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  • Pagan, Adrian; Trivedi, Pk; Hall, Tony (Review Of Economic Studies Ltd, 1983)
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  • Hall, Tony (Elsevier Science Sa Lausanne, 1983)
    In this note we use the concept of implicit null hypotheses introduced by Mizon and Richard (1982) to clarify the relationship between the two test procedures discussed by Pesaran (1974) for testing non-nested regression ...
  • Mcaleer, Michael; Pagan, Adrian; Volker, P. (American Economic Association, 1985)
    Economists Thomas Cooley and Stephen LeRoy are concerned with money demand as an application of econometrics. That applied econometrics is not currently in the most robust of health is hard to deny, and it would be difficult ...
  • Chiarella, Carl (Butterworth-heinemann Ltd, 1986)
    Dynamic macroeconomic models incorporating perfect foresight expectations can display a dynamic instability of the saddle point type. So that unless the initial values happen to place the system on the stable arm of the ...
  • Chiarella, Carl; Shannon, Anthony (Pergamon-Elsevier Science Ltd, 1986)
    A general biomedical two-compartment model is described and analyzed. An application in diabetes research is then illustrated by reference to a study which is comparing subcutaneous and intravenous insulin kinetcs.
  • Bird, Ronald; Mccrae, M; Beggs, J (Australian Economic Papers, 1987)
    This paper examines the attitudes of gamblers to risk as displayed by their betting behaviour on horse races. Although traditional economic theory assumes that individuals are averse to risk, numerous authors (e.g. Ali ...
  • Trevor, R.; Thorp, Susan (Wiley-Blackwell Publishing Asia, 1988)
    Investigates whether extremely cheap and relatively simple vector autoregressive (VAR) models produce sensible forecasts of major Australian macroeconomic variables. Accuracy of ex-ante forecast produced by some representative ...
  • Geweke, John (Elsevier Science Publishers B.V., 1988)
    It is proposed to sample antithetically rather than randomly from the posterior density in Bayesian inference using Monte Carlo integration. Conditions are established under which the number of replications required with ...
  • Keane, Michael; Runkle, D (Federal Reserve Bank of Minneapolis, 1989)
    his paper discusses at an undergraduate level how forecast rationality can be tested. It explains that forecasters should correctly use any relevant information they knew in making their predictions. It shows that forecast ...
  • Chiarella, Carl; Kemp, Mc; Vanlong, N (Butterworth-heinemann Ltd, 1989)
    There have been few attempts to model the interaction of R and D, the leakage of industrial technology and product pricing. In the present paper we develop a simple leader?follower model of process innovation with leakage. ...
  • Apps, Patricia; Savage, Elizabeth (North Holland, 1989)
    This paper presents an analysis of inequality using utility-based measures of welfare derived from different approaches to modelling household labour supplies. The almost Ideal Demand System specification of preferences ...
  • Anderson, Heather; Granger, Cwj; Hall, Tony (Mit Press, 1992)
    This paper shows that yields to maturity of U.S. Treasury bills are cointegrated, and that during periods when the Federal Reserve specifically targeted short-term interest rates, the spreads between yields of different ...
  • Geweke, John; Keane, Michael; Runkle, D (Mit Press, 1994)
    This research compares several approaches to inference in the multinomial probit model, based on two Monte Carlo experiments for a seven choice model. The methods compared are the simulated maximum likelihood estimator ...
  • Keane, Michael (Econometric Society, 1994)
    In this paper I develop a practical extension of McFaddens method of simulated moments estimator for limited dependent variable models to the panel data case. The method is based on a factorization of the MSM first order ...
  • Keane, Michael (Federal Reserve Bank of Minneapolis, 1995)
    This article analyzes several proposals to build work incentives into the U.S. welfare system. It concludes that the most cost effective way to do that is to offer a work subsidy to all low-income single parents?in other ...
  • Savage, Elizabeth; Hart, A (Economic Society of Australia, 1995)
    Over the past two decades there has been growing interest in environmental policy. Lobbying by conservationists and growing community concern over pollution and the degradation of the natural environment have stimulated ...
  • Geweke, John; Runkle, D (Federal Reserve Bank of Minneapolis, 1995)
    Almost everyone would agree--even we in the Federal Reserve System--that monetary policy can be improved. But improving it requires accurate empirical descriptions of the current policy and the relationship between that ...
  • Geweke, John; Zhou, G. (Oxford University Press, 1996)
    Abstract: This article provides an exact Bayesian framework for analyzing the arbitrage pricing theory (APT). Based on the Gibbs sampler, we show how to obtain the exact posterior distributions for functions of interest ...
  • Hall, Jane (Elsevier Science Bv, 1996)
    In a recent issue of this journal, Tabarrok provided an economic analysis of genetic testing (Tabarrok, 1994). As genetic research progresses, the identification of individuals at risk of particular diseases, early ...