Volume 76.
(as bibtex)
26 references.
Articles

176181. Bayesian seminonparametric ARCH models
Koop, Gary

356360. Estimating a system of recreation demand functions using a seemingly unrelated Poisson regression approach
Ozuna, Teofilo, Jr,
Gomez, Irma Adriana

385389. Design and analysis of contingent valuation surveys using the nested Tobit model
Howe, Charles W.,
Lee, ByungJoo,
Bennett, Lynne L.

500504. Does household consumption behave as a martingale? A test for rural South India
Bhargava, Alok,
Ravallion, Martin

515519. A Monte Carlo comparison of time varying parameter and multiprocess mixture models in the presence of structural shifts and outliers
Gamble, James A.,
LeSage, James P.

5258. Small sample bias and adjustment costs
Caballero, Ricardo J.

545547. Inequality decomposition by income source: A note
Silber, Jacques

550559. Testing for serial correlation by variable addition in dynamic models estimated by instrumental variables
Godfrey, L. G.

560570. A Monte Carlo investigation of the BoxCox model and a nonlinear least squares alternative
Showalter, Mark H.

571575. Pitfalls of rescaling regression models with BoxCox transformations
Dagenais, Marcel G.,
Dufour, JeanMarie

576579. Testing the convergence hypothesis
Lichtenberg, Frank R.

584586. Note on the decomposition of Gini inequality
Sastry, D. V. S.,
Kelkar, Ujwala R.

5965. A simple specification test for the predictive ability of transformation models
Wooldridge, Jeffrey M.

591608. Estimation by simulation
McFadden, Daniel,
Ruud, Paul A.

609632. Alternative computational approaches to inference in the multinomial probit model
Geweke, John,
Keane, Michael,
Runkle, David

632639. Statistical inference in the measurement of poverty
Kakwani, Nanak

648672. The solution and estimation of discrete choice dynamic programming models by simulation and interpolation: Monte Carlo evidence
Keane, Michael P.,
Wolpin, Kenneth I.

6679. Finite sample properties of likelihood ratio tests for cointegrating ranks when linear trends are present
Toda, Hiro Y.

673682. Evaluation of multivariate normal probability integrals using a low variance simulator
Breslaw, Jon A.

683694. Estimation of the duration model by nonparametric maximum likelihood, maximum penalized likelihood, and probability simulators
Huh, Keun,
Sickles, Robin C.

695702. Two dynamic discrete choice estimation problems and simulation method solutions
Stern, Steven

703720. Transition models in a nonstationary environment
Imbens, G. W.

707711. Some further results on the use of proxy variables in prediction
Trenkler, Goetz,
Trenkler, Gotz,
Stahlecker, Peter,
Trenkler, Götz

716721. Testing for serial correlation in regression models with lagged dependent variables
Rayner, Robert K.

747752. Kalman filter model with qualitative dependent variables
Tanizaki, Hisashi

771775. A stochastic model of superstardom: An application of the Yule distribution
Chung, Kee H.,
Cox, Raymond A. K.