Citations for "A Maximum Likelihood Procedure for Regression with Autocorrelated Errors"
by Beach, Charles M & MacKinnon, James G
- Eugene Canjels & Mark W. Watson, 1997.
"Estimating Deterministic Trends In The Presence Of Serially Correlated Errors,"
The Review of Economics and Statistics,
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"A framework for economic forecasting,"
Royal Economic Society, vol. 1(Conferenc), pages C228-C266.
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"Alternative Collective-Goods Models of Military Alliances: Theory and Empirics,"
Levine's Working Paper Archive
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"Estimating average economic growth in time series data with persistency,"
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"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.
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"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.
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Econometric Society, vol. 54(3), pages 687-98, May.
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- 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.
- Nikolay Gospodinov & Taisuke Otsu, 2008. "Local GMM Estimation of Time Series Models with Conditional Moment Restrictions," Working Papers 08010, Concordia University, Department of Economics.
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"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.
- Joao Sousa Andrade & António Portugal Duarte & Adelaide Duarte, 2013. "Testing for Nonlinear Adjustment in the Portuguese Target Zone: Is there a Honeymoon Effect?," EcoMod2013 5305, EcoMod.
- 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.
- Wansbeek, T.J. & Kapteyn, A.J., 1984. "Estimation in a linear model with serially correlated errors when observations are missing," Research Memorandum FEW 139, Tilburg University, School of Economics and Management.
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"Estimating parameters in autoregressive models with asymmetric innovations,"
Statistics & Probability Letters,
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"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.
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"Inflation and Labor-Market Adjustment,"
NBER Working Papers
1153, National Bureau of Economic Research, Inc.
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"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.
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"Efficient estimation of the geometric distributed lag model : some Monte Carlo results on small sample properties,"
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"Is the NAIRU More Useful in Forecasting Inflation than the Natural Rate of Unemployment?,"
14257, University Library of Munich, Germany.
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