Journal Article |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |

A Generalised Approach to the Treatment of Autocorrelation |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
262 |

A Method for Working with Sign Restrictions in Structural Equation Modelling |
0 |
0 |
5 |
15 |
0 |
2 |
18 |
51 |

A Note on the Extraction of Components from Time Series |
1 |
1 |
3 |
25 |
2 |
2 |
4 |
124 |

A Short-Run Econometric Model of the Japanese Wool Textile Industry |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
144 |

A Simple Test for Heteroscedasticity and Random Coefficient Variation |
9 |
47 |
142 |
1,262 |
23 |
103 |
311 |
4,567 |

A Structural VAR Model of the Australian Economy |
0 |
0 |
0 |
1 |
1 |
4 |
26 |
940 |

A Survey of Some Recent Econometric Methods |
1 |
3 |
6 |
198 |
1 |
5 |
13 |
396 |

A comparison of two business cycle dating methods |
1 |
4 |
14 |
597 |
4 |
17 |
65 |
1,260 |

A further result on the sign of restricted least-squares estimates |
0 |
0 |
0 |
15 |
0 |
0 |
3 |
83 |

A multivariate latent factor decomposition of international bond yield spreads |
0 |
2 |
7 |
501 |
1 |
5 |
16 |
1,461 |

A note on the magnitude of risk premia |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
52 |

A simple framework for analysing bull and bear markets |
0 |
3 |
13 |
1,006 |
0 |
7 |
38 |
3,033 |

A suggested framework for classifying the modes of cycle research |
0 |
2 |
13 |
372 |
1 |
7 |
24 |
682 |

Alternative models for conditional stock volatility |
7 |
14 |
45 |
817 |
16 |
33 |
129 |
1,812 |

An Econometric Analysis of Some Models for Constructed Binary Time Series |
0 |
0 |
3 |
139 |
0 |
0 |
13 |
319 |

An Econometric Analysis of Some Models for Constructed Binary Time Series |
0 |
0 |
1 |
7 |
0 |
1 |
6 |
36 |

Assessing the Variability of Inflation |
1 |
1 |
1 |
27 |
1 |
1 |
4 |
123 |

Australian Stock Market Volatility: 1875-1987 |
0 |
0 |
0 |
0 |
3 |
6 |
11 |
394 |

Calibration and Econometric Research: An Overview: Introduction |
0 |
1 |
3 |
402 |
0 |
2 |
5 |
766 |

Comment on Poirier: Dogma or Doubt? |
0 |
0 |
1 |
16 |
0 |
0 |
1 |
196 |

Commentary on "An estimated DSGE model for the United Kingdom" |
0 |
1 |
2 |
73 |
0 |
1 |
5 |
198 |

Consistency tests for heteroskedastic and risk models |
0 |
0 |
1 |
22 |
3 |
4 |
6 |
155 |

Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model |
1 |
2 |
4 |
4 |
2 |
4 |
10 |
10 |

Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez |
0 |
0 |
0 |
11 |
0 |
1 |
3 |
91 |

Detecting Common Dynamics in Transitory Components |
0 |
0 |
0 |
46 |
0 |
0 |
2 |
132 |

Diagnostic Tests for Models Based on Individual Data: A Survey |
1 |
2 |
7 |
366 |
1 |
2 |
15 |
928 |

Dissecting the cycle: a methodological investigation |
13 |
43 |
197 |
2,310 |
34 |
109 |
480 |
4,325 |

Do Markov-switching models capture nonlinearities in the data? |
0 |
0 |
2 |
7 |
0 |
0 |
4 |
22 |

E.J. (Ted) Hannan |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
46 |

Econometric Issues in the Analysis of Regressions with Generated Regressors |
2 |
7 |
46 |
1,398 |
8 |
25 |
102 |
3,133 |

Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables |
0 |
0 |
3 |
11 |
1 |
3 |
9 |
43 |

Econometric analysis of structural systems with permanent and transitory shocks |
0 |
1 |
3 |
175 |
1 |
4 |
17 |
372 |

Econometric studies of macro and monetary relations: A.A. Powell and R.A. Williams (eds.), (North-Holland Publ. Co., Amsterdam, 1973) viii+358 pp. ($18.75) |
0 |
0 |
0 |
9 |
0 |
1 |
7 |
57 |

Efficient estimation of models with composite disturbance terms |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
69 |

Estimating The Density Tail Index For Financial Time Series |
0 |
1 |
1 |
233 |
0 |
2 |
7 |
503 |

Estimating predictions, prediction errors and their standard deviations using constructed variables |
0 |
0 |
0 |
50 |
0 |
0 |
2 |
132 |

Estimation and Solution of Models with Expectations and Structural Changes |
1 |
2 |
5 |
5 |
3 |
5 |
15 |
23 |

Evaluating Models: A Review of L.G. Godfrey Misspecification Tests in Econometrics Econometric Society Monographs No. 16 Cambridge University Press, 1988, pp. 252+xii, $49.50 |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
47 |

Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors |
0 |
0 |
0 |
31 |
0 |
1 |
2 |
92 |

Extending a SVAR Model of the Australian Economy |
0 |
0 |
2 |
179 |
0 |
1 |
8 |
428 |

Gregory C. Chow |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
44 |

Heteroscedasticity in Models with Lagged Dependent Variables |
0 |
1 |
4 |
87 |
0 |
2 |
12 |
399 |

How Reliable Are ORAN I Conclusions? |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
171 |

INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
66 |

Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change |
0 |
0 |
2 |
4 |
0 |
0 |
6 |
14 |

Learning About Models and Their Fit to Data |
0 |
0 |
0 |
86 |
0 |
1 |
2 |
262 |

Limited information estimation and evaluation of DSGE models |
0 |
1 |
4 |
209 |
1 |
6 |
18 |
475 |

Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling |
0 |
1 |
3 |
171 |
0 |
2 |
8 |
419 |

Methods for assessing the impact of financial effects on business cycles in macroeconometric models |
0 |
1 |
5 |
53 |
2 |
3 |
13 |
130 |

On the inconsistency of the MLE in certain heteroskedastic regression models |
0 |
0 |
1 |
32 |
0 |
0 |
2 |
191 |

On the role of simulation in the statistical evaluation of econometric models |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
89 |

Optimal Control of Econometric Models with Autocorrelated Disturbance Terms |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
96 |

Phillips curve inflation forecasts - comments |
0 |
0 |
2 |
37 |
0 |
0 |
6 |
83 |

Policy, Theory, and the Cycle |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
191 |

Post-Sample Prediction Tests for Generalized Method of Moments Estimators |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
155 |

Proffessor E. J. Hannnan |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
25 |

Rational and polynomial lags: The finite connection |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
46 |

Rejoinder to James Hamilton |
0 |
0 |
1 |
112 |
1 |
1 |
4 |
257 |

Resolving the liquidity effect |
0 |
1 |
5 |
24 |
0 |
2 |
10 |
66 |

Resolving the liquidity effect |
0 |
0 |
1 |
125 |
0 |
2 |
6 |
284 |

Seasonal integration and the evolving seasonals model |
0 |
0 |
0 |
57 |
0 |
0 |
1 |
164 |

Shocking Stories |
0 |
1 |
2 |
4 |
2 |
4 |
8 |
28 |

Shocking Stories |
0 |
0 |
0 |
102 |
0 |
1 |
2 |
588 |

Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
2 |
4 |
12 |
464 |
9 |
24 |
62 |
1,080 |

Some Simulation Studies of Nonparametric Estimators |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
86 |

Some consequences of viewing LIML as an iterated Aitken estimator |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
111 |

Some experiments in constructing a hybrid model for macroeconomic analysis |
0 |
0 |
0 |
40 |
0 |
0 |
3 |
168 |

Some identification and estimation results for regression models with stochastically varying coefficients |
0 |
1 |
2 |
176 |
2 |
3 |
10 |
398 |

Some methods for assessing the need for non-linear models in business cycle analysis |
0 |
0 |
1 |
83 |
0 |
2 |
5 |
198 |

Some uses of simulation in econometrics |
0 |
0 |
1 |
4 |
0 |
1 |
3 |
25 |

Specification Testing of Markov Switching Models |
0 |
0 |
0 |
129 |
0 |
0 |
2 |
274 |

Specification of the Disturbance for Efficient Estimation-An Extended Analysis |
0 |
0 |
1 |
7 |
0 |
0 |
2 |
71 |

Structural Models Of The Liquidity Effect |
0 |
2 |
5 |
192 |
0 |
4 |
13 |
468 |

Synchronization of cycles |
3 |
11 |
57 |
1,197 |
5 |
27 |
130 |
2,012 |

Testing for covariance stationarity in stock market data |
0 |
0 |
0 |
156 |
0 |
0 |
2 |
437 |

Testing for duration dependence in economic cycles |
0 |
0 |
2 |
100 |
0 |
0 |
4 |
339 |

The Econometric Analysis of Models with Risk Terms |
0 |
1 |
6 |
215 |
1 |
3 |
13 |
580 |

The Econometrics of the New Keynesian Policy Model: Introduction |
0 |
0 |
1 |
240 |
0 |
0 |
5 |
504 |

The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey |
0 |
0 |
1 |
31 |
0 |
0 |
3 |
125 |

The LIML and Related Estimators of an Equation with Moving Average Disturbances |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
69 |

The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics |
5 |
23 |
110 |
3,904 |
29 |
100 |
306 |
12,868 |

The Phillips curve in Australia |
0 |
4 |
8 |
233 |
5 |
30 |
46 |
893 |

The Short-run Demand for Transactions Balances in Australia |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
60 |

The econometrics of financial markets |
1 |
13 |
57 |
2,072 |
3 |
24 |
117 |
3,928 |

Three Econometric Methodologies: A Critical Appraisal |
0 |
0 |
0 |
0 |
3 |
9 |
29 |
686 |

Time Series Behaviour and Dynamic Specification |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
73 |

Towards an Understanding of Some Business Cycle Characteristics |
0 |
0 |
1 |
94 |
0 |
0 |
3 |
391 |

Two Stage and Related Estimators and Their Applications |
0 |
0 |
0 |
190 |
0 |
0 |
3 |
448 |

WHO'S AFRAID OF INFLATION? |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
20 |

Weak instruments (in Russian) |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
79 |

What Will Take the Con out of Econometrics? |
0 |
0 |
0 |
174 |
2 |
4 |
15 |
478 |

What is a good macroeconomic model for a central bank to use? panel discussion |
0 |
0 |
0 |
102 |
0 |
1 |
2 |
247 |

Total Journal Articles |
49 |
202 |
825 |
21,492 |
171 |
619 |
2,286 |
58,866 |