Applying linear time-varying constraints to econometric models: With an application to demand systems
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Cited by:
- William A. Barnett & Isaac Kalonda Kanyama, 2013.
"Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?,"
Applied Economics,
Taylor & Francis Journals, vol. 45(29), pages 4169-4183, October.
- Barnett, William A. & Kalonda-Kanyama, Isaac, 2012. "Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?," MPRA Paper 36513, University Library of Munich, Germany.
- William Barnett & Isaac Kalonda-Kanyama, 2012. "Time-Varying Parameters in the Almost Ideal Demand System and the Rotterdam Model: Will the Best Specication Please Stand Up?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201201, University of Kansas, Department of Economics, revised Feb 2012.
- Mazzocchi, Mario, 2006. "Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2191-2205, May.
- Christopher J. O'Donnell & Alicia N. Rambaldi & Howard E. Doran, 2001. "Estimating economic relationships subject to firm- and time-varying equality and inequality constraints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 709-726.
- Helmi Hamdi, 2013.
"Testing export-led growth in Tunisia and Morocco: New evidence using the Toda and Yamamoto procedure,"
Economics Bulletin,
AccessEcon, vol. 33(1), pages 677-686.
- Hamdi, Helmi, 2013. "Testing Export-led Growth in Tunisia and Morocco: New Evidence using the Toda and Yamamoto procedure," MPRA Paper 65072, University Library of Munich, Germany.
- O'Donnell, Christopher J., 2000. "Estimating The Characteristics Of Homogeneous Functionsusing Flexible Functional Forms," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia 123713, Australian Agricultural and Resource Economics Society.
- Christopher Parmeter & Kai Sun & Daniel Henderson & Subal Kumbhakar, 2014. "Estimation and inference under economic restrictions," Journal of Productivity Analysis, Springer, vol. 41(1), pages 111-129, February.
- Adrian Pizzinga, 2010. "Constrained Kalman Filtering: Additional Results," International Statistical Review, International Statistical Institute, vol. 78(2), pages 189-208, August.
- William A. Barnett & Isaac Kalonda Kanyama, 2013.
"Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?,"
Applied Economics,
Taylor & Francis Journals, vol. 45(29), pages 4169-4183, October.
- Barnett, William A. & Kalonda-Kanyama, Isaac, 2012. "Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?," MPRA Paper 36513, University Library of Munich, Germany.
- William A. Barnett and Isaac Kalonda-Kanyama, 2013. "Time-Varying Parameter in the Almost Ideal Demand System and the Rotterdam Model: Will the Best Specification Please Stand Up?," Working Papers 335, Economic Research Southern Africa.
- Pizzinga, Adrian, 2009. "Further investigation into restricted Kalman filtering," Statistics & Probability Letters, Elsevier, vol. 79(2), pages 264-269, January.
- Helmi Hamdi & Rashid Sbia & Bedri Kamil Onur Tas, 2014.
"Financial Deepening and Economic Growth in Gulf Cooperation Council Countries,"
International Economic Journal,
Taylor & Francis Journals, vol. 28(3), pages 459-473, September.
- HAMDI, Helmi & SBIA, Rashid & TAS, Bedri, 2012. "Financial deepening and economic growth in Gulf Cooperation Council countries," MPRA Paper 49907, University Library of Munich, Germany, revised 2012.
- Helmi H. Hamdi & Rashid Sbia & Bedri Kamil Onur Tas, 2014. "Financial Deepening and Economic Growth in Gulf Cooperation Council Countries," ULB Institutional Repository 2013/206827, ULB -- Universite Libre de Bruxelles.
- Li, Gang & Song, Haiyan & Witt, Stephen F., 2006. "Time varying parameter and fixed parameter linear AIDS: An application to tourism demand forecasting," International Journal of Forecasting, Elsevier, vol. 22(1), pages 57-71.
- Orbe, Susan & Ferreira, Eva & Rodriguez-Poo, Juan, 2003. "An algorithm to estimate time-varying parameter SURE models under different types of restriction," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 363-383, March.
- Toru Komaki & Jeremy Penzer, 2005. "Estimation of time-varying price elasticity in 1970-1997 Japanese raw milk supply by structural time-series model," Agricultural Economics, International Association of Agricultural Economists, vol. 32(1), pages 1-14, January.
- Helmi Hamdi & Rashid Sbia, 2013.
"The relationship between natural resources rents, trade openness and economic growth in Algeria,"
Economics Bulletin,
AccessEcon, vol. 33(2), pages 1649-1659.
- HAMDI, Helmi & SBIA, Rashid, 2012. "Natural resource rents, fiscal policy and economic growth in Algeria," MPRA Paper 49910, University Library of Munich, Germany.
- Kai Sun, 2015. "Constrained nonparametric estimation of input distance function," Journal of Productivity Analysis, Springer, vol. 43(1), pages 85-97, February.
- Dr Alicia Rambaldi & Dr Chris O'Donnell & Howard E.Doran, 2003. "Imposing Observation-Varying Equality Constraints Using Generalised Restricted Least Squares," Discussion Papers Series 323, School of Economics, University of Queensland, Australia.
- Pizzinga, Adrian & Fernandes, Cristiano & Contreras, Sergio, 2008. "Restricted Kalman filtering revisited," Journal of Econometrics, Elsevier, vol. 144(2), pages 428-429, June.
- A. Peyrache & A. N. Rambaldi, 2012. "A State-Space Stochastic Frontier Panel Data Model," CEPA Working Papers Series WP012012, School of Economics, University of Queensland, Australia.
- Gao, Lei & Mei, Bin, 2013. "Investor attention and abnormal performance of timberland investments in the United States," Forest Policy and Economics, Elsevier, vol. 28(C), pages 60-65.
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