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Modelling Parameter Variation in Econometric Models: A Handbook

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  • Ingco, Merlinda D.
  • Manderscheid, Lester V.

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  • Ingco, Merlinda D. & Manderscheid, Lester V., 1988. "Modelling Parameter Variation in Econometric Models: A Handbook," Agricultural Economic Report Series 201375, Michigan State University, Department of Agricultural, Food, and Resource Economics.
    • Handle: RePEc:ags:midaae:201375
    DOI: 10.22004/ag.econ.201375
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    2. Martin, William J. & Porter, Darrell, 1985. "Testing For Changes In The Structure Of The Demand For Meat In Australia," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 29(1), pages 1-16, April.
    3. Cooley, Thomas F & Prescott, Edward C, 1973. "Tests of an Adaptive Regression Model," The Review of Economics and Statistics, MIT Press, vol. 55(2), pages 248-256, May.
    4. Binswanger, Hans P, 1974. "The Measurement of Technical Change Biases with Many Factors of Production," American Economic Review, American Economic Association, vol. 64(6), pages 964-976, December.
    5. Peterson, Willis L. & Hayami, Yujiro, 1977. "Technical Change in Agriculture," A Survey of Agricultural Economics Literature, Volume 1: Traditional Fields of Agricultural Economics 1940s to 1970s,, Agricultural and Applied Economics Association.
    6. Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
    7. Dufour, Jean-Marie, 1982. "Generalized Chow Tests for Structural Change: A Coordinate-Free Approach," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(3), pages 565-575, October.
    8. Haidacher, Richard C. & Craven, John A. & Huang, Kuo S. & Smallwood, David M. & Blaylock, James R., 1982. "Consumer Demand For Red Meats, Poultry, And Fish," Staff Reports 276749, United States Department of Agriculture, Economic Research Service.
    9. Fackler, Paul L. & King, Robert P., 1984. "Sequential Regression: A Flexible Tool For Time Series Modeling," Staff Papers 13498, University of Minnesota, Department of Applied Economics.
    10. Haidacher, Richard C., 1983. "Assessing Structural Change in the Demand for Food Commodities," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 15(1), pages 31-37, July.
    11. Krasker, William S. & Kuh, Edwin & Welsch, Roy E., 1983. "Estimation for dirty data and flawed models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 11, pages 651-698, Elsevier.
    12. Zvi Griliches, 1958. "The Demand for Fertilizer: An Economic Interpretation of a Technical Change," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 40(3), pages 591-606.
    13. Huang, Chung L. & Raunikar, Robert, 1981. "Spline Functions: An Alternative To Estimating Income-Expenditure Relationships For Beef," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 13(1), pages 1-6, July.
    14. James P. Houck, 1966. "A Look at Flexibilities and Elasticities," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 48(2), pages 225-232.
    15. Braschler, Curtis H., 1983. "The Changing Demand Structure For Pork And Beef In The 1970s: Implications For The 1980s," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 15(2), pages 1-6, December.
    16. Kelvin J. Lancaster, 1966. "A New Approach to Consumer Theory," Journal of Political Economy, University of Chicago Press, vol. 74, pages 132-132.
    17. Huang, Chung-Liang & Raunikar, Robert, 1981. "Spline Functions: An Alternative to Estimating Income-Expenditure Relationships for Beef," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 13(1), pages 105-110, July.
    18. Hassan, Zuhair A. & Johnson, S.R., 1979. "Structural Stability and Recursive Residuals: Quarterly Demand for Meat," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 31(4), pages 1-10, October.
    19. Jean-Paul Chavas, 1983. "Structural Change in the Demand for Meat," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 65(1), pages 148-153.
    20. Haidacher, Richard C., 1983. "Assessing Structural Change In The Demand For Food Commodities," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 15(1), pages 1-7, July.
    21. Dufour, Jean-Marie, 1982. "Recursive stability analysis of linear regression relationships: An exploratory methodology," Journal of Econometrics, Elsevier, vol. 19(1), pages 31-76, May.
    22. Cooley, Thomas F & Prescott, Edward C, 1973. "An Adaptive Regression Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 14(2), pages 364-371, June.
    23. Farley, John U. & Hinich, Melvin & McGuire, Timothy W., 1975. "Some comparisons of tests for a shift in the slopes of a multivariate linear time series model," Journal of Econometrics, Elsevier, vol. 3(3), pages 297-318, August.
    24. Nyankori, J. C. O. & Miller, G. H., 1982. "Some Evidence and Implications of Structurel Change in Retail Demand for Meats," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 14(2), pages 65-70, December.
    25. Fisher, Franklin M, 1970. "Tests of Equality Between Sets of Coefficients in Two Linear Regressions: An Expository Note," Econometrica, Econometric Society, vol. 38(2), pages 361-366, March.
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    Keywords

    Agricultural Finance; Financial Economics;

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