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Citations of
Marc Nerlove

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. 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.

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Working papers

  1. Francis X. Diebold & Lutz Kilian & Marc Nerlove, 2006. "Time Series Analysis," PIER Working Paper Archive 06-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    Other versions:
    • Diebold, F.X. & Kilian, L. & Nerlove, M., 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]

    Cited by:

    1. Jeremy Berkowitz & Ionel Birgean & Lutz Kilian, 1999. "On the finite-sample accuracy of nonparametric resampling algorithms for economic time series," Finance and Economics Discussion Series 1999-04, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    2. Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2006. "A Further Examination of the Expectations Hypothesis for the Term Structure," The School of Economics Discussion Paper Series 0611, Economics, The University of Manchester. [Downloadable!]
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    3. Monika Blaszkiewicz-Schwartzman, 2007. "Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence," Money Macro and Finance (MMF) Research Group Conference 2006 144, Money Macro and Finance Research Group. [Downloadable!]
    4. Francis X. Diebold & Lutz Kilian, 2001. "Measuring predictability: theory and macroeconomic applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 657-669. [Downloadable!]
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    5. Ralf Brüggemann, 2006. "Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions," SFB 649 Discussion Papers SFB649DP2006-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    6. Jonas Dovern, 2006. "Predicting GDP Components. Do Leading Indicators Increase Predictability?," Kiel Advanced Studies Working Papers 436, Kiel Institute for the World Economy. [Downloadable!]
    7. Atsushi Inoue & Lutz Kilian, 2000. "Bootstrapping Autoregressive Processes with Possible Unit Roots," Econometric Society World Congress 2000 Contributed Papers 0401, Econometric Society. [Downloadable!]
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    8. H. Lütkepohl, . "Bootstrapping Impulse Responses in VAR Analyses," Sonderforschungsbereich 373 2000-22, Humboldt Universitaet Berlin.
    9. Nyankori, James C.O. & Wabukawo, Veronica & Sakyi-Dawson, Esther & Sefa-Dedeh, Sam, 2002. "Product Life Cycle Model Of Cowpea Based Products In Ghana," Working Papers 18803, Clemson University, Department of Agricultural and Applied Economics. [Downloadable!]
    10. Leeb, Hannes & Pötscher, Benedikt M., 2005. "Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?," MPRA Paper 72, University Library of Munich, Germany, revised Feb 2007. [Downloadable!]
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  2. Nerlove, Marc, 2003. "Programming Languages: A Short History For Economists," Working Papers 28555, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]

    Cited by:

    1. Buda, Rodolphe, 2005. "Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management," MPRA Paper 9145, University Library of Munich, Germany, revised 2007. [Downloadable!]

  3. Nerlove, Marc & Vosti, Stephen A. & Basel, Wesley, 1996. "Role of farm-level diversification in the adoption of modern technology in Brazil:," Research reports 104, International Food Policy Research Institute (IFPRI). [Downloadable!]

    Cited by:

    1. Cocchi, Horacio & Bravo-Ureta, Boris & Quiroga, Ricardo, 2004. "Farm Benefits And Natural Resource Projects In Honduras And El Salvador," 2004 Annual meeting, August 1-4, Denver, CO 20328, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  4. Nerlove, Marc & Razin, Assaf & Sadka, Efraim & Weizsaecker, Robert K. von, 1992. "Comprehensive Income Taxation, Investments in Human and Physical Capital, and Productivity," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich.
    Published as:

    Cited by:

    1. Carlo Perroni, 1997. "Joint Production of Goods and Knowledge: Implications for Tax Reform," International Tax and Public Finance, Springer, vol. 4(2), pages 149-165, May. [Downloadable!] (restricted)
    2. Wolfram F. Richter, 2006. "Taxing Human Capital Efficiently: The Double Dividend of Taxing Non-Qualified Labour More Heavily Than Qualified Labour," IZA Discussion Papers 2328, Institute for the Study of Labor (IZA). [Downloadable!]
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    3. Assaf Razin & Efraim Sadka, 1996. "Tax Burden and Migration: A Political Economy Perspective," NBER Working Papers 5850, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    4. Assaf Razin & Chi-Wa Yuen, 1994. "Convergence in Growth Rates: The Role of Capital Mobility and International Taxation," NBER Working Papers 4214, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    5. Geir Haakon Bjertnæs, 2001. "Optimal Combinations of Income Tax and Subsidies for Education," Discussion Papers 313, Research Department of Statistics Norway. [Downloadable!]
    6. Bovenberg, A.L. & Jacobs, B., 2001. "Redistribution and education subsidies are siamese twins," Discussion Paper 82, Tilburg University, Center for Economic Research. [Downloadable!]
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    7. José E. Boscá & José R. García & David Tagüas, 2005. "Effective Tax rates and Fiscal Convergence in the OECD: 1965-2001," Hacienda Pública Española, IEF, vol. 174(3), pages 119-141, September. [Downloadable!]
    8. Annette Alstadsaeter, 2001. "Does the Tax System Encourage too much Education?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    9. Fidel Picos Sánchez & Alberto Gago Rodríguez, 2004. "El impuesto dual: argumentos teóricos e implicaciones de política fiscal," Hacienda Pública Española, IEF, vol. 171(4), pages 103-130, december. [Downloadable!]
    10. Assaf Razin & Effraim Sadka & Phillip Swagel, 1998. "Tax Burden and Migration: A Political Economy Theory and Evidence," NBER Working Papers 6734, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    11. Cruz Angel Echevarría, 2003. "Life Expectancy, Schooling Time and Endogenous Growth," DFAEII Working Papers 200211, University of the Basque Country - Department of Foundations of Economic Analysis II. [Downloadable!]
    12. Philip Trostel & Ian Walker, 2006. "Education and Work," Education Economics, Taylor and Francis Journals, vol. 14(4), pages 377-399, December. [Downloadable!] (restricted)
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    13. Geir Haakon Bjertnæs, 2006. "Income Taxation, Tuition Subsidies, and Choice of Occupation," Discussion Papers 459, Research Department of Statistics Norway. [Downloadable!]
    14. Geir Haakon Bjertnæs, 2005. "Income Taxation, Tuition Subsidies, and Choice of Occupation: Implications for Production Efficiency," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    15. Wolfram Richter, 2004. "Efficiency Effects of Tax Deductions for Work-Related Expenses," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    16. Maria Carme Riera i Prunera, 2003. "Deficit, human capital and economic growth dynamics," Working Papers in Economics 102, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
    17. Cruz A. Echevarria & Amaia Iza, 2005. "Life Expectancy, Human Capital, Social Security and Growth," DFAEII Working Papers 200517, University of the Basque Country - Department of Foundations of Economic Analysis II, revised 16 Nov 2006. [Downloadable!]
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  5. Marc Nerlove & Assaf Razin & Efraim Sadka, 1989. "A Bequest-Constrained Economy: Welfare Analysis," NBER Working Papers 2779, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Michael Voigtländer, 2005. "Qualitative und quantitative Aspekte einer Elternrente," Otto-Wolff-Institut Discussion Paper Series 02/2005, Otto-Wolff-Institut für Wirtschaftsordnung, Köln, Deutschland. [Downloadable!]

  6. Francis X. Diebold & Marc Nerlove, 1988. "Unit roots in economic time series: a selective survey," Finance and Economics Discussion Series 49, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots," NBER Technical Working Papers 0100, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    2. Lauridsen, J. & Kosfeld, R., 2004. "A wald Test for Spatial Nonstationarity," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 1-12, Diciembre. [Downloadable!] (restricted)
    3. Martin D. Evans & Karen K. Lewis, 1992. "Trends in Expected Returns in Currency and Bond Markets," NBER Working Papers 4116, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    4. Jose A. Lopez, 1996. "Exchange rate cointegration across central bank regime shifts," Research Paper 9602, Federal Reserve Bank of New York. [Downloadable!]
    5. Aslan, Alper, 2008. "Testing Gibrat’s law: empirical evidence from panel unit root tests of turkish firms," MPRA Paper 10594, University Library of Munich, Germany. [Downloadable!]
    6. Luis A. Gil-Alana & Bertrand Candelon, 2004. "Fractional Integration and Business Cycles Features," Faculty Working Papers 09/04, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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    7. Mukhtar Ali, 2002. "Distribution Of The Least Squares Estimator In A First-Order Autoregressive Model," Econometric Reviews, Taylor and Francis Journals, vol. 21(1), pages 89-119. [Downloadable!] (restricted)
    8. Luciano Gutierrez, 2003. "Common and idiosyncratic shocks to labor productivity across sectors and countries: Is climate relevant?," Macroeconomics 0311008, EconWPA. [Downloadable!]
    9. Mukhtar M. Ali, 1996. "Exact Distribution of the Least Squares Estimator in a First- Order Autoregressive Model," Econometrics 9604001, EconWPA. [Downloadable!]
    10. Kari Takala & Pekka Pere, 1991. "Testing the cointegration of house and stock prices in Finland," Finnish Economic Papers, Finnish Economic Association, vol. 4(1), pages 33-51, Spring. [Downloadable!]
    11. Marcelo Resende & Marcos A. M. Lima, 2005. "Market share instability in Brazilian industry: a dynamic panel data analysis," Applied Economics, Taylor and Francis Journals, vol. 37(6), pages 713-718, April. [Downloadable!] (restricted)
    12. John Pippenger, 1991. "Forward rates as predictors of future spot rates in small open economies: The case of Kuwait," Open Economies Review, Springer, vol. 2(2), pages 183-201, June. [Downloadable!] (restricted)
    13. Aslan, Alper, 2008. "Convergence of per capita health care expenditures in OECD Countries," MPRA Paper 10592, University Library of Munich, Germany. [Downloadable!]
    14. Francis X. Diebold & Lutz Kilian, 1997. "Measuring predictability: theory and macroeconomic applications," Working Papers 97-23, Federal Reserve Bank of Philadelphia. [Downloadable!]
      Other versions:
    15. Mukhtar M. Ali, 1996. "Distribution of the Least Squares Estimator in a First-Order Autoregressive Model," Econometrics 9610004, EconWPA. [Downloadable!]
    16. N. Vijayamohanan Pillai, 2001. "Electricity demand analysis and forecasting: The tradition is questioned," Centre for Development Studies, Trivendrum Working Papers 312, Centre for Development Studies, Trivendrum, India. [Downloadable!]
    17. Raghbendra Jha & Ibotombi S. Longjam, 2003. "A Divisia Type Saving Aggregate for India," ASARC Working Papers 2003-06, Australian National University, Australia South Asia Research Centre. [Downloadable!]
    18. Jürgen Wolters & Uwe Hassler, 2006. "Unit root testing," AStA Advances in Statistical Analysis, Springer, vol. 90(1), pages 43-58, March. [Downloadable!] (restricted)
    19. Elbadawi, Ibrahim A. & Schmidt-Hebbel, Klaus, 1991. "Macroeconomic structure and policy in Zimbabwe, analysis and empirical model : 1965-1988," Policy Research Working Paper Series 771, The World Bank. [Downloadable!]
    20. Saatci, Mustafa & Aslan, Alper, 2007. "TÜRKİYE İMALAT SANAYİNDE İTHALATIN PİYASAYI DİSİPLİNE ETME HİPOTEZİNİN TESTİ: PANEL VERi YAKLASIMI," MPRA Paper 10604, University Library of Munich, Germany. [Downloadable!]

  7. Nerlove, Marc & Razin, Assaf & Sadka, Efraim, 1987. "Population policy and individual choice: a theoretical investigation," Research reports 60, International Food Policy Research Institute (IFPRI). [Downloadable!]

    Cited by:

    1. Chen, Ming & Kinsey, Jean, 1997. "Intergenerational Transfers: From Parents To Adult Children And From Adult Children To Parents," Staff Papers 13431, University of Minnesota, Department of Applied Economics. [Downloadable!]

  8. Francis X. Diebold & Marc Nerlove, 1986. "The dynamics of exchange rate volatility: a multivariate latent factor ARCH model," Special Studies Papers 205, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

    Cited by:

    1. Enrique Sentana, 2000. "The Likelihood Function of Conditionally Heteroskedastic Factor Models," Annales d'Economie et de Statistique, ADRES, issue 58, pages 02, Avril-Jui. [Downloadable!]
    2. Cecilia Maya & Karoll Gómez, 2008. "What Exactly is "Bad News" in Foreign Exchange Markets? Evidence from Latin American Markets," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 45(132), pages 161-183. [Downloadable!]
    3. Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini, 2004. "Indirect Estimation Of Conditionally Heteroskedastic Factor Models," Working Papers wp2004_0409, CEMFI. [Downloadable!]
    4. Roberto Rigobon, 2001. "The Curse of Non-Investment Grade Countries," NBER Working Papers 8636, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    5. S. Brock Blomberg, 2001. ""Dumb And Dumber" Explanations For Exchange Rate Dynamics," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 187-216, November. [Downloadable!]
    6. Robin L. Lumsdaine & Serena Ng, 1998. "Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean," Boston College Working Papers in Economics 370, Boston College Department of Economics. [Downloadable!]
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    7. Diebold, Giorgianni, & Inoue, . "Stamp 5.0: A Review," Home Pages _058, University of Pennsylvania. [Downloadable!]
    8. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "The Distribution of Exchange Rate Volatility," Center for Financial Institutions Working Papers 99-08, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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    9. Aaron Smith, 2005. "Partially overlapping time series: a new model for volatility dynamics in commodity futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 405-422. [Downloadable!]
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    10. Pauline M. Shum & James E. Pesando, 1996. "Share Price Response to New Information with Short Horizon Investors the Case of Hong Kong," Working Papers 1997_02, York University, Department of Economics. [Downloadable!]
    11. Lucy Ackert & Marie Racine, 1997. "The economics of conditional heteroskedasticity: Evidence from canadian and U.S. stock and futures markets," Atlantic Economic Journal, International Atlantic Economic Society, vol. 25(4), pages 371-385, December. [Downloadable!] (restricted)
    12. Kenneth D. West & Dongchul Cho, 1994. "The Predictive Ability of Several Models of Exchange Rate Volatility," NBER Technical Working Papers 0152, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    13. Jeffrey A. Frankel, 1988. "Recent Estimates of Time-Variation in the Conditional Variance and in the Exchange Risk Premium," NBER Working Papers 2367, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    14. Kenneth W. Clements & Renee Fry, 2006. "Commodity Currencies And Currency Commodities," CAMA Working Papers 2006-19, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
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    15. Elena Andreou & Eric Ghysels, 2003. "Test for Breaks in the Conditional Co-Movements of Asset Returns," University of Cyprus Working Papers in Economics 3-2003, University of Cyprus Department of Economics. [Downloadable!]
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    16. Hali Edison & Paul Cashin & Hong Liang, 2006. "Foreign exchange intervention and the Australian dollar: has it mattered?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(2), pages 155-171. [Downloadable!]
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    17. Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2003. "Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998," IMF Working Papers 03/84, International Monetary Fund. [Downloadable!]
    18. Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004 101, Money Macro and Finance Research Group. [Downloadable!]
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    19. Sangjoon Kim, Neil Shephard & Siddhartha Chib, . "Stochastic volatility: likelihood inference and comparison with ARCH models," Economics Papers W26, revised version of W, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
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    20. Geert Bekaert & Campbell R. Harvey, 1997. "Emerging Equity Market Volatility," NBER Working Papers 5307, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    21. Charles Engel & Anthony P. Rodrigues, 1987. "Tests of International CAPM with Time-Varying Covariances," NBER Working Papers 2303, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    22. Tim Bollerslev, 2008. "Glossary to ARCH (GARCH)," CREATES Research Papers 2008-49, School of Economics and Management, University of Aarhus. [Downloadable!]
    23. An-Sing Chen, 1997. "Volatility of exchange rate futures and high-low price spreads," Journal of Economics and Finance, Springer, vol. 21(1), pages 33-42, March. [Downloadable!] (restricted)
    24. Neil Shephard & Torben G. Andersen, 2008. "Stochastic Volatility: Origins and Overview," Economics Series Working Papers 389, University of Oxford, Department of Economics. [Downloadable!]
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    25. Annastiina Silvennoinen & Timo Teräsvirta, 2008. "Multivariate GARCH models," CREATES Research Papers 2008-06, School of Economics and Management, University of Aarhus. [Downloadable!]
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    26. Robert F. Engle & Neil Shephard & Kevin Sheppard, 2008. "Fitting vast dimensional time-varying covariance models," Economics Series Working Papers 403, University of Oxford, Department of Economics. [Downloadable!]
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    27. H. L"Utkepohl, . "Statistische Modellierung von Volatilit"aten," Sonderforschungsbereich 373 1996-70, Humboldt Universitaet Berlin.
    28. Fabio Trojani & Francesco Audrino, 2005. "Accurate Yield Curve Scenarios Generation using Functional Gradient Descent," Computing in Economics and Finance 2005 14, Society for Computational Economics. [Downloadable!]
    29. Cornelis A. Los & Jeyanthi Karuppiah, 2004. "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance 0409037, EconWPA. [Downloadable!]
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    30. Tony Caporale & Khosrow Doroodian, 1995. "Exchange rate regimes and uncertainty," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 131(3), pages 569-576, September. [Downloadable!] (restricted)
    31. Ole E. Barndorff-Nielsen & Neil Shephard, 2001. "Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics," Economics Papers 2002-W13, Economics Group, Nuffield College, University of Oxford, revised 18 Mar 2002. [Downloadable!]
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    32. Nour Meddahi & Éric Renault, 2000. "Temporal Aggregation of Volatility Models," CIRANO Working Papers 2000s-22, CIRANO. [Downloadable!]
    33. Neil Shephard, 2005. "Stochastic Volatility," Economics Papers 2005-W17, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    34. Michel Normandin, 1999. "The Integration of Financial Markets and the Conduct of Monetary Policies: The Case of Canada and the United States," Cahiers de recherche CREFE / CREFE Working Papers 67, CREFE, Université du Québec à Montréal. [Downloadable!]
    35. Michel Normandin, 2006. "The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigation The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigationv," Cahiers de recherche 06-04, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
    36. HAFNER, Christian, 2001. "Fourth moments of multivariate GARCH processes," CORE Discussion Papers 2001046, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
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    37. Kin-Yip Ho & Albert K Tsui, 2008. "Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar," SCAPE Policy Research Working Paper Series 0805, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
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    38. Maurice Peat & Max Stevenson, 1995. "Testing for Nonlinearities in Economic and Financial Time Series," Working Paper Series 48, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]
    39. Thomas Kaiser, 1996. "One-Factor-GARCH Models for German Stocks - Estimation and Forecasting -," Econometrics 9612007, EconWPA. [Downloadable!]
    40. Catherine Doz & Éric Renault, 2004. "Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation," CIRANO Working Papers 2004s-37, CIRANO. [Downloadable!]
    41. Antonio García-Ferrer & Ester González-Prieto & Daniel Peña, 2008. "A multivariate generalized independent factor GARCH model with an application to financial stock returns," Statistics and Econometrics Working Papers ws087528, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
    42. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," CFS Working Paper Series 2005/02, Center for Financial Studies. [Downloadable!]
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    43. Khosrow Doroodian & Tony Caporale, 2000. "Currency risk and the safe-haven hypothesis," Atlantic Economic Journal, International Atlantic Economic Society, vol. 28(2), pages 186-195, June. [Downloadable!] (restricted)
    44. Mardi Dungey & Vance L Martin & Adrian R Pagan, 2000. "A multivariate latent factor decomposition of international bond yield spreads," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 697-715. [Downloadable!]
    45. Karoll Gómez Portilla & Santiago Gallón Gómez, 2007. "Distribución condicional de los retornos de la tasa de cambio colombiana: un ejercicio empírico a partir de modelos GARCH multivariados," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
    46. M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008. "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    47. Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2003. "Likelihood-Based Estimation Of Latent Generalised Arch Structures," Working Papers. Serie AD 2003-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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    48. Robin L. Lumsdaine & Eswar S. Prasad, 2003. "Identifying the Common Component of International Economic Fluctuations: A New Approach," Economic Journal, Royal Economic Society, vol. 113(484), pages 101-127, January. [Downloadable!] (restricted)
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    49. Shakila Aruman, 2003. "The Effectiveness of Foreign Exchange Intervention in Australia: A Factor Model Approach with GARCH Specifications," School of Economics and Finance Discussion Papers and Working Papers Series 135, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    50. Mervyn King & Enrique Sentana & Sushil Wadhwani, 1990. "Volatiltiy and Links Between National Stock Markets," NBER Working Papers 3357, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    51. Gregory H. Bauer & Keith Vorkink, 2007. "Multivariate Realized Stock Market Volatility
      ," Working Papers 07-20, Bank of Canada. [Downloadable!]
    52. René Garcia & Éric Renault, 1999. "Latent Variable Models for Stochastic Discount Factors," CIRANO Working Papers 99s-47, CIRANO. [Downloadable!]
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    53. Catherine Doz & Eric Renault, 2004. "Conditionaly Heteroskedastic Factor Models : Identificationand Instrumental variables Estmation," THEMA Working Papers 2004-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    54. Klaassen, F., 1999. "Have exchange rates become more closely tied? : evidence from a new multivariate garch model," Discussion Paper 10, Tilburg University, Center for Economic Research. [Downloadable!]
    55. Kin-Yip Ho & Ka Cheng Tsui, 2004. "Volatility Dynamics of the Tokyo Stock Exchange: A Sectoral Analysis based on the Multivariate GARCH Approach," Money Macro and Finance (MMF) Research Group Conference 2004 12, Money Macro and Finance Research Group. [Downloadable!]
    56. Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Australasian Meetings 243, Econometric Society. [Downloadable!]
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    57. Y.K. Tse & Albert K.C. Tsui, 2000. "A Multivariate GARCH Model with Time-Varying Correlations," Econometrics 0004007, EconWPA. [Downloadable!]
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    58. Takatoshi Ito & Robert F. Engle & Wen-Ling Lin, 1992. "Where Does the Meteor Shower Come From? The Role of Stochastic Policy Coordination," NBER Working Papers 3504, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    59. Jamsheed Shorish & Stephen E. Spear, 2005. "Shaking the tree: an agency-theoretic model of asset pricing," Annals of Finance, Springer, vol. 1(1), pages 51-72, 01. [Downloadable!] (restricted)
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    60. Diana Zhumabekova & Mardi Dungey, 2001. "Factor analysis of a model of stock market returns using simulation-based estimation techniques," Pacific Basin Working Paper Series 01-08, Federal Reserve Bank of San Francisco. [Downloadable!]
    61. M. Hashem Pesaran & Paolo Zaffaroni, 2008. "Optimal Asset Allocation with Factor Models for Large Portfolios," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    62. Sarantis Tsiaplias, 2007. "A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors," Melbourne Institute Working Paper Series wp2007n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    63. Camiel de Koning & Stefan Straetmans, 1997. "Variation in the Slope Coefficient of the Fama Regression for Testing Uncovered Interest Rate Parity: Evidence from Fixed and Time-varying Coefficient Approaches," Tinbergen Institute Discussion Papers 97-014/2, Tinbergen Institute. [Downloadable!]
    64. Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109. [Downloadable!]
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    65. Francis X. Diebold & Glenn D. Rudebusch, 1994. "Measuring Business Cycles: A Modern Perspective," NBER Working Papers 4643, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    66. Denis Pelletier, 2004. "Regime Switching for Dynamic Correlations," Econometric Society 2004 North American Summer Meetings 230, Econometric Society. [Downloadable!]
      Other versions:
    67. Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin, 2005. "Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998," CAMA Working Papers 2005-15, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    68. Chihwa Kao, 2001. "Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates," Center for Policy Research Working Papers 34, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    69. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006. "Generalized Dynamic Factor Model + GARCH
      Exploiting Multivariate Information for Univariate Prediction      ," LEM Papers Series 2006/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
    70. Paolo Zaffaroni, 2000. "Contemporaneous Aggregation of GARCH Processes," STICERD - Econometrics Paper Series /2000/378, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    71. Robert J. Hodrick, 1989. "Risk, Uncertainty and Exchange Rates," NBER Working Papers 2429, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    72. Kroner, Ken & Claessens, Stijn, 1989. "Improving the currency composition of external debt : applications in Indonesia and Turkey," Policy Research Working Paper Series 150, The World Bank. [Downloadable!]
    73. Michael Y. Hu & Christine X. Jiang & Christos Tsoukalas, 2004. "The volatility impact of the European monetary system on member and non-member currencies," Applied Financial Economics, Taylor and Francis Journals, vol. 14(5), pages 313-325, March. [Downloadable!] (restricted)
    74. Arie Preminger & Uri Ben-Zion & David Wettstein, 2006. "Extended switching regression models with time-varying probabilities for combining forecasts," European Journal of Finance, Taylor and Francis Journals, vol. 12(6-7), pages 455-472, October. [Downloadable!] (restricted)
    75. Christian M. Hafner, 2004. "Temporal aggregation of multivariate GARCH processes," Econometric Society 2004 North American Winter Meetings 538, Econometric Society. [Downloadable!]
      Other versions:
    76. Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2002. "International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse," IMF Working Papers 02/74, International Monetary Fund. [Downloadable!]
    77. Ole E. Barndorff-Nielsen & Elisa Nicolato & Neil Shephard, 2001. "Some recent developments in stochastic volatility modelling," Economics Papers 2001-W25, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    78. Francis X. Diebold & Jose A. Lopez, 1995. "Measuring Volatility Dynamics," NBER Technical Working Papers 0173, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    79. Richard T. Baillie & William P. Osterberg, 1991. "The risk premium in forward foreign exchange markets and G-3 central bank intervention: evidence of daily effects, 1985-1990," Working Paper 9109, Federal Reserve Bank of Cleveland. [Downloadable!]
    80. Tim Bollerslev & Eric Ghysels, 1994. "On Periodic Autogressive Conditional Heteroskedasticity," CIRANO Working Papers 94s-03, CIRANO. [Downloadable!]
    81. Jon Wongswan, 2003. "Contagion: an empirical test," International Finance Discussion Papers 775, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    82. Chambers, M.J. & McCrorie, J.R., 2004. "Identification and estimation of exchange rate models with unobservable fundamentals," Discussion Paper 38, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    83. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," NBER Working Papers 8160, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    84. Stacie Beck, 2001. "Autoregressive conditional heteroscedasticity in commodity spot prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 115-132. [Downloadable!]
    85. Michael K Pitt & Neil Shephard, . "Filtering via simulation: auxiliary particle filters," Economics Papers 1997-W13, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    86. Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson, 2004. "Volatility Comovement: A Multifrequency Approach," NBER Technical Working Papers 0300, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    87. Pitt, Michael K, 2002. "Smooth Particle Filters for Likelihood Evaluation and Maximisation," The Warwick Economics Research Paper Series (TWERPS) 651, University of Warwick, Department of Economics. [Downloadable!]
    88. Michel Normandin, 2003. "Canadian and U.S. Financial Markets: Testing the International Integration Hypothesis Under Time-Varying Conditional Volatility," Cahiers de recherche 03-08, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
      Other versions:
    89. Neil Shephard & Michael K Pitt, 1995. "Likelihood analysis of non-Gaussian parameter driven models," Economics Papers 15 & 108., Economics Group, Nuffield College, University of Oxford. [Downloadable!]
      Other versions:
    90. Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006. "Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series," LEM Papers Series 2006/25, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]

  9. Marc Nerlove, 1981. "Expectations, Plans and Realizations: In Theory and Practice," Discussion Papers 511, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    Published as:

    Cited by:

    1. Dominitz, Jeff & Grether, David, 1999. "I Know What You Did Last Quarter: Economic Forecasts of Professional Forecasters," Working Papers 1068, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
    2. Lee, Dae-Seob & Kennedy, P. Lynn, 2002. "A Game Theoretic Analysis Of U.S. Rice Export Policy: The Case Of Japan And Korea," 2002 Annual meeting, July 28-31, Long Beach, CA 19686, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    3. Gerberding, Christina, 2001. "The information content of survey data on expected price developments for monetary policy," Discussion Paper Series 1: Economic Studies 2001,09, Deutsche Bundesbank, Research Centre. [Downloadable!]
    4. Hugo Oliveros C., 1999. "Expectativas:Una Aproximación A Través De Modelos De Escogencia Discreta," BORRADORES DE ECONOMIA 002697, BANCO DE LA REPÚBLICA. [Downloadable!]
    5. James Mitchell & Richard J. Smith & Martin R. Weale, 2002. "Quantification of Qualitative Firm-Level Survey Data," Economic Journal, Royal Economic Society, vol. 112(478), pages C117-C135, March. [Downloadable!] (restricted)
      Other versions:
    6. Hugo Oliveros, . "Expectativas: Una Aproximación a Través de Modelos de Escogencia Discreta," Borradores de Economia 137, Banco de la Republica de Colombia. [Downloadable!]
    7. Lindström, Tomas, 2000. "Qualitative Survey Responses and Production over the Business Cycle," Working Paper Series 116, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    8. Kevin J. Lansing, 2005. "Lock-in of extrapolative expectations in an asset pricing model," Working Papers in Applied Economic Theory 2004-06, Federal Reserve Bank of San Francisco. [Downloadable!]
      Other versions:
    9. Ingmar Nolte & Sandra Lechner, 2007. "Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform," CoFE Discussion Paper 07-03, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
    10. John Cawley & Tomas Philipson, 1996. "An Empirical Examination of Information Barriers to Trade in Insurance," NBER Working Papers 5669, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  10. Claude Montmarquette & Marc Nerlove, 1981. "Deterrence and Delinquency: An Analysis of Individual Data," Discussion Papers 509, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    Other versions:

    Cited by:

    1. Johannes Rincke & Christian Traxler, 2009. "Deterrence through Word of Mouth," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:

  11. Heinz Konig & Marc Nerlove & Grilles Oudiz, 1980. "On the Formation of Price Expectations: An Analysis of Business Test Data by Log-Linear Probability Models," Discussion Papers 437, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    Published as:

    Cited by:

    1. Lorenzo Pupillo & Klaus Zimmermann, 1991. "Relative export prices and firm size in imperfect markets," Open Economies Review, Springer, vol. 2(3), pages 295-304, October. [Downloadable!] (restricted)

  12. Marc Nerlove, 1979. "The Dynamics of Supply: Retrospect and Prospect," Discussion Papers 394, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]

    Cited by:

    1. G. Mythili, 2006. "Supply response of Indian farmers: Pre and post reforms," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2006-009, Indira Gandhi Institute of Development Research, Mumbai, India. [Downloadable!]
    2. Katsushi Imai & Raghav Gaiha & Ganesh Thapa, 2008. "Supply response to changes in agricultural commodity prices in Asian countries," The School of Economics Discussion Paper Series 0808, Economics, The University of Manchester. [Downloadable!]
    3. Vere, D.T. & Griffith, G.R. & Bootle, B.W., 1993. "Alternative Breeding Inventory Specifications In A Livestock Market Model," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 37(03), December. [Downloadable!]
    4. Sunil Kanwar, 2004. "Relative Profitability, Supply Shifters and Dynamic Output Response:The Indian Foodgrains," Working papers 133, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
    5. Leaver, Rosemary, 2003. "Measuring The Supply Response Function Of Tobacco In Zimbabwe," 2003 Annual Conference, October 2-3, 2003, Pretoria, South Africa 19079, Agricultural Economic Association of South Africa (AEASA). [Downloadable!]
    6. Trivedi, Pravin K., 1988. "A model of cocoa replanting and new planting in Bahia, Brazil, 1966-85," Policy Research Working Paper Series 92, The World Bank. [Downloadable!]
    7. Russell L. Lamb & Francis X. Diebold, 1996. "Why are estimates of agricultural supply response so variable?," Finance and Economics Discussion Series 96-8, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    8. Rainer Thiele, 2002. "Price Incentives, Non-Price Factors, and Agricultural Production in Sub-Saharan Africa: A Cointegration Analysis," Kiel Working Papers 1123, Kiel Institute for the World Economy. [Downloadable!]
      Other versions:
    9. Pouliot, Sebastien, 2008. "Estimating the Costs and Benefits of Cattle Traceability: the Case of the Quebec Cattle Traceability System," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6522, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    10. Ekboir, Javier & Jarvis, Lovell S. & Rey, Carlos, 1998. "Investment Effects Of Endogenous And Exogenous Depreciation: Improved Pastures In Uruguay," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20934, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    11. Elmer, Nicole A. & Thurow, Amy P. & Johnson, Jason L. & Rosson, C. Parr, III, 2001. "An Ex Ante Assessment Of Investments In Texas Grapefruit Under Uncertainty," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 33(03), December. [Downloadable!]
    12. Sunil Kanwar, 2004. "Price Incentives, Nonprice factors, and Crop Supply Response:The Indian Cash Crops," Working papers 132, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
      Other versions:
    13. Mallawaarachchi, Thilak & Hall, Nigel & Phillips, Brian, 1992. "Investment in Water Saving Technology on Horticultural Farms," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 60(02), August. [Downloadable!]
    14. Wall, Charles A. & Fisher, Brian S., 1988. "Supply Response and the Theory of Production and Profit Functions," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 56(03), December. [Downloadable!]
    15. Laajimi, Abderraouf & Guesmi, Anis & Dhehibi, Boubaker, 2007. "Analyse de la Reponse de l'offre des Pommes en Tunisie : Une Approche Econometrique," 103rd Seminar, April 23-25, 2007, Barcelona, Spain 9392, European Association of Agricultural Economists. [Downloadable!]
    16. Rainer Thiele, 2000. "Estimating the Aggregate Agricultural Supply Response: A Survey of Techniques and Results for Developing Countries," Kiel Working Papers 1016, Kiel Institute for the World Economy. [Downloadable!]

  13. Marc Nerlove, 1968. "Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross-Sections," Cowles Foundation Discussion Papers 257, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

    Cited by:

    1. Ketelsen, Uwe & Kortelainen, Mika, 1996. "The Pass-Through of Exchange Rate Changes to Import Prices," Research Discussion Papers 26/1996, Bank of Finland. [Downloadable!]
    2. G. Mythili, 2006. "Supply response of Indian farmers: Pre and post reforms," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2006-009, Indira Gandhi Institute of Development Research, Mumbai, India. [Downloadable!]
    3. Sebastian Edwards, 1984. "LDC's Foreign Borrowing and Default Risk: An Empirical Investigation," NBER Working Papers 1172, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Etsuro Shioji, 1997. "It's Still 2%: Evidence on Convergence from 116 Years of the US States Panel Data," Economics Working Papers 236, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    5. Simon Feeny & Mark N. Harris & Joanne Loundes, 2000. "A Dynamic Panel Analysis of the Profitability of Australian Tax Entities," Melbourne Institute Working Paper Series wp2000n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
      Other versions:
    6. Won Koh & Badi H. Baltagi & Seuck Heun Song, 2004. "Testing for Serial Correlation, Spatial Autocorrelation and Random Effects," Econometric Society 2004 Far Eastern Meetings 415, Econometric Society. [Downloadable!]
      Other versions:
    7. Carlo Pietrobelli & Silvia Nenci, 2007. "Does tariff liberalization promote trade? Latin America in the long run (1900-2000)," Working Papers 0704, CREI Università degli Studi Roma Tre, revised 2007. [Downloadable!]
    8. Mario Pianta & Andrea Vaona, 2006. "Innovation and Productivity in European Industries," Kiel Working Papers 1283, Kiel Institute for the World Economy. [Downloadable!]
      Other versions:
    9. Sebastian Edwards, 1953. "The Demand for International Reserves and Monetary Equilibrium: Some Evidence from Developing Countries," UCLA Economics Working Papers 293, UCLA Department of Economics. [Downloadable!]
      Other versions:
    10. Sebastian Edwards, 1984. "The Demand for International Reserves and Exchange Rate Adjustments: TheCase of LDCs, 1964-1972," NBER Working Papers 1063, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    11. Jan Hanousek & Nauro F. Campos & Randall K. Filer, 2001. "Do Stock Markets Promote Economic Growth?," Finance 0012006, EconWPA. [Downloadable!]
      Other versions:
    12. Alan Blinder & Yoram Weiss, 1974. "Human Capital and Labor Supply: A Synthesis," Working Papers 435, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
      Other versions:
    13. Sebastian Edwards, 1983. "LDC's Foreign Borrowing and Default Risk: An Empirical Investigation 1976-1980," UCLA Economics Working Papers 298, UCLA Department of Economics. [Downloadable!]
      Other versions:
    14. Sunil Kanwar, 2002. "Does Intellectual Property Lead to Intellectual Property Protection?," Working papers 108, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
    15. T. Paul Schultz, 2004. "Demographic Determinants of Savings: Estimating and Interpreting the Aggregate Association in Asia," Working Papers 901, Economic Growth Center, Yale University. [Downloadable!]
      Other versions:
    16. Arulampalam, Wiji & Stewart, Mark B., 2008. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," The Warwick Economics Research Paper Series (TWERPS) 884, University of Warwick, Department of Economics. [Downloadable!]
      Other versions:
    17. Anil K. Bera & Walter Sosa Escudero & Mann Yoon, 2000. "Tests for the Error Component Model in the Presence of Local Misspecification," Econometric Society World Congress 2000 Contributed Papers 1888, Econometric Society. [Downloadable!]
      Other versions:
    18. Easter, K. William & Abel, Martin E. & Norton, George, 1976. "Regional Differences In Agricultural Productivity In Selected Areas Of India," Staff Papers 13887, University of Minnesota, Department of Applied Economics. [Downloadable!]
    19. Sunil Kanwar & Robert Evenson, 2001. "Does Intellectual Property Protection Spur Technological Change," Working Papers 831, Economic Growth Center, Yale University. [Downloadable!]
      Other versions:
    20. Rachidi Boumahdi & Alban Thomas, 1992. "Estimation des modèles à deux régimes avec des données de panel," Annales d'Economie et de Statistique, ADRES, issue 28, pages 06, Octobre-D. [Downloadable!]
    21. Badi Baltagi & Seuck Heun Song & Byoung Cheol Jung, 2002. "Simple Lm Tests For The Unbalanced Nested Error Component Regression Model," Econometric Reviews, Taylor and Francis Journals, vol. 21(2), pages 167-187. [Downloadable!] (restricted)
    22. Hosung Jung, 2005. "A Test for Autocorrelation in Dynamic Panel Data Models," Hi-Stat Discussion Paper Series d04-77, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    23. Luojia Hu, 2000. "Estimating a Censored Dynamic Panel Data Model with an Application to Earnings Dynamics," Working Papers 814, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
    24. Ivan Fernandez-Val, 2005. "Estimation of Structural Parameters and Marginal Effects in Binary Choice Panel Data Models with Fixed Effects," Boston University - Department of Economics - Working Papers Series WP2005-38, Boston University - Department of Economics. [Downloadable!]
    25. Jan F. Kiviet, 2005. "Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 05-112/4, Tinbergen Institute. [Downloadable!]
    26. J. Breitung & M. Lechner, . "GMM-Estimation of Nonlinear Models on Panel Data," Sonderforschungsbereich 373 1995-67, Humboldt Universitaet Berlin.
      Other versions:
    27. Etsuro Shioji, 1997. "Convergence in Panel Data: Evidence from the Skipping Estimation," Economics Working Papers 235, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    28. Sebastián Edwards, 1984. "Deuda Externa y Riesgo del País," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 21(62), pages 3-24. [Downloadable!]
    29. Bertschek, Irene & Lechner, Michael, . "Convenient Estimators for the Panel Probit Model," IVS discussion paper series 528, Institut für Volkswirtschaft und Statistik (IVS), University of Mannheim. [Downloadable!]
      Other versions:
    30. Lindh, Thomas & Malmberg, Bo, 1999. "Age Distributions and the Current Account -A Changing Relation?," Working Paper Series 1999:21, Uppsala University, Department of Economics. [Downloadable!]
      Other versions:
    31. Rodrigo Alfaro, 2008. "Estimation of a Dynamic Panel Data: The Case Of Corporate Investment in Chile," Working Papers Central Bank of Chile 467, Central Bank of Chile. [Downloadable!]
    32. Housung Jung & Hyeog Ug Kwon, 2007. "An Alternative System GMM Estimation in Dynamic Panel Models," Hi-Stat Discussion Paper Series d07-217, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    33. C Orme & Y Yamagata, 2006. "The Asymptotic Distribution of the F-Test Statistic for Individual Effects," The School of Economics Discussion Paper Series 0610, Economics, The University of Manchester. [Downloadable!]
      Other versions:
    34. Francis Vella & Ivan Fernandez-Val, 2007. "Bias Corrections for Two-Step Fixed Effects Panel Data Estimators," Boston University - Department of Economics - Working Papers Series WP2007-010, Boston University - Department of Economics. [Downloadable!]
      Other versions:
    35. Mario Pianta & Andrea Vaona, 2006. "Firm size and Innovation in European Manufacturing," Kiel Working Papers 1284, Kiel Institute for the World Economy. [Downloadable!]
      Other versions:
    36. Raven E. Saks, 2005. "Job creation and housing construction: constraints on metropolitan area employment growth," Finance and Economics Discussion Series 2005-49, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    37. Badi H. Baltagi & Seuck Heun Song & Won Koh, 2002. "Testing Panel Data Regression Models with Spatial Error Correlation," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B6-4, International Conferences on Panel Data. [Downloadable!]
      Other versions:
    38. William Greene, 2002. "The Behavior of the Fixed Effects Estimator in Nonlinear Models," Working Papers 02-05, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
    39. Yuri Ostrovsky, 2002. "A Longitudinal Study of the Residential Mobility of the Elderly in Canada," Social and Economic Dimensions of an Aging Population Research Papers 78, McMaster University. [Downloadable!]
    40. I. Bertschek & M. Lechner, . "GMM Estimation of Panel Probit Models: Nonparametric Esitmation of the Optimal Instruments," Sonderforschungsbereich 373 1995-25, Humboldt Universitaet Berlin.
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  14. David M. Grether & Marc Nerlove, 1968. "Some Properties of 'Optimal' Seasonal Adjustment," Cowles Foundation Discussion Papers 261, Cowles Foundation, Yale University. [Downloadable!]
    Published as:

    Cited by:

    1. Travis D. Nesmith, 2006. "Rational seasonality," Finance and Economics Discussion Series 2007-04, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    2. Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?," CIRANO Working Papers 95s-19, CIRANO. [Downloadable!]
      Other versions:
    3. Jerry A. Hausman & Mark W. Watson, 1983. "Seasonal Adjustment with Measurement Error Present," NBER Working Papers 1133, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Francis X. Diebold & Lutz Kilian & Marc Nerlove, 2006. "Time Series Analysis," PIER Working Paper Archive 06-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
      Other versions:
      • Diebold, F.X. & Kilian, L. & Nerlove, M., 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
    5. Neil R. Ericsson & David F. Hendry & Hong-Anh Tran, 1993. "Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom," International Finance Discussion Papers 457, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    6. Lawrence J. Christiano & Richard M. Todd, 2000. "The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions?," NBER Technical Working Papers 0266, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Erich Spörndli, 1979. "Konjunkturdiagnose und -prognose in der Schweiz: Die Verwendung quantitativer Indikatoren," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 115(III), pages 323-350, September. [Downloadable!]
    8. Adlai Fisher & Laurent Calvet & Benoit Mandelbrot, 1997. "Multifractality of Deutschemark/US Dollar Exchange Rates," Cowles Foundation Discussion Papers 1166, Cowles Foundation, Yale University. [Downloadable!]

  15. Marc Nerlove, 1967. "Distributed Lags and Unobserved Components in Economic Time Series," Cowles Foundation Discussion Papers 221, Cowles Foundation, Yale University. [Downloadable!]

    Cited by:

    1. Nadiri, M. Ishaq & Prucha, Ingmar R., 1982. "Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model," Working Papers 82-22, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    2. Ronald Britto, 1973. "Bayesian Learning in Dynamic Economic Models," UCLA Economics Working Papers 043, UCLA Department of Economics. [Downloadable!]
    3. Kim B. Clark & Richard B. Freeman, 1979. "How Elastic is The Demand for Labor?," NBER Working Papers 0309, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Lars Peter Hansen & Thomas J. Sargent, 1981. "Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time," Staff Report 74, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    5. Francis X. Diebold & Lutz Kilian & Marc Nerlove, 2006. "Time Series Analysis," PIER Working Paper Archive 06-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
      Other versions:
      • Diebold, F.X. & Kilian, L. & Nerlove, M., 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
    6. Thomas J. Sargent, 1982. "Beyond demand and supply curves in macroeconomics," Staff Report 77, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    7. Arthur Goldberger, 1971. "Econometrics and psychometrics: A survey of communalities," Psychometrika, Springer, vol. 36(2), pages 83-107, June. [Downloadable!] (restricted)
    8. Benjamin M. Friedman, 1980. "Price Inflation, Portfolio Choice, and Nominal Interest Rates," NBER Working Papers 0235, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. Thomas J. Sargent, 1976. "Observations on improper methods of simulating and teaching Friedman's time series consumption model," Working Papers 53, Federal Reserve Bank of Minneapolis. [Downloadable!]
      Other versions:
    10. Kevin Lansing, 2009. "Time Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 304-326, April. [Downloadable!] (restricted)
      Other versions:

  16. Marc Nerlove, . "Unit Roots in Economic Time Series: An Introduction," Discussion Paper Serie A 268, University of Bonn, Germany, revised Dec 1989.

    Cited by:

    1. Peter C.B. Phillips, 1991. "The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence," Cowles Foundation Discussion Papers 1000, Cowles Foundation, Yale University. [Downloadable!]
    2. Peter C.B. Phillips, 1991. "Unit Roots," Cowles Foundation Discussion Papers 998, Cowles Foundation, Yale University. [Downloadable!]

  17. Marc Nerlove & Efraim Sadka, . "Von Thünen's Model of the Dual Economy," Discussion Paper Serie A 269, University of Bonn, Germany, revised Dec 1989.
    Other versions:
    Published as:

    Cited by:

    1. Pfaff, Alexander S.P., 1997. "What drives deforestation in the Brazilian Amazon? Evidence from satellite and socioeconomic data," Policy Research Working Paper Series 1772, The World Bank. [Downloadable!]
    2. Maureen Kilkenny, 1995. "Transport Costs and Rural Development," Center for Agricultural and Rural Development (CARD) Publications 95-wp133, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
      Other versions:

Articles

  1. Marc Nerlove, 1999. "Likelihood Inference for Dynamic Panel Models," Annales d'Economie et de Statistique, ADRES, issue 55-56, pages 16, Juillet-D. [Downloadable!]

    Cited by:

    1. Binder, M. & Hsaio, C. & Pesaran, M.H., 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics 0003, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
    2. Bond, Stephen Roy & Hoeffler, Anke & Temple, Jonathan, 2001. "GMM Estimation of Empirical Growth Models," CEPR Discussion Papers 3048, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:

  2. Nerlove, Marc & Fornari, Ilaria, 1998. "Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 129-161. [Downloadable!] (restricted)

    Cited by:

    1. Lynn Hunnicutt & David Aadland, 2002. "Market Power with Dynamic Invertory Constraints: The Bias in Standard Measures," Working Papers 2002-15, Utah State University, Department of Economics. [Downloadable!]
      Other versions:
    2. Sunil Kanwar, 2004. "Relative Profitability, Supply Shifters and Dynamic Output Response:The Indian Foodgrains," Working papers 133, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
    3. Jean-Paul Chavas & Kwansoo Kim, 2006. "An econometric analysis of the effects of market liberalization on price dynamics and price volatility," Empirical Economics, Springer, vol. 31(1), pages 65-82, March. [Downloadable!] (restricted)
      Other versions:
    4. Aadland, David & Bailey, Deevon & Feng, Shelly, 2000. "A Theoretical And Empirical Investigation Of The Supply Response In The U.S. Beef-Cattle Industry," 2000 Annual meeting, July 30-August 2, Tampa, FL 21887, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
      Other versions:
    5. SaangJoon Baak, 1999. "Heterogeneous Expectations, Market Dynamics, and Social Welfare," Computing in Economics and Finance 1999 222, Society for Computational Economics. [Downloadable!]
    6. Matthew T. Holt & Andrew M. McKenzie, 2003. "Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 407-426. [Downloadable!]
    7. David M. Aadland, 2000. "The Economics Of Cattle Supply," Computing in Economics and Finance 2000 57, Society for Computational Economics. [Downloadable!]
      Other versions:
    8. Chao, Hui-Ping, 1998. "Regime Switching In Us Livestock Cycles," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20824, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    9. David Aadland, 2001. "Cattle Cycles, Heterogeneous Expectations and the Age Distribution of Capital," Working Papers 2002-02, Utah State University, Department of Economics. [Downloadable!]
      Other versions:
    10. Aadland, David, 2002. "Cattle Cycles, Expectations And The Age Distribution Of Capital," 2002 Annual meeting, July 28-31, Long Beach, CA 19795, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    11. Sunil Kanwar, 2004. "Price Incentives, Nonprice factors, and Crop Supply Response:The Indian Cash Crops," Working papers 132, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
      Other versions:
    12. Frechette, Darren L., 1999. "The Supply Of Storage Under Heterogeneous Expectations," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 31(03), December. [Downloadable!]

  3. Nerlove, Marc, 1995. "Hedonic price functions and the measurement of preferences: The case of Swedish wine consumers," European Economic Review, Elsevier, vol. 39(9), pages 1697-1716, December. [Downloadable!] (restricted)

    Cited by:

    1. Malorgio, Giulio & Camanzi, Luca & Grazia, Cristina, 2007. "Effectiveness of European Appellations of Origin on the International wine market," 105th Seminar, March 8-10, 2007, Bologna, Italy 7896, European Association of Agricultural Economists. [Downloadable!]
    2. Campos, Nauro F. & Leite Barbosa, Renata, 2008. "Paintings and Numbers: An Econometric Investigation of Sales Rates, Prices and Returns in Latin American Art Auctions," IZA Discussion Papers 3445, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    3. Drescher, Larissa & Thiele, Silke & Weiss, Christoph, 2006. "The Taste for Variety: A Hedonic Analysis," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25251, International Association of Agricultural Economists. [Downloadable!]
    4. Olivier Gergaud & Vincenzo Verardi, 2006. "Untalented but successful," Cahiers de la Maison des Sciences Economiques bla06017, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
      Other versions:
    5. Evens SALIES, 2004. "The consumption of ordinary wines in France : the effect of administered prices," Econometrics 0406003, EconWPA. [Downloadable!]
    6. Deodhar Satish & Intodia Vijay, 2001. "Quality Attributes and Hedonic Price Analysis of Ghee," IIMA Working Papers 2001-09-04, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]
    7. Galarraga, Ibon & Markandya, Anil, 2004. "Economic techniques to estimate the demand for sustainable products: a case study for fair trade and organic coffee in the United Kingdom," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 4(7). [Downloadable!]
    8. James J. Fogarty, 2002. "Why is Expert Opinion on Wine Valueless?," Economics Discussion / Working Papers 02-17, The University of Western Australia, Department of Economics. [Downloadable!]
    9. Steiner, Bodo, 2002. "The Valuation Of Labelling Attributes In A Wine Market," 2002 Annual meeting, July 28-31, Long Beach, CA 19718, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    10. Marilena Locatelli-Biey & Roberto Zanola, 2002. "The Sculpture Market: An Adjacent Year Regression Index," Journal of Cultural Economics, Springer, vol. 26(1), pages 65-78, February. [Downloadable!] (restricted)
    11. Deodhar Satish & Intodia Vijay, 2002. "What’s in a Drink that you calla Chai? Quality Attributes and Hedonic Price Analysis of Tea," IIMA Working Papers 2002-05-05, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]
    12. Schamel, Guenter, 2003. "International Wine Trade: Analyzing The Value Of Reputation And Quality Signals," 2003 Annual meeting, July 27-30, Montreal, Canada 22157, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    13. Kristofersson, Dadi & Rickertsen, Kyrre, 2003. "Efficient Estimation Of Hedonic Inverse Input Demand Systems," 2003 Annual meeting, July 27-30, Montreal, Canada 21926, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
      Other versions:
    14. Danielle E. Rabkin & Timothy K.M. Beatty, 2007. "Does VQA Certification Matter? A Hedonic Analysis," Canadian Public Policy, University of Toronto Press, vol. 33(3), pages 299-314, September. [Downloadable!] (restricted)
    15. Elisa Giuliani, 2008. "What drives innovative output in emerging clusters? Evidence from the wine industry," SPRU Electronic Working Paper Series 169, University of Sussex, SPRU - Science and Technology Policy Research. [Downloadable!]
    16. Schamel, Guenter, 2002. "California Wine Winners: A Hedonic Analysis Of Regional And Winery Reputation Indicators," 2002 Annual meeting, July 28-31, Long Beach, CA 19864, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    17. Z. Wang, 2003. "Hedonic prices for crude oil," Applied Economics Letters, Taylor and Francis Journals, vol. 10(13), pages 857-861, October. [Downloadable!] (restricted)
    18. Resano, H. & Sanjuan, A.I., 2008. "An hedonic approach applied to scanner data on cured ham purchases in Spain," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44383, European Association of Agricultural Economists. [Downloadable!]
    19. Landon, Stuart & Smith, Constance, 1998. "Quality expectations, reputation, and price," MPRA Paper 9774, University Library of Munich, Germany. [Downloadable!]
    20. Sanja Lutzeyer, 2008. "Estimating Hedonic Prices for Stellenbosch wine," Working Papers 15/2008, Stellenbosch University, Department of Economics. [Downloadable!]

  4. Nerlove, Marc & Ross, David & Willson, Douglas, 1993. "The importance of seasonality in inventory models : Evidence from business survey data," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 105-128. [Downloadable!] (restricted)

    Cited by:

    1. Martin Kukuk, 2002. "Indirect estimation of (latent) linear models with ordinal regressors A Monte Carlo study and some empirical illustrations," Statistical Papers, Springer, vol. 43(3), pages 379-399, July. [Downloadable!] (restricted)

  5. Nerlove, Marc & Razin, Assaf & Sadka, Efraim & von Weizsacker, Robert K., 1993. "Comprehensive income taxation, investments in human and physical capital, and productivity," Journal of Public Economics, Elsevier, vol. 50(3), pages 397-406, March. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Marc Nerlove & Efraim Sadka, 1991. "Von Thünen's model of the dual economy," Journal of Economics, Springer, vol. 54(2), pages 97-123, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  7. Diebold, Francis X & Nerlove, Marc, 1989. "The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(1), pages 1-21, Jan.-Mar.. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  8. Nerlove, Marc & Razin, Assaf & Sadka, Efraim, 1988. "A bequest-constrained economy: Welfare analysis," Journal of Public Economics, Elsevier, vol. 37(2), pages 203-220, November. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  9. Beggs, John J. & Nerlove, Marc, 1988. "Biases in dynamic models with fixed effects," Economics Letters, Elsevier, vol. 26(1), pages 29-31. [Downloadable!] (restricted)

    Cited by:

    1. Lucia Foster, 1999. "On The Sources And Size Of Employment Adjustment Costs," Working Papers 99-7, Center for Economic Studies, U.S. Census Bureau. [Downloadable!]

  10. Nerlove, Marc & Razin, Assaf & Sadka, Efraim, 1986. "Some Welfare Theoretic Implications of Endogenous Fertility," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 27(1), pages 3-31, February. [Downloadable!] (restricted)

    Cited by:

    1. Julio López Díaz & Zenón J. Ridruejo, 2003. "Pensiones, crecimiento y envejecimiento de la población," Investigaciones Economicas, Fundación SEPI, vol. 27(2), pages 343-367, May. [Downloadable!]
    2. Lundholm, Michael & Ohlsson, Henry, 1998. "Who Takes Care of the Children? The Quantity-Quality Model Revisited," Research Papers in Economics 1998:4, Stockholm University, Department of Economics. [Downloadable!]
      Other versions:
    3. Julio Lípez Díaz & Zenón J. Ridruejo, . "Cambio demográfico, inmigración y crecimiento económico," Studies on the Spanish Economy 99, FEDEA. [Downloadable!]
    4. Louis Kaplow, 1996. "Optimal Distribution and Taxation of the Family," NBER Working Papers 4189, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  11. Nerlove, Marc & Razin, Assaf & Sadka, Efraim, 1986. "Endogenous Population with Public Goods and Malthusian Fixed Resources: Efficiency or Market Failure," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 27(3), pages 601-09, October. [Downloadable!] (restricted)

    Cited by:

    1. Guzmán, Ricardo Andrés & Weisdorf, Jacob, 2009. "The Neolithic Revolution from a price-theoretic perspective," MPRA Paper 10069, University Library of Munich, Germany. [Downloadable!]
    2. Ricardo Andrés Guzmán, 2007. "Life-Work Balance During The Neolithic Revolution," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 10(2), pages 93-125. [Downloadable!]
    3. Rowthorn, Robert & Guzmán, Ricardo Andrés & Rodríguez-Sickert, Carlos, 2008. "The economics of early social stratification," MPRA Paper 10115, University Library of Munich, Germany. [Downloadable!]

  12. Nerlove, Marc & Razin, Assaf & Sadka, Efraim, 1985. "Population Size: Individual Choice and Social Optima," The Quarterly Journal of Economics, MIT Press, vol. 100(2), pages 321-34, May. [Downloadable!] (restricted)

    Cited by:

    1. J. Ignacio Conde-Ruiz & Eduardo L. Giménez & Mikel Pérez-Nievas, . "Millian Efficiency with Endogenous Fertility," Working Papers 2004-13, FEDEA. [Downloadable!]
    2. Jon D. Harford, 2000. "The Long-Run Impact on Population and Income of Open Access to Land in a Model with Parental Altruism," Eastern Economic Journal, Eastern Economic Association, vol. 26(4), pages 419-429, Fall. [Downloadable!]
    3. Marietta A. Constantinides, 1988. "Optimal Population Growth and the Social Welfare Function," Eastern Economic Journal, Eastern Economic Association, vol. 14(3), pages 229-238, Jul-Sep. [Downloadable!]

  13. Nerlove, Marc & Razin, Assaf & Sadka, Efraim, 1984. "Investment in Human and Nonhuman Capital, Transfers among Siblings, and the Role of Government," Econometrica, Econometric Society, vol. 52(5), pages 1191-98, September. [Downloadable!] (restricted)

    Cited by:

    1. Glauben, Thomas & Tietje, Hendrik & Weiss, Christoph, 2005. "Analysing Family Farm Succession: A Probit and a Competing Risk Approach," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24699, European Association of Agricultural Economists. [Downloadable!]
    2. Mishra, Ashok K. & El-Osta, Hisham S. & Johnson, James D., 2004. "Succession In Family Farm Business: Empirical Evidence From The U.S. Farm Sector," 2004 Annual meeting, August 1-4, Denver, CO 20114, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    3. Marc Nerlove & Assaf Razin & Efraim Sadka, 1989. "A Bequest-Constrained Economy: Welfare Analysis," NBER Working Papers 2779, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  14. Nerlove, Marc & Razin, Assaf & Sadka, Efraim, 1984. "Income distribution policies with endogenous fertility," Journal of Public Economics, Elsevier, vol. 24(2), pages 221-230, July. [Downloadable!] (restricted)

    Cited by:

    1. Lundholm, Michael & Ohlsson, Henry, 1998. "Who Takes Care of the Children? The Quantity-Quality Model Revisited," Research Papers in Economics 1998:4, Stockholm University, Department of Economics. [Downloadable!]
      Other versions:
    2. Cigno, Alessandro & Pettini, Anna, 1999. "Taxing Family Size and Subsidising Child-specific Commodities? Optimal Fiscal Treatment of Households with Endogenous Fertility," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    3. Michael Kremer & Daniel Chen, 2000. "Income-distribution Dynamics with Endogenous Fertility," NBER Working Papers 7530, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  15. Lehrer, Evelyn & Nerlove, Marc, 1984. "A Life-Cycle Analysis of Family Income Distribution," Economic Inquiry, Oxford University Press, vol. 22(3), pages 360-74, July.

    Cited by:

    1. Shahina Amin & Julie DaVanzo, 2002. "The Impact of Wives' Earnings Inequality among Married-Couple Households in Malaysia," Working Papers 02-09, RAND Corporation Publications Department. [Downloadable!]
    2. McKinley L. Blackburn & David E. Bloom, 1994. "Changes in the Structure of Family Income Inequality in the United States and Other Industrial Nationa During the 1980s," NBER Working Papers 4754, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  16. Nerlove, Marc, 1983. "Expectations, Plans, and Realizations in Theory and Practice," Econometrica, Econometric Society, vol. 51(5), pages 1251-79, September. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  17. Nerlove, Marc & Razin, Assaf & Sadka, Efraim, 1982. "Population size and the social welfare functions of Bentham and Mill," Economics Letters, Elsevier, vol. 10(1-2), pages 61-64. [Downloadable!] (restricted)

    Cited by:

    1. Holger Strulik, 2005. "Too Much of a Good Thing? The Quantitative Economics of R&D–driven Growth Revisited," Discussion Papers 05-26, University of Copenhagen. Department of Economics. [Downloadable!]
      Other versions:
    2. Holger Strulik, 2001. "The Role of Human Capital and Population Growth in R&D-Based Models of Economic Growth," Quantitative Macroeconomics Working Papers 20109, Hamburg University, Department of Economics. [Downloadable!]
      Other versions:
    3. J. Ignacio Conde-Ruiz & Eduardo L. Giménez & Mikel Pérez-Nievas, . "Millian Efficiency with Endogenous Fertility," Working Papers 2004-13, FEDEA. [Downloadable!]
    4. Marietta A. Constantinides, 1988. "Optimal Population Growth and the Social Welfare Function," Eastern Economic Journal, Eastern Economic Association, vol. 14(3), pages 229-238, Jul-Sep. [Downloadable!]

  18. Lehrer, Evelyn & Nerlove, Marc, 1981. "The Impact of Female Work on Family Income Distribution in the United States: Black-White Differentials," Review of Income and Wealth, Blackwell Publishing, vol. 27(4), pages 423-31, December.

    Cited by:

    1. Harry Oshima & Andrew Mason, 1999. "Population and Inequality in East Asia," Working Papers 199903, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
    2. Björklund, Anders & Palme, Mårten, 1997. "Income Redistribution within the Life Cycle versus between Individuals: Empirical Evidence Using Swedish Panel Data," Working Paper Series in Economics and Finance 197, Stockholm School of Economics. [Downloadable!]

  19. Konig, Heinz & Nerlove, Marc & Oudiz, Gilles, 1981. "On the formation of price expectations : An analysis of business test data by log-linear probability models," European Economic Review, Elsevier, vol. 16(1), pages 103-138. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  20. Nerlove, Marc L, 1975. "Some Problems in the Use of Income-contingent Loans for the Finance of Higher Education," Journal of Political Economy, University of Chicago Press, vol. 83(1), pages 157-83, February. [Downloadable!] (restricted)

    Cited by:

    1. Panu Poutvaara, 2004. "Public Education in an Integrated Europe: Studying for Migration and Teaching for Staying?," Public Economics 0406006, EconWPA. [Downloadable!]
    2. Lorraine Dearden & Emla Fitzsimons & Alissa Goodman & Greg Kaplan, 2007. "Higher education funding reforms in England: the distributional effects and the shifting balance of costs," IFS Working Papers W07/18, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    3. Migali, Giuseppe, 2006. "Funding Higher Education and Wage Uncertainty : Income Contingent Loan versus Mortgage Loan," The Warwick Economics Research Paper Series (TWERPS) 775, University of Warwick, Department of Economics. [Downloadable!]
      Other versions:
    4. T. Paul Schultz, 2003. "Evidence of Returns to Schooling in Africa from Household Surveys: Monitoring and Restructuring the Market for Education," Working Papers 875, Economic Growth Center, Yale University. [Downloadable!]
      Other versions:
    5. Bruce Chapman & Chris Ryan, 2003. "The Access Implications of Income Contingent Charges for Higher Education: Lessons from Australia," CEPR Discussion Papers 463, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]
      Other versions:
    6. Panu Poutvaara, 2003. "Educating Europe," Public Economics 0302008, EconWPA. [Downloadable!]
      Other versions:
    7. Bas Jacobs & Sweder J.G. van Wijnbergen, 2005. "Capital Market Failure, Adverse Selection and Equity Financing of Higher Education," Tinbergen Institute Discussion Papers 05-037/3, Tinbergen Institute. [Downloadable!]
      Other versions:
    8. Bruce Chapman, 2005. "Income Contingent Loans for Higher Education: International Reform," CEPR Discussion Papers 491, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]
      Other versions:

  21. Nerlove, Marc, 1974. "Household and Economy: Toward a New Theory of Population and Economic Growth," Journal of Political Economy, University of Chicago Press, vol. 82(2), pages S200-S218, Part II, . [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Ruttan, Vernon W., 2002. "Social Science Knowledge And Institutional Innovation," Staff Papers 13628, University of Minnesota, Department of Applied Economics. [Downloadable!]
    2. Bernard Dumas, 1989. "Perishable Investment and Hysteresis in Capital Formation," NBER Working Papers 2930, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Senauer, Benjamin, 1988. "The Impact Of The Value Of Women'S Time On Food And Nutrition In Developing Countries," Staff Papers 14144, University of Minnesota, Department of Applied Economics. [Downloadable!]
    4. Cooke, Lynn Prince, 2001. "Impact of Dual Careers on Average Family Size: Comparison of 11 Countries," IRISS Working Paper Series 2001-05, IRISS at CEPS/INSTEAD. [Downloadable!]
    5. Elisha A. Panzer & Assaf Razin, 1977. "Competitive Efficiency in an Overlapping-Generation Model with Endogenous Population," Discussion Papers 283, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
      Other versions:
    6. Kinsey, Jean, 1986. "Modeling The Value Of Household Production And Leisure Time: An Historical Development," Staff Papers 13382, University of Minnesota, Department of Applied Economics. [Downloadable!]
    7. Ruttan, Vernon W., 2005. "Social Science Knowledge and Induced Institutional Innovation: An Institutional Design Perspective," Staff Papers 13784, University of Minnesota, Department of Applied Economics. [Downloadable!]

  22. Nerlove, Marc, 1972. "On Tuition and the Costs of Higher Education: Prolegomena to a Conceptual Framework," Journal of Political Economy, University of Chicago Press, vol. 80(3), pages S178-S218, Part II, . [Downloadable!] (restricted)

    Cited by:

    1. George R. Zodrow, 2007. "Should Capital Income be Subject to Consumption-Based Taxation?," Working Papers 0715, Oxford University Centre for Business Taxation. [Downloadable!]
    2. Carmen Bevia & I?go Iturbe-Ormaetxe, . "Redistribution and Subsidies for Higher Education," UFAE and IAE Working Papers 475.01, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
      Other versions:
    3. Bas Jacobs, . "An investigation of education finance reform: Graduate taxes and income contingent loans in the Netherlands," CPB Discussion Papers 9, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
    4. Keith B. Leffler & Cotton M. Lindsay, 1978. "Student Discount Rates, Consumption Loans and Subsidies to Professional Training," UCLA Economics Working Papers 132, UCLA Department of Economics. [Downloadable!]
    5. Carlo Salerno, 2006. "Using Data Envelopment Analysis to Improve Estimates of Higher Education Institution’s Per-student Education Costs 1," Education Economics, Taylor and Francis Journals, vol. 14(3), pages 281-295, September. [Downloadable!] (restricted)
    6. Bas Jacobs & Sweder J.G. van Wijnbergen, 2005. "Capital Market Failure, Adverse Selection and Equity Financing of Higher Education," Tinbergen Institute Discussion Papers 05-037/3, Tinbergen Institute. [Downloadable!]
      Other versions:

  23. Nerlove, Marc, 1972. "Lags in Economic Behavior," Econometrica, Econometric Society, vol. 40(2), pages 221-51, March. [Downloadable!] (restricted)

    Cited by:

    1. Michael Rauscher, 1992. "Cartel instability and periodic price shocks," Journal of Economics, Springer, vol. 55(2), pages 209-219, June. [Downloadable!] (restricted)
    2. Nadiri, M. Ishaq & Prucha, Ingmar R., 1982. "Formulation and Estimation of Dynamic Factor Demand Equations Under Non-Static Expectations: A Finite Horizon Model," Working Papers 82-22, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    3. Ariel Pakes & Zvi Griliches, 1984. "Estimating Distributed Lags in Short Panels with an Application to the Specification of Depreciation Patterns and Capital Stock Constructs," NBER Working Papers 0933, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Chirinko, Robert S. & Schiantarelli, Fabio, 1991. "Delivery Lags, Adjustment Costs, and Econometric Investment Models," Working Papers 91-41, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
      Other versions:
    5. Robert S. Chirinko, 1985. "The Ineffectiveness of Effective Tax Rates on Business Investment," NBER Working Papers 1704, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Bitros, George & Kelejian, Harry, 1974. "A Stochastic Control Approach to Factor Demand," Working Papers 74-02, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
      Other versions:
    7. Palle S. Andersen, 1987. "Profit shares, investment and output capacity," BIS Working Papers 12, Bank for International Settlements. [Downloadable!]

  24. Nerlove, Marc, 1971. "Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections," Econometrica, Econometric Society, vol. 39(2), pages 359-82, March.
    Other versions:

    See citations under working paper version above.

  25. Nerlove, Marc, 1971. "A Note on Error Components Models," Econometrica, Econometric Society, vol. 39(2), pages 383-96, March. [Downloadable!] (restricted)

    Cited by:

    1. Mario Pianta & Andrea Vaona, 2006. "Innovation and Productivity in European Industries," Kiel Working Papers 1283, Kiel Institute for the World Economy. [Downloadable!]
      Other versions:
    2. Geraint Johnes & Jill Johnes & E Thanassoulis, 2005. "An analysis of costs in institutions of higher education in England," Working Papers 002467, Lancaster University Management School, Economics Department. [Downloadable!]
    3. Kusum Mundra, 2005. "Nonparametric Slope Estimators for Fixed-Effect Panel Data," Econometrics 0502008, EconWPA. [Downloadable!]
    4. Lamberte, Mario B., 1983. "Outputs and Inputs of Philippine Commercial Banks," Philippine Journal of Development, Philippine Institute for Development Studies, vol. 0(1), pages 129-145. [Downloadable!]
    5. O'Brien, R. & Patacchini, E., 2003. "Testing the Exogeneity Assumption in Panel Data Models with "Non Classical" Disturbances," Discussion Paper Series In Economics And Econometrics 0302, Economics Division, School of Social Sciences, University of Southampton. [Downloadable!]
    6. Paolo, Foschi, 2005. "Estimating regressions and seemingly unrelated regressions with error component disturbances," MPRA Paper 1424, University Library of Munich, Germany, revised 07 Sep 2006. [Downloadable!]
    7. Tobias Miarka & Michael Tröge, 2005. "Do bank-firm relationships reduce bank debt? Evidence from Japan," European Journal of Finance, Taylor and Francis Journals, vol. 11(1), pages 75-92, February. [Downloadable!] (restricted)
    8. Jolly, Curtis M. & Bayard, Budry & Ligeon, Carel & Keelfe, Alison, 2007. "Globalization Equity and Justice in Small Nation States," Farm and Business - The Journal of The Caribbean Agro-Economic Society, Caribbean Agro-Economic Society, vol. 7(1), June. [Downloadable!]
    9. Andrea Vaona & Mario Pianta, 2008. "Firm Size and Innovation in European Manufacturing," Small Business Economics, Springer, vol. 30(3), pages 283-299, March. [Downloadable!] (restricted)
      Other versions:
    10. Canegrati, Emanuele, 2008. "A Non-Random Walk down Canary Wharf," MPRA Paper 9871, University Library of Munich, Germany. [Downloadable!]

  26. Grether, D M & Nerlove, M, 1970. "Some Properties of 'Optimal' Seasonal Adjustment," Econometrica, Econometric Society, vol. 38(5), pages 682-703, September. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

Chapters

  1. Nerlove, Marc & Bessler, David A., 2001. "Expectations, information and dynamics," Handbook of Agricultural Economics, in: B. L. Gardner & G. C. Rausser (ed.), Handbook of Agricultural Economics, edition 1, volume 1, chapter 3, pages 155-206 Elsevier. [Downloadable!] (restricted)

    Cited by:

    1. Sunil Kanwar, 2004. "Relative Profitability, Supply Shifters and Dynamic Output Response:The Indian Foodgrains," Working papers 133, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
    2. Kim, Yun-Shik & Sumner, Daniel A., 2005. "Measuring Research Benefits With Import Ban Restrictions, Quality Changes, Non-Market Influences On Adoption And Food Security Incentives," 2005 Annual meeting, July 24-27, Providence, RI 19148, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    3. Pouliot, Sebastien, 2008. "Estimating the Costs and Benefits of Cattle Traceability: the Case of the Quebec Cattle Traceability System," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6522, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    4. Umarov, Alisher & Sherrick, Bruce, 2005. "Farmers' Subjective Yield Distributions: Calibration and Implications for Crop Insurance Valuation," 2005 Annual meeting, July 24-27, Providence, RI 19396, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    5. Mark W. Nichols & Michael J. Radzicki, 2007. "An Agent-Based Model of Behavior in “Beauty Contest” Games," Working Papers 07-010, University of Nevada, Reno, Department of Economics & University of Nevada, Reno , Department of Resource Economics. [Downloadable!]
    6. Kristofferson, Dadi & Rickertsen, Kyre, 2005. "High-Grading in a Quota-Regulated Fishery, with Empirical Evidence from the Icelandic Cod Fishery," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24722, European Association of Agricultural Economists. [Downloadable!]

  2. Nerlove, Marc & Raut, Lakshmi K., 1993. "Growth models with endogenous population: A general framework," Handbook of Population and Family Economics, in: M. R. Rosenzweig & Stark, O. (ed.), Handbook of Population and Family Economics, edition 1, volume 1, chapter 20, pages 1117-1174 Elsevier. [Downloadable!] (restricted)

    Cited by:

    1. Author ERasmo Papagni, 2002. "Human capital, fertility and growth under borrowing constraints," GE, Growth, Math methods 0205001, EconWPA, revised 03 May 2002. [Downloadable!]
    2. Frank Joest & Martin Quaas & Johannes Schiller, 2006. "Environmental problems and economic development in an endogenous fertility model," Working Papers 0428, University of Heidelberg, Department of Economics, revised Aug 2006. [Downloadable!]

  3. Marc Nerlove, 1974. "Household and Economy: Toward a New Theory of Population and Economic Growth," NBER Chapters, in: Marriage, Family, Human Capital, and Fertility, pages 200-221 National Bureau of Economic Research, Inc. [Downloadable!]
    Published as:

    See citations under working paper version above.

Books

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