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Estimating nonlinear time-series models using simulated vector autoregression...
This paper develops two new methods for conducting formal statistical inference in nonlinear dynamic economic models. The two methods require very little analytical... -
Common Trends and Common Cycles (replication data)
The existence of a serial correlation common feature among the first differences of a set of I(1) variables implies the existence of a common cycle in the... -
On the estimation of simultaneous-equations error-components models with an a...
An empirical balance of payments model involving the demand and supply of imports and exports for 31 developing countries is estimated utilizing panel data over 1964-1987. In...
