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Abstracts index
Abstracts: Efficient Bayesian inference for multiple change-point and mixture innovation models. Testing for neglected nonlinearity in long-memory models
Abstracts: Efficient intra-household allocations: a general characterization and empirical tests. An efficient method of moments estimator for discrete choice models with choice-based sampling
Abstracts: Empirical analysis of systematic errors in Chilean GDP forecasts. An aggregate sales model for consumer durables incorporating a time-varying mean replacement age
Abstracts: Endogenous endowments and equilibrium starvation in a Walrasian economy. The evolution of Walrasian behavior in oligopolies
Abstracts: Energy demand forecasts with investment constraints. Modelling the development of supply-restricted telecommunications markets
Abstracts: Epistemic conditions for Nash equilibrium, and common knowledge of rationality. Social security and demographic shocks
Abstracts: Epistemic conditions for Nash equilibrium. Learning, mutation, and long run equilibria in games. Reputation and equilibrium characterization in repeated games with conflicting interests
Abstracts: Epistemic properties of knowledge hierarchies. A globally and universally stable price adjustment process. Fundamental symmetries and qualitative properties in the adjustment cost model of the firm
Abstracts: Equilibria in vector lattices without ordered preferences or uniform properness. Continuous Nash equilibria
Abstracts: Equilibrium analysis, banking and financial instability. Competitive prizes: when less scrutiny induces more effort
Abstracts: Equilibrium analysis in financial markets with countably many securities. Evolutionary stability of portfolio rules in incomplete markets
Abstracts: Equilibrium analysis of an economy with innovations. Dynamic Cournot oligopolies with production adjustment costs
Abstracts: Equilibrium in abstract economies without the lower semi-continuity of the constraint maps. A parimutuel system with two horses and a continuum of bettors
Abstracts: Equilibrium in an exchange economy with multiple indivisible commodities and money. Sublinear price functionals under portfolio constraints
Abstracts: Equivalence of the standard and the modified switching regression models. The Durbin-Watson test for autocorrelation in nonlinear models
Abstracts: Erratum to "Do pure indivisibilities prevent core equivalence? Core equivalenc theorem in an atomless economy with purely indivisible commodities only
Abstracts: Essential equilibria of n-person noncooperative games. An ordinal selection of stable sets in the sense of Hillas
Abstracts: Estimating and forecasting the long-memory parameter in the presence of periodicity. Forecasting volatility
Abstracts: Estimating an emissions supply function from accelerated vehicle retirement programs. On the effect of devaluation during stabilization programs in LDCs
Abstracts: Estimating capital asset price indexes. Alternative forms of the score test for heterogeneity in a censored exponential model
Abstracts: Estimating capital asset price indexes. Comparing price levels across countries using minimum-spanning trees. Exact hedonic price indexes
Abstracts: Estimating deterministic trends in the presence of serially correlated errors. Money, prices, interest rates and the business cycle
Abstracts: Estimating labor supply responses using tax reforms. Labor market institutions and the distribution of wages, 1973-1992: a semiparametric approach
Abstracts: Estimating potential output, core inflation, and the NAIRU as latent variables. Evaluating the effectiveness of state-switching time series models for U.S. real output
Abstracts: Estimating the density tail index for financial time series. Job change patterns and the wages of young men
Abstracts: Estimation and testing of time-varying coefficient regression models in the presence of linear restrictions. Analysis of many short time sequences: forecast improvements achieved by shrinkage
Abstracts: Estimation of a change point in multiple regression models. Nonparametric demand analysis of U.K. personal sector decisions on consumption, leisure, and monetary assets: a reapraisal
Abstracts: Estimation of a change point in multiple regression models. The effect of taxes on investment and income shifting to Puerto Rico
Abstracts: Estimation of a duration model in the presence of missing data. The productivity slowdown: is a growing unmeasurable sector the culprit?
Abstracts: Estimation of exact linear time-varying constraints, with an application to population projections. Constraining Kalman filter and smoothing estimates to satisfy time-varying restrictions
Abstracts: Estimation of fractional dependent variables in dynamic panel data models with an application to firm dividend policy
Abstracts: Estimation of moments and production decisions under uncertainty. Efficient estimation of the costs of rent controls: a comment
Abstracts: Evaluating the rationality of fixed-event forecasts. Cross-correlations and predictability of stock returns. Evaluating the predictive accuracy of volatility models
Abstracts: Evaluating the role judgment plays in forecast accuracy. Oil shocks: How can OECD countries manage them best? Comparative simulation analysis of the European multi-country models
Abstracts: Evaluating volatility and interval forecasts. Judgement in learning-curve forecasting: a laboratory study. A Fractionally Integrated Exponential Model for UK unemployment
Abstracts: Evaluation of correlation forecasting models for risk management. A Bayesian nonlinear support vector machine error correction model
Abstracts: Evidence on the employer size-wage premium from worker-establishment matched data. Firm-specific determinants of the real wage
Abstracts: Evolutionary dynamics in markets with many trader types. Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
Abstracts: Exact inference methods for first-order autoregressive distributed lag models. Semiparametric latent variable model estimation with endogenous or mismeasured regressors
Abstracts: Existence and properties of a value allocation for an economy with differential information. Uniform continuity of information combination: a corrigendum
Abstracts: Existence and regularity of equilibria in a general equilibrium model with private provision of a public good
Abstracts: Existence and uniqueness of equilibria when preferences are additively separable. Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models
Abstracts: Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales
Abstracts: Existence and upper hemicontinuity of equilibrium distributions of anonymous games with discontinuous payoffs
Abstracts: Existence of a competitive equilibrium in the Lucas (1988) model without physical capital. The Solow-Swan model with a bounded population growth rate
Abstracts: Existence of equilibria in economics with increasing returns and infinitely many commodities. Existence of marginal pricing equilibria in economies with externalities and non-convexities
Abstracts: Existence of non-cooperative equilibria in social systems. Existence in undiscounted non-stationary non-convex multisector environments
Abstracts: Existence of optimal auctions in general environments. Lagrange multipliers in incentive-constrained problems
Abstracts: Existence of optimal auctions in general environments. Unified treatment of the problem of existence of maximal elements in binary relations: a characterization
Abstracts: Exit strategies and price uncertainty: a Greenian approach. Separable utility functions. The generalized Slutsky relations
Abstracts: Experience-weighted attraction learning in normal form games. Extensive form reasoning in normal form games
Abstracts: Ex-post and Ex-ante prediction of unobserved economic time series: a case study. Robustness of alternative non-linearity tests for SETAR models
Abstracts: Extension of Stiemke's lemma and equilibrium in economies with infinite-dimensional commodity space and incomplete financial markets
Abstracts: FAST EQUILIBRIUM SELECTION BY RATIONAL PLAYERS LIVING IN A CHANGING WORLD. A FOLK THEOREM FOR ASYNCHRONOUSLY REPEATED GAMES
Abstracts: Federal budget projections: a nonparametric assessment of bias and efficiency. Exact nonparametric orthogonality and random walk tests
Abstracts: Financing constraints and inventory investment: a comparative study with high-frequency panel data. Capacity utilization under regulatory constraints
Abstracts: Finite sample behavior of tests for grouped heteroskedasticity. Finding cointegration rank in high dimensional systems using the Johansen test: an illustration using data based Monte Carlo simulations
Abstracts: Finite sample prediction and interpolation for ARMA models with missing data. Dynamic Harmonic Regression
Abstracts: Finite-sample properties of tests for equal forecast accuracy. Can out-of-sample forecast comparisons help prevent overfitting?
Abstracts: Firm size and the nature of innovation within industries: the case of process and product R&D. The objective function of simulation estimators near the boundary of the unstable region of the parameter space
Abstracts: Fixed capital adjustment: Is Latin America different? Aggregation and the estimated effects of school resources
Abstracts: Fixed point theorems for correspondences with values in a partially ordered set and extended supermodular games
Abstracts: Forecasting Accounting Data: A Multiple Time-Series Analysis. On the use of dispersion measures from NAPM surveys in business cycle forecasting
Abstracts: Forecasting an aggregate of cointegrated disaggregates. Forecasting for the Generation of Trading Signals in Financial Markets
Abstracts: Forecasting Austrian IPOs: an application of linear and neural network error-correction models. Forecasting time-dependent conditional densities: a semi-non-parametric neural network approach
Abstracts: Forecasting growth with time series models. Time series analysis supported by power transformations. Linear combination of restrictions and forecasts in time series analysis
Abstracts: Forecasting of curves using a Kohonen classification. Highest-density forecast regions for nonlinear and non-formal time series models
Abstracts: Forecasting output growth rates and median output growth rates: A hierarchical Bayesian approach. Kernel-based multistep-ahead predictions of the US short-term interest rate
Abstracts: Forecasting real-time data allowing for data revisions. Linear combination of restrictions and forecasts in time series analysis
Abstracts: Forecasting stock market volatility using (non-linear) Garch models. Do seasonal unit roots matter for forecasting monthly industrial production?
Abstracts: Forecasting stock prices using a hierarchical Bayesian approach. Modelling a traffic network with missing data
Abstracts: Forecasting the Nikkei Spot Index with fractional cointegration. Local to unity, long-horizon forecasting thresholds for model selection in the AR(1)
Abstracts: Forecasting the price of crude oil via convenience yield predictions. In search of leading indicators of economic activity in Germany
Abstracts: Forecasting time series with outliers. Optimal prediction with nonstationary ARFIMA model. A semi-parametric time-series approach in modeling hourly electricity loads
Abstracts: Forecasting UK industrial production over the business cycle. Measuring the probability of a business cycle turning point by using a multivariate qualitative hidden Markov model
Abstracts: Forecasting US home sales using BVAR models and survey data on households' buying attitudes for homes. Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models
Abstracts: Forecasting volatility by means of threshold models. Traditional versus unobserved components methods to forecast quarterly national account aggregates
Abstracts: Forecasting Volatility of Emerging Stock Markets: Liner versus Non-linear GARCH Models. Forecasting and Trading Strategies Based on a Price Trend Model
Abstracts: Forecasting with generalized Bayesian vector autoregressions. Finding good predictors for inflation: a Bayesian model averaging approach
Abstracts: Forecasting with missing data: application to coastal wave heights. Estimation and testing of time-varying coefficient regression models in the presence of linear restrictions
Abstracts: Forecasts of inflation from VAR models. An integrated Bayesian vector autoregression and error correction model for forecasting electricity consumption and prices
Abstracts: Formation of risk beliefs, joint production and willingness to pay to avoid skin cancer. Production function estimation: reviving the primal
Abstracts: From financial information to strategic groups: a self-organizing neural network approach. Detrending economic time series: a Bayesian generalization of the Hodrick-Prescott filter
Abstracts: Fully modified least squares and vector autoregression. An asymptotic theory of Bayesian inference for time series
Abstracts: Functional form in regression models of Tobin's q. Conditional exchange-rate volatility and the volume of international trade: evidence from the early 1900s
Abstracts: Fundamental q, cash flow, and investment: evidence from farm panel data. Estimating social welfare using count data models: an application to long-run recreation demand under conditions of endogenous stratification and truncation
Abstracts: Fundamental symmetries and qualitative properties in the adjustment cost model of the firm. Cost sharing: the nondifferentiable case
Abstracts: Further remarks on totally ordered representable subsets of Euclidean space. Utility functions on locally connected spaces
Abstracts: Game contingent claims in complete and incomplete markets. A strategic market game with limit prices. Convergence to competitive equilibria and elimination of no-trade (in a strategic market game with limit prices)
Abstracts: GARCH forecasting performance under different distribution assumptions. Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing
Abstracts: General equilibrium analysis in ordered topological vector spaces. Production equilibria
Abstracts: General equilibrium and the theory of directed graphs. A general existence result for the principal-agent problem with adverse selection
Abstracts: Generalized Theil-Tornqvist indices with applications to international comparisons of prices and real output. The role of public capital in production
Abstracts: Global stability in spite of 'local instability' with learning. The unit root property and optimality: a simple proof
Abstracts: Global stability of the competitive economy involving complementary relations among commodities. Regular public good economies
Abstracts: Gross substitutability and the weak axiom of revealed preference. Vickrey-Clarke-Groves mechanisms in continuum economies: characterization and existence
Abstracts: Gross substitutability and the weak axiom of revealed preference. part 2 A further note on Bayesian information topologies
Abstracts: Heterogeneity in consumer price stickiness: a microeconometric investigation. The identification of fixed costs from consumer behavior
Abstracts: Hierarchies of beliefs for compact possibility models. On the existence of approximated equilibria in discontinuous economies
Abstracts: High-frequency Markov switching models in the foreign exchange market. Conditional density and value-at-risk prediction of Asian Current Exchange rates
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