Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

Économétrie des modèles à changement de régimes : un essai de synthèse. (2007). Uctum, Remzi.
In: L'Actualité Economique.
RePEc:ris:actuec:v:83:y:2007:i:4:p:447-482.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 116

References cited by this document

Cocites: 36

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Mesure des changements de consommation suite à une segmentation de l’offre : l’exemple de la tomate fraîche. (2009). Monier-Dilhan, Sylvette ; Hassan, Daniel.
    In: Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement.
    RePEc:rae:jourae:v:90:y:2009:i:3:p:309-326.

    Full description at Econpapers || Download paper

  2. Mesure des changements de consommation suite à une segmentation de l’offre : l’exemple de la tomate fraîche. (2009). Hassan, Daniel ; Monier-Dilhan, Sylvette.
    In: Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud).
    RePEc:ags:frraes:188421.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Amemiya, T. (1983), Non-Linear Regression Models, in Griliches Z. and M.D. Intriligator (éds), Handbook of Econometrics, vol. 1, North Holland Publishing Company, chap 6: 333-389.

  2. Andreano, M. S. et G. Savio (2002), Further Evidence on Business Cycle Asymmetries in G7 Countries, Applied Economics, 34: 895-904.

  3. Andrews, D. W. K. (1993), Tests for Parameter Instability and Structural Change with Unknown Change Point, Econometrica, 61(4): 821-856.

  4. Andrews, D. W. K. et W. Ploberger (1994), Optimal Tests when a Nuisance Parameter Is Present only under the Alternative, Econometrica, 62: 13831414.

  5. Ang, A. et G. Bekaert (2002), Regime Switches in Interest Rates, Journal of Business and Economic Statistics, 20(2); 163-182.

  6. Artus, P., S. Avouyi-Dovi et J. P. Laffargue (1993), A Disequilibrium Econometric Model of the French Economy with Two Sectors and Endogenous Prices and Investment, Economic Modelling, 10(1).

  7. Astatkie,T., D. G.Watts etW. E.Watt (1997), NestedThresholdAutoregressive (NeTAR) Models, International Journal of Forecasting, 13: 105-116.
    Paper not yet in RePEc: Add citation now
  8. Bénassy, J. P. (1984), Macroéconomie et théorie du déséquilibre, Dunod.
    Paper not yet in RePEc: Add citation now

  9. Bai, J.(1997), Estimating Multiple Breaks One at a Time, Econometric Theory, 13: 315-352.

  10. Bai, J.et P. Perron (1998), Estimating and Testing Linear Models with Multiple Structural Changes, Econometrica, 66(1): 47-78.

  11. Balke, N. S. et M. E. Wohar (1998), Nonlinear Dynamics and Covered Interest Rate Parity, Empirical Economics, 23(4): 535-559.

  12. Banerjee, A., R. L. Lumsdaine et J. H. Stock (1992), Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence, Journal of Business & Economic Statistics , 10(3): 271-287.

  13. Barro, R. J. et H. I. Grossman (1971), A General Disequilibrium Model of Income and Employment, American Economic Review, 61(1): 82-93.

  14. Baum, C. F., J. T. Barkoulas et M. Caglayan (2001), Nonlinear Adjustment to Purchasing Power Parity in the Post-Bretton Woods Era, Journal of Inter national Money and Finance, 20(3): 379-399.

  15. Bodman, P. M. (1998), Asymmetry and Duration Dependence in Australian GDP and Unemployment, Economic Record, 74(227): 399-411.

  16. Book 83(4) DEC 07.indb 475 10/21/08 11:55:43 aM l’actualité économique Ben Salem, M. et C. Perraudin (2001), Tests de linéarité, spécification et estimation de modèles à seuil: une analyse comparée des méthodes de Tsay et de Hansen, Économie et Prévision, 148(2): 157-176.

  17. Book 83(4) DEC 07.indb 476 10/21/08 11:55:44 aM Économétrie des modèles à changement de régimes: un essai… Engel, C. et C. J. Kim (1999), The Long-Run U.S./U.K. Real Exchange Rate, Journal of Money, Credit and Banking, 31(3): 335-356.
    Paper not yet in RePEc: Add citation now
  18. Book 83(4) DEC 07.indb 477 10/21/08 11:55:45 aM l’actualité économique Granger, C. W. J. et T. Teräsvirta (1997), Modelling Nonlinear Economic Relationships, Oxford University Press, Oxford.
    Paper not yet in RePEc: Add citation now
  19. Book 83(4) DEC 07.indb 478 10/21/08 11:55:45 aM Économétrie des modèles à changement de régimes: un essai… Kräger, H. et P. Kugler (1993), Nonlinearities in Foreign Exchange Markets: A Different Perspective, Journal of International Money and Finance, 12: 195-208.
    Paper not yet in RePEc: Add citation now

  20. Book 83(4) DEC 07.indb 479 10/21/08 11:55:46 aM l’actualité économique Michael, P., D. A. Peel et M. P. Taylor (1997), Ajustement non-linéaire vers le taux de change d’équilibre de long terme: le modèle monétaire revisité, Revue Économique, 48(3): 653-659.

  21. Book 83(4) DEC 07.indb 480 10/21/08 11:55:46 aM Économétrie des modèles à changement de régimes: un essai… Quandt, R. E. et J. B. Ramsey (1978), Estimating Mixtures of Normal Distribu tions and Switching Regressions, Journal of American Statistical Association, 73(364): 730-738.
    Paper not yet in RePEc: Add citation now
  22. Book 83(4) DEC 07.indb 481 10/21/08 11:55:47 aM l’actualité économique Tsay, R. S. (1989), Testing and Modeling ThresholdAutoregressive Processes, Journal of the American Statistical Association, 84: 231-240.
    Paper not yet in RePEc: Add citation now

  23. Chan, K. S. et H. Tong (1986), On Estimating Thresholds in Autoregressive Models, Journal of Time Series Analysis, 7: 179-190.

  24. Chen, S. L. et J. L. Wu (2000), A Re-Examination of Purchasing Power Parity in Japan and Taiwan, Journal of Macroeconomics, 22(2): 271-284.

  25. Chen, S. W. et J. L. Lin (2000), Identifying Turning Points and Business Cycles in Taiwan: A Multivariate Dynamic Markov-Switching Factor Model Approach, Academia Economic Papers, 28(3): 289-320.
    Paper not yet in RePEc: Add citation now

  26. Clements, M. P. et H. M. Krolzig (1998), A Comparison of the Forecast Performance of Markov-Switching and Threshold Autoregressive Models of US GNP, The Econometrics Journal, 1(1): C47-C75.

  27. Clements, M. P. et J. Smith (1999), A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models, Journal of Applied Econometrics, 14(2): 123-141.

  28. Davies, R. B. (1977), Hypothesis Testing when a Nuisance Parameter Is Present only Under the Alternative, Biometrika, 64: 247-254.
    Paper not yet in RePEc: Add citation now
  29. Dempster, A. P., N. M. Laird et D. B. Rubin (1977), Maximum Likelihood Estimation from Incomplete Data via the EM Algorithm, Journal of the Royal Statistical Society, Series B, 39: 1-38.
    Paper not yet in RePEc: Add citation now

  30. Dewachter, H. (2001), Can Markov Switching Models Replicate Chartist Profits in the Foreign Exchange Market?, Journal of International Money and Finance, 20(1): 25-41.

  31. Diebold, F. X., J. H. Lee et G. C. Weinbach (1994), Regime Switching with Time-Varying Transition Probabilities, in C. W. J. Granger et G. E. Mizon (éds), Nonstationary Time Series Analysis and Cointegration: Advanced Texts in Econometrics, C.P. Hargreaves, Oxford University Press, p. 283-302.
    Paper not yet in RePEc: Add citation now

  32. Dufrénot, G., V. Mignon et A. Péguin-Feissolle (2004), Business Cycles Asymmetry and Monetary Policy: A Further Investigation Using MRSTAR Models, Economic Modelling, 21(1): 37-71.

  33. Dumas, B. (1992), Dynamic Equilibrium and the Real Exchange Rate in Spatially Separated World, Review of Financial Studies, 5: 153-180.

  34. Engel, C. (1994), Can the Markov Switching Model Forecast Exchange Rates?, Journal of International Economics, 36(1-2): 151-165.

  35. Engel, C. et C. S. Hakkio (1996), The Distribution of Exchange Rates in the EMS, International Journal of Finance and Economics, 1(1), janvier, 55-67.

  36. Engel, C. et J. D. Hamilton (1990), Long Swings in the Dollar: Are They in the Data and Do Markets Know It?, American Economic Review, 80(4): 689713.

  37. Evans, M. et P. Wachtel (1993), Inflation Regimes and the Sources of Inflation Uncertainty, Journal of Money, Credit, and Banking, 25(3): 475-511.

  38. Everitt, B. S. et D. J. Hand (1981), Finite Mixture Distributions, Chapman and Hall, London New-York.
    Paper not yet in RePEc: Add citation now

  39. Fair, R. C. et D. M. Jaffee (1972), Methods of Estimation for Markets in Disequilibrium, Econometrica, 40(3): 497-514.

  40. Filardo, A. J. et S. F. Gordon (1998), Business Cycle Durations, Journal of Econometrics, 85(1): 99-123.

  41. Filardo, A. J.(1994), Business Cycle Phases and their Transitional Dynamics, Journal of Business and Economic Statistics, 12(3): 299-308.

  42. Flood, R. P. et P. M. Garber (1983), A Model of Stochastic Process Switching, Econometrica, 51(3): 537-551.

  43. Frankel, J. A. et K. A. Froot (1986), Understanding the US Dollar in the Eighties: The Expectations of Chartists and Fundamentalists, Economic Record, 62(special issue): 24-38.

  44. Franses, P. H. et D. van Dijk (1999), Nonlinear Time Series Models in Empirical Finance, Cambridge; New York and Melbourne: Cambridge University Press.

  45. Franses, P. H. et R. Paap (1999), Does Seasonality Influence the Dating of Business Cycle Turning Points?, Journal of Macroeconomics, 21(1): 79-92.

  46. Froot, K. A. et M. Obstfeld (1991a), Stochastic Process Switching: Some Simple Solutions, Econometrica, 59(1): 241-250.

  47. Froot, K.A.et M. Obstfeld (1991b), Exchange-rate Dynamics Under Stochastic Regime Shifts, Journal of International Economics, 31: 203-229.

  48. Ginsburgh, V., A. Tishler et I. Zang (1979), Alternative Estimation Methods for Two-Regime Models: A Mathematical Programming Approach, European Economic Review, 13: 207-228.
    Paper not yet in RePEc: Add citation now

  49. Goldfeld, S. M et R. E. Quandt (1992), Estimation in Multimarket Disequili brium Models, in The Collected Essays of Richard E. Quandt, volume 2: 8288, Economists of the Twentieth Century Series, Aldershot, U.K.; Elgar, U.S.; Ashgate, Brookfield.

  50. Goldfeld, S. M. et R. E. Quandt (1972), Nonlinear Methods in Econometrics, North-Holland Publishing Company, Amsterdam-London.
    Paper not yet in RePEc: Add citation now

  51. Goldfeld, S. M. et R. E. Quandt (1973a), A Markov Model for Switching Regressions, Journal of Econometrics, 1: 3-16.

  52. Goldfeld, S. M. et R. E. Quandt (1973b), The Estimation of Structural Shifts by Switching Regressions, Annals of Economic and Social Measurement, 2/4: 475-485.

  53. Goodwin, T. H. (1993), Business-Cycle Analysis with a Markov-Switching Model, Journal of Business and Economic Statistics, 11(3): 331-339.

  54. Guha, D. et A. Banerji (1998), Testing for Regional Cycles: A Markov-switching Approach, Journal of Economic and Social Measurement, 25(3-4): 163-182.
    Paper not yet in RePEc: Add citation now

  55. Hamermesh, D. S . (1970), Wage Bargains, Threshold Effects, and the Phillips Curve, Quarterly Journal of Economics, 84(3): 501-517.

  56. Hamilton, J. D. (1988), Rational-Expectations EconometricAnalysis of Changes in Regime: An Investigation of the Term Structure of Interest Rates, Journal of Economic Dynamics and Control, 12(2/3): 385-423.

  57. Hamilton, J. D. (1989), A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle, Econometrica, 57(2): 357-384.

  58. Hamilton, J. D. (1990), Analysis of Time Series Subject to Changes in Regime, Journal of Econometrics, 45(1-2): 39-70.

  59. Hamilton, J. D. (1993), Estimation, Inference and Forecasting of Time Series Subject to Changes in Regime, in G. S. Maddala, C. R. Rao et H. D. Vinod (éds), Handbook of Statistics, vol.11, ch. 9, Elsevier Science Publisher B.V., p.231-260.
    Paper not yet in RePEc: Add citation now
  60. Hamilton, J. D. (1994), Time Series Analysis, Princeton University Press, Princeton, New Jersey.
    Paper not yet in RePEc: Add citation now

  61. Hansen, B. E. (1997), Inference in TAR Models, Studies in Nonlinear Dynamics and Econometrics, 2(1): 1-14.

  62. Jansen, E. S. et T. Teräsvirta (1996), Testing Parameter Constancy and Super Exogeneity in Econometric Equations, Oxford Bulletin of Economics and Statistics, 58(4): 735-763.

  63. Jensen, E. R. (1990), An Econometric Analysis of the Old-Age Security Motive for Childbearing, International Economic Review, 31(4): 953-968.

  64. Kakes,J.(2000),MonetaryPolicyandBusinessCycleAsymmetryinGermany, Kredit und Kapital, 33(2): 182-197.
    Paper not yet in RePEc: Add citation now
  65. Kim, C. H. (1993), Balassa-Samuelson Theory and Predictability of the US-UK Real Exchange Rate, International Economic Journal, 14(3): 101-121.
    Paper not yet in RePEc: Add citation now
  66. Kim, M. J. (1996), Duration Dependence in Korean Business Cycles: Evidence and its Implication Based on Gibbs Sampling Approach to Regime-Switching Model, Seoul Journal of Economics, 9(2): 123-144.
    Paper not yet in RePEc: Add citation now

  67. King, M. A. et J. I. Leape (1998), Wealth and Portfolio Composition: Theory and Evidence, Journal of Public Economics, 69: 155-193.

  68. Kohler, H. P. (2000), Social Interactions and Fluctuations in Birth Rates, Population Studies, 54(2): 223-237.
    Paper not yet in RePEc: Add citation now

  69. Krugman, P. R. (1991), Target Zones and Exchange Rate Dynamics, Quarterly Journal of Economics, 106: 669-682.

  70. Laffont, J. J. et R. Garcia (1977), Disequilibrium Econometrics for Business Loans, Econometrica, 45(5): 1187-1204.

  71. Laroque, G. et B. Salanié (1995), Macroeconometric Disequilibrium Models, Handbook of Applied Econometrics, 1: 391-414, Oxford and Malden, Mass.: Blackwell.
    Paper not yet in RePEc: Add citation now

  72. Layton, A. P. (1998), A Further Test of the Influence of Leading Indicators on the Probability of the US Business Cycle Phase Shifts, International Journal of Forecasting, 14(1): 63-70.

  73. Lundbergh, S., T. Teräsvirta et D. van Dijk (2003), Time-Varying Smooth Transition Autoregressive Models, Journal of Business and Economic Statistics, 21(1): 104-121.

  74. Luukkonen, R. et T. Teräsvirta (1991), Testing Linearity of Economic Time Series against Cyclical Asymmetry, Annales d’Économie et de Statistiques, 20-21: 125-142.
    Paper not yet in RePEc: Add citation now
  75. Luukkonen, R., P. Saikkonen et T. Teräsvirta (1988), Testing Linearity against Smooth Transition Autoregressive Models, Biometrika, 75: 491-499.
    Paper not yet in RePEc: Add citation now
  76. Maddala, G. S. (1991), Disequilibrium Modeling, Switching Regressions, and their Relationship to Structural Change, in P. Hackl et A. H. Westlund (éds), Economic Structural Change: Analysis and Forecasting, Springer, New York, Berlin, London et Tokyo, p. 159-168.
    Paper not yet in RePEc: Add citation now
  77. Maddala, G. S. et I. M. Kim (2000), Unit Roots, Cointegration and Structural Change, Cambridge University Press.
    Paper not yet in RePEc: Add citation now

  78. Maddala, G.S. (1986b), Limited-Dependent and Qualitative Variables in Econometrics, Econometric Society Monographs Series, no 3, Cambridge University Press, Cambridge, New York et Sydney.

  79. Maddala,G.S.(1986a),Disequilibrium,Self-Selection,andSwitchingModels, in Z. Griliches et M. D. Intriligator (éds), Handbook of Econometrics, vol. 3, ch. 28, Elsevier Science Publishers BV, p. 1633-1688.

  80. Mankiw, N., J. A. Miron et D. N. Weil (1987), The Adjustment of Expectations to a Change in Regime: A Study of the Founding of the Federal Reserve, NBER Working Paper, no 2124.

  81. Mankiw,N.G.,J.A.Miron etD.N.Weil (1987),TheAdjustmentofExpectations to a Change in Regime: A Study of the Founding of the Federal Reserve, American Economic Association, 77(3): 358-374.
    Paper not yet in RePEc: Add citation now

  82. McQueen, G. et S. Thorley (1993), Asymmetric Business Cycle Turning Points, Journal of Monetary Economics, 31(3): 341-361.

  83. Michael, P.,A. R. Nobay et D.A. Peel (1997), Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation, Journal of Political Economy, 105(4): 862-879.

  84. Neftçi, S. N. (1984), Are Economic Time Series Asymmetric over the Business Cycle?, Journal of Political Economy, 92(2): 307-328.
    Paper not yet in RePEc: Add citation now
  85. Neftçi, S. N. (1993), Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle?, Journal of Business and Economic Statistics, 11(2): 215-224.
    Paper not yet in RePEc: Add citation now

  86. Osielwalski,J.etA.Welfe (1998),ThePrice-WageMechanism:AnEndogenous Switching Model, European Economic Review, 42: 365-374.

  87. Peel, D. A. et A. E. H. Speight (1996), Is the US Business Cycle Asymmetric? Some Further Evidence Applied Economics, 28: 405-415.
    Paper not yet in RePEc: Add citation now

  88. Peel, D. A. et A. E. H. Speight (1998), Threshold Nonlinearities in Output: Some International Evidence, Applied Economics, 30(3): 323-333.

  89. Peel, D.A. et A.E.H. Speight (1998), The Nonlinear Time Series Properties of Unemployment Rates: Some Further Evidence, Applied Economics, 30(2): 287-294.

  90. Peel,D.A.etA.E.H.Speight (2000),ThresholdNonlinearitiesinUnemployment Rates: Further Evidence for the UK and G3 Economies, Applied Economics, 32(6): 705-715.

  91. Perron, P. (1989), The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis, Econometrica, 57(6): 1361-1401.

  92. Phillips, K. L. (1991), A Two-Country Model of Stochastic Output with Changes in Regime, Journal of International Economics, 31(1-2): 121-142.

  93. Pole, A. M. et A. F. M. Smith (1985), A Bayesian Analysis of Some Threshold Switching Models, Journal of Econometrics, 29: 97-119.

  94. Prat, G. et R. Uctum (2007), Switching between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data, à paraître dans Review of International Economics, 15(4): 700-714.

  95. Qin, D. et M. Lu (1998), Dynamic Structure of Disequilibrium Models, Economics of Planning, 31(1): 15-27.

  96. Quandt, R. E. (1972), A New Approach to Estimating Switching Regressions, Journal of the American Statistical Association, 67(338): 306-310.
    Paper not yet in RePEc: Add citation now

  97. Quandt, R. E. (1983), Computational Problems and Methods, in Z. Griliches et M. D. Intriligator (éds), Handbook of Econometrics, I, Elsevier Science, Amsterdam, p. 699-746.

  98. Quandt, R. E. (1988), The Econometrics of Disequilibrium, Basil Blackwell, New York and Oxford.
    Paper not yet in RePEc: Add citation now

  99. Ramsey, J. B. et P. Rothman (1996), Time Irreversibility and Business Cycle Asymmetry, Journal of Money, Credit, and Banking, 28(1): 1-21.

  100. Rothman, P. (1991), Further Evidence on the Asymmetric Behavior of Unemployment Rates over the Business Cycle, Journal of Macroeconomics, 13(2): 291-298.

  101. Sarantis, N. (1999), Modeling Non-linearities in Real Effective Exchange Rates, Journal of International Money and Finance, 18(1): 27-45.

  102. Sercu, P., R. Uppal et C. van Hulle (1995), The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity, Journal of Finance, 50(4): 1309-1319.

  103. Sichel, D. E.(1993), Business Cycle Asymmetry: A Deeper Look, Economic Inquiry, 31(2): 224-236.

  104. Taylor, M. P., D.A. Peel et L. Sarno (2001), Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles, International Economic Review, 42(4): 1015-1042.

  105. Teräsvirta, T. (1998), Modeling Economic Relationships with Smooth Transition Regressions, in A. Ullah et D. L. A. Giles (éds.), Handbook of Applied Economic Statistics, vol. 155, Basel, Dekker, Hong Kong et NewYork, p. 507-552.
    Paper not yet in RePEc: Add citation now

  106. Teräsvirta, T. et H. M. Anderson (1992), Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models, Journal of Applied Econometrics, 7: S119-S136.

  107. Teräsvirta, T., D. Tjostheim et C. W. J. Granger (1994), Aspects of Modelling Nonlinear Time Series, in Z. Griliches et M. D. Intriligator (éds), Handbook of Econometrics, volume 4, Elsevier, North-Holland, Amsterdam; London et New York, p. 2917-2957.
    Paper not yet in RePEc: Add citation now
  108. Titterington, D. M., A. F. Smith et U. E. Makov (1987), Statistical Analysis of Finite Mixture Distributions, John Wiley & Sons.
    Paper not yet in RePEc: Add citation now
  109. Tong, H. (1983), Threshold Models in Nonlinear Time Series Analysis, Lecture Notes in Statistics, 21, Springer-Verlag, New York.
    Paper not yet in RePEc: Add citation now
  110. Tong, H. (1990), Nonlinear Time Series: A Dynamical Systems Approach, Oxford University Press, Oxford.
    Paper not yet in RePEc: Add citation now
  111. Tong, H. et K. S. Lim (1980), Threshold Autoregressions, Limit Cycles, and Data, Journal of the Royal Statistical Society, B 42: 245-292.
    Paper not yet in RePEc: Add citation now
  112. Tong,H.(1978),OnaThresholdModel,inC.H.Chen (éd),PatternRecognition and Signal Processing, Sijthoff and Noordhoff, Amsterdam, p. 101-141.
    Paper not yet in RePEc: Add citation now

  113. Uctum, R. (1995), Théorie et économétrie du déséquilibre en économie ouverte, Economica, Paris.

  114. Vigfusson, R. (1997), Switching between Chartists and Fundamentalists: A Markov Regime-Switching Approach, International Journal of Finance and Economics, 2(4): 291-305.

  115. Willis, R. J. et S. Rosen (1979), Education and Self-Selection, Journal of Political Economy, Part 2, 87(5): S7-S36.

  116. Zivot, E. et W. K.Andrews(1992), Further Evidence on the Great Crash, the OilPrice Shock, and the Unit-Root Hypothesis, Journal of Business & Economic Statistics, 10(3): 25-44.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Exchange Rates and Political Uncertainty: The Brexit Case. (2020). Trigilia, G ; Moramarco, G ; Manasse, P.
    In: Working Papers.
    RePEc:bol:bodewp:wp1141.

    Full description at Econpapers || Download paper

  2. Effects of smoking on agricultural productivity. (2020). Fakir, Adnan ; Abedin, Naveen ; Haque, Samiul.
    In: 2020 Conference (64th), February 12-14, 2020, Perth, Western Australia.
    RePEc:ags:aare20:305257.

    Full description at Econpapers || Download paper

  3. Modeling shellfish harvest policies for food safety: Wild oyster harvest restrictions to prevent foodborne Vibrio vulnificus. (2019). Solis, Daniel ; Hwang, Joonghyun ; Alvarez, Sergio.
    In: Food Policy.
    RePEc:eee:jfpoli:v:83:y:2019:i:c:p:219-230.

    Full description at Econpapers || Download paper

  4. Identification and Method of Moments Estimation in Polynomial Measurement Error Models. (2017). Biorn, Erik.
    In: Memorandum.
    RePEc:hhs:osloec:2017_001.

    Full description at Econpapers || Download paper

  5. An Economic Analysis of Shellfish Harvests Regulations for Food Safety. (2017). Solis, Daniel ; Alvarez, Sergio ; Hwang, Joonghyun.
    In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama.
    RePEc:ags:saea17:252721.

    Full description at Econpapers || Download paper

  6. Multivariate nonlinear least squares: robustness and efficiency of standard versus Beauchamp and Cornell methodologies. (2014). Guseo, Renato ; Mortarino, Cinzia.
    In: Computational Statistics.
    RePEc:spr:compst:v:29:y:2014:i:6:p:1609-1636.

    Full description at Econpapers || Download paper

  7. Determinants of Awareness of Credit Procurement Procedures and Farmers Income in Minna Metropolis, Nigeria. (2014). Onu, J O ; Tanko, L ; Nmadu, J N.
    In: Nigerian Journal of Agricultural Economics.
    RePEc:ags:naaenj:267890.

    Full description at Econpapers || Download paper

  8. Econometric notes. (2012). Calzolari, Giorgio.
    In: MPRA Paper.
    RePEc:pra:mprapa:71440.

    Full description at Econpapers || Download paper

  9. Econometric notes. (2012). Calzolari, Giorgio.
    In: MPRA Paper.
    RePEc:pra:mprapa:36765.

    Full description at Econpapers || Download paper

  10. A Simple Nonparametric Estimator for the Distribution of Random Coefficients. (2009). Ryan, Stephen ; Kim, Kyoo il ; Fox, Jeremy ; Bajari, Patrick.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15210.

    Full description at Econpapers || Download paper

  11. Tree-structured smooth transition regression models. (2008). Medeiros, Marcelo ; Veiga, Alvaro ; da Rosa, Joel Correa.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:52:y:2008:i:5:p:2469-2488.

    Full description at Econpapers || Download paper

  12. Économétrie des modèles à changement de régimes : un essai de synthèse. (2007). Uctum, Remzi.
    In: L'Actualité Economique.
    RePEc:ris:actuec:v:83:y:2007:i:4:p:447-482.

    Full description at Econpapers || Download paper

  13. Marktstruktur und Preisbildung auf dem ukrainischen Markt für Rohmilch. (2007). Perekhozhuk, Oleksandr.
    In: MPRA Paper.
    RePEc:pra:mprapa:21958.

    Full description at Econpapers || Download paper

  14. Protection and unemployment. (2006). Bradford, Scott.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:69:y:2006:i:2:p:257-271.

    Full description at Econpapers || Download paper

  15. (Non) Linear Regression Modeling. (2004). Cizek, Pavel ; Iek, Pavel.
    In: Papers.
    RePEc:zbw:caseps:200411.

    Full description at Econpapers || Download paper

  16. Asymptotics of Least Trimmed Squares Regression. (2004). Cizek, P.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:dab5d551-aca6-40bf-b92e-c0e1c9d66160.

    Full description at Econpapers || Download paper

  17. Asymptotics of Least Trimmed Squares Regression. (2004). Cizek, Pavel.
    In: Discussion Paper.
    RePEc:tiu:tiucen:dab5d551-aca6-40bf-b92e-c0e1c9d66160.

    Full description at Econpapers || Download paper

  18. Three-structured smooth transition regression models based on CART algorithm. (2003). Medeiros, Marcelo ; Veiga, Alvaro ; da Rosa, Joel Correa.
    In: Textos para discussão.
    RePEc:rio:texdis:469.

    Full description at Econpapers || Download paper

  19. Protection and jobs: explaining the structure of trade barriers across industries. (2003). Bradford, Scott.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:61:y:2003:i:1:p:19-39.

    Full description at Econpapers || Download paper

  20. The Determinants of Football Match Attendance Revisited. (2002). .
    In: Journal of Sports Economics.
    RePEc:sae:jospec:v:3:y:2002:i:1:p:18-38.

    Full description at Econpapers || Download paper

  21. Combining Estimates of Tectonic Plate Rotations:, : An Extension of Welchs Method to Spherical Regression. (1998). Kirkwood, Bessie H. ; Chang, Ted .
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:65:y:1998:i:1:p:71-108.

    Full description at Econpapers || Download paper

  22. Computationally efficient solution and maximum likelihood estimation of nonlinear rational expectation models. (1996). Fuhrer, Jeffrey ; Bleakley, Hoyt.
    In: Working Papers.
    RePEc:fip:fedbwp:96-2.

    Full description at Econpapers || Download paper

  23. Estimating the Cox, ingersoll and Ross model of the term structure: a multivariate approach. (1995). Berardi, Andrea.
    In: Ricerche Economiche.
    RePEc:eee:riceco:v:49:y:1995:i:1:p:51-74.

    Full description at Econpapers || Download paper

  24. An agricultural policy and trade model for Morocco. (1994). Jaouad, Mohamed.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:1994010108000011483.

    Full description at Econpapers || Download paper

  25. Estimation of net savings from energy-conservation programs. (1994). Train, Kenneth.
    In: Energy.
    RePEc:eee:energy:v:19:y:1994:i:4:p:423-441.

    Full description at Econpapers || Download paper

  26. An empirical general equilibrium model for the spatial interactions of supply, demand and choice. (1989). Bikker, Jacob ; Vos, A F.
    In: Serie Research Memoranda.
    RePEc:vua:wpaper:1989-24.

    Full description at Econpapers || Download paper

  27. Mode predictors in nonlinear systems with identities. (1988). Calzolari, Giorgio ; Panattoni, Lorenzo .
    In: MPRA Paper.
    RePEc:pra:mprapa:28845.

    Full description at Econpapers || Download paper

  28. Coherent Forecast with Nonlinear Econometric Models. (1988). Calzolari, Giorgio ; Panattoni, Lorenzo .
    In: MPRA Paper.
    RePEc:pra:mprapa:28802.

    Full description at Econpapers || Download paper

  29. A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions. (1988). Calzolari, Giorgio ; Bianchi, Carlo ; Brillet, Jean-Louis .
    In: MPRA Paper.
    RePEc:pra:mprapa:23869.

    Full description at Econpapers || Download paper

  30. Forecast variance in simultaneous equation models: analytic and Monte Carlo methods. (1987). Calzolari, Giorgio ; Bianchi, Carlo ; Panattoni, Lorenzo ; Brillet, Jean-Louis .
    In: MPRA Paper.
    RePEc:pra:mprapa:24541.

    Full description at Econpapers || Download paper

  31. La varianza delle previsioni nei modelli econometrici. (1987). Calzolari, Giorgio.
    In: MPRA Paper.
    RePEc:pra:mprapa:23866.

    Full description at Econpapers || Download paper

  32. Forecasts and constraints on policy actions: the reliability of alternative instruments. (1986). Calzolari, Giorgio ; Bianchi, Carlo ; Brillet, Jean-Louis .
    In: MPRA Paper.
    RePEc:pra:mprapa:29119.

    Full description at Econpapers || Download paper

  33. Coherent optimal prediction with large nonlinear systems: an example based on a French model. (1986). Calzolari, Giorgio ; Brillet, Jean-Louis ; Panattoni, Lorenzo .
    In: MPRA Paper.
    RePEc:pra:mprapa:29057.

    Full description at Econpapers || Download paper

  34. Effectiveness versus reliability of policy actions under government budget constraint: the case of France. (1985). Calzolari, Giorgio ; Bianchi, Carlo ; Brillet, Jean-Louis .
    In: MPRA Paper.
    RePEc:pra:mprapa:29055.

    Full description at Econpapers || Download paper

  35. Asymptotic properties of dynamic multipliers in nonlinear econometric models. (1985). Calzolari, Giorgio ; Bianchi, Carlo ; Corsi, Paolo ; Panattoni, Lorenzo .
    In: MPRA Paper.
    RePEc:pra:mprapa:24401.

    Full description at Econpapers || Download paper

  36. Computationally Efficient Solution and Maximum Likelihood Estimation of Nonlinear Rational Expectations Models. (). Fuhrer, Jeffrey ; Bleakley, Hoyt.
    In: Computing in Economics and Finance 1997.
    RePEc:sce:scecf7:35.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-03-04 14:17:43 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.