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Citations for "A Maximum Likelihood Procedure for Regression with Autocorrelated Errors"

by Beach, Charles M & MacKinnon, James G

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  1. Eugene Canjels & Mark W. Watson, 1997. "Estimating Deterministic Trends In The Presence Of Serially Correlated Errors," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 184-200, May.
  2. Jae Kim & Mahbuba Yeasmin, 2005. "The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors," Computational Economics, Society for Computational Economics, vol. 25(3), pages 255-267, June.
  3. Fried, Roland & Gather, Ursula, 2004. "Robust Trend Estimation for AR(1) Disturbances," Technical Reports 2004,64, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  4. Coyle, Barry T. & Wei, Ran & Rude, James, 2008. "Dynamic Econometric Models of Manitoba Crop Production and Hypothetical Production Impacts for CAIS," Working Papers 46630, Canadian Agricultural Trade Policy Research Network.
  5. Rankaduwa, Wimal & Rao, U. L. Gouranga & Ogwang, Tomson, 1995. "A forecasting model of the Sri Lankan economy," Economic Modelling, Elsevier, vol. 12(4), pages 343-375, October.
  6. Cason, Timothy N. & Khan, Feisal U., 1999. "A laboratory study of voluntary public goods provision with imperfect monitoring and communication," Journal of Development Economics, Elsevier, vol. 58(2), pages 533-552, April.
  7. Phillips, Robert F., 2004. "Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence," Journal of Economic Dynamics and Control, Elsevier, vol. 28(9), pages 1801-1824, July.
  8. Neil R. Ericsson & Jaime Marquez, 1998. "A framework for economic forecasting," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages C228-C266.
  9. Vougas, Dimitrios V., 2008. "Generalized least squares transformation and estimation with autoregressive error," Statistics & Probability Letters, Elsevier, vol. 78(4), pages 402-404, March.
  10. Grant Ian Thrall & Charles F. Sidman & Susan Elshaw Thrall & Timothy J. Fik, 1993. "The Cascade GIS Diffusion Model for Measuring Housing Absorption by Small Area with a Case Study of St. Lucie County, Florida," Journal of Real Estate Research, American Real Estate Society, vol. 8(3), pages 401-420.
  11. John A Conbeare & James C Murdoch & Todd Sandler, 2001. "Alternative Collective-Goods Models of Military Alliances: Theory and Empirics," Levine's Working Paper Archive 563824000000000102, David K. Levine.
  12. Xiao, Zhijie, 2004. "Estimating average economic growth in time series data with persistency," Journal of Macroeconomics, Elsevier, vol. 26(4), pages 699-724, December.
  13. Krause, Mark A. & Lee, Jung-Hee & Koo, Won W., 1995. "Program And Nonprogram Wheat Acreage Responses To Prices And Risk," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 20(01), July.
  14. Wu, Chung-Shu & Lin, Jin-Lung & Tiao, George C. & Cho, David D., 2005. "Is money demand in Taiwan stable?," Economic Modelling, Elsevier, vol. 22(2), pages 327-346, March.
  15. James G. MacKinnon, 1978. "On the Role of Jacobian Terms in Maximum Likelihood Estimation," Working Papers 304, Queen's University, Department of Economics.
  16. 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.
  17. Anders, Sven M. & Caswell, Julie A., 2006. "Assessing the Impact of Stricter Food Safety Standards on Trade: HACCP in U.S. Seafood Trade with the Developing World," 2006 Annual meeting, July 23-26, Long Beach, CA 21338, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  18. Magdalinos, Michael A. & Symeonides, Spyridon D., 1995. "Alternative size corrections for some GLS test statistics the case of the AR(1) model," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 35-59.
  19. Stine, William F., 2003. "The Effect of Personal Property Tax Repeal on Pennsylvania’s Real Estate Tax Growth and Stability," National Tax Journal, National Tax Association, vol. 56(1), pages 45-60, March.
  20. Deschamps, Philippe J., 1998. "Full maximum likelihood estimation of dynamic demand models," Journal of Econometrics, Elsevier, vol. 82(2), pages 335-359, February.
  21. Chihwa Kao & Jamie Emerson, 1999. "On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors," Center for Policy Research Working Papers 1, Center for Policy Research, Maxwell School, Syracuse University.
  22. Gkritza, Konstantina & Karlaftis, Matthew G. & Mannering, Fred L., 2011. "Estimating multimodal transit ridership with a varying fare structure," Transportation Research Part A: Policy and Practice, Elsevier, vol. 45(2), pages 148-160, February.
  23. Francis X. Diebold & Til Schuermann, 1996. "Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models," NBER Technical Working Papers 0194, National Bureau of Economic Research, Inc.
  24. Aronsson, Thomas & Blomquist, Sören & Sacklén, Hans, 1998. "Identifying Interdependent Behavior in an Empirical Model of Labor Supply," Working Paper Series 147, Trade Union Institute for Economic Research.
  25. Sun, Hongguang & Pantula, Sastry G., 1999. "Testing for trends in correlated data," Statistics & Probability Letters, Elsevier, vol. 41(1), pages 87-95, January.
  26. Minton, Bernadette A., 1997. "An empirical examination of basic valuation models for plain vanilla U.S. interest rate swaps," Journal of Financial Economics, Elsevier, vol. 44(2), pages 251-277, May.
  27. Ahmed EL-SHAARAWI, . "Voluntary Export Restraints (VERs) and the Question of Quality Upgrading," EcoMod2004 330600049, EcoMod.
  28. Fox, Glenn & Haque, A. K. Enamul, 1990. "A test of the underinvestment, myopia and commodity bias hypotheses for U.S. agricultural research," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 4(3-4), December.
  29. Rahman, Shahidur & King, Maxwell L., 1997. "Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters," Journal of Econometrics, Elsevier, vol. 82(1), pages 81-106.
  30. Andrews, Donald W K, 1986. "A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model," Econometrica, Econometric Society, vol. 54(3), pages 687-98, May.
  31. Gospodinov, Nikolay & Otsu, Taisuke, 2012. "Local GMM estimation of time series models with conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 170(2), pages 476-490.
  32. António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2012. "Testing for Nonlinear Adjustment in the Portuguese Target Zone: Is there a Honeymoon Effect?," GEMF Working Papers 2013-03, GEMF - Faculdade de Economia, Universidade de Coimbra.
  33. Wansbeek, Tom & Kapteyn, Arie, 1985. "Estimation in a Linear Model with Serially Correlated Errors When Observations Are Missing," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(2), pages 469-90, June.
  34. Zeynep Ton, 2008. "The Effect of Labor on Profitability: The Role of Quality," Harvard Business School Working Papers 09-040, Harvard Business School, revised Jul 2009.
  35. Miner, Alan G., 1983. "The Contribution Of Research To U.S. Soybean Yields," Staff Papers 13661, University of Minnesota, Department of Applied Economics.
  36. Uri, Noel D., 1995. "Estimating the U.S. demand for sugar in the presence of measurement error in the data," Journal of Policy Modeling, Elsevier, vol. 17(1), pages 59-83, February.
  37. Hatzinikolaou, Dimitris & Katsimbris, George M. & Noulas, Athanasios G., 2002. "Inflation uncertainty and capital structure: Evidence from a pooled sample of the Dow-Jones industrial firms," International Review of Economics & Finance, Elsevier, vol. 11(1), pages 45-55, April.
  38. Rogerio L.F. Werneck & Afonso S. Bevilaqua, 1998. "Delaying Public Sector Reforms: Post-Stabilization Fiscal Strains in Brazil," Research Department Publications 3020, Inter-American Development Bank, Research Department.
  39. Badi H. Baltagi & Chihwa Kao & Long Liu, 2007. "Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals," Center for Policy Research Working Papers 93, Center for Policy Research, Maxwell School, Syracuse University.
  40. Lücke, Matthias, 1992. "The diffusion of process innovations in industrialized and developing countries: a case study of the world textile and steel industries," Kiel Working Papers 535, Kiel Institute for the World Economy (IfW).
  41. Augustin Fosu, 1987. "Explaining post-1964 earnings gains by black women: Race or sex?," The Review of Black Political Economy, Springer;National Economic Association, vol. 15(3), pages 41-55, December.
  42. Wong, Wing-Keung & Bian, Guorui, 2005. "Estimating parameters in autoregressive models with asymmetric innovations," Statistics & Probability Letters, Elsevier, vol. 71(1), pages 61-70, January.
  43. Shapiro, Daniel & Globerman, Steven, 2003. "Foreign investment policies and capital flows in Canada: a sectoral analysis," Journal of Business Research, Elsevier, vol. 56(10), pages 779-790, October.
  44. Giles, David E.A. & Feng, Hui, 2005. "Output and well-being in industrialized nations in the second half of the 20th century: testing for convergence using fuzzy clustering analysis," Structural Change and Economic Dynamics, Elsevier, vol. 16(2), pages 285-308, June.
  45. Lücke, Matthias, 1992. "The diffusion of process innovations in industrialized and developing countries: a case study of the world textile and steel industries," Kiel Working Papers 535, Kiel Institute for the World Economy.
  46. Daniel S. Hamermesh, 1983. "Inflation and Labor-Market Adjustment," NBER Working Papers 1153, National Bureau of Economic Research, Inc.
  47. Sven M. Anders & Julie A. Caswell, 2007. "Standards as Barriers Versus Standards as Catalysts: Assessing the Impact of HACCP Implementation on U.S. Seafood Imports," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(2), pages 310-321.
  48. Yang, Yung Y. & Hwang, Min, 2001. "The pricing behavior of Korean manufactured goods during trade liberalization," Journal of Policy Modeling, Elsevier, vol. 23(4), pages 357-369, May.
  49. Spyridon D. Symeondes & Yiannis Karavias & Elias Tzavalis, . "Size corrected significance tests in Seemingly Unrelated Regressions with autocorrelated errors," Discussion Papers 14/01, University of Nottingham, Granger Centre for Time Series Econometrics.
  50. Felipe Larraín & Aníbal Larraín, 1988. "El Caso del Dinero Desaparecido Chile 1984-1986," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 25(75), pages 247-282.
  51. William H. Branson & James P. Love, 1987. "The Real Exchange Rate and Employment in U.S. Manufacturing: State and Regional Results," NBER Working Papers 2435, National Bureau of Economic Research, Inc.
  52. 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.
  53. Luc Soete & Pari Patel, 1985. "Recherche-développement, importations de technologie et croissance économique : une tentative de comparaison internationale," Revue Économique, Programme National Persée, vol. 36(5), pages 975-1000.
  54. Pagano, Marco, 1985. "Relative price variability and inflation : The Italian evidence," European Economic Review, Elsevier, vol. 29(2), pages 193-223.
  55. Bischoff, Charles W. & Kokkelenberg, Edward C. & Terregrossa, Ralph A., 1990. "Tax Policy and Business Fixed Investment During the Regan Era," Staff Papers 121533, Cornell University, Department of Applied Economics and Management.
  56. Kaiser, Harry M. & Streeter, Deborah H. & Liu, Donald J., 1988. "Price Versus Stock Effect Policies For Reducing Excess Milk Production," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 13(02), December.
  57. Dennis Ahlburg & Morton Schapiro, 1984. "Socioeconomic ramifications of changing cohort size: an analysis of U.S. postwar suicide rates by age and sex," Demography, Springer;Population Association of America (PAA), vol. 21(1), pages 97-108, February.
  58. Claar, Victor V, 2002. "Is the NAIRU More Useful in Forecasting Inflation than the Natural Rate of Unemployment?," MPRA Paper 14257, University Library of Munich, Germany.
  59. Fox, Glenn, 1985. "A Model Of Optimal Public Investment In U.S. Agricultural Research," Staff Papers 13360, University of Minnesota, Department of Applied Economics.
  60. Afonso S. Bevilaqua & Rogério L.F. Werneck, 1997. "Fiscal impulse in the Brazilian economy," Textos para discussão 379, Department of Economics PUC-Rio (Brazil).
  61. Meguire, Philip, 1998. "Comment: Social Security and Private Savings," National Tax Journal, National Tax Association, vol. 51(n. 2), pages 339-58, June.
  62. Gaudry, M.J.I. & Dagenais, M.G., 1978. "The Use of Box-Cox Transformations in Regression Models with Heteroskedastic Autoregressive Residuals," Cahiers de recherche 7814, Universite de Montreal, Departement de sciences economiques.
  63. Carter, Colin & Chadee, Doren & Darko, Kwame, 1999. "Are Subsidies to be Blamed? A Reexamination of U.S. Countervailing Duty on Hog Imports From Canada," Journal of Policy Modeling, Elsevier, vol. 21(7), pages 823-830, December.
  64. Mbaga, Msafiri Daudi & Coyle, Barry T., 2003. "Beef Supply Response Under Uncertainty: An Autoregressive Distributed Lag Model," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(03), December.
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