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Citations of
Franz C. Palm

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Working papers

  1. Sybrand Schim van der Loeff & Pierre Mohnen & Franz Palm & A. Tiwari, 2008. "Financial Constraints and other Obstacles: Are they a Threat to Innovation Activity?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    Published as:

    Cited by:

    1. Schoenmakers, Wilfred & Duysters, Geert & Vanhaverbeke, Wim, 2008. "Radical versus Non-Radical Inventions," UNU-MERIT Working Paper Series 036, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
    2. Evens Salies, 2009. "A test of the Schumpeterian hypothesis in a panel Of European electric utilities," Documents de Travail de l'OFCE 2009-19, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
    3. Saebi, Tina & Dong, Qinqin, 2008. "Strategic motivations for Sino-Western alliances: a comparativeanalysis of Chinese and Western alliance formation drivers," UNU-MERIT Working Paper Series 030, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
    4. Getachew, Yoseph, 2008. "Public Capital, Income Distribution and Growth," UNU-MERIT Working Paper Series 056, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
    5. Azomahou, Théophile & Boucekkine, Raouf & Nguyen-Van, Phu, 2008. "Promoting clean technologies: The energy market structure crucially matters," UNU-MERIT Working Paper Series 032, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
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    6. Filipe Silva & Carlos Carreira, 2009. "No Deep Pockets: Some stylized results on firms' financial constraints," GEMF Working Papers 2009-06, GEMF - Faculdade de Economia, Universidade de Coimbra. [Downloadable!]
    7. Lokshin, Boris & Mohnen, Pierre, 2008. "Wage effects of R&D tax incentives:Evidence from the Netherlands," UNU-MERIT Working Paper Series 034, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
    8. Srholec, Martin, 2008. "A Multilevel Analysis of Innovation in Developing Countries," UNU-MERIT Working Paper Series 040, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
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    9. Getachew, Yoseph, 2008. "Public Capital and Income Distribution: a Marriage of Hicks & Newman-Read," UNU-MERIT Working Paper Series 071, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
    10. Bhuyan, Radhika & Mytelka, Lynn K., 2008. "Changing Configuration of Alternative Energy Systems," UNU-MERIT Working Paper Series 031, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
    11. SadreGhazi, Shuan & Duysters, Geert, 2008. "Serving low-income markets: Rethinking Multinational Corporations’ Strategies," UNU-MERIT Working Paper Series 024, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
    12. Kesidou, Effie & Szirmai, Adam, 2008. "Local Knowledge Spillovers, Innovation and Economic Performance in Developing Countries: A discussion of alternative specifications," UNU-MERIT Working Paper Series 033, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]

  2. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2007. "A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model," Research Memoranda 054, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

    Cited by:

    1. Gengenbach, Christian & Urbain, Jean-Pierre & Westerlund, Joakim, 2008. "Panel Error Correction Testing with Global Stochastic Trends," Research Memoranda 051, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

  3. Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm, 2007. "Central bank intervention and exchange rate volatility, its continuous and jump components," Working Papers 2006-031, Federal Reserve Bank of St. Louis. [Downloadable!]
    Published as:

    Cited by:

    1. Rasmus Fatum & Jesper Pedersen, 2007. "Real-Time Effects of Central Bank Interventions in the Euro Market," EPRU Working Paper Series 07-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
    2. Gabriele Galati & Patrick Higgins & Owen Humpage & William Melick, 2007. "Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 225-247. [Downloadable!]
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    3. Mardi Dungey & Michael McKenzie & Vanessa Smith, 2007. "Empirical Evidence On Jumps In The Term Structure Of The Us Treasury Market," CAMA Working Papers 2007-25, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    4. Oscar Bernal & Jean-Yves Gnabo, 2007. "Talks, financial operations or both? Generalizing central banks’ FX reaction functions," Working Papers DULBEA 07-03.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]

  4. Mohnen, Pierre & Tiwari, Amaresh & Palm, Franz & Schim van der Loeff, Sybrand, 2007. "Financial Constraint and R&D Investment: Evidence from CIS," UNU-MERIT Working Paper Series 011, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]

    Cited by:

    1. Christian Rammer & Dirk Czarnitzki & Alfred Spielkamp, 2009. "Innovation success of non-R&D-performers: substituting technology by management in SMEs," Small Business Economics, Springer, vol. 33(1), pages 35-58, June. [Downloadable!] (restricted)
    2. Christian Schröder, 2009. "Financial System and Innovations-Determinants of Early Stage Venture Capital in Europe," Schumpeter Discussion Papers sdp09004, Universitätsbibliothek Wuppertal, University Library. [Downloadable!]
    3. Mohnen, Pierre & Palm, Franz & Schim van der Loeff, Sybrand & Tiwari, Amaresh, 2008. "Financial Constraints and Other Obstacles: Are they a Threat to Innovation Activity?," UNU-MERIT Working Paper Series 006, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
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    4. Duysters, Geert & Lokshin, Boris, 2007. "Determinants of alliance portfolio complexity and its effect on innovative performance of companies," UNU-MERIT Working Paper Series 033, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]

  5. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2006. "Bootstrap Unit Root Tests: Comparison and Extensions," Research Memoranda 015, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    Published as:

    Cited by:

    1. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2007. "A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model," Research Memoranda 054, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    2. Patrick Richard, 2008. "Modified Fast Double Sieve Bootstraps for ADF Tests," Cahiers de recherche 08-17, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]
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    3. Andrea, SILVESTRINI, 2007. "Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration," Discussion Papers (ECON - Département des Sciences Economiques) 2007040, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
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  6. Mohnen, Pierre & Schim van der Loeff, S. & Palm, Franz & Raymond, Wladimir, 2006. "Persistence of Innovation in Dutch Manufacturing: Is it Spurious?," UNU-MERIT Working Paper Series 011, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
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    Cited by:

    1. Mohnen, Pierre & Raymond, Wladimir & Palm, Franz & Schim van der Loeff, Sybrand, 2007. "The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models," UNU-MERIT Working Paper Series 007, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
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    2. Gautier Duflos, 2006. "Persistence of innovation, technological change and quality-adjusted patents in the US pharmaceutical industry," Cahiers de la Maison des Sciences Economiques bla06029, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
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    3. Bettina Peters, 2009. "Persistence of innovation: stylised facts and panel data evidence," The Journal of Technology Transfer, Springer, vol. 34(2), pages 226-243, April. [Downloadable!] (restricted)
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    4. Aiyer Ghosh, Rishab & Soete, Luc, 2006. "Information and intellectual property: The global challenges," UNU-MERIT Working Paper Series 029, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
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    5. Driesen Bram & Perea Andrés & Peters Hans, 2009. "The Kalai-Smorodinsky Solution with Loss Aversion," Research Memoranda 030, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    6. Joze P. Damijan & Crt Kostevc & Matija Rojec, 2008. "Innovation and Firms' Productivity Growth in Slovenia: Sensitivity of Results to Sectoral Heterogeneity and to Estimation Method," LICOS Discussion Papers 20308, LICOS - Centre for Institutions and Economic Performance, K.U.Leuven. [Downloadable!]

  7. Gengenbach,Christian & Palm,Franz C. & Urbain,Jean-Pierre, 2005. "Panel Cointegration Testing in the Presence of Common Factors," Research Memoranda 050, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

    Cited by:

    1. Jushan Bai & Chihwa Kao & Serena Ng, 2007. "Panel Cointegration with Global Stochastic Trends," Center for Policy Research Working Papers 90, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
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    2. Westerlund, Joakim & Basher, Syed A., 2006. "Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?," MPRA Paper 1229, University Library of Munich, Germany. [Downloadable!]
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    3. Urbain, Jean-Pierre & Westerlund, Joakim, 2006. "Spurious Regression in Nonstationary Panels with Cross-Unit Cointegration," Research Memoranda 057, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    4. Yongfu Huang, 2006. "Private investment and financial development in a globalized world," Bristol Economics Discussion Papers 06/589, Department of Economics, University of Bristol, UK. [Downloadable!]
    5. Gengenbach, Christian & Urbain, Jean-Pierre & Westerlund, Joakim, 2008. "Panel Error Correction Testing with Global Stochastic Trends," Research Memoranda 051, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    6. Di Iorio, Francesca & Fachin, Stefano, 2006. "Testing for breaks in cointegrated panels," MPRA Paper 3280, University Library of Munich, Germany. [Downloadable!]
    7. Tino Berger & Gerdie Everaert, 2009. "A replication note on unemployment in the OECD since the 1960s: what do we know?," Empirical Economics, Springer, vol. 36(2), pages 479-485, May. [Downloadable!] (restricted)

  8. Raymond,Wladimir & Mohnen,Pierre & Palm,Franz & Schim van der Loeff,Sybrand, 2004. "An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications," Research Memoranda 024, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
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    Cited by:

    1. Bert Diederen & Pierre Mohnen & Franz Palm & Wladimir Raymond & Sybrand Schim van der Loeff, 2005. "Innovation in Enterprise Clusters:Evidence from Dutch Manufacturing," CIRANO Working Papers 2005s-32, CIRANO. [Downloadable!]
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    2. Martin Woerter & Stephen Roper, 2008. "Openness and Innovation - Home and Export Demand Effects on Manufacturing Innovation: Panel Data Evidence for Ireland and Switzerland," KOF Working papers 08-210, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
    3. Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Loeff, 2006. "A Classification of Dutch Manufacturing based on a Model of Innovation," De Economist, Springer, vol. 154(1), pages 85-105, 03. [Downloadable!] (restricted)
    4. Martin Woerter, 2009. "Industry diversity and its impact on the innovation performance of firms," Journal of Evolutionary Economics, Springer, vol. 19(5), pages 675-700, October. [Downloadable!] (restricted)
    5. Spyros Arvanitis & Juliette von Arx, 2004. "Bestimmungsfaktoren der Innovationstätigkeit und deren Einfluss auf Arbeitsproduktivität, Beschäftigung und Qualifikationsstruktur : Eine mikroökonometrische Untersuchung anhand von Paneldaten 198," KOF Working papers 04-91, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]

  9. Gengenbach,Christian & Palm,Franz & Urbain,Jean-Pierre, 2004. "Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling," Research Memoranda 040, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

    Cited by:

    1. Julián Ramajo Hernández(1) & Montserrat Ferré Carracedo(2), . "Testing For Long-Run Purchasing Power Parity In The Post Bretton Woods Era: Evidence From Old And New Tests," Working Papers 24-05 Classification-JEL , Instituto de Estudios Fiscales. [Downloadable!]
    2. Christian Dreger & Reinhold Kosfeld, 2007. "Do Regional Price Levels Converge?: Paneleconometric Evidence Based on German Districts," Discussion Papers of DIW Berlin 754, DIW Berlin, German Institute for Economic Research. [Downloadable!]
    3. Amélie Charles & Olivier Darné & Jean-François Hoarau, 2009. "Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?," Working Papers hal-00422522_v1, HAL. [Downloadable!]
    4. Jushan Bai & Chihwa Kao & Serena Ng, 2007. "Panel Cointegration with Global Stochastic Trends," Center for Policy Research Working Papers 90, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
      Other versions:
    5. Gengenbach,Christian & Palm,Franz C. & Urbain,Jean-Pierre, 2005. "Panel Cointegration Testing in the Presence of Common Factors," Research Memoranda 050, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    6. M. Hashem Pesaran, 2007. "A simple panel unit root test in the presence of cross-section dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 265-312. [Downloadable!]
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    7. Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2006. "New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks," Working Papers in Economics 159, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
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    8. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2008. "Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests," Research Memoranda 048, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    9. Christian Dreger & Eric Girardin, 2007. "Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates?," Discussion Papers of DIW Berlin 746, DIW Berlin, German Institute for Economic Research. [Downloadable!]
    10. Christian Dreger, 2008. "Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?," Working Paper / FINESS 1.1c, DIW Berlin, German Institute for Economic Research. [Downloadable!]
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    11. Martin Wagner, 2008. "On PPP, unit roots and panels," Empirical Economics, Springer, vol. 35(2), pages 229-249, September. [Downloadable!] (restricted)
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    12. Hyungsik Roger Moon & Benoit Perron, 2005. "An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors," IEPR Working Papers 05.35, Institute of Economic Policy Research (IEPR). [Downloadable!]

  10. Beine,M. & Palm,F.C. & Laurent,S., 2003. "Central Bank Forex Interventions Assessed Using Realized Moments," Research Memoranda 057, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Rasmus Fatum & Jesper Pedersen, 2007. "Real-Time Effects of Central Bank Interventions in the Euro Market," EPRU Working Paper Series 07-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
    2. Kathryn M. E. Dominguez & Freyan Panthaki, 2007. "The Influence of Actual and Unrequited Interventions," Working Papers 561, Research Seminar in International Economics, University of Michigan. [Downloadable!]
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    3. Christopher J. Neely, 2005. "An analysis of recent studies of the effect of foreign exchange intervention," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 685-718. [Downloadable!]
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    4. Kathryn M. E. Dominguez, 2003. "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," Working Papers 506, Research Seminar in International Economics, University of Michigan. [Downloadable!]
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    5. Michel Beine & Charles S. Bos & Sebastian Laurent, 2005. "The Impact of Central Bank FX Interventions on Currency Components," Tinbergen Institute Discussion Papers 05-103/4, Tinbergen Institute. [Downloadable!]
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    6. Michel Beine & Oscar Bernal, 2005. "Why do central banks intervene secretly? Preliminary evidence from the BoJ," Working Papers DULBEA 05-09.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]
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  11. Hecq, A. & Palm, F. C. & Urbain, C. J.-P., 2002. "Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    Cited by:

    1. Paresh Narayan, 2008. "Common Trends and Common Cycles in Per Capita GDP: The Case of the G7 Countries, 1870–2001," International Advances in Economic Research, Springer, vol. 14(3), pages 280-290, August. [Downloadable!] (restricted)
    2. Cubadda, Gianluca & Hecq, Alain, 2003. "The Role of Common Cyclical Features for Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers esdp03002, University of Molise, Dept. SEGeS. [Downloadable!]
    3. Gengenbach,Christian & Palm,Franz C. & Urbain,Jean-Pierre, 2005. "Panel Cointegration Testing in the Presence of Common Factors," Research Memoranda 050, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    4. Paruolo Paolo, 2004. "Common trends and cycles in I(2) VAR systems," Economics and Quantitative Methods qf0217tris, Department of Economics, University of Insubria. [Downloadable!]
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    5. Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008. "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper 125, Tor Vergata University, CEIS, revised 14 Jul 2008. [Downloadable!]
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    6. Christophe Rault, 2004. "Further results on weak-exogeneity in vector error correction models," Econometric Society 2004 Far Eastern Meetings 402, Econometric Society. [Downloadable!]
    7. Paresh Kumar Narayan & Seema Narayan, 2008. "The role of permanent and transitory shocks in explaining international health expenditures," Health Economics, John Wiley & Sons, Ltd., vol. 17(10), pages 1171-1186. [Downloadable!]
    8. Paruolo Paolo, 2002. "Testing for common trends in conditional I(2) VAR models," Economics and Quantitative Methods qf0216, Department of Economics, University of Insubria. [Downloadable!]

  12. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2001. "Testing for Common Cyclical Features in Var Models with Cointegration," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

    Cited by:

    1. Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005. "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 15/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
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    2. Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2005. "Estimating the Stochastic Discount Factor without a Utility Function," Economics Working Papers (Ensaios Economicos da EPGE) 583, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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    3. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features," Econometric Reviews, Taylor and Francis Journals, vol. 21(3), pages 273-307. [Downloadable!] (restricted)
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    4. Carlos Enrique Carrasco Gutierrez & Fábio Augusto Reis Gomes, 2006. "Evidence About Mercosur’S Business Cycle," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 179, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
    5. Carlos Enrique Carrasco Gutiérrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2007. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Working Papers Series 139, Central Bank of Brazil, Research Department. [Downloadable!]
    6. Paruolo Paolo, 2004. "Common trends and cycles in I(2) VAR systems," Economics and Quantitative Methods qf0217tris, Department of Economics, University of Insubria. [Downloadable!]
      Other versions:
    7. Paresh Kumar Narayan & Seema Narayan, 2008. "The role of permanent and transitory shocks in explaining international health expenditures," Health Economics, John Wiley & Sons, Ltd., vol. 17(10), pages 1171-1186. [Downloadable!]
    8. J. Breitung & B. Candelon, . "Common Cycles: A Frequency Domain Approach," Sonderforschungsbereich 373 2000-99, Humboldt Universitaet Berlin.
    9. Paruolo Paolo, 2002. "Testing for common trends in conditional I(2) VAR models," Economics and Quantitative Methods qf0216, Department of Economics, University of Insubria. [Downloadable!]
    10. Michel Beine & Bertrand Candelon & Alain Hecq, 2000. "Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach," Empirica, Springer, vol. 27(2), pages 115-132, June. [Downloadable!] (restricted)

  13. Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2000. "Testing for Common Cyclical Features in Nonstationary Panel Data Models," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

    Cited by:

    1. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features," Econometric Reviews, Taylor and Francis Journals, vol. 21(3), pages 273-307. [Downloadable!] (restricted)
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    2. Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Is There a Euro Effect on Trade? An Application of End-of-Sample Structural Break Tests for Panel Data," HEI Working Papers 04-2006, Economics Section, The Graduate Institute of International Studies, revised Apr 2006. [Downloadable!]

  14. Kranenburg,H.L.,van & Palm,F.C. & Pfann,G.A., 1998. "Life Expectancy of Daily Newspapers in the Netherlands: The Period 1848 - 1997," Research Memoranda 002, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

    Cited by:

    1. Gerard A. Pfann & Hans L. van Kranenburg, 2000. "Tax Policy and Market Structure," Working Papers 0022, Harris School of Public Policy Studies, University of Chicago. [Downloadable!]

  15. de la Croix, David & Palm, Franz & Urbain, Jean-Pierre, 1996. "Labor market dynamics when effort depends on wage growth comparisons," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1996019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Sep 1996. [Downloadable!]
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    Cited by:

    1. Xavier Raurich & Valeri Sorolla, . "Unemployment and Wage Formation in a Growth Model with Public Capital," UFAE and IAE Working Papers 508.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]

  16. de la Croix, David & Palm, Franz & Pfann, Gerard, 1993. "A Dynamic Contracting Model for Wages and Employment in three European Economies," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1993021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
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    Cited by:

    1. Ester Faia & Lorenza Rossi, 2009. "Unions Power, Collective Bargaining and Optimal Monetary Policy," Kiel Working Papers 1490, Kiel Institute for the World Economy. [Downloadable!]
    2. Rossi, Lorenza & Mattesini, Fabrizio, 2007. "Productivity Shock and Optimal Monetary Policy in a Unionized Labor Market. Forthcoming: The Manchester School," MPRA Paper 8414, University Library of Munich, Germany, revised 2008. [Downloadable!]
    3. Xavier Raurich & Valeri Sorolla, . "Unemployment and Wage Formation in a Growth Model with Public Capital," UFAE and IAE Working Papers 508.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
    4. Mattesini Fabrizio & Rossi Lorenza, 2008. "Optimal monetary policy in economies with dual labor markets," wp.comunite 0037, Department of Communication, University of Teramo. [Downloadable!]
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  17. PFANN, Gerard & PALM, Franz, 1992. "Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and UK manufacturing sectors," CORE Discussion Papers 1992017, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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    Cited by:

    1. Daniel S. Hamermesh & Gerard Pfann, 1992. "Turnover and the Dynamics of Labor Demand," NBER Working Papers 4204, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    2. Lansink, Alfons Oude & Pietola, Kyosti, 2002. "Semi-Parametric Modeling of Investments in Energy Installations," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24813, European Association of Agricultural Economists. [Downloadable!]
    3. Kenji Azetsu & Mototsugu Fukushige, 2005. "The Estimation of Asymmetric Adjustment Costs for the Number of Workers and Working Hours |Empirical Evidence from Japanese Industry Data," Discussion Papers in Economics and Business 05-18, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP). [Downloadable!]
    4. Philip Vermeulen, 2006. "Employment stickiness in small manufacturing firms," Working Paper Series 640, European Central Bank. [Downloadable!]
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    5. Russell Cooper & Jonathan Willis, 2002. "The cost of labor adjustment : inferences from the gap," Research Working Paper RWP 02-11, Federal Reserve Bank of Kansas City. [Downloadable!]
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    6. Robert A. Amano, . "Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand," Working Papers 95-3, Bank of Canada. [Downloadable!]
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    7. Hassink, W.H.J. & Broersma, L., 1993. "Labour demand and job-to-job movement : macro-consequences as a result from micro-economic behaviour," Serie Research Memoranda 0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    8. Hjalmar Boehm & Michael Funke & Nikolaus A. Siegfried, 2000. "Discovering the Link Between Uncertainty and Investment - Microeconometric Evidence from Germany," Econometric Society World Congress 2000 Contributed Papers 0112, Econometric Society. [Downloadable!]
      Other versions:
    9. Amil Petrin & Jagadeesh Sivadasan, 2006. "Job Security Does Affect Economic Efficiency: Theory, A New Statistic, and Evidence from Chile," NBER Working Papers 12757, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    10. M. Concepcion Sanz, 1994. "Una estimación de la demanda de trabajo manual y no manual," Investigaciones Economicas, Fundación SEPI, vol. 18(2), pages 333-364, May. [Downloadable!]
    11. Hjalmar Böhm & Michael Funke, 1999. "The Uncertainty-Investment Relationship," Quantitative Macroeconomics Working Papers 19903, Hamburg University, Department of Economics. [Downloadable!]
    12. Charlotta Groth, . "Estimating UK capital adjustment costs," Bank of England working papers 258, Bank of England. [Downloadable!]
    13. Kenji Azetsu & Mototsugu Fukushige, 2005. "Job Security Laws and Structural Change in the Japanese Labor Market," Discussion Papers in Economics and Business 05-31, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP). [Downloadable!]
    14. Luis A. Gil-Alana & Pedro Mendi, 2005. "Fractional integration in total factor productivity: evidence from US data," Applied Economics, Taylor and Francis Journals, vol. 37(12), pages 1369-1383, July. [Downloadable!] (restricted)
    15. Lucia Foster, 1999. "Employment Adjustment Costs and Establishment Characteristics," Working Papers 99-15, Center for Economic Studies, U.S. Census Bureau. [Downloadable!]
    16. Arpaia, Alfonso & Pérez, Esther & Pichelmann, Karl, 2009. "Understanding labour income share dynamics in Europe," MPRA Paper 15649, University Library of Munich, Germany. [Downloadable!]
    17. Polder, Michael & Verick, Sher, 2004. "Dynamics of Labour and Capital Adjustment - A Comparison of Germany and the Netherlands," IZA Discussion Papers 1212, Institute for the Study of Labor (IZA). [Downloadable!]
    18. B. Dormont & M. Pauchet, 2003. "Uncertainty and Recourse to Short-Term Contracts," THEMA Working Papers 2003-35, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
    19. Gerard A. Pfann, 2001. "Downsizing," Working Papers 0110, Harris School of Public Policy Studies, University of Chicago. [Downloadable!]
      Other versions:
    20. Alvaro Escribano & Oscar Jorda, . "Improved Testing And Specification Of Smooth Transition Regression Models," Department of Economics 97-26, California Davis - Department of Economics. [Downloadable!]

  18. Palm, F. & Zellner, A., 1991. "To combine or not to combine? issues of combining forecasts," CORE Discussion Papers 1991022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Kumar, Surender & Gupta, Sreekant, 2004. "Resource use efficiency of US electricity generating plants during the SO2 trading regime: A distance function approach," Working Papers 04/17, National Institute of Public Finance and Policy. [Downloadable!]
    2. Jacobson, Tor & Karlsson, Sune, 2002. "Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach," Working Paper Series 138, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
      Other versions:
    3. Lima, Luiz Renato Regis de Oliveira & Issler, João Victor, 2008. "A Panel Data Approach to Economic Forecasting: The Bias-Corrected Average Forecast," Economics Working Papers (Ensaios Economicos da EPGE) 668, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
      Other versions:
    4. Massimo Guidolin & Carrie Fangzhou Na, 2007. "The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns," Working Papers 2006-059, Federal Reserve Bank of St. Louis. [Downloadable!]
    5. Timmermann, Allan G, 2005. "Forecast Combinations," CEPR Discussion Papers 5361, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    6. M N, Murty & Kumar, Surender & Dhavala, Kishore, 2006. "Measuring Environmental Efficiency of Industry: A Case Study of Thermal Power Generation in India," MPRA Paper 1693, University Library of Munich, Germany. [Downloadable!]
      Other versions:

  19. Nijman, T.E. & Palm, F.C. & Wolff, C.C.P., 1991. "Premia in Forward Foreign Exchange as Unobserved Components," Papers 9112, Tilburg - Center for Economic Research.

    Cited by:

    1. Bams, Dennis & Walkowiak, Kim & Wolff, Christian C, 2003. "More Evidence on the Dollar Risk Premium in the Foreign Exchange Market," CEPR Discussion Papers 3726, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:

  20. Palm, F.C. & Vogelvang, E., 1989. "The effectiveness of the international coffee agreement : a simulation study using a quarterly model of the world coffee market," Serie Research Memoranda 0061, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

    Cited by:

    1. Gilbert, Christopher L., 1995. "International commodity control : retrospect and prospect," Policy Research Working Paper Series 1545, The World Bank. [Downloadable!]

  21. Palm, F.C. & Vogelvang, E., 1986. "A short run econometric analysis of the international coffee market," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    Published as:

    Cited by:

    1. Vogelvang, E., 1990. "Hypotheses testing concerning relationship between spot prices of various types of coffee," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  22. Kodde, D.A. & Palm, F.C., 1985. "Computing wald criteria for nested hypotheses," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

    Cited by:

    1. Palm, F.C. & Winder, C.C.A., 1986. "The stochastic life cycle consumption model : theoretical results and empirical evidence," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  23. Kodde, D.A. & Palm, F.C., 1982. "Computing wald criteria for nested hypotheses with Econometric Applications," Serie Research Memoranda 0027, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

    Cited by:

    1. Kodde, D.A. & Palm, F.C., 1985. "Computing wald criteria for nested hypotheses," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  24. Palm, F.C. & Nijman, Th., 1982. "Missing observations in the dynamic regression model," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    Published as:

    Cited by:

    1. Nour Meddahi & Éric Renault, 2000. "Temporal Aggregation of Volatility Models," CIRANO Working Papers 2000s-22, CIRANO. [Downloadable!]
    2. Andrea, SILVESTRINI, 2005. "Temporal aggregaton of univariate linear time series models," Discussion Papers (ECON - Département des Sciences Economiques) 2005044, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
      Other versions:
    3. MOULIN, Laurent & SALTO, Matteo & SILVESTRINI, Andrea & VEREDAS, David, 2004. "Using intra annual information to forecast the annual state deficits : the case of France," CORE Discussion Papers 2004048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
    4. Eric Ghysels & Joanna Jasiak, 1997. "GARCH for Irregularly Spaced Data: The ACD-GARCH Model," CIRANO Working Papers 97s-06, CIRANO. [Downloadable!]
    5. Helmut Luetkepohl, 2009. "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers ECO2009/17, European University Institute. [Downloadable!]
    6. Palm, F.C. & Nijman, Th., 1984. "Consistent estimation using proxy-variables in models with unobserved variables," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    7. Alexandre Petkovic & David Veredas, 2009. "Aggregation of Linear Models for Panel Data," ECARES Working Papers 2009_012, Université Libre de Bruxelles, Ecares. [Downloadable!]
    8. Alejandro Rodríguez Caro & Santiago Rodríguez Feijoo & Delia Dávila Quintana, 2003. "La trimestralización de variables flujo. Un estudio de simulación de los métodos de desagregación temporal con indicador," Documentos de trabajo conjunto ULL-ULPGC 2003-01, Facultad de Ciencias Económicas de la ULPGC. [Downloadable!]
    9. Theodore E. Nijman & Franz C. Palm, 1988. "Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables," Annales d'Economie et de Statistique, ADRES, issue 12, pages 07, Octobre-D. [Downloadable!]
    10. Andrea Silvestrini & Matteo Salto & Laurent Moulin & David Veredas, 2008. "Monitoring and forecasting annual public deficit every month: the case of France," Empirical Economics, Springer, vol. 34(3), pages 493-524, June. [Downloadable!] (restricted)
    11. José Manuel Pavía, 2000. "Desagregación conjunta de series anuales: perturbaciones AR(1) multivariante," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 727-737, September. [Downloadable!]
    12. Tommaso Proietti, 2004. "Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited," Econometrics 0411011, EconWPA. [Downloadable!]
      Other versions:
    13. Andrea Silvestrini & David Veredas, 2008. "Temporal aggregation of univariate and multivariate time series models: A survey," Temi di discussione (Economic working papers) 685, Bank of Italy, Economic Research Department. [Downloadable!]
      Other versions:

  25. Palm, F.C. & Sneek, J.M., 1981. "Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

    Cited by:

    1. Grip, A. de, 1986. "Causes of labour market imperfections in the Dutch construction industry," Serie Research Memoranda 0015, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  26. Palm, F.C., 1981. "Structural econometric modelling and time series analysis towards an integrated approach," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

    Cited by:

    1. Blommestein, H.J. & Nijkamp, P., 1983. "Testing the spatial scale and the dynamic structure in regional models : a contribution to spatial econometric specification analysis," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  27. Palm, F.C. & Nijman, Th., 1981. "Linear regression using both temporally aggregated and temporally disaggregated data," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    Published as:

    Cited by:

    1. Theodore E. Nijman & Franz C. Palm, 1988. "Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables," Annales d'Economie et de Statistique, ADRES, issue 12, pages 07, Octobre-D. [Downloadable!]

  28. Palm, F.C. & Kodde, D.A. & Vogelvang, E., 1980. "Efficient estimation of the geometric distributed lag model : some Monte Carlo results on small sample properties," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    Published as:

    Cited by:

    1. Nijkamp, P. & Rietveld, P. & Snickars, F., 1982. "A review of multiregional economic modeling," Serie Research Memoranda 0028, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  29. Palm, F.C. & Zellner, A., 1978. "Large sample estimation and testing procedures for dynamic equation systems," Serie Research Memoranda 0010, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    Published as:

    Cited by:

    1. Dijk, F. van & Nijkamp, P., 1980. "Analysis of conflicts in dynamical environmental systems via catastrophe theory," Serie Research Memoranda 0006, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
      Other versions:
    2. Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008. "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper 125, Tor Vergata University, CEIS, revised 14 Jul 2008. [Downloadable!]
      Other versions:
    3. Franz C. Palm & Gérard A. Pfann, 1995. "Unraveling Trend and Stationary Components of Total Factor Productivity," Annales d'Economie et de Statistique, ADRES, issue 39, pages 03, Juillet-S. [Downloadable!]

Articles

  1. Beine, Michel & Laurent, Sébastien & Palm, Franz C., 2009. "Central bank FOREX interventions assessed using realized moments," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 112-127, February. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. P. Mohnen & F. Palm & S. Loeff & A. Tiwari, 2008. "Financial Constraints and Other Obstacles: are they a Threat to Innovation Activity?," De Economist, Springer, vol. 156(2), pages 201-214, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Franz C. Palm & Stephan Smeekes & Jean-Pierre Urbain, 2008. "Bootstrap Unit-Root Tests: Comparison and Extensions," Journal of Time Series Analysis, Blackwell Publishing, vol. 29(2), pages 371-401, 03. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Letterie, Wilko & Hagedoorn, John & van Kranenburg, Hans & Palm, Franz, 2008. "Information gathering through alliances," Journal of Economic Behavior & Organization, Elsevier, vol. 66(2), pages 176-194, May. [Downloadable!] (restricted)

    Cited by:

    1. Michael D. König & tefano Battiston & Mauro Napoletano & Frank Schweitzer, 2008. "The efficiency and evolution of R&D Networks," Documents de Travail de l'OFCE 2008-31, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
      Other versions:

  5. Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm, 2007. "Central bank intervention and exchange rate volatility, its continuous and jump components," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 201-223. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  6. Christian Gengenbach & Franz C. Palm & Jean-Pierre Urbain, 2006. "Cointegration Testing in Panels with Common Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 683-719, December. [Downloadable!] (restricted)

    Cited by:

    1. Westerlund, Joakim, 2006. "Panel Cointegration Tests of the Fisher Effect," Research Memoranda 054, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    2. Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2008. "The Global Side of the Investments-Savings Puzzle," Working Papers 2008_14, Department of Economics, University of Glasgow. [Downloadable!]
      Other versions:
    3. Eberhardt, Markus & Teal, Francis, 2009. "Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics," MPRA Paper 15813, University Library of Munich, Germany. [Downloadable!]
    4. Joakim Westerlund, 2008. "Panel cointegration tests of the Fisher effect," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 193-233. [Downloadable!]
    5. Sean Holly & Mehdi Raissi, 2009. "The Macroeconomic Effects of European Financial Development: A Heterogenous Panel Analysis," Working Paper / FINESS 1.4, DIW Berlin, German Institute for Economic Research. [Downloadable!]
    6. Joseph P. Byrne & Norbert Fiess & Ronald MacDonald, 2008. "The Global Dimension to Fiscal Sustainability," Working Papers 2008_10, Department of Economics, University of Glasgow. [Downloadable!]

  7. Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2006. "Common cyclical features analysis in VAR models with cointegration," Journal of Econometrics, Elsevier, vol. 132(1), pages 117-141, May. [Downloadable!] (restricted)

    Cited by:

    1. Enzo Weber, 2006. "Macroeconomic Integration in Asia Pacific: Common Stochastic Trends and Business Cycle Coherence," SFB 649 Discussion Papers SFB649DP2006-039, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    2. Neri, Marcelo Cortes & Soares, Wagner Lopes, 2008. "Turismo sustentável e alivio a pobreza: avaliação de impacto," Economics Working Papers (Ensaios Economicos da EPGE) 689, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    3. Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008. "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper 125, Tor Vergata University, CEIS, revised 14 Jul 2008. [Downloadable!]
      Other versions:
    4. Marco Centoni & Gianluca Cubadda & Alain Hecq, 2008. "Common Shocks, Common Dynamics, and the International Business Cycle," CEIS Research Paper 106, Tor Vergata University, CEIS, revised 07 Jul 2008. [Downloadable!]
      Other versions:
    5. Enzo Weber, 2007. "Regional and Outward Economic Integration in South-East Asia," SFB 649 Discussion Papers SFB649DP2007-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    6. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2007. "Macro-panels and Reality," Research Memoranda 009, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
      Other versions:
    7. George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers 2/09, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
      Other versions:

  8. H. Van Kranenburg & F. Palm & G. Pfann, 2002. "Exit and Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands," Review of Industrial Organization, Springer, vol. 21(3), pages 283-303, November. [Downloadable!] (restricted)

    Cited by:

    1. Stefan Buehler & Christian Kaiser & Franz Jaeger, 2004. "Competition Policy and Exit Rates: Evidence from Switzerland," Working Papers 0405, University of Zurich, Socioeconomic Institute, revised Apr 2005. [Downloadable!]
      Other versions:

  9. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features," Econometric Reviews, Taylor and Francis Journals, vol. 21(3), pages 273-307. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  10. Hoogstrate, Andre J & Palm, Franz C & Pfann, Gerard A, 2000. "Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 274-83, July.

    Cited by:

    1. Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2009. "Forecasting with Spatial Panel Data," IZA Discussion Papers 4242, Institute for the Study of Labor (IZA). [Downloadable!]
    2. Baltagi, Badi H., 2006. "Forecasting with panel data," Discussion Paper Series 1: Economic Studies 2006,25, Deutsche Bundesbank, Research Centre. [Downloadable!]
      Other versions:
    3. Simonetta Longhi & Peter Nijkamp, 2005. "Forecasting Regional Labour Market Developments Under Spatial Heterogeneity and Spatial Autocorrelation," Tinbergen Institute Discussion Papers 05-041/3, Tinbergen Institute. [Downloadable!]
    4. Sylvia Kaufmann, 2008. "Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data," Working Papers 144, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    5. Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 2007. "A Panel Data Approach to Economic Forecasting: The Bias-Corrected Average Forecast," Economics Working Papers (Ensaios Economicos da EPGE) 642, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
      Other versions:
    6. Longhi, Simonetta & Nijkamp, Peter, 2006. "Forecasting regional labor market developments under spatial heterogeneity and spatial correlation," Serie Research Memoranda 0015, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    7. Sylvia Kaufmann, 2003. "The business cycle of European countries. Bayesian clustering of country-individual IP growth series," Working Papers 83, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]

  11. Hecq, Alain & Palm, Franz C & Urbain, Jean-Pierre, 2000. " Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(4), pages 511-32, September. [Downloadable!] (restricted)

    Cited by:

    1. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2003. "Common Shocks, Common Dynamics, and the International Business Cycle," Economics & Statistics Discussion Papers esdp03007, University of Molise, Dept. SEGeS. [Downloadable!]
      Other versions:
    2. Issler, João Victor & Vahid, Farshid, 2003. "The missing link: Using the NBER recession indicator to construct coincident and leading indices of economic activity," Economics Working Papers (Ensaios Economicos da EPGE) 492, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
      Other versions:
    3. James M. Nason & John H. Rogers, 2008. "Exchange rates and fundamentals: a generalization," International Finance Discussion Papers 948, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    4. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features," Econometric Reviews, Taylor and Francis Journals, vol. 21(3), pages 273-307. [Downloadable!] (restricted)
      Other versions:
    5. Jorge Herrera Hernández, 2004. "Business cycles in Mexico and the United States: Do they share common movements?," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 303-323, November. [Downloadable!]
    6. Paresh Narayan, 2008. "Common Trends and Common Cycles in Per Capita GDP: The Case of the G7 Countries, 1870–2001," International Advances in Economic Research, Springer, vol. 14(3), pages 280-290, August. [Downloadable!] (restricted)
    7. Cubadda, Gianluca, 2004. "A Reduced Rank Regression Approach to Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers esdp04022, University of Molise, Dept. SEGeS. [Downloadable!]
      Other versions:
    8. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2001. "Testing for Common Cyclical Features in Var Models with Cointegration," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    9. Alain W. HECQ, 2005. "Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach," Computing in Economics and Finance 2005 258, Society for Computational Economics. [Downloadable!]
    10. Enzo Weber, 2007. "Regional and Outward Economic Integration in South-East Asia," SFB 649 Discussion Papers SFB649DP2007-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    11. Paresh Kumar Narayan & Seema Narayan, 2008. "The role of permanent and transitory shocks in explaining international health expenditures," Health Economics, John Wiley & Sons, Ltd., vol. 17(10), pages 1171-1186. [Downloadable!]
    12. Valentina Corradi & Norman R. Swanson, 2003. "The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test," Departmental Working Papers 200322, Rutgers University, Department of Economics. [Downloadable!]
      Other versions:
    13. Christoph Schleicher, 2007. "Codependence in cointegrated autoregressive models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 137-159. [Downloadable!]
      Other versions:
    14. Jaromír Beneš & David Vávra, 2005. "Eigenvalue filtering in VAR models with application to the Czech business cycle," Working Paper Series 549, European Central Bank. [Downloadable!]
    15. Michel Beine & Bertrand Candelon & Alain Hecq, 2000. "Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach," Empirica, Springer, vol. 27(2), pages 115-132, June. [Downloadable!] (restricted)

  12. Jean-Pierre Urbain & Franz Palm & David de la Croix, 2000. "Labor market dynamics when effort depends on wage growth comparisons," Empirical Economics, Springer, vol. 25(3), pages 393-419. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  13. Arnold Zellner & Franz C. Palm, 2000. "Correction," Econometrica, Econometric Society, vol. 68(5), pages 1293-1294, September.

    Cited by:

    1. Sidorenko, Alexandra, 2001. "Stochastic Model of Demand for Medical Care with Endogenous Labour Supply and Health Insurance," Departmental Working Papers 2001-08, Australian National University, Economics RSPAS. [Downloadable!]

  14. Palm, Franz C. & Pfann, Gerard A., 1998. "Sources of asymmetry in production factor dynamics," Journal of Econometrics, Elsevier, vol. 82(2), pages 361-392, February. [Downloadable!] (restricted)

    Cited by:

    1. Sean Holly & Paul Turner & Melvyn Weeks, 2003. "Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression," Computational Economics, Springer, vol. 21(3), pages 195-202, June. [Downloadable!] (restricted)
    2. Charlotta Groth, . "Estimating UK capital adjustment costs," Bank of England working papers 258, Bank of England. [Downloadable!]
    3. Julian Fennema, 2006. "An Alternative Estimation Framework for Firm-Level Capital Investment," CERT Discussion Papers 0602, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]

  15. de Crombrugghe, Denis & Palm, Franz C & Urbain, Jean-Pierre, 1997. "Statistical Demand Functions for Food in the USA and the Netherlands: Reply," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 643-45, Sept.-Oct. [Downloadable!]

    Cited by:

    1. Shiyuan Chen & Sally Wallace, 2009. "Food Consumption in Jamaica: A Household and Social Behavior," International Studies Program Working Paper Series, at AYSPS, GSU paper0901, International Studies Program, Andrew Young School of Policy Studies, Georgia State University. [Downloadable!]

  16. de Crombrugghe, Denis & Palm, Franz C & Urbain, Jean-Pierre, 1997. "Statistical Demand Functions for Food in the USA and the Netherlands," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 615-37, Sept.-Oct. [Downloadable!]

    Cited by:

    1. Shiyuan Chen & Sally Wallace, 2009. "Food Consumption in Jamaica: A Household and Social Behavior," International Studies Program Working Paper Series, at AYSPS, GSU paper0901, International Studies Program, Andrew Young School of Policy Studies, Georgia State University. [Downloadable!]
    2. Kelvin Balcombe, 2005. "Model Selection Using Information Criteria and Genetic Algorithms," Computational Economics, Springer, vol. 25(3), pages 207-228, June. [Downloadable!] (restricted)
    3. Ada Ferrer-i-Carbonell & Jeroen van den Bergh, 2004. "A Micro-Econometric Analysis of Determinants of Unsustainable Consumption in The Netherlands," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 27(4), pages 367-389, April. [Downloadable!] (restricted)
    4. Pavel Ciaian, 2002. "The impact of the Common Agricultural Policy on income distribution and welfare in Central and Eastern European Countries," EERI Research Paper Series EERI_RP_2002_02, Economics and Econometrics Research Institute (EERI). [Downloadable!]

  17. de la Croix, David & Palm, Franz C. & Pfann, Gerard A., 1996. "A dynamic contracting model for wages and employment in three European economies," European Economic Review, Elsevier, vol. 40(2), pages 429-448, February. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  18. Franz C. Palm & Gérard A. Pfann, 1995. "Unraveling Trend and Stationary Components of Total Factor Productivity," Annales d'Economie et de Statistique, ADRES, issue 39, pages 03, Juillet-S. [Downloadable!]

    Cited by:

    1. Eberhardt, Markus & Teal, Francis, 2009. "Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics," MPRA Paper 15813, University Library of Munich, Germany. [Downloadable!]

  19. Nijman, Theo E & Palm, Franz C & Wolff, Christian C P, 1993. "Premia in Forward Foreign Exchange as Unobserved Components: A Note," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(3), pages 361-65, July.

    Cited by:

    1. Campbell-Pownall, R.A.J. & Koedijk, C.G. & Lothian, J.R. & Mahieu, R.J., 2007. "Irving Fisher and the UIP Puzzle: Meeting the Expectations a Century Later," Research Paper ERS-2007-088-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    2. 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!]
    3. Ram Bhar & Carl Chiarella & Toan Pham, 2000. "Modeling the Currency Forward Risk Premium: Theory and Evidence," Research Paper Series 41, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    4. Campbell, Rachel & Koedijk, Kees & Lothian, James R & Mahieu, Ronald J, 2007. "Irving Fisher, Expectational Errors, and the UIP Puzzle," CEPR Discussion Papers 6294, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  20. Pfann, Gerard A & Palm, Franz C, 1993. "Asymmetric Adjustment Costs in Non-linear Labour Demand Models for the Netherlands and U.K. Manufacturing Sectors," Review of Economic Studies, Blackwell Publishing, vol. 60(2), pages 397-412, April. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  21. Palm, Franz C & Peeters, H M M & Pfann, G A, 1993. "Adjustment Costs and Time-to-Build in Factor Demand in the U.S. Manufacturing Industry," Empirical Economics, Springer, vol. 18(4), pages 639-71.

    Cited by:

    1. Charles Himmelberg & Alessandra del Boca & Marzio Galeotti & Paola Rota, 2005. "Investment and Time to Plan: A Comparison of Structures vs. Equipment in a Panel of Italian Firms," Working Papers 2005.54, Fondazione Eni Enrico Mattei. [Downloadable!]
    2. Franz C. Palm & Gérard A. Pfann, 1995. "Unraveling Trend and Stationary Components of Total Factor Productivity," Annales d'Economie et de Statistique, ADRES, issue 39, pages 03, Juillet-S. [Downloadable!]

  22. Vlaar, Peter J G & Palm, Franz C, 1993. "The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(3), pages 351-60, July.

    Cited by:

    1. Ignacio Mauleón, 2006. "Modelling multivariate moments in European Stock Markets," European Journal of Finance, Taylor and Francis Journals, vol. 12(3), pages 241-263, April. [Downloadable!] (restricted)
    2. Beine,M. & Palm,F.C. & Laurent,S., 2003. "Central Bank Forex Interventions Assessed Using Realized Moments," Research Memoranda 057, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
      Other versions:
    3. Markus Haas & Stefan Mittnik & Bruce Mizrach, 2005. "Assessing Central Bank Credibility During the ERM Crises: Comparing Option and Spot Market-Based Forecasts," CFS Working Paper Series 2005/09, Center for Financial Studies. [Downloadable!]
      Other versions:
    4. Antonio Diez de los Rios, 2007. "Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets," Working Papers 07-29, Bank of Canada. [Downloadable!]
      Other versions:
    5. Michael Dueker & Andreas M. Fischer, 1995. "Identifying Austria's implicit monetary target: an alternative test of the "hard currency" policy," Working Papers 1995-005, Federal Reserve Bank of St. Louis. [Downloadable!]
    6. Robert F. Engle & Yin-Feng Gau, 1997. "Conditional Volatility of Exchange Rates Under a Target Zone," University of California at San Diego, Economics Working Paper Series 97-06, Department of Economics, UC San Diego. [Downloadable!]
    7. Michael Dueker, 1995. "Markov switching in GARCH processes and mean reverting stock market volatility," Working Papers 1994-015, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    8. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold,, 2003. "Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility," CFS Working Paper Series 2003/35, Center for Financial Studies. [Downloadable!]
      Other versions:
    9. N. T. Laopodis, 2003. "Stochastic behaviour of Deutsche mark exchange rates within EMS," Applied Financial Economics, Taylor and Francis Journals, vol. 13(9), pages 665-676, September. [Downloadable!] (restricted)
    10. 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!]
    11. Drost, F.C. & Nijman, T.E. & Werker, B.J.M., 1994. "Estimation and Testing in Models Containing Both Jumps and Conditional Heteroskedasticity," Discussion Paper 105, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    12. Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2006. "Regime switching GARCH models," Cahiers de recherche 06-08, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
      Other versions:
    13. Beum-Jo Park, 2002. "Asymmetric Volatility Of Exchange Rate Returns Under The Ems: Some Evidence From Quantile Regression Appoach For Tgarch Models," International Economic Journal, Korean International Economic Association, vol. 16(1), pages 105-125, April. [Downloadable!] (restricted)
    14. Norberto Rodríguez, 2000. "Bayesian Model Estimation and Selection for the Weekly Colombian Exchange Rate," BORRADORES DE ECONOMIA 002060, BANCO DE LA REPÚBLICA. [Downloadable!]
    15. Richard T Baillie, & Young-Wook Han, 2002. "Central Bank Intervention and Properties of the 1920s Currency Markets," Finance Working Papers 159, East Asian Bureau of Economic Research. [Downloadable!]
    16. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2008. "Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience," Working papers 2008-49, University of Connecticut, Department of Economics. [Downloadable!]
      Other versions:
    17. Dinghai Xu & Tony S. Wirjanto, 2008. "An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility," Working Papers 08008, University of Waterloo, Department of Economics. [Downloadable!]
    18. Norberto Rodríguez, . "Bayesian Model Estimation and Selection for the Weekly Colombian Exchange Rate," Borradores de Economia 161, Banco de la Republica de Colombia. [Downloadable!]
    19. Markku Lanne, 2006. "Forecasting Realized Volatility by Decomposition," Economics Working Papers ECO2006/20, European University Institute. [Downloadable!]
    20. R.W.J. van den Goorbergh & P.J.G. Vlaar, 1999. "Value-at-Risk analysis of stock returns: Historical simulation, varinace techniques or tail index estimation ?," WO Research Memoranda (discontinued) 579, Netherlands Central Bank, Research Department. [Downloadable!]
      Other versions:
    21. Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François, 2000. "Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity," Cahiers de recherche 0004, GREEN. [Downloadable!]
      Other versions:
    22. Chew Lian Chua & Sandy Suardi, 2006. "Testing for a Unit Root in the Presence of a Jump Diffusion Process with GARCH Errors," Melbourne Institute Working Paper Series wp2006n28, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    23. Christopher J. Neely, 1998. "Target zones and conditional volatility: the role of realignments," Working Papers 1994-008, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    24. Jerome Henry & Jens Weidmann, 2005. "The French-German Interest Rate Differential Since German," International Finance 0503009, EconWPA. [Downloadable!]
    25. John M. Maheu & Thomas H. McCurdy, 2003. "News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns," CIRANO Working Papers 2003s-38, CIRANO. [Downloadable!]
      Other versions:
    26. Ignacio Mauleon, Javier Perote, 2000. "Testing densities with financial data: an empirical comparison of the Edgeworth–Sargan density to the Student’s t," European Journal of Finance, Taylor and Francis Journals, vol. 6(2), pages 225-239, June. [Downloadable!] (restricted)
    27. Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 0749, CIRPEE. [Downloadable!]
      Other versions:
    28. Sanghoon Lee, 2004. "Approximation of A Jump-Diffusion Process," Econometric Society 2004 Far Eastern Meetings 412, Econometric Society. [Downloadable!]
    29. Álvaro Escribano & Juan Ignacio Peña & Pablo Villaplana, 2002. "Modeling Electricity Prices: International Evidence," Economics Working Papers we022708, Universidad Carlos III, Departamento de Economía. [Downloadable!]

  23. Kodde, D A & Palm, Franz C & Pfann, G A, 1990. "Asymptotic Least-Squares Estimation Efficiency Considerations and Applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(3), pages 229-43, July-Sept. [Downloadable!] (restricted)

    Cited by:

    1. Martin Fukac & Adrian Pagan, 2006. "Issues In Adopting Dsge Models For Use In The Policy Process," CAMA Working Papers 2006-10, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
      Other versions:
    2. Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," CIRANO Working Papers 2001s-54, CIRANO. [Downloadable!]
      Other versions:
    3. Preston, Ian & Laisney, Francois & Crawford, Ian, 2002. "Estimation of Household Demand Systems with Theoretically Compatible Engel Curves and Unit Value Specifications," ZEW Discussion Papers 97-06 [rev.], ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
      Other versions:
    4. Euwals, R., 1997. "Hours constraints within and between jobs," Discussion Paper 64, Tilburg University, Center for Economic Research. [Downloadable!]
    5. Paola Palmitesta & Corrado Provasi, 2005. "Aggregation of Dependent Risks Using the Koehler–Symanowski Copula Function," Computational Economics, Springer, vol. 25(1), pages 189-205, February. [Downloadable!] (restricted)
    6. Henningsen, Arne & Glauben, Thomas & Henning, Christian, 2003. "Farm Household Decisions Under Various Tax Policies: Comparative Static Results And Evidence From Household Data," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25889, International Association of Agricultural Economists. [Downloadable!]
    7. Henning, Christian H.C.A. & Henningsen, Arne, 2005. "Modeling Price Response of Farm Households Under Imperfect Labor Markets: A Farm Household Approach to Family Farms in Poland," 94th Seminar, April 9-10, 2005, Ashford, UK 24431, European Association of Agricultural Economists. [Downloadable!]
    8. Franz C. Palm & Carlo C. A. Winder, 1990. "Economic Theory and Structural Time Series Models for Aggregate Consumption," Annales d'Economie et de Statistique, ADRES, issue 18, pages 02, Avril-Jui. [Downloadable!]
    9. Ramdan Dridi, 2000. "Simulated Asymptotic Least Squares Theory," STICERD - Econometrics Paper Series /2000/396, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    10. Xavier Fairise, 1993. "Demande optimale de facteurs et côuts d'ajustement croisés," Annales d'Economie et de Statistique, ADRES, issue 31, pages 03, Juillet-S. [Downloadable!]
    11. J. Breitung & M. Lechner, . "GMM-Estimation of Nonlinear Models on Panel Data," Sonderforschungsbereich 373 1995-67, Humboldt Universitaet Berlin.
      Other versions:
    12. Luis A. Gil-Alana & Pedro Mendi, 2005. "Fractional integration in total factor productivity: evidence from US data," Applied Economics, Taylor and Francis Journals, vol. 37(12), pages 1369-1383, July. [Downloadable!] (restricted)
    13. Charlier, E., 1997. "Equivalence scales for the former West Germany," Discussion Paper 74, Tilburg University, Center for Economic Research. [Downloadable!]
    14. Theophile Azomahou, 1999. "Estimation of Spatial Panel-Data Models Using a Minimum-Distance Estimator," Computing in Economics and Finance 1999 1322, Society for Computational Economics. [Downloadable!]
    15. Frank Gerhard & Dieter Hess & Winfried Pohlmeier, 1999. "What a Difference a Day Makes: On the Common Market Microstructure of Trading Days," Finance 9904006, EconWPA. [Downloadable!]
      Other versions:
    16. Théophile AZOMAHOU, 1999. "Estimation of Spatial Panel Data Models Using a Minimum Distance Estimator: Application," Working Papers of BETA 9912, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg. [Downloadable!]

  24. Nijman, Theo E & Palm, Franz C, 1990. "Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(4), pages 405-15, October.

    Cited by:

    1. Andrea, SILVESTRINI, 2005. "Temporal aggregaton of univariate linear time series models," Discussion Papers (ECON - Département des Sciences Economiques) 2005044, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
      Other versions:
    2. Eric Ghysels & Joanna Jasiak, 1997. "GARCH for Irregularly Spaced Data: The ACD-GARCH Model," CIRANO Working Papers 97s-06, CIRANO. [Downloadable!]
    3. Alejandro Rodríguez Caro & Santiago Rodríguez Feijoo & Delia Dávila Quintana, 2003. "La trimestralización de variables flujo. Un estudio de simulación de los métodos de desagregación temporal con indicador," Documentos de trabajo conjunto ULL-ULPGC 2003-01, Facultad de Ciencias Económicas de la ULPGC. [Downloadable!]
    4. Andrea Silvestrini & Matteo Salto & Laurent Moulin & David Veredas, 2008. "Monitoring and forecasting annual public deficit every month: the case of France," Empirical Economics, Springer, vol. 34(3), pages 493-524, June. [Downloadable!] (restricted)
    5. Andrea Silvestrini & David Veredas, 2008. "Temporal aggregation of univariate and multivariate time series models: A survey," Temi di discussione (Economic working papers) 685, Bank of Italy, Economic Research Department. [Downloadable!]
      Other versions:

  25. Palm, Franz C & Pfann, Gerard A, 1990. "Interrelated Demand Rational Expectations Models for Two Types of Labour," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(1), pages 45-68, February.

    Cited by:

    1. Franz C. Palm & Gérard A. Pfann, 1995. "Unraveling Trend and Stationary Components of Total Factor Productivity," Annales d'Economie et de Statistique, ADRES, issue 39, pages 03, Juillet-S. [Downloadable!]

  26. C. C. A. Winder & F. C. Palm, 1989. "Intertemporal consumer behaviour under structural changes in income," Econometric Reviews, Taylor and Francis Journals, vol. 8(1), pages 1-87. [Downloadable!] (restricted)

    Cited by:

    1. G.J. de Bondt, 1999. "Credit Channels and Consumption: European Evidence," DNB Staff Reports (discontinued) 39, Netherlands Central Bank. [Downloadable!]

  27. Kodde, David A & Palm, Franz C, 1987. "A Parametric Test of the Negativity of the Substitution Matrix," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 2(3), pages 227-35, July. [Downloadable!] (restricted)

    Cited by:

    1. Koebel, Bertrand M. & Falk, Martin & Laisney, Francois, 2000. "Imposing and testing curvature conditions on a Box-Cox function," ZEW Discussion Papers 00-70, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    2. Le-Yu Chen & Jerzy Szroeter, 2009. "Hypothesis testing of multiple inequalities: the method of constraint chaining," CeMMAP working papers CWP13/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    3. Koebel, Bertrand & Falk, Martin, 1999. "Curvature conditions and substitution pattern among capital, energy, materials and heterogeneous labour," ZEW Discussion Papers 99-06, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    4. Korenman, S.D. & Ouellette, P. & Wooldridge, J., 1988. "A Test of New Aggregate Damand Curvature Properties," Cahiers de recherche 8801, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
      Other versions:

  28. Nijman, T E & Palm, F C, 1986. "The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 47-58, January.

    Cited by:

    1. Massimiliano Marcellino, 2005. "Pooling-based Data Interpolation and Backdating," Working Papers 299, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
      Other versions:
    2. Elena Angelini & Jerome Henry & Massimiliano Marcellino, 2003. "Interpolation and backdating with a large information set," Working Paper Series 252, European Central Bank. [Downloadable!]
      Other versions:
    3. V. Guerrero & J. Martínez, 1995. "A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 4(2), pages 359-376, December. [Downloadable!] (restricted)
    4. José Manuel Pavía, 2000. "Desagregación conjunta de series anuales: perturbaciones AR(1) multivariante," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 727-737, September. [Downloadable!]

  29. Kodde, David A & Palm, Franz C, 1986. "Wald Criteria for Jointly Testing Equality and Inequality Restriction s," Econometrica, Econometric Society, vol. 54(5), pages 1243-48, September. [Downloadable!] (restricted)

    Cited by:

    1. Arnaud Lefranc & Nicolas Pistolesi & Alain Trannoy, 2006. "Equality of Opportunity: Definitions and Testable Conditions with an Application to Income in France," IDEP Working Papers 0609, Institut d'economie publique (IDEP), Marseille, France, revised 27 Sep 2006. [Downloadable!]
      Other versions:
    2. Francisco J. Más & Ricardo Sellers, 2006. "Technical Efficiency In The Retail Food Industry: The Influence Of Inventory Investment, Wage Levels, And Age Of The Firm," Working Papers. Serie EC 2006-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    3. Dairo Estrada & Poldy Osorio, . "Effects of Financial Capital on Colombian Banking Efficiency," Borradores de Economia 292, Banco de la Republica de Colombia. [Downloadable!]
      Other versions:
    4. Tom Kompas & Tuong Nhu Che & R. Quentin Grafton, 2003. "Technical Efficiency Effects of Input Controls: Evidence from Australia's Banana Prawn Fishery," Economics and Environment Network Working Papers 0304, Australian National University, Economics and Environment Network. [Downloadable!]
      Other versions:
    5. Mª Jesús Delgado & Inmaculada Álvarez, 2004. "Technological catch-up in the 15 European Union member states: the role of public and educational capital," European Economy Group Working Papers 31, European Economy Group. [Downloadable!]
    6. Puig-Junoy, Jaume & Argiles, Josep M., 2004. "The influence of management accounting use on farm inefficiency," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 5(2), August. [Downloadable!]
    7. Karagiannis, Giannis & Sarris, Alexander, 2002. "Direct Subsidies and Technical Efficiency in Greek Agriculture," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24868, European Association of Agricultural Economists. [Downloadable!]
    8. Michael Funke & Joerg Rahn, 2000. "How Efficient is the East German Economy? An Exploration With Micro Data," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    9. Alejandro Esteller-More, 2003. "The Politics of Tax Administration: Evidence from Spain," Public Economics 0303004, EconWPA. [Downloadable!]
    10. Michael Basch & Julio Peña-Torres & Sebastian Vergara, . "Catch Efficiency in the Chilean Pelagic Fishery: Does size matter ?," ILADES-Georgetown University Working Papers inv140, Ilades-Georgetown University, School of Economics and Bussines. [Downloadable!]
    11. Vincent Mok & Godfrey Yeung, 2005. "Employee motivation, external orientation and the technical efficiency of foreign-financed firms in China: a stochastic frontier analysis," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 175-190. [Downloadable!]
    12. M. Diaz & Rosario Sanchez, 2008. "Firm size and productivity in Spain: a stochastic frontier analysis," Small Business Economics, Springer, vol. 30(3), pages 315-323, March. [Downloadable!] (restricted)
    13. Dale Squires & R. Quentin Grafton & Mohammed Ferdous Alam & Ishak Haji Omar, 2002. "Technical Efficiency in the Malaysian Gill Net Artisanal Fishery," Economics and Environment Network Working Papers 0204, Australian National University, Economics and Environment Network. [Downloadable!]
      Other versions:
    14. Koebel, Bertrand M. & Falk, Martin & Laisney, Francois, 2000. "Imposing and testing curvature conditions on a Box-Cox function," ZEW Discussion Papers 00-70, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    15. Tom Kompas & Tuong Nhu Che & R. Quentin Grafton, 2003. "Technical Efficiency Effects of Input Controls: Evidence from Australia’s Banana Prawn Fishery," Microeconomics Working Papers 585, East Asian Bureau of Economic Research. [Downloadable!]
    16. Eggert, Håkan, 2001. "Technical efficiency in the Swedish trawl fishery for Norway lobster," Working Papers in Economics 53, Göteborg University, Department of Economics. [Downloadable!]
    17. Tanira T. Kingi & Tom F. Kompas, 2005. "Communal Land Ownership and Agricultural Development: Overcoming Technical Efficiency Constraints Among Fiji’s Indigenous Sugercane Growers," International and Development Economics Working Papers idec05-11, International and Development Economics. [Downloadable!]
    18. Fleming, Pauline & Fleming, Euan & Griffith, Garry & Johnston, David, 2004. "Estimation of a Multi-Input Multi-Output Model of Lot-Fed Beef Cattle in Australia," Working Papers 12944, University of New England, School of Economics. [Downloadable!]
    19. Mª Jesús Delgado Rodríguez & Inmaculada Alvarez Ayuso, 2004. "Capital público y eficiencia productiva: evidencia para la UE-15," Hacienda Pública Española, IEF, vol. 168(1), pages 27-46, marzo. [Downloadable!]
    20. Tom Kompas, 2001. "Catch, Efficiency and Management: A Stochastic Production Frontier Analysis of the Australian Northern Prawn Fishery," International and Development Economics Working Papers idec01-8, International and Development Economics. [Downloadable!]
    21. Driessen, J. & Melenberg, B. & Nijman, T., 1999. "Testing affine term structure models in case of transaction costs," Discussion Paper 84, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    22. Tom Kompas & Tuong Nhu Che, 2004. "Production and Technical Efficiency on Australian Dairy Farms," Microeconomics Working Papers 588, East Asian Bureau of Economic Research. [Downloadable!]
    23. Tom Kompas, 2004. "Market Reform, Productivity and Efficiency in Vietnamese Rice Production," Trade Working Papers 587, East Asian Bureau of Economic Research. [Downloadable!]
      Other versions:
    24. Tim Coelli & Gholamreza Hajargasht & C.A. Knox Lovell, 2008. "Econometric Estimation of an Input Distance Function in a System of Equations," CEPA Working Papers Series WP012008, School of Economics, University of Queensland, Australia. [Downloadable!]
    25. Moon, Hyungsik Roger & Schorfheide, Frank, 2006. "Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions," CEPR Discussion Papers 5605, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    26. Edward Oczkowski & Kishor Sharma, 2005. "Determinants of Efficiency in Least Developed Countries: Further Evidence from Nepalese Manufacturing Firms," The Journal of Development Studies, Taylor and Francis Journals, vol. 41(4), pages 617-630, May. [Downloadable!] (restricted)
    27. Angelo Zago & Francesco Aiello & Camilla Mastromarco, 2008. "Be productive or face decline. On the sources and determinants of output growth in Italian manufacturing firms," Working Papers 46, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
    28. Lambarraa, Fatima & Gil, Jose Maria & Serra, Teresa, 2007. "Are The Spanish Citrus Farms Efficient?," 103rd Seminar, April 23-25, 2007, Barcelona, Spain 9393, European Association of Agricultural Economists. [Downloadable!]
    29. Jennifer K. sesabo & Richard S.J. Tol, 2006. "Technical Efficiency and Small-scale Fishing Households in Tanzanian coastal Villages: An Empirical Analysis," Working Papers FNU-95, Research unit Sustainability and Global Change, Hamburg University, revised Jan 2006. [Downloadable!]
    30. Villano, Renato & Fleming, Euan, 2004. "Analysis of Technical Efficiency in a Rainfed Lowland Rice Environment in Central Luzon Philippines Using a Stochastic Frontier Production Function with a Heteroskedastic Error Structure," Working Papers 12906, University of New England, School of Economics. [Downloadable!]
    31. Madau, Fabio A., 2005. "Technical Efficiency in Organic Farming: An Application on Italian Cereal Farms Using a Parametric Approach," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24545, European Association of Agricultural Economists. [Downloadable!]
    32. Carmen García Prieto & Angel Martín Román & Carlos Pérez Domínguez, . "Actual and potential returns to schooling in Spain," Studies on the Spanish Economy 157, FEDEA. [Downloadable!]
    33. Giannis Karagiannis & Vangelis Tzouvelekas, . "Real Money Balances and TFP Growth: Evidence from Developed and Developing Countries," Working Papers 0410, University of Crete, Department of Economics. [Downloadable!]
    34. Tom Kompas, 2001. "Catch, Efficiency and Management: A Stochastic Production Frontier Analysis of the Australian Northern Prawn Fishery," Microeconomics Working Papers 583, East Asian Bureau of Economic Research. [Downloadable!]
    35. Giannis Karagiannis & Vangelis Tzouvelekas, . "Explaining Output Growth of Sheep Farms in Greece: A Parametric Primal Approach," Working Papers 0306, University of Crete, Department of Economics. [Downloadable!]
    36. Ali Ugur, 2004. "Technical Efficiency in Irish Manufacturing Industry, 1991-1999," Trinity Economics Papers 20044, Trinity College Dublin, Department of Economics. [Downloadable!]
    37. Daehoon Nahm & Niramon Sutummakid, 2003. "Efficiency of Agricultural Production in the Central Region of Thailand," Research Papers 0302, Macquarie University, Department of Economics. [Downloadable!]
    38. Roxani Karagiannis & Michalis Hatziprokopiou, 2007. "Measuring and explaining technical efficiency of Greek public hospitals," Discussion Paper Series 2007_04, Department of Economics, University of Macedonia, revised Dec 2007. [Downloadable!]
    39. Pierre Mohnen & Lars-Hendrick Röller, 2003. "Complementarities in Innovation Policy," CIRANO Working Papers 2003s-60, CIRANO. [Downloadable!]
      Other versions:
    40. Dasgupta, Susmita & Meisner, Craig & Wheeler, David, 2004. "Is environmentally-friendly agriculture less profitable for farmers ? evidence on integrated pest management in Bangladesh," Policy Research Working Paper Series 3417, The World Bank. [Downloadable!]
      Other versions:
    41. Dairo Estrada & Poldy Osorio, 2004. "Effects Of Financial Capital On Colombian Banking Efficiency," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE. [Downloadable!]
    42. A. N. Rambaldi & Iyer & K., 2004. "Measuring Spillovers from Alternative Forms of Foreign Investment," Econometric Society 2004 Australasian Meetings 149, Econometric Society. [Downloadable!]
      Other versions:
    43. Carvahlo, M.L. & Henriques, P.D. & Costa, F. & Pereira, R., 2008. "Characterisation And Technical Efficiency Of Portuguese Wine Farms," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44130, European Association of Agricultural Economists. [Downloadable!]
    44. Julio Peña-Torres & Michael Basch & Sebastian Vergara, . "EFICIENCIA TÉCNICA Y ESCALAS DE OPERACIÓN EN PESCA PELÁGICA: UN ANÁLISIS DE FRONTERAS ESTOCÁSTICAS (Pesquería Centro-Sur en Chile)," ILADES-Georgetown University Working Papers inv137, Ilades-Georgetown University, School of Economics and Bussines. [Downloadable!]
    45. Michel Janna Gandur, . "Eficiencia en Costos,Cambios en las Condiciones Generales del Mercado y Crisis en la Banca Colombiana: 1992-2002," Borradores de Economia 260, Banco de la Republica de Colombia. [Downloadable!]
    46. Horst, J.R. ter & Nijman, T.E. & Roon, F.A. de, 1998. "Style analysis and performance evaluation of Dutch mutual funds," Discussion Paper 50, Tilburg University, Center for Economic Research. [Downloadable!]
    47. Rahman, Sanzidur, 2003. "Profit Efficiency Among Bangladeshi Rice Farmers," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25898, International Association of Agricultural Economists. [Downloadable!]
      Other versions:
    48. Weaver, Robert D. & Curtiss, Jarmila & Brummer, Bernhard, 2005. "Technical Efficiency Effects of Technological Change: Another Perspective on GM Crops," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24528, European Association of Agricultural Economists. [Downloadable!]
    49. Geert J. Almekinders & Sylvester C.W. Eijffinger, 1992. "Daily Bundesbank and Federal Reserve intervention and the conditional variance tale in DM/$-returns," International Finance Discussion Papers 438, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    50. Kirkpatrick, Colin & Parker, David & Zhang, Yin-Fang, 2004. "State versus Private Sector Provision of Water Services in Africa: A Statistical, DEA and Stochastic Cost Frontier Analysis," Centre on Regulation and Competition (CRC) Working papers 30604, University of Manchester, Institute for Development Policy and Management (IDPM). [Downloadable!]
    51. Niels Vestergaard & Dale Squires & Frank Jensen & Jesper L. Andersen, 2002. "Technical Efficiency of the Danish Trawl fleet: Are the Industrial Vessels Better than Others?," Working Papers 32/02, University of Southern Denmark, Department of Environmental and Business Economics. [Downloadable!]
    52. Cadet, Raulin L., 2008. "Cost and profit efficiency of banks in Haiti: do domestic banks perform better than foreign banks?," MPRA Paper 11953, University Library of Munich, Germany, revised Nov 2008. [Downloadable!]
    53. DENUIT, Michel & SAILLET, Olivier, 2001. "Nonparametric Tests for Positive Quadrant Dependence," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2001009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 01 Apr 2001. [Downloadable!]
    54. Giannis Karagiannis & Vangelis Tzouvelekas, 2007. "A flexible time-varying specification of the technical inefficiency effects model," Empirical Economics, Springer, vol. 33(3), pages 531-540, November. [Downloadable!] (restricted)
      Other versions:
    55. Kurkalova, Lyubov A. & Jensen, Helen H., 2000. "Technical Efficiency of Grain Production in Ukraine," Staff General Research Papers 1890, Iowa State University, Department of Economics. [Downloadable!]
      Other versions:
    56. Belen Iraizoz & Isabel Bardaji & Manuel Rapun, 2005. "The Spanish beef sector in the 1990s: impact of the BSE crisis on efficiency and profitability," Applied Economics, Taylor and Francis Journals, vol. 37(4), pages 473-484, March. [Downloadable!] (restricted)
    57. Blane Lewis, 2006. "Local government taxation: An analysis of administrative cost inefficiency," Bulletin of Indonesian Economic Studies, Taylor and Francis Journals, vol. 42(2), pages 213-233, August. [Downloadable!] (restricted)
    58. Her-Jiun Sheu & Chi-Yih Yang, 2005. "Insider ownership and firm performance in Taiwan's electronics industry: a technical efficiency perspective," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 26(5), pages 307-318. [Downloadable!]
    59. M. Parameswaram, 2002. "Economic reforms and technical efficiency: Firm level evidence from selected industries in India," Centre for Development Studies, Trivendrum Working Papers 339, Centre for Development Studies, Trivendrum, India. [Downloadable!]
    60. Ana Faria & Paul Fenn & Alistair Bruce, 2005. "Production technologies and technical efficiency: evidence from Portuguese manufacturing industry," Applied Economics, Taylor and Francis Journals, vol. 37(9), pages 1037-1046, May. [Downloadable!] (restricted)
    61. Schelleman,C & Maijoor,S, 2000. "Benchmarking the production of audit services: An efficiency frontier approach," Research Memoranda 022, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    62. Tom Kompas & Tuong Nhu Che, 2004. "Production and Technical Efficiency on Australian Dairy Farms," International and Development Economics Working Papers idec04-1, International and Development Economics. [Downloadable!]
    63. Klaassen, F., 1999. "Purchasing power parity : evidence from a new test," Discussion Paper 9, Tilburg University, Center for Economic Research. [Downloadable!]
    64. Coelli, Tim & Fleming, Euan, 2003. "Diversification Economies And Specialisation Efficiencies In A Mixed Food And Coffee Smallholder Farming System In Papua New Guinea," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa 25841, International Association of Agricultural Economists. [Downloadable!]
      Other versions:
    65. Satya P. DAS & Chetan CHATE, 2001. "Endogenous Distribution, Politics, and Growth," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2001019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
      Other versions:
    66. Yongil Jeon & Ishak Haji Omar & K. Kuperan & Dale Squires & Indah Susilowati, 2006. "Developing country fisheries and technical efficiency: the Java Sea purse seine fishery," Applied Economics, Taylor and Francis Journals, vol. 38(13), pages 1541-1552, July. [Downloadable!] (restricted)
    67. G. Karagiannis & V. Tzouvelekas & A. Xepapadeas, 2003. "Measuring Irrigation Water Efficiency with a Stochastic Production Frontier," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 26(1), pages 57-72, September. [Downloadable!] (restricted)
    68. Jan De Loecker, 2002. "Are EU Candidate Countries Ready for the Single Market? Comparing Performance with an EU Benchmark," LICOS Discussion Papers 12302, LICOS - Centre for Institutions and Economic Performance, K.U.Leuven. [Downloadable!]
    69. Guido W. Imbens & Whitney Newey & Geert Ridder, 2006. "Mean-squared-error Calculations for Average Treatment Effects," IEPR Working Papers 06.57, Institute of Economic Policy Research (IEPR). [Downloadable!]
    70. Antonio Lopes & Luca Giordano, 2006. "Risk Preference and Investments Quality as Determinants of Efficiency in the Italian Banking System," Quaderni DSEMS 12-2006, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia. [Downloadable!]
    71. Dairo Estrada & Poldy Osorio, 2004. "Effects Of Financial Capital On Colombian Banking Efficiency," BORRADORES DE ECONOMIA 002432, BANCO DE LA REPÚBLICA. [Downloadable!]
    72. U.-G. Gerdtham & M. Löthgren & M. Tambour & C. Rehnberg, 1999. "Internal markets and health care efficiency: a multiple-output stochastic frontier analysis," Health Economics, John Wiley & Sons, Ltd., vol. 8(2), pages 151-164.
    73. Lokshin,Boris & Carree,Martin & Belderbos,René, 2004. "Testing for complementarity and substitutability in case of multiple practices," Research Memoranda 002, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    74. Rahman, Sanzidur, 2008. "Whether crop diversification is a desired strategy for agricultural growth in Bangladesh," 82nd Annual Conference, March 31 - April 2, 2008, Royal Agricultural College, Cirencester, UK 36867, Agricultural Economics Society. [Downloadable!]
      Other versions:
    75. Juha Laine & Miika Linna & Unto Häkkinen & Anja Noro, 2005. "Measuring the productive efficiency and clinical quality of institutional long-term care for the elderly," Health Economics, John Wiley & Sons, Ltd., vol. 14(3), pages 245-256. [Downloadable!]
    76. Jaume Puig, 2000. "Technical Inefficiency and Public Capital in US States: A Stochastic Frontier Approach," Economics Working Papers 451, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    77. Tom Kompas & Tuong Nhu Che, 2003. "Efficiency Gains and Cost Reductions from Individual Transferable Quotas: A Stochastic Cost Frontier for," International and Development Economics Working Papers idec03-6, International and Development Economics. [Downloadable!]
    78. Ariel Dinar & Giannis Karagiannis & Vangelis Tzouvelekas, . "Evaluating the Impact of Public and Private Agricultural Extension on Farms Performance: A Non-neutral Stochastic Frontier Approach," Working Papers 0205, University of Crete, Department of Economics. [Downloadable!]
    79. Carmen García Prieto & Angel Martín Román & Carlos Pérez Domínguez, 2005. "Actual and Potential Returns to Schooling in Spain," Education Economics, Taylor and Francis Journals, vol. 13(4), pages 387-407, December. [Downloadable!] (restricted)
    80. Susan Athey & Scott Stern, 1998. "An Empirical Framework for Testing Theories About Complimentarity in Organizational Design," NBER Working Papers 6600, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    81. Estache, Antonio & Gonzalez, Marianela & Trujillo, Lourdes, 2001. "Technical efficiency gains from port reform : the potential for yardstick competition in Mexico," Policy Research Working Paper Series 2637, The World Bank. [Downloadable!]
    82. Adam Rosen, 2006. "Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities," CeMMAP working papers CWP25/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    83. Quoc Ngu Vu, 2002. "Technical Efficiency of Vietnamese Industrial SOEs and Non-SOEs," International and Development Economics Working Papers idec02-6, International and Development Economics. [Downloadable!]
    84. Brasili, Cristina & Fanfani, Roberto & Maccarini, Elisa Ricci & Monasterolo, Irene, 2007. "A Comparative Analysis of the Meat Sector in Hungary and Emilia-Romagna: Performance and Efficiency," 104th Seminar, September 5-8, 2007, Budapest, Hungary 7845, European Association of Agricultural Economists. [Downloadable!]
    85. Gordon Anderson, 2003. "Poverty in America 1970-1990: who did gain ground? An application of stochastic dominance criteria employing simultaneous inequality tests in a partial panel," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(6), pages 621-640. [Downloadable!]
    86. Michael D. Rosko, 2001. "Cost efficiency of US hospitals: a stochastic frontier approach," Health Economics, John Wiley & Sons, Ltd., vol. 10(6), pages 539-551. [Downloadable!]
    87. Kauko, Karlo, 2007. "Managers and efficiency in banking," Research Discussion Papers 11/2007, Bank of Finland. [Downloadable!]
    88. Athey, Susan. & Stern, Scott, 1969-, 1998. "An empirical framework for testing theories about complementarity in orgaziational design," Working papers WP 4022-98., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
    89. J. Piesse & Yougesh Khatri & Luc Leruth, 2002. "Corporate Performance and Governance in Malaysia," IMF Working Papers 02/152, International Monetary Fund. [Downloadable!]
    90. Wendy Chapple & Andy Lockett & Donald S. Siegel & Mike Wright, 2004. "Assessing the Relative Performance of U.K. University Technology Transfer Offices: Parametric and Non-Parametric Evidence," Rensselaer Working Papers in Economics 0423, Rensselaer Polytechnic Institute, Department of Economics. [Downloadable!]
      Other versions:
    91. Kern, Markus & Süssmuth, Bernd, 2003. "Managerial Effiency in German Top League Soccer," Discussion Papers in Economics 5, University of Munich, Department of Economics. [Downloadable!]
    92. H. Shelton Brown, 2003. "Managed care and technical efficiency," Health Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 149-158. [Downloadable!]
    93. Arthur S. Goldberger, 2003. "Structural Equation Models in Human Behavior Genetics," Econometrics 0308003, EconWPA. [Downloadable!]
    94. Pantzios, Christos & Rozakis, Stelios & Tzouvelekas, Vangelis, 2002. "Assessing the Perspectives of EU Cotton Farming: Technical and Scale Efficiencies of Greek Cotton Growers," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24844, European Association of Agricultural Economists. [Downloadable!]
    95. Estache, Antonio & Rossi, Martin, 2004. "Have consumers benefited from the reforms in the electricity distribution sector in Latin America?," Policy Research Working Paper Series 3420, The World Bank. [Downloadable!]
    96. Gonzalez, Maria A. & Lopez, Rigoberto A., 2005. "Political Violence and Farm Household Efficiency in Colombia," 2005 Annual meeting, July 24-27, Providence, RI 19528, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
      Other versions:
    97. Bram Thuysbaert, 2008. "Inference for the measurement of poverty in the presence of a stochastic weighting variable," Journal of Economic Inequality, Springer, vol. 6(1), pages 33-55, March. [Downloadable!] (restricted)
    98. Kuan Xu & Gordon Fisher, 2006. "Myopic loss aversion and margin of safety: the risk of value investing," Quantitative Finance, Taylor and Francis Journals, vol. 6(6), pages 481-494, December. [Downloadable!] (restricted)
    99. Larson, Donald F. & Plessmann, Frank, 2002. "Do farmers chooseto be inefficient? evidence from Bicol, Philippines," Policy Research Working Paper Series 2787, The World Bank. [Downloadable!]
    100. Ruben Tansini & Patricia Triunfo, 1998. "Eficiencia técnica y apertura comercial en cuatro ramas industriales," Documentos de Trabajo (working papers) 0998, Department of Economics - dECON. [Downloadable!]
    101. Igbekele Ajibefun & Adebiyi Daramola & Abiodun Falusi, 2006. "Technical efficiency of small scale farmers: An application of the stochastic frontier production function to rural and urban farmers in Ondo State, Nigeria," International Economic Journal, Korean International Economic Association, vol. 20(1), pages 87-107, March. [Downloadable!] (restricted)
    102. Mekhora, Tham & Fleming, Euan, 2004. "An Analysis of Scope Economies and Specialisation Efficiencies Among Thai Shrimp and Rice Smallholders," Working Papers 12914, University of New England, School of Economics. [Downloadable!]
    103. Dardanoni, V & Li Donni, P, 2008. "Testing For Asymmetric Information In Insurance Markets With Unobservable Types," Health, Econometrics and Data Group (HEDG) Working Papers 08/26, HEDG, c/o Department of Economics, University of York. [Downloadable!]
    104. Peter Dawson & Stephen Dobson, 2002. "Managerial efficiency and human capital: an application to English association football," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 23(8), pages 471-486. [Downloadable!]
    105. Paul Bishop & Steven Brand, 2003. "The efficiency of museums: a stochastic frontier production function approach," Applied Economics, Taylor and Francis Journals, vol. 35(17), pages 1853-1858, November. [Downloadable!] (restricted)
    106. Tzouvelekas, Vangelis & Pantzios, Christos J. & Fotopoulos, Christos, 2002. "Empirical Evidence of Technical Efficiency Levels in Greek Organic and Conventional Farms," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 3(2), August. [Downloadable!]

  30. Palm, F C & Vogelvang, E, 1986. "A Short-run Econometric Analysis of the International Coffee Market," European Review of Agricultural Economics, Oxford University Press for the Foundation for the European Review of Agricultural Economics, vol. 13(4), pages 451-76.
    Other versions:

    See citations under working paper version above.

  31. Palm, Franz C & Nijman, Theo E, 1984. "Missing Observations in the Dynamic Regression Model," Econometrica, Econometric Society, vol. 52(6), pages 1415-35, November. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  32. Palm, Franz C & Vogelvang, Engbert & Kodde, David A, 1984. "Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(3), pages 579-601, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  33. Palm, F. C. & Nijman, T. E., 1982. "Linear regression using both temporally aggregated and temporally disaggregated data," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 333-343, August. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  34. Palm, Franz & Zellner, Arnold, 1981. "Large sample estimation and testing procedures for dynamic equation systems," Journal of Econometrics, Elsevier, vol. 17(1), pages 131-138, September. [Downloadable!] (restricted)
    Other versions:
    Published as:

    See citations under working paper version above.

  35. Palm, Franz, 1977. "On univariate time series methods and simultaneous equation econometric models," Journal of Econometrics, Elsevier, vol. 5(3), pages 379-388, May. [Downloadable!] (restricted)

    Cited by:

    1. Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008. "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper 125, Tor Vergata University, CEIS, revised 14 Jul 2008. [Downloadable!]
      Other versions:
    2. Arnold Zellner, 2000. "Bayesian and Non-Bayesian Approaches to Scientific Modeling and Inference in Economics and Econometrics," Econometric Society World Congress 2000 Contributed Papers 1206, Econometric Society. [Downloadable!]
      Other versions:

  36. Zellner, Arnold & Palm, Franz, 1974. "Time series analysis and simultaneous equation econometric models," Journal of Econometrics, Elsevier, vol. 2(1), pages 17-54, May. [Downloadable!] (restricted)

    Cited by:

    1. Sherwin Rosen & Robert H. Topel, 1986. "A Time-Series Model of Housing Investment in the U.S," NBER Working Papers 1818, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Hsiao, Cheng & Fujiki, Hiroshi, 1998. "Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 16(1), pages 57-79, May. [Downloadable!]
    3. Mala Raghavan & George Athanasopoulos & Param Silvapulle, 2009. "VARMA models for Malaysian Monetary Policy Analysis," Monash Econometrics and Business Statistics Working Papers 6/09, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    4. Helmut Luetkepohl, 2004. "Forecasting with VARMA Models," Economics Working Papers ECO2004/25, European University Institute. [Downloadable!]
      Other versions:
    5. Chavas, Jean-Paul & Mehta, Aashish, 2002. "Price Dynamics in a Vertical Sector: The Case of Butter," Staff Paper Series 452, University of Wisconsin, Agricultural and Applied Economics. [Downloadable!]
      Other versions:
    6. Thomas M Fullerton Jr & Richard A Hirth & Mark B Smith, 2004. "Inflationary Dynamics and the Angell-Johnson Proposals," Macroeconomics 0409009, EconWPA. [Downloadable!]
    7. Benjamin M. Friedman, 1984. "The Roles of Money and Credit in Macroeconomic Analysis," NBER Working Papers 0831, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    8. Blommestein, H.J. & Nijkamp, P., 1983. "Testing the spatial scale and the dynamic structure in regional models : a contribution to spatial econometric specification analysis," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    9. Walter Wasserfallen & Jean-Marie Gassmann & Andreas Gfeller, 1986. "Die Nachfrage nach Telefongesprächen - Erklärung und Prognose Eine empirische Untersuchung für die Schweiz," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 122(II), pages 187-197, June. [Downloadable!]
    10. H. Lütkepohl, . "Forecasting Cointegrated VARMA Processes," Sonderforschungsbereich 373 1999-68, Humboldt Universitaet Berlin.
    11. Pami Dua & Nishita Raje & Satyananda Sahoo, 2004. "Interest Rate Modeling and Forecasting in India," Occasional papers 3, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
      Other versions:
    12. Pami Dua & Stephen M. Miller & David J. Smyth, 1996. "Using Leading Indicators to Forecast US Home Sales in a Bayesian VAR Framework," Working papers 1996-08, University of Connecticut, Department of Economics. [Downloadable!]
    13. Adrian Pagan, 1999. "The Getting of Macroeconomic Wisdom," CEPR Discussion Papers 412, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]
    14. Debabrata Bagchi & Georgios E. Chortareas & Stephen M. Miller, 2003. "The Real Exchange Rate in Small Open Developed Economies: Evidence from Cointegration Analysis," Working papers 2003-27, University of Connecticut, Department of Economics. [Downloadable!]
      Other versions:
    15. Antoni Espasa & Daniel Peña, 1990. "Los modelos Arima, el estado de equilibrio en variables económicas y su estimación," Investigaciones Economicas, Fundación SEPI, vol. 14(2), pages 191-211, May. [Downloadable!]
    16. Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008. "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper 125, Tor Vergata University, CEIS, revised 14 Jul 2008. [Downloadable!]
      Other versions:
    17. Luati, Alessandra & Proietti, Tommaso, 2009. "Hyper-spherical and Elliptical Stochastic Cycles," MPRA Paper 15169, University Library of Munich, Germany. [Downloadable!]
    18. David F. Hendry & Gordon J. Anderson, 1975. "Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom," Cowles Foundation Discussion Papers 398, Cowles Foundation, Yale University. [Downloadable!]
    19. Victor Zarnowitz, 1982. "Expectations and Forecasts from Business Outlook Surveys," NBER Working Papers 0845, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    20. H. Peter Boswijk & Jurgen Doornik, 2003. "Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview," Economics Papers 2003-W10, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
      Other versions:
    21. Alasdair Scott & George Kapetanios & Adrian Pagan, 2005. "Making a match: combining theory and evidence in policy-oriented macroeconomic modelling," Computing in Economics and Finance 2005 462, Society for Computational Economics. [Downloadable!]
      Other versions:
    22. Renee Fry & Adrian Pagan, 2005. "Some Issues In Using Vars For Macroeconometric Research," CAMA Working Papers 2005-19, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    23. Rodney L. Jacobs, 1976. "Data Errors and Data Differences," UCLA Economics Working Papers 082, UCLA Department of Economics. [Downloadable!]
    24. René Capitelli, 1985. "Eine empirische Untersuchung über den Zusammenhang von kurz-, mittel- und langfristigen schweizerischen Zinssätzen," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 121(I), pages 1-22, March. [Downloadable!]
    25. Walter Wasserfallen & Hans Kyburz, 1985. "The behavior of flexible exchange rates in the short run — A systematic investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 121(4), pages 646-660, December. [Downloadable!] (restricted)
    26. D.S. Poskitt, . "Specification of echelon form VARMA models," Statistic und Oekonometrie 9305, Humboldt Universitaet Berlin. [Downloadable!]
    27. Gebhard Kirchgässner, 1985. "Die Schweiz im internationalen Zinszusammenhang. Eine zeitreihenanalytische Untersuchung für die Zeit von 1974 bis 1983," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 121(IV), pages 329-351, December. [Downloadable!]
    28. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2007. "Macro-panels and Reality," Research Memoranda 009, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
      Other versions:
    29. Anirvan Banerji & Pami Dua & Stephen M. Miller, 2002. "Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models," Working papers 2002-34, University of Connecticut, Department of Economics, revised Jun 2005. [Downloadable!]
      Other versions:
    30. Richard Hartman & John H. Makin, 1982. "Inflation Uncertainty and Interest Rates: Theory and Empirical Tests," NBER Working Papers 0906, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    31. Palm, F.C., 1981. "Structural econometric modelling and time series analysis : an integrated approach," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    32. Özer Karagedikli & Rishab Sethi & Christie Smith & Aaron Drew, 2008. "Changes in the transmission mechanism of monetary policy in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2008/03, Reserve Bank of New Zealand. [Downloadable!]
    33. Òscar Jordà, 2005. "Estimation and Inference of Impulse Responses by Local Projections," American Economic Review, American Economic Association, vol. 95(1), pages 161-182, March. [Downloadable!]
    34. Pablo Marshall, 1998. "Prediccion De Series De Ventas: Un Analisis De Cointegracion Con El Pib," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 1(1), pages 89-109. [Downloadable!]
    35. Francisco F. R. Ramos, 1996. "Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance," Econometrics 9601003, EconWPA. [Downloadable!]

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