ÂÜÀòÉç¹ÙÍø

: : : TOC : : journals

Relevant ARCategory:

---

May, 2007

Progress and challenges in econometrics
–Philip Hans Franses and Herman K. van Dijk [] []

Forecasting and Optimal Information Processing Rules

Forecasting—looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam
–Clive W.J. Granger [] []

Generalizing the standard product rule of probability theory and Bayes’s Theorem
–Arnold Zellner [] []

Weak Instruments

Testing with many weak instruments
–Donald W.K. Andrews and James H. Stock [] []

The zero-information-limit condition and spurious inference in weakly identified models
–Charles R. Nelson and Richard Startz [] []

Natural conjugate priors for the instrumental variables regression model applied to the Angrist–Krueger data
–Lennart Hoogerheide, Frank Kleibergen and Herman K. van Dijk [] []

Nonstationarity and Volatility

Unit root log periodogram regression
–Peter C.B. Phillips [] []

No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications
–Torben G. Andersen, Tim Bollerslev and Dobrislav Dobrev [] []

Measuring volatility with the realized range
–Martin Martens and Dick van Dijk [] []

Marketing and Econometrics

Product attributes and models of multiple discreteness
–Jaehwan Kim, Greg M. Allenby and Peter E. Rossi [] []

Seasonality and non-linear price effects in scanner-data-based market-response models
–Dennis Fok, Philip Hans Franses and Richard Paap [] []

Modern Econometric Methods with Empirical Analysis in Labour, Finance and International Economics

Smoothly mixing regressions
–John Geweke and Michael Keane [] []

Approximately normal tests for equal predictive accuracy in nested models
–Todd E. Clark and Kenneth D. West [] []

A pair-wise approach to testing for output and growth convergence
–M. Hashem Pesaran [] []

Economic Theory and Econometrics

Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory
–Mohammed Abdellaoui, Carolina Barrios and Peter P. Wakker [] []

---