Now showing items 1-10 of 123
Social learning theory and the dynamics of interaction
(Psychological Review, 1984)
Arbitrage pricing theory as a restricted nonlinear multivariate regression model: Iterated nonlinear seemingly unrelated regression estimates
(Journal of Business and Economic Statistics, 1988-01-01)
By replacing the unknown random factors of factor analysis with observed macroeconomic variables, the arbitrage pricing theory (APT) is recast as a multivariate nonlinear regression model with across-equation restrictions. ...
Buffer stocks are better stabilizers than quotas
(Journal of International Economics, 1981-01-01)
Michael Pelcovits (1979, p. 307) recently showed that with an unstable foreign excess supply curve, either a fixed quota or a buffer stock program with a fixed tariff can be used to stabilize domestic price at a given level, ...
Diagnostic testing and evaluation of maximum likelihood models
(Journal of Econometrics, 1985-01-01)
The paper develops a unified theory of likelihood specification testing based on M-estimators of auxiliary parameters. The theory is sufficiently general to encompass a wide class of specification tests including moment-based ...
COMMERCIAL-POLICY AND AGGREGATE EMPLOYMENT UNDER RATIONAL-EXPECTATIONS
(QUARTERLY JOURNAL OF ECONOMICS, 1984)
Trade Policy and the American Income Distribution
(Review of Economics and Statistics, 1982-05)
ASYMMETRIC PRICE RIGIDITY AND INFLATIONARY BIAS
(AMERICAN ECONOMIC REVIEW, 1983)
A schema for common cents.
(Mem Cognit, 1983-07)
Estimation of seemingly unrelated tobit regressions via the em algorithm
(Journal of Business and Economic Statistics, 1987-01-01)
An expectation-maximum (EM) likelihood algorithm is used to estimate two seemingly unrelated Tobit regressions in which the dependent variables are truncated normal. An illustrative example on the determination of the life-health ...
Associative asymmetry, availability, and retrieval.
(Mem Cognit, 1983-01)