Readings in Econometric Theory and Practice - A Volume in Honor of George Judge - Contributions to Economic Analysis
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Readings in Econometric Theory and Practice - A Volume in Honor of George Judge - Contributions to Economic Analysis ◽

10.1016/b978-0-444-89574-5.50003-4 ◽

1992 ◽

pp. iv

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Estimating the Smoothing Parameter in Piecewise Constant Regression* *We wish to thank Markku Rahiala and Pentti Saikkonen for useful discussions, Juha Puranen for help in programming and Elina Järvinen for research assistance. The responsibility for any errors remains ours. Financial support from the Yrjö Jahnsson Foundation is gratefully acknowledged.

Readings in Econometric Theory and Practice - A Volume in Honor of George Judge - Contributions to Economic Analysis ◽

10.1016/b978-0-444-89574-5.50016-2 ◽

1992 ◽

pp. 215-241

Author(s):

Ilkka Mellin ◽

Timo Teräsvirta

Keyword(s):

Financial Support ◽

Smoothing Parameter ◽

Piecewise Constant ◽

Constant Regression

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Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-Normal Priors* *We would like to thank Bill Griffiths for numerous suggestions which improved the paper. Thanks are also due to an anonymous referee, Paul Newbold, Sidhartha Chib and Kim Sawyer for helpful comments and Pin Ng for drawing the figures. Earlier versions of this paper were presented at a Bayesian Conference in Econometrics and the Sixth World Congress of the Econometric Society. Responsibility for any errors and omissions is naturally solely ours. Financial support from the Bureau of Economic and Business Research and the Research Board of the University of Illinois is gratefully acknowledged.

Readings in Econometric Theory and Practice - A Volume in Honor of George Judge - Contributions to Economic Analysis ◽

10.1016/b978-0-444-89574-5.50012-5 ◽

1992 ◽

pp. 143-157

Author(s):

Anil K. Bera ◽

José A.F. Machado

Keyword(s):

Bayesian Analysis ◽

Financial Support ◽

Systematic Risk ◽

Business Research ◽

World Congress ◽

University Of Illinois ◽

The University

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List of Contributors

Readings in Econometric Theory and Practice - A Volume in Honor of George Judge - Contributions to Economic Analysis ◽

10.1016/b978-0-444-89574-5.50006-x ◽

1992 ◽

pp. xi

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Introduction to the Series

Readings in Econometric Theory and Practice - A Volume in Honor of George Judge - Contributions to Economic Analysis ◽

10.1016/b978-0-444-89574-5.50004-6 ◽

1992 ◽

pp. v

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Front Matter

Readings in Econometric Theory and Practice - A Volume in Honor of George Judge - Contributions to Economic Analysis ◽

10.1016/b978-0-444-89574-5.50002-2 ◽

1992 ◽

pp. iii

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Contributions to Economic Analysis

Readings in Econometric Theory and Practice - A Volume in Honor of George Judge - Contributions to Economic Analysis ◽

10.1016/b978-0-444-89574-5.50001-0 ◽

1992 ◽

pp. ii

Keyword(s):

Economic Analysis

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Index

Readings in Econometric Theory and Practice - A Volume in Honor of George Judge - Contributions to Economic Analysis ◽

10.1016/b978-0-444-89574-5.50022-8 ◽

1992 ◽

pp. 375-378

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Testing for Time Varying Parameters in Vector Autoregressive Models

Readings in Econometric Theory and Practice - A Volume in Honor of George Judge - Contributions to Economic Analysis ◽

10.1016/b978-0-444-89574-5.50017-4 ◽

1992 ◽

pp. 243-264

Author(s):

Helmut Lütkepohl

Keyword(s):

Autoregressive Models ◽

Time Varying ◽

Vector Autoregressive Models ◽

Vector Autoregressive ◽

Varying Parameters ◽

Time Varying Parameters

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Risk and Power for Inequality Pre-Test Estimators: General Case in Two Dimensions* *The authors wish to recognize the contribution of Ivan Chang in plotting the large number of risk functions explored, most of which could not be accommodated in the paper, and Mary Ellen Bock for stimulating suggestions and editorial improvements.

Readings in Econometric Theory and Practice - A Volume in Honor of George Judge - Contributions to Economic Analysis ◽

10.1016/b978-0-444-89574-5.50008-3 ◽

1992 ◽

pp. 33-55 ◽

Cited By ~ 1

Author(s):

T.A. Yancey ◽

Robert Bohrer

Keyword(s):

Two Dimensions ◽

Risk Functions

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