-
2
-
-
0001162133
-
Tests for parameter instability and structural change with un known change point
-
Andrews, D. W. K., "Tests for Parameter Instability and Structural Change with Un known Change Point," Econometrica 61 (1993), 821-856.
-
(1993)
Econometrica
, vol.61
, pp. 821-856
-
-
Andrews, D.W.K.1
-
3
-
-
0002533529
-
Estimating a cointegrated demand system
-
Attfield, C. "Estimating a Cointegrated Demand System," European Economic Review 41 (1997), 61-73.
-
(1997)
European Economic Review
, vol.41
, pp. 61-73
-
-
Attfield, C.1
-
4
-
-
33645264784
-
Stochastic trends, demographics and demand systems
-
_ "Stochastic Trends, Demographics and Demand Systems," University of Bristol Mimeograph (2004).
-
(2004)
University of Bristol Mimeograph
-
-
-
5
-
-
0039768936
-
Quadratic engel curves and consumer demand
-
Banks, J., R. W. Blundell, and A. Lewbel, "Quadratic Engel Curves and Consumer Demand," Review of Economics and Statistics 79:4 (1997), 527-539.
-
(1997)
Review of Economics and Statistics
, vol.79
, Issue.4
, pp. 527-539
-
-
Banks, J.1
Blundell, R.W.2
Lewbel, A.3
-
6
-
-
0012748541
-
Evidence on the slutsky conditions for demand equations
-
Barten, A. P., "Evidence on the Slutsky Conditions for Demand Equations," Review of Economics and Statistics 49 (1967), 77-84.
-
(1967)
Review of Economics and Statistics
, vol.49
, pp. 77-84
-
-
Barten, A.P.1
-
7
-
-
0000439106
-
Estimation and hypothesis testing in singular equation systems with autoregressive disturbances
-
Berndt, E. R., and N. E. Savin, "Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances," Econometrica 43:5 (1975), 937-958.
-
(1975)
Econometrica
, vol.43
, Issue.5
, pp. 937-958
-
-
Berndt, E.R.1
Savin, N.E.2
-
8
-
-
0001378070
-
What do we learn about consumer demand patterns from micro data?
-
Blundell, R. W., P. Pashardes, and G. Weber, "What Do We Learn about Consumer Demand Patterns from Micro Data?" American Economic Review 83 (1993), 570-597.
-
(1993)
American Economic Review
, vol.83
, pp. 570-597
-
-
Blundell, R.W.1
Pashardes, P.2
Weber, G.3
-
9
-
-
0000759199
-
The random utility hypothesis and inference in demand systems
-
Brown, B. W., and M. B. Walker, "The Random Utility Hypothesis and Inference in Demand Systems," Econometrica 57 (1989), 815-829.
-
(1989)
Econometrica
, vol.57
, pp. 815-829
-
-
Brown, B.W.1
Walker, M.B.2
-
10
-
-
84952249786
-
Permanent income, current income, and consumption
-
Campbell, J. Y., and N. G. Mankiw, "Permanent Income, Current Income, and Consumption," Journal of Business and Economic Statistics 8 (1990), 265-279.
-
(1990)
Journal of Business and Economic Statistics
, vol.8
, pp. 265-279
-
-
Campbell, J.Y.1
Mankiw, N.G.2
-
11
-
-
0000960189
-
Transcendental logarithmic utility functions
-
Christensen, L. R., D. W. Jorgenson, and L. J. Lau, "Transcendental Logarithmic Utility Functions," American Economic Review 65 (1975), 367-383.
-
(1975)
American Economic Review
, vol.65
, pp. 367-383
-
-
Christensen, L.R.1
Jorgenson, D.W.2
Lau, L.J.3
-
12
-
-
0346979274
-
A model of fractional cointegration and tests for cointegration using the bootstrap
-
Davidson, J., "A Model of Fractional Cointegration and Tests for Cointegration Using the Bootstrap," Journal of Econometrics 110 (2002), 187-212.
-
(2002)
Journal of Econometrics
, vol.110
, pp. 187-212
-
-
Davidson, J.1
-
16
-
-
0033429990
-
Age, trend, and cohort effects in a macro model of Canadian expenditure patterns
-
Denton, F., D. Mountain, and B. Spencer, "Age, Trend, and Cohort Effects in a Macro Model of Canadian Expenditure Patterns," Journal of Business and Economic Statistics 17:4 (1999), 430-443.
-
(1999)
Journal of Business and Economic Statistics
, vol.17
, Issue.4
, pp. 430-443
-
-
Denton, F.1
Mountain, D.2
Spencer, B.3
-
17
-
-
0000457812
-
Applications of duality theory
-
M. Intriligator and D. A. Kendrick (Eds.), Amsterdam: North-Holland
-
Diewert, W. E., "Applications of Duality Theory" (pp. 106-171), in M. Intriligator and D. A. Kendrick (Eds.), Frontiers of Quantitative Economics, vol. II (Amsterdam: North-Holland, 1974).
-
(1974)
Frontiers of Quantitative Economics
, vol.2
, pp. 106-171
-
-
Diewert, W.E.1
-
18
-
-
0001931745
-
Flexible function forms and global curvature conditions
-
Diewert, W. E., and T. J. Wales, "Flexible Function Forms and Global Curvature Conditions," Econometrica 55, (1987), 43-68.
-
(1987)
Econometrica
, vol.55
, pp. 43-68
-
-
Diewert, W.E.1
Wales, T.J.2
-
19
-
-
0030356207
-
Efficient tests for an autoregressive unit root
-
Elliott, G., T. J. Rothenberg, and J. H. Stock, "Efficient Tests for an Autoregressive Unit Root," Econometrica 64 (1996), 813-836.
-
(1996)
Econometrica
, vol.64
, pp. 813-836
-
-
Elliott, G.1
Rothenberg, T.J.2
Stock, J.H.3
-
20
-
-
0002485161
-
Some engel curves
-
A. Deaton (Ed.), Cambridge: Cambridge University Press
-
Gorman, W. M., "Some Engel Curves," in A. Deaton (Ed.), Essays in Honour of Sir Richard Stone (Cambridge: Cambridge University Press, 1981).
-
(1981)
Essays in Honour of Sir Richard Stone
-
-
Gorman, W.M.1
-
21
-
-
33645254538
-
Large sample properties of generalized method of moments estimators
-
K. D. Hoover (Ed.), Aldershot, U.K.: Elgar
-
Hansen, L. P., "Large Sample Properties of Generalized Method of Moments Estimators" (pp. 97-122), in K. D. Hoover (Ed.), The New Classical Macroeconomics (Aldershot, U.K.: Elgar, 1992).
-
(1992)
The New Classical Macroeconomics
, pp. 97-122
-
-
Hansen, L.P.1
-
22
-
-
84914515504
-
Theory and time series estimation of the quadratic expenditure system
-
Howe, H., R. A. Pollak, and T. J. Wales, "Theory and Time Series Estimation of the Quadratic Expenditure System," Econometrica 47 (1979), 1231-1247.
-
(1979)
Econometrica
, vol.47
, pp. 1231-1247
-
-
Howe, H.1
Pollak, R.A.2
Wales, T.J.3
-
23
-
-
0002442859
-
The transcendental logarithmic model of aggregate consumer behavior
-
R. Basmann and G. Rhodes (Eds.), Greenwich, CT: JAI Press
-
Jorgenson, D. W., L. J. Lau, and T. M. Stoker, "The Transcendental Logarithmic Model of Aggregate Consumer Behavior," in R. Basmann and G. Rhodes (Eds.), Advances in Econometrics, (Greenwich, CT: JAI Press, 1982).
-
(1982)
Advances in Econometrics
-
-
Jorgenson, D.W.1
Lau, L.J.2
Stoker, T.M.3
-
24
-
-
38249033357
-
Fractional demand systems
-
Lewbel, A., "Fractional Demand Systems," Journal of Econometrics 36 (1987), 311-337.
-
(1987)
Journal of Econometrics
, vol.36
, pp. 311-337
-
-
Lewbel, A.1
-
25
-
-
0001326961
-
The rank of demand systems: Theory and nonparameteric estimation
-
_ "The Rank of Demand Systems: Theory and Nonparameteric Estimation,' Econometrica 59 (1991), 711-730.
-
(1991)
Econometrica
, vol.59
, pp. 711-730
-
-
-
26
-
-
0000657987
-
Aggregation without separability: A generalized composite commodity theorem
-
_ "Aggregation without Separability: A Generalized Composite Commodity Theorem," American Economic Review 86 (1996a), 524-543.
-
(1996)
American Economic Review
, vol.86
, pp. 524-543
-
-
-
27
-
-
33645248447
-
Large demand systems and nonstationary prices: Income and price elasticities for many US goods
-
_ "Large Demand Systems and Nonstationary Prices: Income and Price Elasticities for Many US Goods," Brandeis University mimeograph (1996b).
-
(1996)
Brandeis University Mimeograph
-
-
-
28
-
-
2142755411
-
Rank, separability, and conditional demands
-
_ "Rank, Separability, and Conditional Demands," Canadian Journal of Economics 35 (2002), 410-413.
-
(2002)
Canadian Journal of Economics
, vol.35
, pp. 410-413
-
-
-
29
-
-
84934349411
-
Additive general error models for production costs and derived demand or share equations
-
McElroy, M. B., "Additive General Error Models for Production Costs and Derived Demand or Share Equations," Journal of Political Economy 95 (1987), 737-757.
-
(1987)
Journal of Political Economy
, vol.95
, pp. 737-757
-
-
McElroy, M.B.1
-
30
-
-
0033429991
-
Imposing local curvature conditions in flexible demand systems
-
Moschini, G., "Imposing Local Curvature Conditions in Flexible Demand Systems," Journal of Business and Economic Statistics 17:4 (1999), 487-490.
-
(1999)
Journal of Business and Economic Statistics
, vol.17
, Issue.4
, pp. 487-490
-
-
Moschini, G.1
-
31
-
-
21844495718
-
Autocorrelation specification in singular equation systems
-
Moschini, G., and D. Moro, "Autocorrelation Specification in Singular Equation Systems,' Economics Letters 46 (1994), 303-309.
-
(1994)
Economics Letters
, vol.46
, pp. 303-309
-
-
Moschini, G.1
Moro, D.2
-
32
-
-
0001058903
-
Aggregation, income distribution and consumer demand
-
Muellbauer, J., "Aggregation, Income Distribution and Consumer Demand," Review of Economic Studies 42 (1975), 525-543.
-
(1975)
Review of Economic Studies
, vol.42
, pp. 525-543
-
-
Muellbauer, J.1
-
34
-
-
84983878629
-
Testing for homogeneity in demand systems when the regressors are non-stationary
-
_ "Testing for Homogeneity in Demand Systems When the Regressors Are Non-stationary,' Journal of Applied Econometrics 10 (1995), 147-163.
-
(1995)
Journal of Applied Econometrics
, vol.10
, pp. 147-163
-
-
-
35
-
-
0000387132
-
Lag length selection and the construction of unit root tests with good size and power
-
Ng, S., and P. Perron, "Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power," Econometrica 69:6 (2001), 1519-1554.
-
(2001)
Econometrica
, vol.69
, Issue.6
, pp. 1519-1554
-
-
Ng, S.1
Perron, P.2
-
36
-
-
43549125199
-
Engel's law and cointegration
-
Ogaki, M., "Engel's Law and Cointegration," Journal of Political Economy 100 (1992), 1027-1046.
-
(1992)
Journal of Political Economy
, vol.100
, pp. 1027-1046
-
-
Ogaki, M.1
-
37
-
-
0032469013
-
Measuring intertemporal substitution: The role of durable goods
-
Ogaki, M., and C. Reinhart, "Measuring Intertemporal Substitution: The Role of Durable Goods," Journal of Political Economy 106:5 (1998), 1078-1098.
-
(1998)
Journal of Political Economy
, vol.106
, Issue.5
, pp. 1078-1098
-
-
Ogaki, M.1
Reinhart, C.2
-
38
-
-
0001575698
-
Useful modifications to unit root tests with dependent errors and their local asymptotic properties
-
Perron, P., and S. Ng, "Useful Modifications to Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties," Review of Economic Studies 63 (1996), 435-465.
-
(1996)
Review of Economic Studies
, vol.63
, pp. 435-465
-
-
Perron, P.1
Ng, S.2
-
40
-
-
0000784320
-
Asymptotic properties of residual based tests for cointegration
-
Phillips, P. C. B., and S. Ouliaris, "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica 58 (1990), 165-193.
-
(1990)
Econometrica
, vol.58
, pp. 165-193
-
-
Phillips, P.C.B.1
Ouliaris, S.2
-
42
-
-
70350105390
-
Unit roots, structural breaks and trends
-
R. Engel and D. McFadden (Eds.), Elsevier Science
-
Stock, J. H. "Unit Roots, Structural Breaks and Trends," (pp. 2740-2831), in R. Engel and D. McFadden (Eds.), Handbook of Econometrics, vol. 4 (Elsevier Science, 1994).
-
(1994)
Handbook of Econometrics
, vol.4
, pp. 2740-2831
-
-
Stock, J.H.1
-
43
-
-
23844559309
-
Aggregation, efficiency, and cross-section regressions
-
Stoker, T. "Aggregation, Efficiency, and Cross-Section Regressions," Econometrica 54 (1986), 171-188.
-
(1986)
Econometrica
, vol.54
, pp. 171-188
-
-
Stoker, T.1
-
45
-
-
70350105389
-
Vector autoregressions and cointegration
-
R. Engel and D. McFadden (Eds.), Elsevier Science 1994
-
Watson, M. W., 1994, "Vector Autoregressions and Cointegration," (pp. 2844-2910), in R. Engel and D. McFadden (Eds.), Handbook of Econometrics, Vol. 4 (Elsevier Science, 1994).
-
(1994)
Handbook of Econometrics
, vol.4
, pp. 2844-2910
-
-
Watson, M.W.1
|