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• Robert J. Shiller

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 41 (1973)
Issue (Month): 4 (July)
Pages: 775-88
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Handle: RePEc:ecm:emetrp:v:41:y:1973:i:4:p:775-88

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1. Benjamin M. Friedman & V. Vance Roley, 1977. "Identifying Identical Distributed Lag Structures by the Use of Prior SumConstraints," NBER Working Papers 0179, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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3. G.S. Maddala, 1974. "Ridge Estimators for Distributed Lag Models," NBER Working Papers 0069, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
4. Yochanan Shachmurove, 2001. "Dynamic Co-movements of Stock Indices: The Emerging Middle Eastern and the United States Markets," Penn CARESS Working Papers ddffc4204cf90a8523fb64134, Penn Economics Department. [Downloadable!]
5. John P. Judd & Bharat Trehan, 1990. "What does unemployment tell us about future inflation?," Economic Review, Federal Reserve Bank of San Francisco, issue Sum, pages 15-26. [Downloadable!]
6. José A. Hernández, 2005. "A note on the asymptotic efficiency of the restricted estimation," Documentos de trabajo conjunto ULL-ULPGC 2005-01, Facultad de Ciencias Económicas de la ULPGC. [Downloadable!]
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8. Pedregal, Diego J. & Young, Peter C., 2001. "Some Comments on the Use and Abuse of the Hodrick-Prescott Filter," Review on Economic Cycles, International Association of Economic Cycles, vol. 2(1), July. [Downloadable!]
9. Michele Campolieti, 2003. "On the estimation of hazard models with flexible baseline hazards and nonparametric unobserved heterogeneity," Economics Bulletin, Economics Bulletin, vol. 3(24), pages 1-10. [Downloadable!]
10. Thomas J. Sargent, 1979. "Estimating vector autoregressions using methods not based on explicit economic theories," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum. [Downloadable!]
11. Robert J. Shiller, 1975. "Alternative Prior Representations of Smoothness for Distributed Lag Estimation," NBER Working Papers 0089, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
12. Nobuhisa Kashiwagi, 1993. "On use of the Kalman filter for spatial smoothing," Annals of the Institute of Statistical Mathematics, Springer, vol. 45(1), pages 21-34, March. [Downloadable!] (restricted)
13. Barcyzc, R. & Kruszka, M., 2000. "Definition and Morphology of Business Fluctuations in the Polish Economy under Transition," Review on Economic Cycles, International Association of Economic Cycles, vol. 1(1), December. [Downloadable!]
14. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis. [Downloadable!]
15. J. Denis Sargan, 2001. "Model Building And Data Mining," Econometric Reviews, Taylor and Francis Journals, vol. 20(2), pages 159-170. [Downloadable!] (restricted)
16. E. Dinenis, S. K. Staikouras, 1998. "Interest rate changes and common stock returns of financial institutions: evidence from the UK," European Journal of Finance, Taylor and Francis Journals, vol. 4(2), pages 113-127, June. [Downloadable!] (restricted)
17. Chulho Jung & Khosrow Doroodian, 1998. "The Persistence Of Japan'S Trade Surplus," International Economic Journal, Korean International Economic Association, vol. 12(1), pages 25-38, April. [Downloadable!] (restricted)
18. Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1986. "Forecasting and conditional projection using realistic prior distribution," Staff Report 93, Federal Reserve Bank of Minneapolis. [Downloadable!]
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    • Thomas Doan & Robert Litterman & Christopher Sims, 1984. "Forecasting and conditional projection using realistic prior distributions," Econometric Reviews, Taylor and Francis Journals, vol. 3(1), pages 1-100. [Downloadable!] (restricted)
19. Robert B. Litterman, 1985. "Forecasting with Bayesian vector autoregressions five years of experience," Working Papers 274, Federal Reserve Bank of Minneapolis. [Downloadable!]
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20. Priya Ranjan & Justin L. Tobias, 2007. "Bayesian inference for the gravity model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 817-838. [Downloadable!]

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