Citations for "A Maximum Likelihood Procedure for Regression with Autocorrelated Errors"
by Beach, Charles M & MacKinnon, James G
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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.
- 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.
- Chihwa Kao & Jamie Emerson, 1998. "On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors," Econometrics 9805004, EconWPA.
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- Victor Claar, 2006.
"Is the NAIRU more useful in forecasting inflation than the natural rate of unemployment?,"
Taylor & Francis Journals, vol. 38(18), pages 2179-2189.
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- Donald W.K. Andrews, 1984.
"A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model,"
Cowles Foundation Discussion Papers
734R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1985.
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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.
- Sven Anders & Julie Caswell, 2007. "Standards-as-Barriers versus Standards-as-Catalysts: Assessing the Impact of HACCP Implementation on U.S. Seafood Imports," Working Papers 2007-7, University of Massachusetts Amherst, Department of Resource Economics.
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"Estimating Average Economic Growth in Time Series Data with Persistency,"
03-0111, University of Illinois at Urbana-Champaign, College of Business.
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"A framework for economic forecasting,"
International Finance Discussion Papers
626, Board of Governors of the Federal Reserve System (U.S.).
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"Alternative Collective-Goods Models of Military Alliances: Theory and Empirics,"
Western Economic Association International, vol. 32(4), pages 525-42, October.
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- Ahmed EL-SHAARAWI, . "Voluntary Export Restraints (VERs) and the Question of Quality Upgrading," EcoMod2004 330600049, EcoMod.
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"Inflation and Labour Market Adjustment,"
London School of Economics and Political Science, vol. 53(29), pages 63-73, February.
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- Fox, Glenn & Haque, A. K. Enamul, 1990.
"A test of the underinvestment, myopia and commodity bias hypotheses for U.S. agricultural research,"
Blackwell, vol. 4(3-4), pages 209-228, December.
- 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.
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- Aronsson, Thomas & Blomquist, Soren & Sacklen, Hans, 1999.
"Identifying Interdependent Behaviour in an Empirical Model of Labour Supply,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 14(6), pages 607-26, Nov.-Dec..
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- Wing-Keung Wong & Guorui Bian, 2004.
"Estimating Parameters in Autoregressive Models with Asymmetric Innovations,"
Departmental Working Papers
wp0408, National University of Singapore, Department of Economics.
- 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.
- 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.
- Eugene Canjels & Mark W. Watson, 1994. "Estimating Deterministic Trends in the Presence of Serially Correlated Errors," NBER Technical Working Papers 0165, National Bureau of Economic Research, Inc.
- Eugene Canjels & Mark W. Watson, 1994. "Estimating deterministic trends in the presence of serially correlated errors," Working Paper Series, Macroeconomic Issues 94-19, Federal Reserve Bank of Chicago.
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- 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.
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- Nikolay Gospodinov & Taisuke Otsu, 2008.
"Local GMM Estimation of Time Series Models with Conditional Moment Restrictions,"
08010, Concordia University, Department of Economics.
- 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.
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