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When Are Two Step Estimators Efficient?

Citations

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Cited by:

  1. Schclarek, Alfredo, 2007. "Fiscal policy and private consumption in industrial and developing countries," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 912-939, December.
  2. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Combining Non-Replicable Forecasts," Working Papers in Economics 10/35, University of Canterbury, Department of Economics and Finance.
  3. Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010. "Evaluating Combined Non-Replicable Forecasts," KIER Working Papers 744, Kyoto University, Institute of Economic Research.
  4. Florian PELGRIN & Alain GUAY & Richard LUGER, 2004. "The New Keynesian Phillips Curve: An empirical assessment," Econometric Society 2004 North American Summer Meetings 418, Econometric Society.
  5. Teodosio Perez-Amaral & Giampiero M. Gallo & Halbert White, 2003. "A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, pages 821-838.
  6. Uluc Aysun & Melanie Guldi, 2008. "Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure," Working papers 2008-06, University of Connecticut, Department of Economics, revised Oct 2008.
  7. Gonzalez-Rivera, Gloria, 1998. "Dynamic asset pricing and statistical properties of risk," Journal of Economics and Business, Elsevier, pages 461-470.
  8. Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2013. "Are forecast updates progressive?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 9-18.
  9. Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2009. "Expert opinion versus expertise in forecasting," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, pages 334-346.
  10. Zhou, Yanfei, 2003. "Precautionary saving and earnings uncertainty in Japan: A household-level analysis," Journal of the Japanese and International Economies, Elsevier, pages 192-212.
  11. Levy-Garboua, Louis & Montmarquette, Claude, 2004. "Reported job satisfaction: what does it mean?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(2), pages 135-151, April.
  12. Branston, Christopher B. & Groenewold, Nicolaas, 2004. "Investment and share prices: fundamental versus speculative components," The North American Journal of Economics and Finance, Elsevier, pages 199-226.
  13. Mcaleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of Us Unemployment," Cambridge Working Papers in Economics 9013, Faculty of Economics, University of Cambridge.
  14. Kearney, Colm, 2000. "The determination and international transmission of stock market volatility," Global Finance Journal, Elsevier, pages 31-52.
  15. Diamandis, Panayiotis F. & Kouretas, Georgios P. & Zarangas, Leonidas, 2007. "Dual foreign currency markets and the role of expectations: Evidence from the Pacific Basin countries," Research in International Business and Finance, Elsevier, pages 238-259.
  16. Chia-Lin Chang & Michael McAleer & Les Oxley, 2010. "Article Influence Score = 5YIF divided by 2," Working Papers in Economics 10/44, University of Canterbury, Department of Economics and Finance.
  17. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CARF F-Series CARF-F-155, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  18. Filer, Randall K. & Münich, Daniel, 2013. "Responses of private and public schools to voucher funding," Economics of Education Review, Elsevier, pages 269-285.
  19. Hutson, Elaine & Kearney, Colm, 2005. "Merger arbitrage and the interaction between target and bidder stocks during takeover bids," Research in International Business and Finance, Elsevier, pages 1-26.
  20. Kearney, Colm & Daly, Kevin, 1997. "Monetary volatility and real output volatility: An empirical model of the financial transmission mechanism in Australia," International Review of Financial Analysis, Elsevier, pages 77-95.
  21. Jeremy Clark & Bonggeun Kim, 2007. "Paying vs. waiting in the pursuit of specific egalitarianism," Oxford Economic Papers, Oxford University Press, pages 486-512.
  22. Hutson, Elaine & Kearney, Colm, 2001. "Volatility in stocks subject to takeover bids: Australian evidence using daily data," Journal of Empirical Finance, Elsevier, pages 273-296.
  23. Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2008. "Expert opinion versus expertise in forecasting," Econometric Institute Research Papers EI 2008-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  24. Wolfram Richter, 2006. "Efficiency effects of tax deductions for work-related expenses," International Tax and Public Finance, Springer;International Institute of Public Finance, pages 685-699.
  25. Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2011. "How accurate are government forecasts of economic fundamentals? The case of Taiwan," International Journal of Forecasting, Elsevier, pages 1066-1075.
  26. Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael, 2011. "How accurate are government forecasts of economic fundamentals? The case of Taiwan," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1066-1075, October.
  27. Sanjeev Goyal & Sumit Joshi, 2006. "Bilateralism And Free Trade," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(3), pages 749-778, August.
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