|
Oliver Linton,
Yoon-Jae Whang,
|
|
• PDF •
|
July 2000 |
|
|
| EM/2000/396 |
Simulated Asymptotic Least Squares Theory |
|
Abstract
|
Ramdan Dridi,
|
|
• PDF •
|
June 2000 |
|
|
| EM/2000/395 |
Noise and Competition in Strategic Oligopoly |
|
Abstract
|
Ramdan Dridi,
Laurent Germain,
|
|
• PDF •
|
June 2000 |
|
|
| EM/2000/392 |
Semi-Parametric Indirect Inference |
|
Abstract
|
Ramdan Dridi,
Eric Renault,
|
|
• PDF •
|
May 2000 |
|
|
| EM/2000/391 |
Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in 'Journal of the American Statistical Association', 95, (2000), pp.1229-1243.) |
|
Abstract
|
Peter M Robinson,
Carlos Velasco,
|
|
• PDF •
|
May 2000 |
|
|
| EM/2000/390 |
Edgeworth Expansions for Spectral Density Estimates and Studentized Sample Mean - (Now published in 'Economic Theory', 17 (2001), pp.497-539. |
|
Abstract
|
Peter M Robinson,
Carlos Velasco,
|
|
• PDF •
|
May 2000 |
|
|
| EM/2000/389 |
Nonparametric Censored and Truncated Regression |
|
Abstract
|
Arthur Lewbel,
Oliver Linton,
|
|
• PDF •
|
April 2000 |
|
|
| EM/2000/388 |
Adaptive Varying-Coefficient Linear Models |
|
Abstract
|
Jianqin Fan,
Qiwei Yao,
Zongwu Cai,
|
|
• PDF •
|
April 2000 |
|
|
| EM/2000/387 |
Nonparametric Test for Causality with Long-Range Dependence - (Now published in 'Econometrica', 68, (2000) pp.1465-1490. |
|
Abstract
|
Javier Hidalgo,
|
|
• PDF •
|
April 2000 |
|
|
| EM/2000/386 |
The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions |
|
Abstract
|
Oliver Linton,
Enno Mammen,
N Nielsen,
|
|
• PDF •
|
April 2000 |
|
|
| EM/2000/385 |
Yield Curve Estimation by Kernel Smoothing Methods |
|
Abstract
|
Oliver Linton,
Enno Mammen,
Jens Perch Nielsen,
C Tanggaard,
|
|
• PDF •
|
April 2000 |
|
|
| EM/2000/383 |
Stationarity and Memory of ARCH Models |
|
Abstract
|
Paolo Zaffaroni,
|
|
• PDF •
|
March 2000 |
|
|
| EM/2000/382 |
A Model for Long Memory Conditional Heteroscedasticity - (Now published in 'Annals of Applied Probability', 10 (2000), pp.1002-1024.) |
|
|
Liudas Giraitis,
Peter M Robinson,
Donatas Surgailis,
|
|
• PDF •
|
March 2000 |
|
|
| EM/2000/380 |
On Intercept Estimation in the Sample Selection Model |
|
Abstract
|
Marcia M Schafgans,
|
|
• PDF •
|
January 2000 |
|
|
| EM/2000/379 |
Adaptive Semiparametric Estimation of the Memory Parameter - (Now published with revised title, Adaptive Rate-Optimal Estimation of the Memory Parameter, in 'Journal of Multivariate Analysis, 72 (2000), pp.183-207.) |
|
|
Liudas Giraitis,
Peter M Robinson,
Alexander Samarov,
|
|
• PDF •
|
January 2000 |
|
|
| EM/2000/378 |
Contemporaneous Aggregation of GARCH Processes |
|
Abstract
|
Paolo Zaffaroni,
|
|
• PDF •
|
January 2000 |
|
|
| EM/1999/374 |
Studentization in Edgworth Expansions for Estimates of Semiparametric Index Models - (Now published in C Hsiao, K Morimune and J Powell (eds): 'Nonlinear Statistical Modeling' (Festschrift for Takeshi Amemiya), (Cambridge University Press, 2001), pp.197-240.) |
|
Abstract
|
Y Nishiyama,
Peter M Robinson,
|
|
• PDF •
|
October 1999 |
|
|
| EM/1999/373 |
Edgeworth Expansions for Semiparametric Averaged Derivatives - (Now published in 'Econometrica', 68 (2000), pp.931-979.) |
|
Abstract
|
Y Nishiyama,
Peter M Robinson,
|
|
• PDF •
|
October 1999 |
|
|
| EM/1998/365 |
Testing for the Presence of a Random Walk in Series with Structural Breaks - (Now published in 'Journal of Time Series Analysis', 22 (2001), pp.127-150.) |
|
Abstract
|
Fabio Busetti,
Andrew C Harvey,
|
|
• PDF •
|
December 1998 |
|
|
| EM/1998/363 |
Variance-Type Estimation of Long Memory - (Now published in 'Stochastic Processes and their Applications', 29 (1999), pp.1-24.) |
|
Abstract
|
Liudas Giraitis,
Peter M Robinson,
|
|
• PDF •
|
October 1998 |
|
|
| EM/1998/360 |
Seasonal and Cyclical Long Memory - (Now published in S Ghosh (ed): 'Asymptotics, Nonparametrics and Time Series: A Tribute to Madam Lal Puri (Marcel Decker, 1999), pp.115-145.) |
|
Abstract
|
Josu Artech,
Peter M Robinson,
|
|
• PDF •
|
September 1998 |
|
|
| EM/1998/359 |
Semiparametric Inference in Seasonal and Cyclical Long Memory Processes - (Now published in 'Journal of Time Series Analysis', 21 (2000), pp.1-25.) |
|
Abstract
|
Peter M Robinson,
Josu Artech,
|
|
• PDF •
|
September 1998 |
|
|
| EM/1998/357 |
Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in 'Econometric Theory', 15 (1999), pp.299-336.) |
|
Abstract
|
Marc Henry,
Peter M Robinson,
|
|
• PDF •
|
August 1998 |
|
|
| EM/1998/354 |
Alternative Forms of Fractional Brownian Motion - (Now published in 'Journal of Statistical Planning and Inference', 80 (1999), pp.111-122.) |
|
Abstract
|
D Marinucci,
Peter M Robinson,
|
|
• PDF •
|
July 1998 |
|
|
| EM/1998/353 |
Band Spectrum Regression for Cointegrated Time Series with Long Memory Innovations |
|
Abstract
|
D Marinucci,
|
|
• PDF •
|
July 1998 |
|
|
| EM/1998/352 |
Weak Convergence of Multivariate Fractional Processes - (Now published in 'Stochastic Processes and their Applications', 80 (1999), pp.103-120.) |
|
Abstract
|
D Marinucci,
Peter M Robinson,
|
|
• PDF •
|
July 1998 |
|
|
| EM/1998/350 |
Aggregation of Simple Linear Dynamics: Exact Asymptotic Results |
|
Abstract
|
Marco Lippi,
Paolo Zaffaroni,
|
|
• PDF •
|
April 1998 |
|
|
| EM/1998/348 |
Semiparametric Frequency Domain Analysis of Fractional Cointegration - (Revised version forthcoming in P M Robinson: 'Time Series with Long Memory' (Oxford University Press). |
|
Abstract
|
D Marinucci,
Peter M Robinson,
|
|
• PDF •
|
March 1998 |
|
|
| EM/1997/344 |
Interpolating Exogenous Variables in Open Continuous Time Dynamic Models |
|
Abstract
|
J R McCrorie,
|
|
|
December 1997 |
|
|
| EM/1997/343 |
Deriving the Exact Discrete Analog of a Continuous Time System |
|
Abstract
|
J R McCrorie,
|
|
|
December 1997 |
|
|
| EM/1997/342 |
A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.) |
|
Abstract
|
Ignacio Lobato,
Peter M Robinson,
|
|
|
November 1997 |
|
|
| EM/1997/340 |
Some Practical Issues in Maximum Simulated Likelihood |
|
Abstract
|
V A Hajivassiliou,
|
|
|
November 1997 |
|
|
| EM/1997/338 |
Inference-without-Smoothing in the Presence of Nonparametric Autocorrelation - (Now published in 'Econometrica', 66 (1998), pp.1163-1182.) |
|
Abstract
|
Peter M Robinson,
|
|
|
October 1997 |
|
|
| EM/1997/336 |
Large-Sample Inference for Nonparametric Regression with Dependent Errors - (Now published in 'Annals of Statistics', 28 (1997), pp.2054-2083.) |
|
Abstract
|
Peter M Robinson,
|
|
|
September 1997 |
|
|
| EM/1997/332 |
Beta Convergence |
|
Abstract
|
C Michelacci,
Paolo Zaffaroni,
|
|
|
July 1997 |
|
|
| EM/1997/329 |
Gaussian Estimation of Long-Range Dependent Volatility in Asset Prices |
|
Abstract
|
Paolo Zaffaroni,
|
|
|
May 1997 |
|
|
| EM/1997/328 |
The Method of Simulated Scores for the Estimation of LDV Models |
|
Abstract
|
DL McFadden,
V A Hajivassiliou,
|
|
|
May 1997 |
|
|
| EM/1997/327 |
Messy Time Series: A Unified Approach - (Now published in 'Advances in Econometrics', 13 (1998)pp.103-143.) |
|
Abstract
|
J Penzer,
Andrew C Harvey,
Siem Jan Koopman,
|
|
|
March 1997 |
|
|
| EM/1997/326 |
Semiparametric Estimation of a Sample Selection Model: A Simulation Study |
|
Abstract
|
Marcia M Schafgans,
|
|
|
March 1997 |
|
|
| EM/1997/325 |
Gender Wage Differences in Malaysia: Parametric and Semiparametric Estimation |
|
Abstract
|
Marcia M Schafgans,
|
|
|
March 1997 |
|
|
| EM/1997/324 |
Testing Game-Theoretic Models of Price Fixing Behaviour |
|
Abstract
|
V A Hajivassiliou,
|
|
|
March 1997 |
|
|
| EM/1997/323 |
Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Serieswith Long-Range Dependence - (Now published in 'Journal of Time Series Analysis', 18 (1997), pp.49-60.) |
|
Abstract
|
Liudas Giraitis,
Peter M Robinson,
Alexander Samarov,
|
|
|
February 1997 |
|
|
| EM/1997/320 |
Nonlinear Time Series with Long Memory: A Model for Stochastic Volatility - (Now published in 'Journal of Statistical Planning and Inference', 68 (1998), pp.359-371.) |
|
Abstract
|
Peter M Robinson,
Paolo Zaffaroni,
|
|
|
January 1997 |
|
|
| EM/1997/319 |
Modelling Nonlinearity and Long Memory in Time Series - (Now published in 'Nonlinear Dynamics and Time Series', C D Cutler and D T Kaplan (eds), Fields Institute Communications, 11 (1997), pp.`61-170.) |
|
Abstract
|
Peter M Robinson,
Paolo Zaffaroni,
|
|
|
January 1997 |
|
|
| EM/1997/318 |
Time Series Regression with Long Range Dependence - (Now published in 'Annals of Statistics', 25, (1997)pp.2054-2083.) |
|
Abstract
|
Javier Hidalgo,
Peter M Robinson,
|
|
|
January 1997 |
|
|
| EM/1996/317 |
Testing of Unit Root and Other Nonstationary Hypotheses in Macroeconomic Time Series - (Now published in 'Journal of Econometrics', 80, 1997, pp.241-268.) |
|
Abstract
|
L A Gil-Alaña,
Peter M Robinson,
|
|
|
December 1996 |
|
|
| EM/1996/316 |
Autocorrelation-Robust Inference - (Now published in 'Handbook of Statistics', vol.15, G S Maddala and C R Rao (eds), Elsevier Science Publishers BV (1997), pp.267-298.) |
|
Abstract
|
Peter M Robinson,
Carlos Velasco,
|
|
|
December 1996 |
|
|
| EM/1996/307 |
Multivariate Structural Time Series Models - (Now published in 'System Dynamics in Economic and Financial Models', CHeij, H Schumacher, B Hanzon and C Praagman (eds.) John Wiley & Sons, Chichester (1997), pp.269-298.) |
|
Abstract
|
Andrew C Harvey,
Siem Jan Koopman,
|
|
|
March 1996 |
|
|
| EM/1996/306 |
Testing for a Slowly Changing Level with Special Reference to Stochastic Volatility - (Now published in 'Journal of Econometrics', 87 (1998), pp.167-189.) |
|
Abstract
|
Andrew C Harvey,
Mariane Streibel,
|
|
|
March 1996 |
|
|
| EM/1996/296 |
Nonparametric Estimation with Strongly Dependent Multivariate Time-Series - (Now published in 'Journal of Time Series Analysis',18 (1997)pp.95-122.) |
|
Abstract
|
Javier Hidalgo,
|
|
|
February 1996 |
|
|
| EM/1996/295 |
Spectral Analysis for Bivariate Time Series with Long Memory - (Now published in 'Econometric Theory',12 (1997)pp.773-792.) |
|
Abstract
|
Javier Hidalgo,
|
|
|
February 1996 |
|
|
| EM/1995/290 |
Aggregate and Regional Disagggregate Fluctuations (Now published in Empirical Economics (1996), vol.21, no.1, pp.137-159.) |
|
Abstract
|
Danny Quah,
|
|
|
August 1995 |
|
|
| EM/1995/284 |
The Modelling and Seasonal Adjustment of Weekly Observations - (Now published in 'Journal of Business and Economic Statistics', 15 (1997), pp.354-368.) |
|
Abstract
|
Andrew C Harvey,
Siem Jan Koopman,
Marco Riani,
|
|
|
1995 Out of Print |
|
|
| EM/1995/282 |
Measuring Core Inflation (Now published in Economic Journal, vol. 105, No. 432 (September 1995), pp.1130-1144.) |
|
Abstract
|
Danny Quah,
Shaun P. Vahey,
|
|
|
1995 |
|
|
| EM/1995/281 |
Empirics for Economic Growth and Convergence (Now published in European Economic Review, vol.40, no.6 (1996), pp.1353-1375.) |
|
Abstract
|
Danny Quah,
|
|
|
1995 |
|
|
| EM/1994/275 |
Convergence Empirics Across Economies with (Some)Capital Mobility (Now published in Journal of Economic Growth, vol.1, No.1 ( March 1996),pp.95-124.) |
|
Abstract
|
Danny Quah,
|
|
|
1994 Out of Print |
|
|
| EM/1993/270 |
Exploiting Cross Section Variation for Unit Root Inference in Dynamic Data (Now published in Economics Letters 44 (1), 1994, pp.9-19.) |
|
Abstract
|
Danny Quah,
|
|
|
1993 |
|
|
| EM/1993/268 |
Estimation and Testing of Stochastic Variance Models |
|
Abstract
|
Andrew C Harvey,
N.G. Shephard,
|
|
|
1993 Out of Print |
|
|
| EM/1993/266 |
Seasonality in Dynamic Regression Models (Now published in Economic Journal 104 (1994), pp.1324-1345.) |
|
Abstract
|
Andrew C Harvey,
Andrew Scott,
|
|
|
1993 |
|
|
| EM/1993/265 |
Galton's Fallacy and Tests of the Convergence Hypothesis (Now published in Scandinavian Journal of Economics 95 (4), 1993, pp.427-443.) |
|
Abstract
|
Danny Quah,
|
|
|
1993 |
|
|
| EM/1993/262 |
The Multivariate Invariance Principle for Globally Nonstationary Processes, with an Application to I(2) Models |
|
Abstract
|
James Davidson,
|
|
|
1993 |
|
|
| EM/1992/251 |
Conditions for Strong and Uniform Mixing in Linear Processes |
|
Abstract
|
James Davidson,
|
|
|
1992 |
|
|
| EM/1992/245 |
Deletion Diagnostics and Transformations for Time Series |
|
Abstract
|
A.C. Atkinson,
N.G. Shephard,
|
|
|
1992 |
|
|
| EM/1992/244 |
Quasi-Maximum Likelihood Estimation of Stochastic Variance Models |
|
Abstract
|
Esther Ruiz,
|
|
|
1992 |
|
|
| EM/1992/243 |
The Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes: The Asymptotically Degenerate Case (Now published in Economic Theory 9 (1993), pp.402-412.) |
|
Abstract
|
James Davidson,
|
|
|
1992 |
|
|
| EM/1992/242 |
An L1-Convergence Theorem for Heterogeneous Mixingale Arrays with Trending Moments (Now published in Statistics & Probability Letters 16 (1993), pp.301-304.) |
|
Abstract
|
James Davidson,
|
|
|
1992 |
|
|
| EM/1992/241 |
Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.) |
|
Abstract
|
Siem Jan Koopman,
N.G. Shephard,
|
|
|
1992 Out of Print |
|
|
| EM/1991/230 |
Detrending, Stylized Facts and The Business Cycle (Now published in Journal of Applied Econometrics, vol.8 (1993), pp.231-247.) |
|
Abstract
|
Andrew C Harvey,
Albert Jaeger,
|
|
|
1991 |
|
|
| EM/1990/220 |
A Local Scale Model: An Unobserved Component Alternative to Integrated GARCH Processes (Now published in Journal of Econometrics, vol.60, (1994), pp.181-202.) |
|
|
N.G. Shephard,
|
|
|
1990 |
|
|
| EM/1990/216 |
Central Limit Theorems for Nonstationary Mixing Processes and Near-Epoch Dependent Functions (Now published in Economic Theory, vol.8, no.3 (1992).) |
|
|
James Davidson,
|
|
|
1990 |
|
|
| EM/1989/191 |
Cointegration in Recursive Systems: the Structure of Wage and Price Determination in the United Kingdom (Now published in Economic Journal RES/AUTE 1990 Conference Supplement, vol.101, March 1991, pp.239-251.) |
|
|
Stephen Hall,
James Davidson,
|
|
|
1989 Out of Print |
|
|
| EM/1988/178 |
Least-Squares Autoregression with Near-Unit Root |
|
|
Jan R. Magnus,
Thomas J. Rothenberg,
|
|
|
1988 Out of Print |
|
|
| EM/1988/169 |
The Exact Multiperiod Mean-Square Forecast Error for the First-Order Autoregressive Model with an Intercept (Now published in Journal of Econometrics, 42, (1989), pp.157-179.) |
|
|
Jan R. Magnus,
Bahram Pesaran,
|
|
|
1988 Out of Print |
|
|
| EM/1987/153 |
The Bias of Forecasts from a First-Order Autoregression (Now published in Econometric Theory, 7, (1991), pp.222-235.) |
|
|
Jan R. Magnus,
Bahram Pesaran,
|
|
|
1987 Out of Print |
|
|
| EM/1986/144 |
Cointegration in Linear Dynamic Systems (Now published in Journal of Time Series Analysis, 12,1 (1991), pp.41-62.) |
|
|
James Davidson,
|
|
|
1986 Out of Print |
|
|
| EM/1986/139 |
The Exact Multiperiod Mean-Square Forecast Error for the First-Order Autoregressive Model (Now published in Journal of Econometrics, 39, (1988), pp.327-346.) |
|
|
Jan R. Magnus,
Bahram Pesaran,
Asraul Hoque,
|
|
|
1986 Out of Print |
|
|
| EM/1986/136 |
The Exact Moments of a Ratio of Quadratic Forms in Normal Variables (Now published in Annales d'Economie et de Statistique, Vol.1 (1986).) |
|
|
Jan R. Magnus,
|
|
|
1986 Out of Print |
|
|
| EM/1986/130 |
A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures (Now published in Annales d'Economie et de Statistique, 10, (1988), pp.121-138.) |
|
|
Jan R. Magnus,
Alberto Holly,
|
|
|
1986 Out of Print |
|
|
| EM/1985/126 |
Some Properties of the Bordered Hessian Matrix (Now published in Advanced Lectures in Quantitative Economics (ed. F. van der Ploeg), (Academic Press, London, 1990), pp.583-604.) |
|
|
Jan R. Magnus,
|
|
|
1985 Out of Print |
|
|
| EM/1985/121 |
Some Evidence on the Robustness of Nonlinear FIQML |
|
|
James Davidson,
|
|
|
1985 Out of Print |
|
|
| EM/1985/111 |
Symmetry, 0-1 Matrices, and Jacobians: A Review (Now published in Econometric Theory, Vol.2 (1986).) |
|
|
Jan R. Magnus,
H. Neudecker,
|
|
|
1985 Out of Print |
|
|
| EM/1985/110 |
Interfuel substitution and separability in Dutch Manufacturing: A Multivariate Error Components Approach (Now published in Applied Economics, 19, (1987), pp.1639-1664.) |
|
|
Jan R. Magnus,
Alan D. Woodland,
|
|
|
1985 Out of Print |
|
|
| EM/1984/96 |
Money Disequilibrium: An Approach to Modelling Monetary Phenomena in the U.K. (Now published in The Operation and Regulation of Financial Markets, edited by Charles Goodhart, David Llewellyn and David Currie, (Macmillan, 1987).) |
|
|
James Davidson,
|
|
|
1984 Out of Print |
|
|
| EM/1984/93 |
A Generalization of the Univariate Logit Model and its Bivariate Extension |
|
|
Takamitsu Sawa,
|
|
|
1984 Out of Print |
|
|
| EM/1984/105 |
On Differentiating Eigenvalues and Eigenvectors (Now published in Econometric Theory, Vol.1 (1985).) |
|
|
Jan R. Magnus,
|
|
|
1984 Out of Print |
|
|
| EM/1983/83 |
Asymptotic Normality of the Maximum Likelihood Estimation in the Nonlinear Regression Model with Normal Errors (Now published in Econometric Theory, Vol.2 (1986) pp.374-412.) |
|
|
Jan R. Magnus,
Risto D.H. Heijmans,
|
|
|
1983 Out of Print |
|
|
| EM/1983/79 |
Error Correction Systems |
|
|
James Davidson,
|
|
|
1983 Out of Print |
|
|
| EM/1983/75 |
Consistent Maximum Likelihood Estimation of the Nonlinear Regression Model with Normal Errors (Now published in Journal of Econometrics, Vol.32 (1986).) |
|
|
Jan R. Magnus,
Risto D.H. Heijmans,
|
|
|
1983 Out of Print |
|
|
| EM/1983/74 |
On the Asymptotic Normality of the Maximum Likelihood Estimator with Dependent Observations (Now published in Statistica Neerlandia, Vol.40 (1986).) |
|
|
Jan R. Magnus,
Risto D.H. Heijmans,
|
|
|
1983 Out of Print |
|
|
| EM/1983/70 |
Econometric Modelling of the Sterling Effective Exchange Rate (Now published in Review of Economic Studies, LII (1985), pp.231 240.) |
|
|
James Davidson,
|
|
|
1983 Out of Print |
|
|
| EM/1983/68 |
On the Consistency of the Maximum Likelihood Estimator with Dependent Observations (Now published in the Journal of Econometrics, Vol.32 (1986).) |
|
|
Jan R. Magnus,
Risto D.H. Heijmans,
|
|
|
1983 Out of Print |
|
|
| EM/1983/66 |
Money Demand Stability in the U.K. and Error Correction Mechanism |
|
|
Manfred Keil,
|
|
|
1983 Out of Print |
|
|
| EM/1982/39 |
Computer Price Functions (Now published in Oxford Bulletin of Economics and Statistics, Vol.45, No.4, (1983), pp.339-356.) |
|
|
Anthony Horsley,
G.M.P. Swann,
|
|
|
1982 Out of Print |
|
|
| EM/1981/29 |
Alternative Estimates for Systems with Log-Linear Stochastic Equations and Linear Identities |
|
|
James Davidson,
|
|
|
1981 Out of Print |
|
|
| EM/1981/27 |
An Econometric Model of the Money Supply and Balance of Payments in the United Kingdom |
|
|
James Davidson,
Manfred Keil,
|
|
|
1981 Out of Print |
|
|
| EM/1979/01 |
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of Inflationary Expectations (Now published in Econometrica, Vol.50, July 1982, pp.987-1007.) |
|
|
Robert F. Engle,
|
|
|
1979 Out of Print |
|
