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Testing for unit roots in autoregressive moving average models
On the relation between GARCH and stable processes
Estimation and testing when explanatory variables are endogenous
A transformation that will circumvent the problem of autocorrelation in an error-component model
Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria
Analysis of survival data
A note on Bayesian inference in a regression model with elliptical errors
Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards F test truncation rule
A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches
Specification testing and quasi-maximum- likelihood estimation
Grouping bounds for inequality measures under alternative informational assumptions
A constrained maximum-likelihood approach to estimating switching regressions
On a pooled estimator and its finite-sample moments
Multi-step estimation and forecasting in dynamic models
Bounded-influence estimators for the SURE model
似不相关回归模型的有界影响估计量
This paper considers robust estimation of the seemingly unrelated regression equations (SURE) model. Following the infinitesimal approach to robustness, we characterize the class of optimal bounded-influence estimators and we propose two computationally simple estimators. We also present the results of a set of Monte Carlo experiments carried out to study the behavior of these estimators.
Empirical models of discrete games
离散博弈的实证模型
This paper develops econometric models for discrete games. Specifically, we model the payoffs of games where a researcher observes qualitative or censored information about agents' decisions and payoffs. These models extend single-person qualitative choice models introduced by McFadden (1974) and others to multiple-person choice problems. The equations describing players' equilibrium strategies depend on the game's structure and the equilibrium solution concept. We show that…
Estimation of a linear regression model with stationary ARMA(p, q) errors
Another look at the identification of current rational-expectations models
Unit-roots test for time-series data with a linear time trend
A note concerning specifications of interactive random-coefficient regression models
Pooling states in the multinomial logit model
多项 Logit 模型中的状态合并
The distinction of separate states in a multinomial logit model can be tested by a likelihood ratio test that is easy to apply.