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The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors

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Cited by:

  1. Phoebus J. Dhrymes, 1971. "Full Information Estimation of Dynamic Simultaneous Equations Models with Autoregressive Errors," UCLA Economics Working Papers 008, UCLA Department of Economics.
  2. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 51-74.
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  6. Poterba, James M. & Summers, Lawrence H., 1983. "Dividend taxes, corporate investment, and `Q'," Journal of Public Economics, Elsevier, vol. 22(2), pages 135-167, November.
  7. Krishnakumar, Jaya & Kabili, Andi & Roko, Ilir, 2012. "Estimation of SEM with GARCH errors," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3153-3181.
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  9. Coatney, Kalyn T. & Shaffer, Sherrill L. & Menkhaus, Dale J., 2012. "Auction prices, market share, and a common agent," Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 61-73.
  10. Abebe, Kassahun & Dahl, Dale C. & Olson, Kent D., 1989. "The Demand For Hired Farm Labor," Staff Papers 13557, University of Minnesota, Department of Applied Economics.
  11. Juan Foxley, 1986. "Determinantes Económicos del Ahorro Nacional: Chile 1963-1983," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 23(68), pages 119-128.
  12. Fauvel, Yvon, 1986. "L’incidence des régimes publics de pensions sur la consommation : une extension du modèle de Feldstein et une évaluation empirique pour le Canada," L'Actualité Economique, Société Canadienne de Science Economique, vol. 62(2), pages 210-235, juin.
  13. Benjamin M. Friedman, 1984. "The Value of Intermediate Targets in Implementing Monetary Policy," NBER Working Papers 1487, National Bureau of Economic Research, Inc.
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  20. Arbues, Fernando & Garcia-Valinas, Maria Angeles & Martinez-Espineira, Roberto, 2003. "Estimation of residential water demand: a state-of-the-art review," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 32(1), pages 81-102, March.
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  23. Zhiwen Zhang, 2016. "The Size Of Foreign Exchange Reserves And Local Currency Internationalization: Cross-Country Evidence," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(05), pages 1-28, December.
  24. Andrews, Donald W. K. & Fair, Ray C., 1987. "Inference in Econometric Models with Structural Change," Working Papers 636, California Institute of Technology, Division of the Humanities and Social Sciences.
  25. Antle, John M., 1983. "Sequential Decision Making in Production Models," 1983 Annual Meeting, July 31-August 3, West Lafayette, Indiana 279107, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  26. Chauvet, Marcelle & Potter, Simon, 2013. "Forecasting Output," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 141-194, Elsevier.
  27. Carr, Jack & Darby, Michael R., 1981. "The role of money supply shocks in the short-run demand for money," Journal of Monetary Economics, Elsevier, vol. 8(2), pages 183-199.
  28. Brian W. Sloboda, 2003. "Assessing the Effects of Terrorism on Tourism by Use of Time Series Methods," Tourism Economics, , vol. 9(2), pages 179-190, June.
  29. Jesper Lindé, 2001. "Fiscal policy and interest rates in a small open economy," Finnish Economic Papers, Finnish Economic Association, vol. 14(2), pages 65-83, Autumn.
  30. Arzac, Enrique R., 1979. "An Econometric Evaluation Of Stabilization Policies For The U.S. Grain Market," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 4(1), pages 1-14, July.
  31. Berthold Herrendorf & Christopher Herrington & Ákos Valentinyi, 2015. "Sectoral Technology and Structural Transformation," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(4), pages 104-133, October.
  32. Harrison, Ian & Richardson, Bob, 1980. "Table and Manufacturing Quality Beef Cattle Price Relationships in Australia," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 48(03), pages 1-16, December.
  33. Benjamin M. Friedman, 1978. "How Important is Disaggregation in Structural Models of Interest Rate Determination?," NBER Working Papers 0294, National Bureau of Economic Research, Inc.
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  35. Antle, John M., 1981. "Implications Of Sequential Decision Making For Specification And Estimation Of Production Models," Working Papers 225694, University of California, Davis, Department of Agricultural and Resource Economics.
  36. François Facchini & Mickael Melki, 2014. "Political Ideology And Economic Growth: Evidence From The French Democracy," Economic Inquiry, Western Economic Association International, vol. 52(4), pages 1408-1426, October.
  37. Fazeli, Reza & Davidsdottir, Brynhildur & Hallgrimsson, Jonas Hlynur, 2016. "Residential energy demand for space heating in the Nordic countries: Accounting for interfuel substitution," Renewable and Sustainable Energy Reviews, Elsevier, vol. 57(C), pages 1210-1226.
  38. Antràs Pol, 2004. "Is the U.S. Aggregate Production Function Cobb-Douglas? New Estimates of the Elasticity of Substitution," The B.E. Journal of Macroeconomics, De Gruyter, vol. 4(1), pages 1-36, April.
  39. Hillberry, Russell & Hummels, David, 2013. "Trade Elasticity Parameters for a Computable General Equilibrium Model," Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 1213-1269, Elsevier.
  40. Sckokai, Paolo & Soregaroli, Claudio, 2008. "Impact of private label development across retail formats: Evidences from the Italian dairy market," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), vol. 87(2).
  41. Fair, Ray C, 1987. "International Evidence on the Demand for Money," The Review of Economics and Statistics, MIT Press, vol. 69(3), pages 473-480, August.
  42. Rajiv D. Banker & Joy M. Field & Kingshuk K. Sinha, 2001. "Work-Team Implementation and Trajectories of Manufacturing Quality: A Longitudinal Field Study," Manufacturing & Service Operations Management, INFORMS, vol. 3(1), pages 25-42, November.
  43. Xiang Wei & Hailin Qu & Emily Ma, 2016. "How Does Leisure Time Affect Production Efficiency? Evidence from China, Japan, and the US," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 127(1), pages 101-122, May.
  44. Farhad Rassekh, 1993. "International trade and the relative dispersion of industrial wages and production techniques in 14 OECD countries, 1970–1985," Open Economies Review, Springer, vol. 4(3), pages 325-344, September.
  45. Joachim Zietz & Bichaka Fayissa, 1992. "R & D expenditures and import competition: Some evidence for the U.S," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(1), pages 52-66, March.
  46. Ray C. Fair, 2012. "Is Fiscal Stimulus a Good Idea"," Cowles Foundation Discussion Papers 1861, Cowles Foundation for Research in Economics, Yale University.
  47. Liu, Hsiang-Hsi, 1983. "An annual simultaneous equation econometric model of U.S. corn and soybean cash and futures markets," ISU General Staff Papers 198301010800009935, Iowa State University, Department of Economics.
  48. Joseph Bisignano & Kevin Hoover, 1982. "Some suggested improvements to a simple portfolio balance model of exchange rate determination with special reference to the U. S. dollar/Canadian dollar rate," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 118(1), pages 19-38, March.
  49. Wang, Steven Shuye & Xu, Kuan & Zhang, Hao, 2019. "A microstructure study of circuit breakers in the Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
  50. Joel Slemrod, 1986. "Saving and the Fear of Nuclear War," Journal of Conflict Resolution, Peace Science Society (International), vol. 30(3), pages 403-419, September.
  51. Sloan, Frank A. & Smith, V. Kerry & Taylor, Donald Jr., 2002. "Information, addiction, and 'bad choices': lessons from a century of cigarettes," Economics Letters, Elsevier, vol. 77(2), pages 147-155, October.
  52. Christopher J. Mayer & C. Tsuriel Somerville, 1996. "Unifying empirical and theoretical models of housing supply," Working Papers 96-12, Federal Reserve Bank of Boston.
  53. Matteo Manera & Michael McAleer, 2005. "Testing Multiple Non‐Nested Factor Demand Systems," Bulletin of Economic Research, Wiley Blackwell, vol. 57(1), pages 37-66, January.
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  55. Thomas C. Glaessner, 1982. "The modern theory of forward foreign exchange: some new consistent estimates under rational expectations," International Finance Discussion Papers 206, Board of Governors of the Federal Reserve System (U.S.).
  56. Wu, Jyh-Lin, 1999. "A re-examination of the exchange rate-interest differential relationship: evidence from Germany and Japan," Journal of International Money and Finance, Elsevier, vol. 18(2), pages 319-336, February.
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  58. Michael J. Seiler & Arjun Chatrath & James R. Webb, 2001. "Real Asset Ownership and the Risk and Return to Stockholders," Journal of Real Estate Research, American Real Estate Society, vol. 22(1/2), pages 199-212.
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  61. Gong, Shang-Chi, 1988. "The Taiwanese livestock and feedgrain markets and policies," ISU General Staff Papers 198801010800009845, Iowa State University, Department of Economics.
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  64. Stark, Tom & Croushore, Dean, 1998. "Evaluating McCallum's Rule When Monetary Policy Matters," Journal of Macroeconomics, Elsevier, vol. 20(3), pages 451-485, July.
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