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There are 24957 results for: content related to: Estimating a Parsimonious Model of Inequality Aversion in Stackelberg Duopoly Experiments *

  1. Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 5, October 2010, Pages: 567–599, Chi-Young Choi, Nelson C. Mark and Donggyu Sul

    Version of Record online : 14 JUN 2010, DOI: 10.1111/j.1468-0084.2010.00594.x

  2. The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes

    Scandinavian Journal of Statistics

    Volume 35, Issue 3, September 2008, Pages: 438–465, JULIE LYNG FORMAN and MICHAEL SØRENSEN

    Version of Record online : 24 APR 2008, DOI: 10.1111/j.1467-9469.2007.00592.x

  3. Parametric and Non-parametric Encompassing Procedures

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue s1, December 2008, Pages: 751–780, Christophe Bontemps, Jean-Pierre Florens and Jean-François Richard

    Version of Record online : 24 NOV 2008, DOI: 10.1111/j.1468-0084.2008.00529.x

  4. Panel LM Unit-root Tests with Level Shifts

    Oxford Bulletin of Economics and Statistics

    Volume 67, Issue 3, June 2005, Pages: 393–419, Kyung-So Im, Junsoo Lee and Margie Tieslau

    Version of Record online : 20 MAY 2005, DOI: 10.1111/j.1468-0084.2005.00125.x

  5. Power of Tests for Unit Roots in the Presence of a Linear Trend

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue 5, October 2008, Pages: 619–644, Bent Nielsen

    Version of Record online : 16 SEP 2008, DOI: 10.1111/j.1468-0084.2008.00520.x

  6. Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area

    Oxford Bulletin of Economics and Statistics

    Volume 66, Issue 4, September 2004, Pages: 537–565, Michael Artis, Massimiliano Marcellino and Tommaso Proietti

    Version of Record online : 3 AUG 2004, DOI: 10.1111/j.1468-0084.2004.00092.x

  7. A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 4, August 2012, Pages: 574–599, Walter Enders and Junsoo Lee

    Version of Record online : 24 AUG 2011, DOI: 10.1111/j.1468-0084.2011.00662.x

  8. Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment

    Oxford Bulletin of Economics and Statistics

    Volume 71, Issue 5, October 2009, Pages: 683–713, Siem Jan Koopman, Marius Ooms and Irma Hindrayanto

    Version of Record online : 22 JUN 2009, DOI: 10.1111/j.1468-0084.2009.00557.x

  9. Testing for a Change in Persistence in the Presence of a Volatility Shift

    Oxford Bulletin of Economics and Statistics

    Volume 68, Issue s1, December 2006, Pages: 761–781, Giuseppe Cavaliere and A. M. Robert Taylor

    Version of Record online : 23 NOV 2006, DOI: 10.1111/j.1468-0084.2006.00455.x

  10. Bootstrap HAC Tests for Ordinary Least Squares Regression

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 6, December 2012, Pages: 903–922, Francesco Bravo and Leslie G. Godfrey

    Version of Record online : 24 OCT 2011, DOI: 10.1111/j.1468-0084.2011.00671.x

  11. Disentangling Age, Cohort and Time Effects in the Additive Model

    Oxford Bulletin of Economics and Statistics

    Volume 68, Issue 4, August 2006, Pages: 473–495, David J. McKenzie

    Version of Record online : 1 AUG 2006, DOI: 10.1111/j.1468-0084.2006.00173.x

  12. Evaluating PcGets and RETINA as Automatic Model Selection Algorithms

    Oxford Bulletin of Economics and Statistics

    Volume 67, Issue s1, December 2005, Pages: 837–880, Jennifer L. Castle

    Version of Record online : 6 DEC 2005, DOI: 10.1111/j.1468-0084.2005.00143.x

  13. A Canonical Correlation Approach for Selecting the Number of Dynamic Factors

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 1, February 2013, Pages: 23–36, Jörg Breitung and Uta Pigorsch

    Version of Record online : 6 NOV 2012, DOI: 10.1111/obes.12003

  14. Prewhitening Bias in HAC Estimation

    Oxford Bulletin of Economics and Statistics

    Volume 67, Issue 4, August 2005, Pages: 517–546, Donggyu Sul, Peter C. B. Phillips and Chi-Young Choi

    Version of Record online : 22 JUL 2005, DOI: 10.1111/j.1468-0084.2005.00130.x

  15. Weak Identification of Forward-looking Models in Monetary Economics

    Oxford Bulletin of Economics and Statistics

    Volume 66, Issue s1, September 2004, Pages: 609–635, Sophocles Mavroeidis

    Version of Record online : 10 SEP 2004, DOI: 10.1111/j.1468-0084.2004.00095.x

  16. Fixed and Random Effects in Classical and Bayesian Regression

    Oxford Bulletin of Economics and Statistics

    Volume 75, Issue 3, June 2013, Pages: 460–476, Silvio R. Rendon

    Version of Record online : 10 APR 2012, DOI: 10.1111/j.1468-0084.2012.00700.x

  17. The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 5, October 2012, Pages: 736–759, Paulo M. M. Rodrigues and A. M. Robert Taylor

    Version of Record online : 24 OCT 2011, DOI: 10.1111/j.1468-0084.2011.00665.x

  18. Inferring Policy Objectives from Economic Outcomes

    Oxford Bulletin of Economics and Statistics

    Volume 66, Issue s1, September 2004, Pages: 735–764, Richard Dennis

    Version of Record online : 10 SEP 2004, DOI: 10.1111/j.1468-0084.2004.100_1.x

  19. Linear vs. Log-linear Unit-Root Specification: An Application of Mis-specification Encompassing

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue s1, December 2008, Pages: 829–847, Aris Spanos, David F. Hendry and J. James Reade

    Version of Record online : 24 NOV 2008, DOI: 10.1111/j.1468-0084.2008.00532.x

  20. Testing for Conditional Convergence in Variance and Skewness: The Firm Size Distribution Revisited

    Oxford Bulletin of Economics and Statistics

    Volume 72, Issue 5, October 2010, Pages: 648–668, Peter Huber and Michael Pfaffermayr

    Version of Record online : 18 JUL 2010, DOI: 10.1111/j.1468-0084.2010.00595.x