Author of the publication

Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables

, and . Journal of Econometrics, 111 (2): 251--283 (December 2002)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence, and . Journal of Econometrics, 137 (1): 162--188 (March 2007)Local Whittle estimation of fractional integration and some of its variants, and . Journal of Econometrics, 130 (2): 209--233 (February 2006)Nonstationary discrete choice, and . Journal of Econometrics, 120 (1): 103--138 (May 2004)Nonlinear instrumental variable estimation of an autoregression, , and . Journal of Econometrics, 118 (1-2): 219--246 (00 2004)A new approach to robust inference in cointegration, , and . Economics Letters, 91 (2): 300--306 (May 2006)Does GNP have a unit root? : A re-evaluation, and . Economics Letters, 23 (2): 139--145 (1987)The spurious effect of unit roots on vector autoregressions : An analytical study, and . Journal of Econometrics, 59 (3): 229--255 (October 1993)Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables, and . Journal of Econometrics, 111 (2): 251--283 (December 2002)Nonlinear Regressions with Integrated Time Series, and . Econometrica, 69 (1): 117--161 (Jan 1, 2001)doi: 10.1111/1468-0262.00180.REFLECTIONS ON THE DAY. Journal of Economic Surveys, 8 (3): 311--316 (244 09 1994)doi: 10.1111/j.1467-6419.1994.tb00105.x.