| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Model of Return Volatility with Application to Estimating Relative Risk Aversion |
0 |
0 |
1 |
24 |
0 |
0 |
2 |
108 |
| A constrained maximum-likelihood approach to estimating switching regressions |
0 |
0 |
0 |
84 |
1 |
1 |
3 |
213 |
| A note on testing for switching regressions |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
52 |
| A numerical equivalence result for generalized method of moments |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
24 |
| Bias in Estimates of Discrimination and Default in Mortgage Lending: The Effects of Simultaneity and Self-Selection |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
381 |
| Bias in estimates of discrimination and default in mortgage lending: the effects of simultaneity and self-selection |
0 |
0 |
0 |
0 |
2 |
2 |
8 |
631 |
| Composite Forecasting: An Integrated Approach and Optimality Reconsidered |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
176 |
| Estimation of a Stratified Error-Components Model |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
204 |
| Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
113 |
| Forecasting in the presence of large shocks |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
47 |
| Iterated Feasible Generalized Least-Squares Estimation of Augmented Dynamic Panel Data Models |
0 |
0 |
1 |
67 |
0 |
0 |
2 |
230 |
| Learning and practicing econometrics: W.E. Griffiths, R.C. Hill and G.G. Judge, (Wiley, New York) 1993 |
0 |
2 |
19 |
2,120 |
2 |
9 |
48 |
4,271 |
| On calculating estimates of stratified error-components models |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
38 |
| On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances |
0 |
0 |
1 |
57 |
0 |
0 |
2 |
278 |
| On quasi maximum-likelihood estimation of dynamic panel data models |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
48 |
| On the robustness of two alternatives to least squares: A Monte Carlo study |
0 |
0 |
1 |
17 |
0 |
0 |
1 |
68 |
| Partially adaptive estimation of nonlinear models via a normal mixture |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
48 |
| Partially adaptive estimation via a normal mixture |
0 |
0 |
1 |
35 |
1 |
1 |
3 |
107 |
| Quantifying the Advantages of Forward Orthogonal Deviations for Long Time Series |
0 |
0 |
1 |
9 |
0 |
0 |
2 |
30 |
| Quasi maximum likelihood estimation of dynamic panel data models |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
9 |
| Self-Selection and Tests for Bias and Risk in Mortgage Lending: Can You Price the Mortgage If You Don't Know the Process? |
0 |
0 |
0 |
156 |
0 |
0 |
0 |
629 |
| Self-Selection and Tests for Bias and Risk in Mortgage Lending: Can You Price the Mortgage If You Don’t Know the Process? |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
| Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
29 |
| Specifying and Diagnostically Testing Econometric Models,: Houston H. Stokes, Quorum Books, Westport, Conn (2nd ed.), 1997, 445 pp., $79.50, ISBN 1-56720-069-9 |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
169 |
| The equivalence of two-step first difference and forward orthogonal deviations GMM |
1 |
2 |
6 |
46 |
1 |
2 |
17 |
134 |
| Total Journal Articles |
1 |
4 |
33 |
2,752 |
9 |
17 |
105 |
8,039 |
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