Current Index to Statistics
The Review of Economics and Statistics
Bayesian semi-nonparametric ARCH models
Estimating a system of recreation demand functions using a seemingly unrelated Poisson regression approach
Ozuna, Teofilo, Jr
Gomez, Irma Adriana
Design and analysis of contingent valuation surveys using the nested Tobit model
Howe, Charles W.
Bennett, Lynne L.
Does household consumption behave as a martingale? A test for rural South India
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.
Small sample bias and adjustment costs
Caballero, Ricardo J.
Inequality decomposition by income source: A note
Testing for serial correlation by variable addition in dynamic models estimated by instrumental variables
Godfrey, L. G.
A Monte Carlo investigation of the Box-Cox model and a nonlinear least squares alternative
Showalter, Mark H.
Pitfalls of rescaling regression models with Box-Cox transformations
Dagenais, Marcel G.
Testing the convergence hypothesis
Lichtenberg, Frank R.
Note on the decomposition of Gini inequality
Sastry, D. V. S.
Kelkar, Ujwala R.
A simple specification test for the predictive ability of transformation models
Wooldridge, Jeffrey M.
Estimation by simulation
Ruud, Paul A.
Alternative computational approaches to inference in the multinomial probit model
Statistical inference in the measurement of poverty
The solution and estimation of discrete choice dynamic programming models by simulation and interpolation: Monte Carlo evidence
Keane, Michael P.
Wolpin, Kenneth I.
Finite sample properties of likelihood ratio tests for cointegrating ranks when linear trends are present
Toda, Hiro Y.
Evaluation of multivariate normal probability integrals using a low variance simulator
Breslaw, Jon A.
Estimation of the duration model by nonparametric maximum likelihood, maximum penalized likelihood, and probability simulators
Sickles, Robin C.
Two dynamic discrete choice estimation problems and simulation method solutions
Transition models in a non-stationary environment
Imbens, G. W.
Some further results on the use of proxy variables in prediction
Testing for serial correlation in regression models with lagged dependent variables
Rayner, Robert K.
Kalman filter model with qualitative dependent variables
A stochastic model of superstardom: An application of the Yule distribution
Chung, Kee H.
Cox, Raymond A. K.