This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models Author info | Abstract | Publisher info | Download info | Related research | Statistics Chib, Siddhartha
Greenberg, Edward
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 68 (1995)
Issue (Month): 2 (August)
Pages: 339-360
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:econom:v:68:y:1995:i:2:p:339-360Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Fabio Canova & Matteo Ciccarelli, 2002.
"Estimating Multi-country VAR models ,"
Economics Working Papers
920, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
[Downloadable!]
Other versions:
Matteo Ciccarelli & Fabio Canova, 2006.
"Estimating Multi-country VAR models ,"
Computing in Economics and Finance 2006
478, Society for Computational Economics.
Fabio Canova & Matteo Ciccarelli, 2006.
"Estimating multi-country VAR models ,"
Working Paper Series
603, European Central Bank.
[Downloadable!] Fabio Canova & Matteo Ciccarelli, 2007.
"Estimating Multi-country VAR models ,"
Discussion Papers
7_2007, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
[Downloadable!] Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2009.
"Do institutional changes affect business cycles? Evidence from Europe ,"
Economics Working Papers
1158, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Philippe J. Deschamps, 2003.
"Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 18(2), pages 209-236.
[Downloadable!]
Ekberg, Jan & Hammarstedt, Mats & Shukur, Ghazi, 2007.
"SUR estimation of earnings differentials between three generations of immigrants and natives ,"
CAFO Working Papers
2007:7, Centre for Labour Market Policy Research (CAFO), School of Management and Economics, Växjö University.
[Downloadable!]
Troske, Kenneth & Voicu, Alexandru, 2009.
"The Effect of Children on the Level of Labor Market Involvement of Married Women: What is the Role of Education? ,"
IZA Discussion Papers
4074, Institute for the Study of Labor (IZA).
[Downloadable!]
Fabio Canova & Matteo Ciccarelli, 2002.
"Panel Index Var Models: Specification, Estimation, Testing And Leading Indicators ,"
Working Papers. Serie AD
2002-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Other versions: Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003.
"Testing and Estimating Persistence in Canadian Unemployment ,"
Econometrics
0311004, EconWPA.
[Downloadable!]
Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2003.
"Similarities and Convergence in G-7 Cycles ,"
Economics Working Papers
924, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2004.
[Downloadable!]
Other versions:
Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2004.
"Similarities and convergence in G-7 cycles ,"
Working Paper Series
312, European Central Bank.
[Downloadable!] Fabio Canova & Matteo Ciccarelli & Eva Ortega, 2004.
"Similarities and convergence in G-7 cycles ,"
Banco de España Working Papers
0404, Banco de España.
[Downloadable!] Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2004.
"Similarities and Convergence in G7 Cycles ,"
CEPR Discussion Papers
4534, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2007.
"Similarities and convergence in G-7 cycles ,"
Journal of Monetary Economics ,
Elsevier, vol. 54(3), pages 850-878, April.
[Downloadable!] (restricted) Andrea Brasili & Loredana Federico, 2008.
"Recent Developments in Productivity and the Role of Entrepreneurship in Italy: An Industry View ,"
Rivista di Politica Economica ,
SIPI Spa, vol. 98(2), pages 179-214, March-Apr.
[Downloadable!]
Dale J. Poirier & Gary Koop & Justin Tobias, 2005.
"Semiparametric Bayesian inference in multiple equation models ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 20(6), pages 723-747.
[Downloadable!]
Other versions: Matteo Manera & Bruno Sitzia, 2005.
"Empirical factor demands and flexible functional forms: a bayesian approach ,"
Economic Systems Research ,
Taylor and Francis Journals, vol. 17(1), pages 57-75, March.
[Downloadable!] (restricted)
Hanrahan, Kevin F. & Westhoff, Patrick & Young, Robert E., 2001.
"Trade Allocation Modeling: Comparing The Results From Armington And Locally Regular Ai Demand System Specifications Of A Uk Beef Import Demand Allocation Model ,"
2001 Annual meeting, August 5-8, Chicago, IL
20510, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Zeebari, Zangin & Shukur, Ghazi, 2009.
"Developing Median Regression for SURE Models - with Application to 3-Generation Immigrants’ data in Sweden ,"
Working Paper Series in Economics and Institutions of Innovation
183, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
[Downloadable!]
Elena Cefis & Luigi Orsenigo & Matteo Ciccarelli, 2002.
"From Gibrat'S Legacy To Gibrat'S Fallacy. A Bayesian Approach To Study The Growth Of Firms ,"
Working Papers. Serie AD
2002-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Other versions: Matteo Ciccarelli & Alessandro Rebucci, 2002.
"The Transmission Mechanism of European Monetary Policy: Is There Heterogeneity? Is it Changing over Time? ,"
IMF Working Papers
02/54, International Monetary Fund.
[Downloadable!]
Gianni Amisano & Massimiliano Serati, 2003.
"Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models ,"
LIUC Papers in Economics
121, Cattaneo University (LIUC).
[Downloadable!]
Troske, Kenneth R. & Voicu, Alexandru, 2004.
"Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques ,"
IZA Discussion Papers
1251, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: Matteo Ciccarelli & Alessandro Rebucci, 2003.
"Measuring Contagion with a Bayesian Time-Varying Coefficient Model ,"
IMF Working Papers
03/171, International Monetary Fund.
[Downloadable!]
Other versions: Kevin Balcombe & Hristos Doucouliagos & Iain Fraseer, 2006.
"Input Usage, Ouput Mix and Industry Deregulation: An Analysis of the Australian Dairy Manufacturing Industry ,"
Economics Series
2006_27, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
[Downloadable!]
Access and
download statistics Did you know? IDEAS also indexes book chapters .
This page was last updated on 2009-11-13.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .