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Другие публикации лиц с тем же именем

How far ahead can we forecast?: Evidence from cross-country surveys, и . International Journal of Forecasting, 23 (2): 167--187 (00 2007)A new framework for analyzing survey forecasts using three-dimensional panel data, и . Journal of Econometrics, 68 (1): 205--227 (июля 1995)A computational algorithm for multiple equation models with panel data, и . Economics Letters, 34 (2): 143--146 (октября 1990)On the constancy of real interest rates. Economics Letters, 3 (1): 45--48 (1979)MCMC algorithms for two recent Bayesian limited information estimators, и . Economics Letters, 66 (2): 121--126 (февраля 2000)On the distribution function of various model selection criteria with stochastic regressors, и . Economics Letters, 17 (1-2): 97--101 (1985)A note on the variability of real interest rates, business cycles, and the livingston data, и . Journal of Banking & Finance, 8 (3): 483--490 (сентября 1984)Interest rate spreads as predictors of German inflation and business cycles, , и . International Journal of Forecasting, 16 (1): 39--58 (00 2000)Further consequences of viewing LIML as an iterated Aitken estimator, и . Journal of Econometrics, 98 (2): 187--202 (октября 2000)Bayesian analysis of nested logit model by Markov chain Monte Carlo, и . Journal of Econometrics, 111 (1): 103--133 (ноября 2002)