116000.rar

大小:11.07 MB

只需: 5 个论坛币  马上下载

Journal of Econometrics 2007 vol 138

本附件包括：

• Information measures for generalized gamma family.pdf
• Reconciling introspective utility with revealed preference Experimental arguments based on prospect theory.pdf
• A pair-wise approach to testing for output and growth convergence.pdf
• Approximately normal tests for equal predictive accuracy in nested models.pdf
• Smoothly mixing regressions.pdf
• Seasonality and non-linear price effects in scanner-data-based market-response models.pdf
• Product attributes and models of multiple discreteness.pdf
• Measuring volatility with the realized range.pdf
• No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise Theory and testable distributional implications.pdf
• Unit root log periodogram regression.pdf
• Natural conjugate priors for the instrumental variables regression model applied to the Angrist–Krueger data.pdf
• The zero-information-limit condition and spurious inference in weakly identified models.pdf
• Testing with many weak instruments.pdf
• Generalizing the standard product rule of probability theory and Bayes's Theorem.pdf
• Progress and challenges in econometrics.pdf
• Some aspects of the history of Bayesian information processing.pdf
• Information optimality and Bayesian modelling.pdf
• Efficient information theoretic inference for conditional moment restrictions.pdf
• On the efficient use of the informational content of estimating equations Implied probabilities and Euclidean empirical likelihood.pdf
• Information in generalized method of moments estimation and entropy-based moment selection.pdf
• Estimation and inference in the case of competing sets of estimating equations.pdf
• GMM estimation of a maximum entropy distribution with interval data.pdf
• A versatile and robust metric entropy test of time-reversibility, and other hypotheses.pdf