[PDF] Top 20 Directory UMM :Data Elmu:jurnal:J-a:Journal of Econometrics:Vol95.Issue1.2000:

... levels of the dependent variables, only their relative ...virtue of being more robust (than OBJ2 and OBJ3) to outliers; see Cavanagh and Sherman (1998) for a ...bias of the estimator reduces ... Lihat dokumen lengkap

... one of Monte Carlo integration ...samples of parameters in the model from their joint posterior distribution by Markov chain sampling, and evaluate complicated multiple integrals, which are necessary for ... Lihat dokumen lengkap

... numbers of unit root tests ...the data-dependent lag selection employed, together with the use of approximate critical values for the ERS q kGLS test ...rows of Table 1). We thus "nd that ... Lihat dokumen lengkap

... such a way that the probability of misreporting is symmetric around the local maximum and decreases as the distance from the local max- imum ...purpose of this paper is to determine the unemployment ... Lihat dokumen lengkap

... ¸ of (5) has been e ! ectively taken out by the logarithmic transformation in ...evaluation of the product of probabilities and can be numerically ...expression of ¸ in (6) resembles the log ... Lihat dokumen lengkap

... analyses of these authors are based on the assumption that the beginning period of the violation of the budget constraint is ...Some of these authors argue that spending and revenue kept ... Lihat dokumen lengkap

... e!ects of changes in x on E M y t D x N , which are often more interesting in practice, from a policy point of ...in a model which completely speci"es the conditional distribution ... Lihat dokumen lengkap

... propose a class of new tests for time ...di!erences of the series being tested have symmetric marginal ...test of Ramsey and Rothman (1996) focuses only on the third moment of these ... Lihat dokumen lengkap

... sensitivity of the F-statistic, denoted /, and obtain an explicit expression (Theorem ...behaviour of /. The last of these (Theorem 4) leads to the median-based &rule of ...behaviour ... Lihat dokumen lengkap

... bias a!ects powers of the existing tests based on the ...rate of o8 is J n and the n~1-order bias is asymptotically ...rate of o8 is n and the n~1-order bias is ...distribution ... Lihat dokumen lengkap

... introduce a new nonparametric regression estimator that uses prior information on regression shape in the form of a parametric ...estimates of the regression function and its derivatives along ... Lihat dokumen lengkap

... impact of Shao's (1993) recent results regarding the asymp- totic inconsistency of model selection via leave-one-out cross-validation on h-block cross-validation, a cross-validatory method for ... Lihat dokumen lengkap

... to a rise in the market value of a college ...in a within-cohort (or between-cohort) ...estimates of changes in relative worker quality over ...understanding of the driving ... Lihat dokumen lengkap

... As econometricians seek to provide methods that are appropriate for empiri- cal inference in economics, they confront deep conceptual issues as well as di $ cult technical questions. Contemporary research articles and ... Lihat dokumen lengkap

... has a fully speci"ed subjective distribution Q, although it may be hastily construc- ...Instead of trying to work with a set S of distributions, he faces the choice between making a ... Lihat dokumen lengkap

... 71 Chamberlain, G., Econometrics and decision theory 255 Charlier, E., Melenberg, B., van Soest, A., Estimation of a censored regression panel data model using conditional moment rest[r] ... Lihat dokumen lengkap

... example a program written in GAUSS can be run only by a user who has the GAUSS system on his computer and preferably has the same type of computer ...specialization of hardware and software ... Lihat dokumen lengkap

... aggregation of non-linear micro relations poses formidable di$culties, particularly when the underlying relations involve ...application of a forecasting approach which compares the aggregate and the ... Lihat dokumen lengkap

... because of the empirical irrelevance of most size-corrected critical values reported in the econometrics literature, applied research relies heavily on asymptotic distribution theory to obtain ... Lihat dokumen lengkap

... model of KPR (1988b). We now use these tools to construct an estimate of the average conditional reality bound ...extent of information about the data-generating process that is contained in ... Lihat dokumen lengkap