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Estimation of multivariate models for time series of possibly different lengt...
We consider the problem of estimating parametric multivariate density models when unequal amounts of data are available on each variable. We focus in particular on the case that... -
Measuring welfare effects in models with random coefficients (replication data)
In economic research, it is often important to express the marginal value of a variable in monetary terms. In random coefficient models, this marginal monetary value is the... -
Bayes model averaging of cyclical decompositions in economic time series (rep...
A flexible decomposition of a time series into stochastic cycles under possible non-stationarity is specified, providing both a useful data analysis tool and a very wide model... -
A bivariate count data model for household tourism demand (replication data)
Households' choice of the number of leisure trips and the total number of overnight stays is empirically studied using Swedish tourism data. A bivariate hurdle approach... -
Job separation in a non-stationary search model: a structural estimation to e...
This paper considers a job search model in which the environment is not constant throughout the unemployment spell and where jobs do not last for ever. In this situation,... -
Timing structural change: a conditional probabilistic approach (replication d...
We propose a strategy for assessing structural stability in time-series frameworks when potential change dates are unknown. Existing stability tests are effective in detecting...
