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There are 10933 results for: content related to: A general class of nonseparable space–time covariance models

  1. Seasonality and Consumption-Based Asset Pricing

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 511–552, WAYNE E. FERSON and CAMPBELL R. HARVEY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04400.x

  2. Nonseparable Preferences, Frisch Labor Supply, and the Consumption Multiplier of Government Spending: One Solution to a Fiscal Policy Puzzle

    Journal of Money, Credit and Banking

    Volume 43, Issue 1, February 2011, Pages: 221–251, FLORIN O. BILBIIE

    Article first published online : 19 JAN 2011, DOI: 10.1111/j.1538-4616.2010.00372.x

  3. Testing Separability in Spatial-Temporal Marked Point Processes

    Biometrics

    Volume 60, Issue 2, June 2004, Pages: 471–481, Frederic Paik Schoenberg

    Article first published online : 7 JUN 2004, DOI: 10.1111/j.0006-341X.2004.00192.x

  4. Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors

    Econometrica

    Volume 73, Issue 4, July 2005, Pages: 1053–1102, Joseph G. Altonji and Rosa L. Matzkin

    Article first published online : 13 JUN 2005, DOI: 10.1111/j.1468-0262.2005.00609.x

  5. Identification in Nonseparable Models

    Econometrica

    Volume 71, Issue 5, September 2003, Pages: 1405–1441, Andrew Chesher 1

    Article first published online : 24 OCT 2003, DOI: 10.1111/1468-0262.00454

  6. Average and Quantile Effects in Nonseparable Panel Models

    Econometrica

    Volume 81, Issue 2, March 2013, Pages: 535–580, Victor Chernozhukov, Iván Fernández-Val, Jinyong Hahn and Whitney Newey

    Article first published online : 20 MAR 2013, DOI: 10.3982/ECTA8405

  7. Nonseparable Preferences, Fiscal Policy Puzzles, and Inferior Goods

    Journal of Money, Credit and Banking

    Volume 41, Issue 2-3, March-April 2009, Pages: 443–450, FLORIN O. BILBIIE

    Article first published online : 25 MAR 2009, DOI: 10.1111/j.1538-4616.2009.00213.x

  8. Random maps, coalescing saddles, singularity analysis, and Airy phenomena

    Random Structures & Algorithms

    Volume 19, Issue 3-4, October - December 2001, Pages: 194–246, Cyril Banderier, Philippe Flajolet, Gilles Schaeffer and Michèle Soria

    Article first published online : 27 NOV 2001, DOI: 10.1002/rsa.10021

  9. Estimating Derivatives in Nonseparable Models With Limited Dependent Variables

    Econometrica

    Volume 80, Issue 4, July 2012, Pages: 1701–1719, Joseph G. Altonji, Hidehiko Ichimura and Taisuke Otsu

    Article first published online : 25 JUL 2012, DOI: 10.3982/ECTA8004

  10. Covariance functions that are stationary or nonstationary in space and stationary in time

    Statistica Neerlandica

    Volume 61, Issue 3, August 2007, Pages: 358–382, E. Porcu, J. Mateu and M. Bevilacqua

    Article first published online : 20 JUL 2007, DOI: 10.1111/j.1467-9574.2007.00364.x

  11. The Cost Gap Method and Other Cost Allocation Methods For Multipurpose Water Projects

    Water Resources Research

    Volume 21, Issue 10, October 1985, Pages: 1469–1475, T. S. H. Driessen, S. H. Tijs

    Article first published online : 8 JAN 2008, DOI: 10.1029/WR021i010p01469

  12. Identification of Nonseparable Models Using Instruments With Small Support

    Econometrica

    Volume 83, Issue 3, May 2015, Pages: 1185–1197, Alexander Torgovitsky

    Article first published online : 8 JUN 2015, DOI: 10.3982/ECTA9984

  13. Covariance structure of spatial and spatiotemporal processes

    Wiley Interdisciplinary Reviews: Computational Statistics

    Volume 5, Issue 4, July/August 2013, Pages: 279–287, Peter Guttorp and Alexandra M. Schmidt

    Article first published online : 23 MAY 2013, DOI: 10.1002/wics.1259

  14. Two-band lossless subband coding using nonseparable filter

    Electronics and Communications in Japan (Part III: Fundamental Electronic Science)

    Volume 83, Issue 4, April 2000, Pages: 103–114, Shinji Fukuma, Masahiro Iwahashi and Noriyoshi Kambayashi

    Article first published online : 24 JAN 2000, DOI: 10.1002/(SICI)1520-6440(200004)83:4<103::AID-ECJC11>3.0.CO;2-E

  15. On the concept of “Partitions” in the perturbation theory of n-electron systems

    International Journal of Quantum Chemistry

    Volume 24, Issue 6, December 1983, Pages: 551–570, H. M. Schmidt

    Article first published online : 19 OCT 2004, DOI: 10.1002/qua.560240604

  16. STOCK PRICE VOLATILITY, NEGATIVE AUTOCORRELATION AND THE CONSUMPTION–WEALTH RATIO: THE CASE OF CONSTANT FUNDAMENTALS

    Pacific Economic Review

    Volume 15, Issue 2, May 2010, Pages: 224–245, Charles Ka Yui Leung and Nan-Kuang Chen

    Article first published online : 20 APR 2010, DOI: 10.1111/j.1468-0106.2010.00499.x

  17. Optimal design of multiperiod batch-storage network including transportation processes

    AIChE Journal

    Volume 57, Issue 10, October 2011, Pages: 2821–2840, Gyeongbeom Yi and Gintaras V. Reklaitis

    Article first published online : 2 FEB 2011, DOI: 10.1002/aic.12492

  18. Spatio-temporal processes

    Wiley Interdisciplinary Reviews: Computational Statistics

    Volume 2, Issue 3, May/June 2010, Pages: 375–382, Jane L. Harvill

    Article first published online : 28 APR 2010, DOI: 10.1002/wics.88

  19. A Note on Testing Separability in Spatial-Temporal Marked Point Processes

    Biometrics

    Volume 63, Issue 1, March 2007, Pages: 290–294, Renato Assunção and Alexandra Maia

    Article first published online : 16 APR 2007, DOI: 10.1111/j.1541-0420.2007.00737_1.x

  20. Tariffs, Time Preference, and the Current Account under Weakly Nonseparable Preferences

    Review of International Economics

    Volume 11, Issue 1, February 2003, Pages: 101–113, Shinsuke Ikeda

    Article first published online : 22 JAN 2003, DOI: 10.1111/1467-9396.00371